Circuits Syst Signal Process (2011) 30: 439–462
DOI 10.1007/s00034-010-9219-z
Convergence Performance of the Simplified
Set-Membership Affine Projection Algorithm
Paulo S.R. Diniz
Received: 14 March 2010 / Revised: 25 June 2010 / Published online: 11 November 2010
© Springer Science+Business Media, LLC 2010
Abstract Set-membership (SM) adaptive filtering is appealing in many practical sit-
uations, particularly those with inherent power and computational constraints. The
main feature of the SM algorithms is their data-selective coefficient update leading to
lower computational complexity and power consumption. The set-membership affine
projection (SM-AP) algorithm does not trade convergence speed with misadjustment
and computation complexity as many existing adaptive filtering algorithms. In this
work analytical results related to the SM-AP algorithm are presented for the first
time, providing tools to setup its parameters as well as some interpretation to its de-
sirable features. The analysis results in expressions for the excess mean square error
(MSE) in stationary environments and the transient behavior of the learning curves.
Simulation results confirm the accuracy of the analysis and the good features of the
SM-AP algorithms.
Keywords Adaptive filter analysis · Analysis of the set-membership affine
projection algorithm
1 Introduction
In recent years the affine projection (AP) algorithm, first proposed in [12, 13], has
gained increasing popularity due to its faster convergence than the stochastic gradient
algorithms, such as the LMS, and its lower computational complexity than the RLS
algorithm [3, 12, 13]. The AP algorithm reuses old data, leading to fast convergence
The author would like to thank the financial support provided by CNPq and FAPERJ, national and
state research councils, respectively. He also wants to thank Markus V.S. Lima for carefully reading
the manuscript and for checking the simulations.
P.S.R. Diniz ( )
LPS – Programa de Engenharia Elétrica, COPPE/Poli/UFRJ, Cx. P. 68504, Rio de Janeiro, RJ, Brazil
e-mail: diniz@lps.ufrj.br