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Table Of Contents

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
Comments
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
2. Conjugate Gradient Technique
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:
3. Comments on Gradient Techniques
D. Nonlinear FIR Filter
Nonlinear Volterra Filter:
Question:
Approach:
0 degree term
Linear Terms
3rd order moment
Bispectrum
2nd degree terms
E. Adaptive Noise Cancellation
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
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Published by Alexander Kim

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Published by: Alexander Kim on Oct 28, 2011
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08/17/2012

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