ADAPTIVE FILTER

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INTRODUCTION
Used for systems in which second
order statistics are unknown.
Filters with adjustable coefficients.
Two algorithms used are Least mean
square algorithm & Recursive least
squares algorithm

Applications
Communication system- equalization
of inter symbol interference and
channel identification.
Adaptive antenna systems.
Control system: To estimate
characteristics of unknown systems.

Direct form adaptive FIR

filter

System modeling
Output of filter model
M 1

y ^ n h k x n k
k 0

We define the error signal as

e n y n y ^ n
n=0,1,..

Select h(k) to minimize

N

M 1

Em y[n] h k x n k ^ 2
n 0
k 0

N+1 is the number of observations

M 1

h k r l k r
k 0

xx

l=0,1,..,M-1

yx

(l )

System identification using adaptive

filter