Abstract
Convergence properties of the stochastic gradient adaptive algorithm based on the least mean absolute third (LMAT) error criterion is presented.In particular, the performnce of the algorithmis examined and compared with least mena square (LMS) algorithm for several different probability densities of the measurement noisein a system identification mode. It is observedthat the LMAT algorithm outperforms the LMS algorithm for most of the noise probability densities, except for the case of the exponentially distributed noise.