Stability and MSE analyses of affine projection algorithms for sparse system identification

Abstract

We analyze two algorithms, viz. the affine projection algorithm for sparse system identification (APA-SSI) and the quasi APA-SSI (QAPA-SSI), regarding their stability and steady-state mean-squared error (MSE). These algorithms exploit the sparsity of the involved signals through an approximation of the l0 norm. Such approach yields faster convergence and reduced steady-state MSE, as compared to algorithms that do not take the sparse nature of the signals into account. In addition, modeling sparsity via such approximation has been consistently verified to be superior to the widely used l1 norm in several scenarios. In this paper, we show how to properly set the parameters of the two aforementioned algorithms in order to guarantee convergence, and we derive closed-form theoretical expressions for their steady-state MSE. A key conclusion from the proposed analysis is that the MSE of these two algorithms is a monotonically decreasing function of the sparsity degree. Simulation results are used to validate the theoretical findings.