In the Name of GOD

Class Presentation For The Course :

Custom Implementation of DSP Systems

Adaptive Filters
Pages 9 ~15 are copied from second reference [Overview of Adaptive Filters, Gner Arslan, from
Adaptive Filter Theory, 4e by Simon Haykin, 2002 Prentice Hall Inc]

S.B.Rabet

All the materials are copy rights of their respective authors as listed in references.
University of Tehran
2010
 introduction
Linear filters :
the filter output is a linear function of the filter input

Design methods:
1 The classical approach
frequency-selective filters such as
lowpass / bandpass / notch filters etc

2 Optimal filter design

Mostly based on minimizing the mean-square value
of the error signal [1]
2
 Wiener filter
work of Wiener in 1942 and Kolmogorov in 1939

it is based on a priori
statistical information

when such a priori

information is not available,
which is usually the case,
it is not possible to design
a Wiener filter in the first
place

[1]
3
 Adaptive filter
the signal and/or noise characteristics are often
nonstationary and the statistical parameters vary
with time

An adaptive filter has an adaptation algorithm, that is

meant to monitor the environment and vary the filter
transfer function accordingly

based in the actual signals received, attempts to find

the optimum filter design [1]
4
 Adaptive filter
In a stationary environment, the filter is expected to
converge, to the Wiener filter

In a nonstationary environment,
the filter is expected to
track time variations and
vary its filter coefficients
accordingly

[1]

5
 Adaptive filter
The basic operation now involves two
processes :

1. a filtering process, which produces an output signal

in response to a given input signal.

2. an adaptation process, which aims to adjust the

filter parameters (filter transfer function) to the
(possibly time-varying) environment
Often, the (avarage) square value of the error signal
is used as the optimization criterion
[1]
6
 Adaptive filter
Because of complexity of the optimizing algorithms most adaptive
filters are digital filters that perform digital signal processing

When processing
analog signals,
the adaptive filter
is then preceded
by A/D and D/A
convertors.

[1]

7
 Adaptive filter

The generalization to adaptive IIR filters leads to

stability problems

Its common to use

a FIR digital filter
with adjustable
coefficients.

[1]

8
 LMS Algorithm
Most popular adaptation algorithm is LMS
Define cost function as mean-squared error

Based on the method of steepest descent

Move towards the minimum on the error surface to
get to minimum
gradient of the error surface estimated at every
iteration
[2]
update value old value learning - tap
error
of tap - weigth of tap - weight rate input
vector vector parameter vector signal

9
 LMS Algorithm
W (n) [ w0 , w1 ,..., wN ], X (n) [ x(n), x(n 1),..., x(n N )]
e( n) d ( n ) y ( n )
e 2 (n)
W (n 1) W (n) e 2 (n), StepSize
e 2 (n) e(n) e ( n ) d ( n ) y ( n ) y (n)
2e(n) 2e(n)
Wi Wi Wi
N 1
e 2 (n)
y W ( n) x ( n i ) 2e(n) x(n i )
i 0 Wi
e 2 (n) 2e(n) X (n) W (n 1) W (n) 2e(n) X (n)
[2]
10
 Stability of LMS
The LMS algorithm is convergent in the mean square
if and only if the step-size parameter satisfy 0 2
max

Here max is the largest eigenvalue of the correlation

matrix of the input data
2
More practical test for stability is 0
input signal power

Larger values for step size

Increases adaptation rate (faster adaptation)
Increases residual mean-squared error [2]

11
 Applications of Adaptive Filters:
Identification
Used to provide a linear model of an unknown plant

Applications:
System identification [2]

12
 Applications of Adaptive Filters:
Inverse Modeling
Used to provide an inverse model of an unknown
plant

Applications:
[2]
Equalization (communications channels)
13
 Applications of Adaptive Filters:
Prediction
Used to provide a prediction of the present value of a
random signal

Applications:
Linear predictive coding
[2]

14
 Applications of Adaptive Filters:
Interference Cancellation
Used to cancel unknown interference from a primary
signal

Applications:
Echo / Noise cancellation
hands-free carphone, aircraft headphones etc [2]

15
 Example:
Acoustic Echo Cancellation

[1]

16
 A new work
Novel Adaptive IIR Filter for Frequency
Estimation and Tracking

In many applications we may want to estimate (track)

the signals fundamental frequency as well as any
harmonic frequencies

In this article, we present a novel adaptive harmonic IIR

notch filter with a single adaptive coefficient to
efficiently perform frequency estimation and tracking
in a harmonic frequency environment [3]

17
 Structure
frequency estimation of a measured signal x(n)

V(n) is a white Gaussian noise

To estimate frequency in such a harmonic frequency

environment, a IIR notch filter presented for the
case of M=3 (the fundamental and
two harmonics) [3]

18
 Pole zero plot

Parameter r is chosen to be close to, but less than,

one to achieve narrowband notches and avoid any
[3]
filter stability problems

19
 Transfer function

the transfer function has only one adaptive coefficient

Our objective, then, is to minimize the power of the [3]

last subfilter output
20
 MSE

we could determine a frequency capture range based

on the plotted MSE function [3]

21
Performance

[3]

22
 References
[1] INTRODUCTIONto ADAPTIVE SIGNAL PROCESSING Marc
Moonen ,Department of Electrical Engineering ESAT/SISTA
K.U. Leuven, Leuven, Belgium
[2] Overview of Adaptive Filters, Gner Arslan, from Adaptive
Filter Theory, 4e by Simon Haykin, 2002 Prentice Hall Inc
[3] Li Tan , Jean Jiang Novel Adaptive IIR Filter for Frequency
Estimation and Tracking , IEEE SIGNAL PROCESSING MAGAZINE
[186] NOVEMBER 2009

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