Adaptive Signal Processing Algorithms: Stability and Performance

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.