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Lecture 1
Introduction
Dr. Tahir Zaidi
Course Content
(Tentative)
Textbook:
S.Haykin, Adaptive Filter Theory, 4th Ed., Prentice Hall, 2002
Introduction
BACKGROUND REVIEW
2.
Discrete-time and random signals
3.
Mathematical Tools
OPTIMAL LINEAR FILTERS
4.
Wiener Filters
5.
Linear Prediction
ADAPTIVE FILTERING
6.
Stochastic Gradient Descent Algorithms
7.
Family of LMS Algorithms
8.
Method of Least Squares
9.
Recursive Least Squares (RLS) Algorithm
10.
Square-Root Algorithms
11.
LMS and RLS Algorithms: Practical Issues
12.
Kalman Filtering (?)
APPLICATIONS
13.
Spectrum Estimation
14.
Array Processing
Adaptive Signal Processing
1.
Definition of filtering
A filter
is commonly used to refer to a system that is designed to
extract information
about a
prescribed quantity of interest
from
noisy data.
Filter
Often the desired signals and undesired signals are at the same
frequency band. In such a case statistical characterization for filter
design is needed.
Input
Output
x1
y1
x2
y2
a1 x1 + a2 x2
a1 y1 + a2 y2
Applications
Applications
Smoothing
(off-line operation)
Prediction
(real-time operation)
Filter
Linear
Non-Linear
Otherwise, it is non-linear.
Linear
or
Non-linear
or
y(t)
Filter
u(n)
y(n)
Optimum Filter
Nonlinear:
Maximum Likelihood (ML) sense (very difficult to implement)
Linear:
Minimum Mean Square Error (MMSE) sense
Etc.
10
Adaptive Filters
Recursive algorithm
No complete a priori information required
12
13
Structure:
FIR (Finite-duration Impulse Response)
IIR
14
Transversal Filter
Convolution
Sum
unit-delay
element
multiplier
adder
Adaptive Signal Processing
15
Transversal Filter
16
Lattice Predictor
17
Lattice Predictor
18
Systolic Array
Matrix multiplication
Triangularisation
Back substitution (Matrix eqn. solving)
19
Systolic Array
Boundary cell
Internal cell
s
y3
Adaptive Signal Processing
20
IIR Filter
May have stability problems,
We will prefer FIR filters for
Adaptive filtering.
21
Error
Difference
between
the filter output
a desired response
Mean Square Error
Weighted
Filter
y(n)
d(n)
(n) : Error
+
-
Error Squares
22
of tap - weight
vector
old value
of tap - weight
vector
parameter
of
Requires
Expectations
E{.}
of tap - weight
vector
old value
of tap - weight
vector
error
parameter
input
signal
23
Least-Squares Estimation
Three
Standard RLS
categories
Based on QR-decomposition
Numerically stable
24
Applications
Four Classes
Identification
Inverse modeling
deconvolution
adaptive and blind
equalisation
Prediction
system identification
layered earth modeling
Interference cancellation
noise canceling
echo cancellation
adaptive beamforming
25
Parameters
Applications:
System identification
System Identification
27
Parameters
Applications:
Equalization
Adaptive Equalization
Removes intersymbol
interference (ISI).
Filter coefficient are found
by an adaptive algorithm
29
Parameters
Applications:
Parametric (AR)
model
Linear AR filter
31
Parameters
Applications:
Echo cancellation
Electrocardiography (ECG)
Acoustic noise in speech
Active noise cancellation
(headphones)
33
Echo Cancellation
34
Adaptive Beamforming
Multiple sensors
(antenna, microphone,
etc) used to steer the
beam to a specific
position.
Radar, sonar
Commun. systems,
Astrophysical
exploration,
Biomedical signal
processing, etc.
35
Historical Notes
36
Historical Notes
Neural Networks
37
Applications
Speech Coding
38
Applications
39
Performance Measures of
Adaptive Filters
Rate of convergence
Misadjustment
Tracking
performance in nonstationary environment
Robustness
impact of small disturbances
Computational complexity
Structure
modularity, parallelism
Numerical properties
numerical stability
numerical accuracy
impact of quantization