Abstract:
The perturbation theory of matrix characteristic values, the operator spectral norm and a fixed-point theorem has been used to find the stochastic conversence properties of two-parameter adaptive lattice filters. The relative difference value ||Δ
n,t|| between the two parameters is an important factor. The results are: obtained 1, The singular values of the mean elementary operator may be varied in a circle with the radius proportional to ||Δ
n,t||, they change not only in the magnitude, but also in the direction due to ||Δ
n,t||; 2, The characteristic values of the mean square elementary operator may ve varied in a circle whose radius is proportional to ||Δ
n,t|| also: 3, The limits of stepsize βn are more critical than in the case of one-parameter lattice filters; 4, Zero-misadjustme-nt can not be obtained. The misadjustment varies in the range, where its center is equal to the misadjustment of one-paramenter lattice filters and its length is proportional to ||Δ
n,t||; 5, The relations between the misadjustment and the order
N are neither linrar nor exponential, but are between them basically; 6, The convergence rate of deterministic signal is slower than the one of uncorrelated signal.