Tracking Analysis of Recursive Stochastic Algorithms

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This work involves the analysis and application of constant step- size adaptive recursive algorithms. The PI is applying the weak convergence theory pioneered by Kushner and incorporating prescaling to study the tracking behavior of constant step-size algorithms. These algorithms will then be applied to the problem of spectral line enhancement. This in turn has practical application to the problem of detecting harmonic signals in noise, which occurs in communications, signal processing, geophysics, military applications, etc. In the second year, he plans to generalize the adaptive recursive method and extend it to adaptive lattice filters which have been found to be quite useful in many signal processing applications.