Full Mean-Square Analysis of Affine Combination of Two Complex-Valued LMS Filters for Second-Order Non-Circular Inputs

Abstract

The affine combination of two complex-valued least-mean-squares filters (aff-CLMS) addresses the trade-off between fast convergence rate and small steady-state misadjustment error. However, a rigorous analysis of the aff-CLMS algorithm for second-order non-circular inputs is still under investigation. To this end, the focus in this letter is on the full mean-square analysis of the aff-CLMS algorithm, in which the transient analyses of the mixing parameter, as well as the standard and complementary weight-error covariance matrices, are completed. In addition, we derive the closed-form solutions of the steady-state weight-error power and its complementary version of the aff-CLMS. Finally, the effectiveness of the theoretical analysis is supported by computer simulations.