Abstract
The lattice filter has several desirable characteristics that make it attractive in adaptive applications. The Lattice Stochastic Gradient (also called Gradient Adaptive Lattice algorithm) is popularly used to adapt the lattice filter. However, a theoretical study of the bias in the reflection coefficient and the convergence of the LSG algorithm have not been studied extensively yet. This paper presents some theoretical results on these issues. It is hoped that the results will also present some insights into the factors affecting the convergence of the filter.
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