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Convergence behavior of affine projection algorithms

机译:仿射投影算法的收敛行为

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摘要

A class of equivalent algorithms that accelerate the convergence of the normalized LMS (NLMS) algorithm, especially for colored inputs, has previously been discovered independently. The affine projection algorithm (APA) is the earliest and most popular algorithm in this class that inherits its name. The usual APA algorithms update weight estimates on the basis of multiple, unit delayed, input signal vectors. We analyze the convergence behavior of the generalized APA class of algorithms (allowing for arbitrary delay between input vectors) using a simple model for the input signal vectors. Conditions for convergence of the APA class are derived. It is shown that the convergence rate is exponential and that it improves as the number of input signal vectors used for adaptation is increased. However, the rate of improvement in performance (time-to-steady-state) diminishes as the number of input signal vectors increases. For a given convergence rate, APA algorithms are shown to exhibit less misadjustment (steady-state error) than NLMS. Simulation results are provided to corroborate the analytical results.
机译:先前已经独立地发现了一类等效的算法,这些算法可以加速标准化LMS(NLMS)算法的收敛,尤其是对于彩色输入。仿射投影算法(APA)是此类中最早且最受欢迎的算法,继承了它的名称。常用的APA算法根据多个单位延迟的输入信号向量来更新权重估计。我们使用简单的输入信号向量模型来分析广义APA类算法的收敛行为(允许输入向量之间的任意延迟)。得出APA类收敛的条件。结果表明,收敛速率是指数级的,并且随着用于自适应的输入信号矢量数量的增加,收敛速率提高。但是,随着输入信号向量数量的增加,性能(稳态时间)的改善率降低。对于给定的收敛速度,显示出APA算法比NLMS表现出更少的失调(稳态误差)。提供仿真结果以证实分析结果。

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