Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Standard view
Full view
of .

Case 1: nd+1 > nh+1,
Case 2: nd+1 = nh+1,
Case 3: nd+1 < nh+1
Error Function and its Minimization
Example
B. The Toeplitz Recursion
1. Problem Formulation
2.Important Notation and Concepts
Properties
3. Development of the Recursion
Basic Idea:
Development Steps
4. Summary of Recursion
Test Solution at this point
Continue
h20 =
h21 =
h22 =
5. An Efficient Expression for Filtering Error
C. Levinson-Durbin Algorithm
1. AR Modelling From Data
Goals of AR Modelling
Applications
Basic Assumptions
Forward Linear Prediction Error Energy
Minimize Vf(a) wrt a(k)
Efficient Expression for Filtering Error
2. Derivation
Equation Set in Handout, for Autocorrelation Method
which is the reflection coefficient
Summary of Recursion:
Estimation of Random Waveforms
1. Estimating Linear Functions of Random Waveforms
Solution:
Solution Methods
2. FIR Wiener Filter
Sketch
3. IIR Wiener Filter
Definition of Wiener Filter (Manry)
Special Cases
C. Gradient Techniques For Error Function Minimization [2]
1. Classical Gradient or Steepest Descent Algorithm
Sketch:
Ex. One Unknown Coefficient
Shaping Filter Example
a. Preliminaries
b. Principal Assumptions and Goals for Conjugate Gradient Technique
c. More Defnitions
Gy
Line Search Sub-Problem
d. Principal Theorem
Shaping Filter Example:
D. Nonlinear FIR Filter
Nonlinear Volterra Filter:
Question:
Approach:
0 degree term
Linear Terms
3rd order moment
Bispectrum
2nd degree terms
Goals
Preliminary Example 1
Assumptions
Error Function
Solution 1 : Batch Method
Solution 3 : Widrow-Hoff Least Mean Squares (LMS)
Ex 2 Widrow-Hoff for Nonstationary Signals Case
Start
References
0 of .
Results for:
P. 1
iv

# iv

Ratings: (0)|Views: 69 |Likes:

### Availability:

See more
See less

08/17/2012

pdf

text

original

Pages 4 to 62 are not shown in this preview.
Pages 66 to 85 are not shown in this preview.
Pages 89 to 94 are not shown in this preview.