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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
it is based on a priori
statistical information
[1]
3
Adaptive filter
the signal and/or noise characteristics are often
nonstationary and the statistical parameters vary
with time
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 :
When processing
analog signals,
the adaptive filter
is then preceded
by A/D and D/A
convertors.
[1]
7
Adaptive filter
[1]
8
LMS Algorithm
Most popular adaptation algorithm is LMS
Define cost function as mean-squared error
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
17
Structure
frequency estimation of a measured signal x(n)
18
Pole zero plot
19
Transfer function
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
23