Statistical-Mechanical Analysis of Adaptive Volterra Filter with the LMS algorithm

Abstract

The Volterra filter is one of the digital filters that can describe nonlinearity. In this paper, we analyze the dynamic behaviors of an adaptive signal-processing system including the Volterra filter by a statistical-mechanical method. On the basis of the self-averaging property that holds when the tapped delay line is assumed to be infinitely long, we derive simultaneous differential equations in a deterministic and closed form, which describe the behaviors of macroscopic variables. We obtain the exact solution by solving the equations analytically. In addition, the validity of the theory derived is confirmed by comparison with numerical simulations.