ON ROBUSTNESS OF COUPLED ADAPTIVE FILTERS

We provide a time domain analysis of the robustness and sta-bility performance for coupled adaptive algorithms of gradi-ent type. The considered coupling may occur inherently as well as by desire of the designer. The presented analyses fo-cus on system identification. Examples are presented to inves-tigate convergence and steady-state behaviour by simulations which are compared to theory. In particular, the presented ap-proach allows for a deeper understanding of cascaded adap-tive filters in terms of robustness and l2-stability. Index Terms — Adaptive filters, system identification, robust-ness, l2-stability, error bounds