In this paper the use of the delta operator, i.e., a scaled difference oper
ator, in adaptive signal processing with fast sampling is presented. It is
recognized that most discrete-time signals and systems are the result of sa
mpling continuous-time signals and systems. When sampling is fast, all resu
lting signals and systems tend to become ill conditioned and thus difficult
to deal with using the conventional algorithms. The delta operator based a
lgorithms, as will be developed in this paper, are numerically better behav
ed under finite precision implementations for fast sampling. Therefore, the
y provide many improvements in terms of numerical accuracy and/or convergen
ce speed. Furthermore, the delta operator based algorithms can in most case
s be shown to have meaningful continuous-time limits as the sampling become
s faster and faster. Thus they function as a bridge in unifying discrete-ti
me algorithms with continuous-time algorithms. This enhances our insight in
to and overall understanding of these various algorithms. In this paper, se
veral well-known algorithms in statistical and adaptive signal processing w
ill be cast into their delta operator counterparts. Some new delta operator
based algorithms will also be developed. Whenever applicable, correspondin
g continuous-time limits of these delta operator based algorithms will be p
ointed out. Computer simulation results using finite precision implementati
on will also be presented for some of the new algorithms, which generally s
how much improvement compared with the results from using traditional algor
ithms. (C) 2000 Academic Press.