Mean-Square Deviation Analysis of Affine Projection Algorithm

Authors:
PooGyeon Park;Chang Hee Lee;Jeong Wan Ko
Affiliations:
Division of IT Convergence Engineering and Division of Electrical and Computer Engineering, Pohang University of Science and Technology, Korea;Division of IT Convergence Engineering and Division of Electrical and Computer Engineering, Pohang University of Science and Technology, Korea;Division of IT Convergence Engineering and Division of Electrical and Computer Engineering, Pohang University of Science and Technology, Korea
Venue:
IEEE Transactions on Signal Processing
Year:
2011

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Abstract

This paper presents an improved mean-square deviation (MSD) analysis of the standard affine projection algorithm (APA) based on two distinctive features. First, the propagation model of the error covariance includes the cross-correlation between the current weight error vector and the prior measurement noises associated with the reused inputs; such a cross-correlation has merely been considered previously. Second, the analysis based on $n$ most recent accumulated iterations, rather than a typical analysis based on a current single iteration, is suggested to reveal a previously unseen phenomenon, where $n$ denotes the tap-length of the filter. Simulation results are in better agreement with the proposed theoretical results, than the previous theoretical ones, over a wide range of parameters such as tap-length, projection order, and step-size.