This paper presents the behavior of reflection coefficients of a stochastic gradient lattice (SGL) filter applied to a codedivision multiple-access overlay system. Analytic expressions for coefficients for a two-stage filter are derived in a Rayleigh fading channel with the presence of narrow-band interference and additive white Gaussian noise. It is shown that the coefficients of the lattice filter exhibit separate tracking and convergent properties, and that compared to an LMS filter, the lattice filter provides fast rate of convergence, while having good capability of narrow-band interference suppression.