Adaptive Signal Processing Algorithms: Stability and Performance (Prentice Hall Information and System Sciences)

Although there has been considerable research activity in the theoretical study of ASP (and Adaptive Control) algorithms in recent years, most of the available literature has touched only briefly on performance analysis. This volume fills that gap by exploring the analysis of behavior (i.e., stability and performance) of Adaptive Signal Processing (ASP) algorithms -- discussing general methods of algorithm construction and general methods of algorithm analysis. Part I introduces ASP through its applications, shows how to construct ASP algorithms, and gives a detailed global stability and performance analysis in both deterministic and stochastic settings. Part II explores deterministic stability analysis by means of averaging methods, which are necessary to handle more complicated algorithms. Part III treats stochastic stability and performance by averaging methods. For practitioners and researchers in signal processing, communication and control.