Description
This exploration of the analysis of the behaviour of Adaptive Signal Processing (ASP) algorithms discusses general methods of algorithm construction and general methods of algorithm analysis. The text introduces ASP through its applications, shows how to construct ASP algorithms, and gives detailed global stability and performance analysis in both deterministic and stochastic settings. It also explores deterministic stability analysis by means of averaging methods and treats stochastic stability and performance by averaging methods.Table of Contents: PART I. 1. Introduction. 2. Offline Analysis. 3. Iterative Minimization. 4. Algorithm Construction. 5. Algorithm Analysis: Gaussian White Noise Setting. 6. Algorithm Analysis: Deterministic Global Theory. PART II. 7. Deterministic Averaging: Single Time Scale. 8. Deterministic Averaging: Mixed Time Scale. PART III. 9. Stochastic Averaging: Single Time Scale. 10. Stochastic Averaging: Mixed Time Scale. APPENDICES. A. Matrix Analysis Review. B. Stochastic Signals and Systems Review. C. Deterministic Signals and Systems Review. D. Mathematical Analysis Review. E. Probability Review. Bibliography. Index.
