Convergence analysis of a mixed controlled L2−LP adaptive algorithm

A new adaptive scheme for system identification is proposed. The derivation of the algorithm and its convexity property are detailed. Also, the first moment behaviour as well as the second moment behaviour of the weights are studied. Bounds for the step size on the convergence of the proposed algorithm are derived, as well as the steady-state analysis is carried out. Finally, simulation results are performed and are found to corroborate with the theory developed.