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Tracking properties of adaptive signal processing algorithms

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1 Author(s)
Farden, D.C. ; University of Rochester, Rochester, NY, USA

Adaptive signal processing algorithms are often used in order to "track" an unknown time-varying parameter vector. This work develops an upper bound on the mean of the norm-squared error between the unknown parameter vector being tracked and the value obtained by the algorithm. The results require very mild covariance decay rate conditions on the training data and a bounded algorithm. The upper bound illustrates the relationship between the algorithm step size and the maximum rate of variation in the parameter vector being tracked.

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Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:29 ,  Issue: 3 )