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A simple model characterizing the convergence properties of an adaptive digital lattice filter using gradient algorithms has been reported [1]. This model is extended to the least mean square (LMS) lattice joint process estimator [5], and to the least squares (LS) lattice and "fast" Kalman algorithms [9] -[16]. The models in each case are compared with computer simulation. The single-stage LMS lattice analysis presented in [1] is also applied to the LS lattice. Results indicate that for stationary inputs, the LMS lattice and LS algorithms exhibit similar behavior.
Published in:
Acoustics, Speech and Signal Processing, IEEE Transactions on
(Volume:31
,
Issue:
2
)
Date of Publication: Apr 1983
- Page(s):
- 415 - 425
- ISSN :
- 0096-3518
- Digital Object Identifier :
- 10.1109/TASSP.1983.1164084
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 29 January 2003
- Issue Date :
- Apr 1983
- Sponsored by :
- IEEE Signal Processing Society
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