Adaptive filter theory

Adaptivefiltertheory

SystemInnovationDepartment
Osaka University
OsakaUniversity

9/5/2008 1
 contents
Chapter1:Backgroundandpreview
Chapter 1: Background and preview
1. TheFilteringproblem.
2. Linearoptimumfilters.
3. Adaptivefilters.
4. Linearfilterstructures.
5
5. Approaches to the development of linear adaptive
Approachestothedevelopmentoflinearadaptive
filters.
6. Adaptivebeamforming.
7. Fourclassesofapplications.
8. Historicalnotes.

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 1. The Filtering Problems
1.TheFilteringProblems

Filter:adeviceorsystemthatprocesses(or
reshapes)theinputsignal.
)
Mathematicallydefinedby
h(t)=A
h(t) A (t
(t ),
)
h(t):impulseresponse.
A:amplitudescalingfactor.
:Deltafunction.
: Delta function
Infrequencydomain.
H(j)=Aexp(j )

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 Communication system
Communicationsystem

Channelimpairmentgivesrisetointersymbol interference.

Noise:Someformofnoiseispresentinevery
communication channel
communicationchannel
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 Filter theory in Estimation
FiltertheoryinEstimation

Estimationtheoryisstatisticalinnature.
x(t) :state
y(t) :Observation

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 Types of Estimation
TypesofEstimation

Filtering
Extractionofinformation.
Smoothingg
yieldmoreaccurateinformation.
Prediction
forecastinginformation.
forecasting information

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 2. Linear Optimum Filter
2.LinearOptimumFilter
ax1 +bx2 ay1 +by2
Linearrelationship(superposition)between
input and output of the filter.
inputandoutputofthefilter.
Filteroptimization.
Minimizethemean
Minimize the meansquare
squarevalueoftheerror
value of the error
signal.
Wiener filter.
Nonstationarysignal.
Kalman filter.

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 3. Adaptive filter
3.Adaptivefilter
Generaladaptivefilter:
General adaptive filter:
Configurationstobemodified.
Characteristicsofadaptivefilters:
Characteristics of adaptive filters
Automaticallyadjust(adapt)inchangingsystem.
Canperformspecificfilteringordecisionmaking.
Haveadaptionalgorithmforadjustingparameters.

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 4. Linear filter structure
4.Linearfilterstructure
LinearFilterwithFiniteMemory
Linear Filter with Finite Memory
Transversalfilterstructure(FIRfilter).
Latticefilter.
Lattice filter
Systolicarray.
LinearFilterwithInfinitememory
Li Filt ith I fi it
IIRfilter.

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 Openloop
Open loopadaption
adaption

Makemeasurementsofinputorenvironmentalcharacteristics.
Make measurements of input or environmental characteristics
Applythisinformationtoalgorithm.
Usetheresultstosettheadjustments.

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 Closeloop
Close loopadaption
adaption

Measuretheoutcome(comparetothedesiredoutput)to
( p p )
optimizedtheperformance.

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 5.Approachestothedevelopmentof
l
linearadaptivefilters
d fl
StochasticGradientApproach.
Meansquareerror.
LeastSquareEstimation.
Leastsquareerror.
Least square error
HowtochooseanAdaptivefilter.
Computationalcost,performance,androbustness
RealandComplexFormsofAdaptivefilters.
Realsignal:
userealformofadaptivefilter
use real form of adaptive filter
Complexsignal:
Removetheoperationofcomplexconjugation
Specialcaseofrealadaptivefilter
Special case of real adaptive filter

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 6. Adaptive Beamforming
6.AdaptiveBeamforming
Adjustablearrayofindependentsensors.
Adjustable array of independent sensors
Importantapplications
Radar.
R d
Sonar.
Speechenhancement.

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 7. Four Classes of Applications
7.FourClassesofApplications
ClassI
Class I Identification.
Identification
ClassII Inversemodeling.
Cl
ClassIII prediction
di i
ClassIV Interferencecancellation.

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 Class I Identification
ClassI

Identifiesthemathematicsmodeloftheunknownplantbasedon
theknowledgeoftheplantinputxandoutputd.
Plant:G(z) Unknownsystem
Model:W(z) AdjustitsparameterstomatchG(z)

Applications:
Systemidentification

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 Class II Inversemodeling
ClassII Inverse modeling

Undotheeffectsofaplant.Itattemptstorecover
theoriginalsignals(decovolution).
Problems:Noiseinthemeasurements.
Problems: Noise in the measurements
Application
Equalizationofcommunicationchannel.
q

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 Class III prediction
ClassIII

Predictsthecurrentsignalx(desiredsignal)
basedonthepastx(delayedx).
X(n)outputfromdelayedadaptivefilter.
Applications
Predictivecoding(speechcoding).
Predictive coding (speech coding).
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 Class IV Interferencecancellation
ClassIV Interference cancellation

Cancelunknowninterferencewhichismixed
withthedesiredsignal.
V1(n)&V2(n)arecorrelatednoise.
Applications
Echocancellation
Echo cancellation
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 8. Historical notes.
8.Historicalnotes.
1632:GalileoGaliei
BeginningofEstimationtheory.
1795:Gauss
Inventedmethodofleastsquaresat
theageof18.
1805:Legendre
1805: Legendre
Firstpublishmethodofleastsquares.
1939:Kolmogorov
1945:Krein
1949:Wiener

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 Thank you for your attention
Thankyouforyourattention
Questions?
References
Adaptive
Adaptivefiltertheory/SimonHaykin.
filter theory / Simon Haykin 4thed.
4th ed UpperSaddleRiver,N.J.:
Upper Saddle River N J :
PrenticeHall,c2002. (PrenticeHallinformationandsystemsciencesseries).
2002

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