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[]

[]

Transversal Filter

M weights

[]

[]

[]

[]

2

a) Compare the optimal MSE (Wiener) filters that minimize [ 2 []] and [ []].

b) Discuss the effects of [] in an adaptive operating mode assuming a descent type adaptation with gradient

estimation.

2) Consider the following model where the input observation is noisy. Input noise [] is independent of [].

[]

[]

Transversal Filter

[]

weights

[]

[]

2

a) Compare the optimal MSE (Wiener) filters that minimize [ 2 []] and [ []].

b) Discuss the effects of [] in an adaptive operating mode assuming a descent type adaptation with gradient

estimation.

3) What can you do to improve the convergence speed of an adaptive filter regarding the choice of the

adaptation method and parameter adjustment?

4) Consider an LMS adaptive transversal filter with = 10 weights. The input signal is

[] = cos(1 + ) + sin(2 + )

1 2

4

4

4

where 1 , 2 , 3 are different.

a) What is the minimum MSE?

b) Can you decrease MSE by increasing ? Why?

c) What can you say about the convergence rate of this filter (convergence of coefficients, convergence of

MSE)?

d) Do you have a recommendation for the type of the adaptation algorithm?

5) The input signal of an adaptive transversal filter is () = ()() where () is a stationary random

signal and () = is a random constant signal.

a) Let () be the autocorrelation matrix of () for a given value of . Explain how the eigenvalues of

() depend on .

b) LMS algorithm is used to update the coefficients of the transversal filter whose input signal is ().

Discuss possible consequences of the presence of () on the convergence rate, excess MSE and

misadjustment. Do you think there may be some shortcomings that should be carefully treated? Explain

your answer.

c) Would you recommend other algorithm(s) for this task? Explain your answer? Why?

6) () and () are independent, zero-mean white signals with variances 2 = 5 and 2 = 1, respectively.

Adaptation algorithm is not known. It is known that, after convergence, the adaptive filter weights are jointly

2 1

Gaussian, ( , ) where is the vector of optimal coefficients and = [

]. Find excess MSE and

1 2

misadjustment.

z-1

r n

x n

0.5

adaptive

filter

z-1

w0

w1

d n

e n

[] = 2[] 3[ 2]

Find [] and [] (cross- and autocorrelation functions) for

a) [] is a zero-mean white sequence with unit variance.

8) What is the variance of , weight error, in the single weight case, for Newtons method? Compare this

variance to that with the steepest descent method.

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