Echo Cancellation of Voiceband Data Signals Using Recursive Least Squares and Stochastic Gradient Algorithms

The convergence properties of adaptive least squares (LS) and stochastic gradient (SG) algorithms are studied in the context of echo cancellation of voiceband data signals. The algorithms considered are the SG transversal, SG lattice, LS transversal (fast Kalman), and LS lattice. It is shown that for the channel estimation problem considered here, LS algorithms converge in approximately
2N
iterations where
N
is the order of the filter. In contrast, both SG algorithms display inferior convergence properties due to their reliance upon statistical averages. Simulations are presented to verify this result, and indicate that the fast Kalman algorithm frequently displays numerical instability which can be circumvented by using the lattice structure. Finally, the equivalence between an LS algorithm and a fast converging modified SG algorithm which uses a maximum length input data sequence is shown.