Adaptive Filters

Adaptive Filters - Adaptive Filters By: Douglas L. Jones...

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Unformatted text preview: Adaptive Filters By: Douglas L. Jones Adaptive Filters By: Douglas L. Jones Online: < http://cnx.org/content/col10280/1.1/ > C O N N E X I O N S Rice University, Houston, Texas This selection and arrangement of content as a collection is copyrighted by Douglas L. Jones. It is licensed under the Creative Commons Attribution 1.0 license (http://creativecommons.org/licenses/by/1.0). Collection structure revised: May 12, 2005 PDF generated: March 18, 2010 For copyright and attribution information for the modules contained in this collection, see p. 39. Table of Contents Introduction to Adaptive Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1 Wiener Filter Algorithm 1.1 Discrete-Time, Causal Wiener Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Practical Issues in Wiener Filter Implementation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.3 Quadratic Minimization and Gradient Descent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 2 The LMS Adaptive Filter Algorithm 2.1 The LMS Adaptive Filter Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . 11 2.2 First Order Convergence Analysis of the LMS Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 2.3 Second-order Convergence Analysis of the LMS Algorithm and Misadjustment Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 3 Applications of Adaptive Filters 3.1 Applications of Adaptive Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 3.2 Adaptive System Identi cation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 3.3 Adaptive Equalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 3.4 Adaptive Interference (Noise) Cancellation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . 22 3.5 Adaptive Echo Cancellation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 4 Other Adaptive Filter Algorithms 4.1 Beyond LMS: an overview of other adaptive lter algorithms . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . 29 4.2 Adaptive IIR lters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . 30Adaptive IIR lters ....
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This document was uploaded on 10/16/2010.

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Adaptive Filters - Adaptive Filters By: Douglas L. Jones...

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