This paper presents a convergence analysis of the stocastic gradient adaptive algorithm based on the least mean absolute third (LMAT) error criteriohn. Under the assumption that the signals involved are zero-mean, wide-sense sateionaryand gaussian, a set of nonlinear difference equations that characterizes the mean and mean-squared behavior of the algorithm is derived. Computer simulation resutls show fairly good agreements between the theoetical and empirical behaviors of the algorithm.