chapter 1 ASE, m-TeH,s Adaptive Systems DEFINITION AND CHARACTERISTICS In recent years, a growing field of research i in a variety of adap ive processes. Acc: to the Random House Dictionary, some of the meanings of “ado ft will be now biological adapta "An adaptive automaton isa system who such a way that its behavior or performance improves through contact with its environment. A ‘or automatic adaptive system is the automatic gain cont television receivers. 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It is chap. 1 Adaptive Systems 7 Adjustments and knowledge of their outcome in order to optimize a measured system performance. The latter process may be called adaptation by “performance feedback." ‘The principles of open- and closed 41.2 and 1.3. In’both cases it is helpful performed mam of the output signal ugh the operator may ha the functions per ge of what is inside the processor oF ‘The operator does not process the input by Figur and 13 may be data about the environment ee loop case, it may bea desired version of the output s aa Figure 12, Openoop adaptation: (a) concpt() equivalent yim.pete unig ut owoyps aun moy hom pssu’ © urinoys sitBoq ‘aL ued ut ssordeyp suoneaydde 24 aredionve te aso4y, "1430 soueuiojiad “doo}-p2sojp ayy Jo suo yenunuas vey) enaed jo aso ap uy “sonyea ie2uedsoo weidepe dool-pesoj> -uaouy fjereun2oeut 30 afqeses suodwioo warsKs jeaiséyd aroyas SuoneMas Uy Afnttoagf pasn 2q OsTe Ue> suaishs anidepy 1 deu9 \depe doo} paso1> ‘Uo os pue “Areuonersuou are sjeuSis axoym ygeren aun re azenbe ‘aunp2ooud ide Aureus ur ajgeyu0m Burg Jo a8erueape ayn sey w pur doop-ado a woo jo yunowe 241 pur syeuais indut jo ye 230%> 24f aUllUsaap SuoIze} Auew “ssao01d aandepe uo Sun Hueg —voranposles0u99General introduction Part Chap. 1 Adaptive Systems a 10 me examples of applications are given in Figore 1.5. Notice that Figure 1.4 rates the basic closed-loop adaptive process, is simplified slightly and of this figure, and that the application determines how the ig can be used whose input and output signals are av ‘ean also be used in described in Chapters 9 and 11 The inverse modeling applicat Chapter 10, and its uses in cont ive processor attepts to recover a delayed version of the signal, , which is assumed to have been altered by the slowly varying plant and to contain additive noise. The dt is also applicable in in adaptive control problems, and so on, square value of The ‘Chapters 12 through 14, Figure LS. Example showing bow the EXAMPLE OF AN ADAPTIVE SYSTEM By now we have seen that adaptive signal proces bas ‘ime-varying, self-adjusting signal processors We think of the performance of these systems as being purposeful, useful, and'§ W@nonp ¢ sioideys ut uoyeu ay jo fe BtI8409 1m ‘puotog pur 9 soidey 01 diys or ysim Kew Aioayy 2x Jo [f@ BUL2909 © uy suns ay ay pm 9 s21de4 uy 94 ueD suoisés aindepe jo 204 ropewoyrew pur uoIssnosip 2 QVaHY SUaLavHO 3HL ‘soxdeyp wwanbasqns ts poz2400 are 1p a109y “Yr owpaid OF kpatsox2o3d suse, s82n29p 2 Jo apn BION “9809 sm ut E = py pu souorq e-ynduy sy, dep, 30 sossz01d annidupe an jo Yay woquess ayy te patagei st 019 Qo 9 0 pute 2g et Sts 9 a Aq paruasordas sauas es M6 Ty sjoquics 49s Jo sopdusoxa psn o4¢ yey) wonEioW jo s mdi UI uaespas st (8)¢"| omni ut wesSerp sobipaid axndepe ay e waists amdepy 1 d2U - Ee Ay smarsts Jo ssepo es0U8 124 © a4ny a 08 BUIOD pur peoiq A12a v jo 2[duex2 oyinods put po) town pun ut Burdaoy “@)e aunBly wi vonvondae nonied ut wojeidepe door pasoy pe [esaue8 ‘Grow e spiaoxd 01 “tshs # ypns yo ajdusex yds auo asnfsonponer am sede ‘sononponu sr Buipeyou09 210, “25u95 par ‘uaa souunwos eg uousnposu e2u95) achapter 2 Sener Intiodueton Part! Some areas of adaptive signal procesing, including recursive adaptive filters, cannot be analyzed conveniently without reference to the frequency dom Chapter 7 is concerned mainly with developin typeof analysis. The Adaptive Linear Combiner GENERAL DESCRIPTION ‘The adaptive linear adaptive signal process filters and systems, and nonrecursive adaptive ippears, in one form or ant 1 single most important eleme: A diagram of the general form of the Figure 2.wo so Krenn Key wong xu pe soja spuesig apes 9 Ny we om pe a41 Jo wonesado ayy Jo wonduoep san eta oo :sonei0u 0 Gursn drysuonepps outs © uy (y'z) pue (¢°z) ssaidyo ues am uoRTUyAP SEP UIA (s2) Me) = a “soran stom wane an (22) pu (12) wile Suxpuodsonso> ‘ion seq» sooo" poucap inf {0 eb Aponuap ss 51 Ut a) anda dun ) sndun as toys ¢z pu sndno-anda 21 meno an “(e2) pow (1D vou 5g sng au 2 ane wtp q papaau 511 ary Ktiuaruanuon sin ureigo aq “%C "uns 8 Sppe Aids voyp flaw srg wv paou am ‘swaisks md “ony essoasuen ‘aandeps we Jo 2sn aq) wo paseq are yooq siu1 Jo Siadey> seVE| UL paquDssp “xs aTEIOADE E OT POI2SUTD sounp-indar-qore-ypnya-aUSISTE WORSSTP ousnooe aandepe ue 10 euuatue routes 1u2206) es18 Part! i bias weight proceed to a discuson of how it adapts, that is ofthe eect f changing the verte WW, asthe timed, h, changes DESIRED RESPONSE AND ERROR combiner can be din connection wi be involved primarily wi sgh understanding of these sign performance feedback, the weight vect Ie the adaptation process wi linear combiner is adjusted to eause the output, with the desired response signal. T the de in most practical instances the adaptive is oriented toward minimizing the mean-square valve, or average power of the error signal. Optimization by this criterion, in both adaptive and 1 systems, has been widely practiced in the past and has many advantages chap. 2 The Adaptive Linear Combiner Fire 24 Mulipeinpet aa ‘The method of deriving the error signal by means of the jown in the multipleinput- diagram-of Figure 2.4. The ov spl subtracted from the desired signal, d, 1o produce the response signa, We now proceed to tion of the error signal just described. ‘THE PERFORMANCE FUNCTION ‘As in Figure 24, the error signal with time index kis ann expression yields ee dy— XIW~d,- WX, (8) Here we have dropped the subscript K from the weight vector W for convenience ‘We now square (2.8) as) We assume that e4, dy and X, are mary and take the expectedpu Soon es Yo 2 (rz) dz = ee = 0 osama 203, cua st wuaepes 24) 2:04“, a anys rewndo ves 5) AQ 01098 Blom 94) sou avenb-uou UINUR 9) UIEIGO OL “(446 a0 Fnpoud 9 J0 uo -anyosayup 58 pean 24 Ue ANd AL wa} 2M) Jo Uo 40 wuouodwon ype> 0 dso qua 3 wots sy, énnsodsa (sta) pays “99 sjqissodun ue 40:9 os fam 2q por ai "ostMAOYIO auow a1 a20y) Jt plojoqesed su0> Jo sine1uo>> ‘se ‘aronbs-ueour aane8ou © spreadn aneou0> 99 “sadKy 0) projoqesed & ora ae -2)J0 sui3) ut ou 21 ‘pasn Spo Mxtp “xtpla [X'P]a ad twuinjea ayy Se pougep SteIguns 29 gf WT “saudduseD rnd 247 SuoUE suOrTE|a1109 jo saronbs uous ayp a0 andut,, 24) poveutisap st ste Sy, = [bex]a = ‘yeur arenbs ogn se pauyap 29 ¥ 127 “SHOT monion ai0u 29 ued Uow}ouny JoL>-sreNbs-ueDus x] ‘248 sajquusen 249 uot sonyes parsed Jo 1onpoxd ap st onposd e jo anyea parsodxe ‘5q) Ye4p 1nq“sonpea poroadxo jo wine 2g) St wins uv Jo anpea parzedea 941 ey 210N, ord) volae — alix"x]a.m + (2e]9 = [2]z = 3200 (6°2) 1 @ eurquog seaur anidepy au Z"d0UO ved voonpostu 2489foduetion Part 2 Gener weight vector W*, sometimes called the of the performance surface: 1. Identity rule for any square matrix: AA~! = 1 2, Transpose of a matrix product: [AB]* = BTAT 3. Symmetry of the input correlation matrix: RF = R; [R“!]T = Ro [see (2 Using these rules, (2.18) becomes, (219) surface, gradient, and mean-square erro EXAMPLE OF A PERFORMANCE SURFACE A simple example of a single-input adsptive shown in Figure 2.6. The input and desired signals are sampled sinusoids at the same frequency, with N samples per cycle. We assume that > 2 so thatthe input Figure 26 Exarpl ofan adaptive near combine with 00 weights chap. 2 ‘The Adaptive Linear Combiner 23 ). The expected 1y averaging. ov (220) With ccan be obtained from (2.11) and (212) for this, wo-dimensional e 2a Osco 0s 2ey o sine ‘As in (2.20) and (2.21) we also obtain E{dz} = 2. Using these results in (2. ‘obtain the performance function for this example: 20 20 cos 3 + awysin 3 + 2 for N= 5 samy je in wy and w, and has a single global minimum. 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Hove + ta + Ero (see) - soot +S a z= ci ° ow dc mat = 4 1 pue veg votnpomule10u99 wwwoduction Part! 2% Ce ‘chap. 2 The Adaptve Linear Combiner 2 DECORRELATION OF ERROR AND INPUT COMPONENTS ‘A useful and important statistical con components of the input signal vector when W = W*. Rec: and -xIW (236) a his equation by Xy. Singe each te lar, we can “Ty ; UL, on either side of each tem. Thus | eaXp= dX, — X XT 2.37) Qn Next we tate the expected vale of 2.37) and obiain u]=P- RW 38) jm value, W* = R~P in (217), and get wet P-P=0 239) ‘This result ig the same as the well-known result of Wiener ter theory: that when the impulse response of a filter is optimized, the error signal is uncorrelated with (orthogonal to) the input signals to the weights. and d, be ab given in EXERCISES 1. Much Prove that (2) AB # BA in genes 0) AB +O = AB+ AC. ‘“ rms) valve fe, equal = 5. On the performance surface of Figure 26, with N= 8, what is the gradient vecor when ‘wy = Oand the mean-square value of eis @) 207 ‘Whi isthe gradient steeper in the latter case?$961 THEREON HOR oN wonoonimuwes org fo sadomeg "3g CORAM EE PUES E“OPUT A ‘096 Are “as0T ton Bug mary muy “Doug «sss00ud Burwrey © 6q pont spud YM JOT po roroypatd soy 1e2uuoW Ter2qRUN¥y, DO9POOHY PUE*KAEA “Td “M20QED “CL a ame wep 08 -eo “6d “eIeAt TOs onus fy tuney 7-71 oN WH -Putsap 0) ves np aetidepe we jo tan 34390005 "49 ‘St (0961 't0T-96 48 p 1d ey ued NOISTM TH «MIO! 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Yerlg puss @) \f stow wae st aida iy a9 81 396 4 adres 12°4'0 = 11 pads st oopoaem qo ep sodas zpart Il ° THEORY OF ADAPTATION WITH STATIONARY SIGNALS (Chapters 3~ 5) ‘OBJECTIVES OF PART Il fixed performance surface. These properties jn compari The pter 4is to understand two basic methods for searching the performance surface — Newton's method and the method of,Mor [ +7 pur sulnjoo 1 #7 Sey wre 24p (44 70 siuEKOdwuos) snyBiom 1 47 ake aK BOUTS YEH DION. (ez) AULA E 3 = (oat = a Cea = 8) +9 urvounut yp 9nq '9 seidey sotyins souewioyrod axp tpsees oy Kem tq at EDI ULL “oeYINs souMULO}EAd 2 249 wo Futpusosap swypuodye jo wos pemoid 0) ou PUR siyBrom amp 8 ndepe Jo sstjo © 40] seins souswiopind ay) pouyep Suaepy 51208 sno ‘su @OBLINS BDUeWUOLad OHEAPENH Oy} JO salwedoid e aaydeyo 8 Ie 2 a4 91g 19}0e49 Ut {fsyou @ Jo spouaus omy a8auy Uo Joo}9 aut APMIS O} 8 S ° Arewisd 94) vay, “spoujow Omi as0uy azedwoo o} pue —IUeds—P Isaded1 veg sieubg Arouoseig yim uoneideny 10 0ouLu “Theory of Adaptation with Stationary Signals Part NORMAL FORM OF THE INPUT CORRELATION MATRIX ‘The characteristic values (eigenvalues) of the matrix Rare developed from the homogeneous equation [R~al]o,=0 scalar variable, Q, is a columa vector, to zero. This homogeneous equat «0 and Q, if and oaly if the following determinant vanishes: auiR ~ MI] =0 ts L + 1 solutions are designated Xo, 1 They are the eigenvalues of Rall of which may not be distinct from one another, ‘Corzesponding to each eigenvalue, A,,there exsis atleast one vector solution of (3.1, Q,, which is determined as fo RQ, 2,0, 63) ‘The vector Q, th eigenvector of R and is associated with 2. Extending (3.3), we obtain do : RIQ, Q QI= 1% A% -- Q] G4) ° de which ean be rewritten as RQ=QA or (G5) gives the ndrmal form of R are the eigenvectors of R. Both A and Q are square, with dimensions (L + 1) x (L4 Dy like R EIGENVALUES AND EIGENVECTORS OF THE INPUT CORRELATION MATRIX From the dition (210. itis apparent hat Ris asymmetric mais ‘The eienvesorsconesponding to distinc eigenaives mst therefore be or that i QEQ, =O for any vector pair. This Tact can be easly demons Cchap. 3 Propertes of the Quasratie Performance Surface as follows. Let A, and A, be two distint eigenvalues. Then RQ, = 2,0, 06) and RQ:= 2.0; Let (3.6) be transposed and then posimltiplied by QFRTQ, = 4,070, ied by QF: QFRQ, = 2,070; G9) Recalling that R= RT and com! ing (38) and (2.9), we then ebiain AQFQ, = 2,070, ows that Qa, =0 and 2 are orihogonal. is elements are real numbers) in addition to being cigenvalues must be teal. This fact can be demonstrated by A, is a complex eigenvalue of R. The characteristic (L + Vdegree polynomial in 2 set equal to zer0. Since 2 polynomial Since Ay #3 by hypotbesis, it 0 the eigenvectors of, equation of R complex roots ‘components, which mus is complex leads to a matrix R must be rea Another important result from matsix theory is that if an eigenvalue Ay repeated with multi here are m corresponding. eigenvectors. These can always be constructed to be mutui fhogonal to all ofthe other eigenvectors, if so desired, it is convenient to scale the eigenvectors so ‘magnitudes. We have just shown tinct eigenvalues are orthogonal. If repeated eigenvalues ootongoxd uu ayy “st rey. ‘yeuo¥oyRI0 axe storanUatie ayy ‘woNDS Bupacoud uy uf pequosep sonodaud amp savy me Q pue Y Jo siuowoID 9M) Tey! ZONON, 1 ufseo ot 1-]z_7 so sco geo [MS ceollt HE [s80 ‘sireyy s0VO = 1-0VD = (6) 30 ws) 2 (re) [i ¢}4-0 wo [BE EE] GE ofp Ve) pu (cL) w se 0 azyousow ©) wasoyp mow 218 siusisuog asayy, “22 pur "2 ‘siueIsuoD Are Kuo Daunwuaap 29 ued sanjea-b aun snip, pur “seuss axe (zz) pue (IZ) tH saouNeU Isroujeoo oxy “(Te) UL Se soysiuEA TY — y Jo IMeURIDP ayy a0uIS eH) ION ee [e]-{ae] 0 [ie]fsee- #2] wo |S] =[Ce) a fyf8 ge ro) “fuwwajearnba “so (g'¢) Sursn 2se9 sty us wyigo 01 see osie axe sroroaausdi auf (ove) seo'sto= "yy opmuL o= sisto+ y= v-s0 sco [* 980 y $5)» tre alee "yeigo am °(e) Butsn snyenvoto ogy soy Sumas "0 Bea eaey ony (Coz) oF 9» N*or04% ase oytoads ayp axe pie "7 Jorday ut ajdurexa ve se pasn xas}EW LOH a“ 22e}Ing sourWopeg oneIBEND OUI jo seUIadory —£ END o> ind 24) sapssu)“aaos 01 Ase ao}a!ou) pu agespenb s] wnenbo ons DEreYD ay) 924 SYBION Z = | +7 Wl 3809 © END am WON NU tpl a on ssotsreas aww ‘eos Jo) surqiuodye (toads axe ayy ‘ogy wp‘ stew v Jo sonyeauadya ayy Sipuy 20} a[qeyreae axe sty UoSe Unowy- om. stiotses put ‘waygosd Jo adKxsryp 20} popsaut fjlensn st saindwoa y “punoj 2q 1 + 7 a2xdap jo renuousyod ® Jo sioos ayy wey ye.oue8 ut seunbos (2) uonenbs ansuornesey> aun SUNOS SLHOIGM OM. HUM a1aH¥xa NY 1= 00 yr wons (jeuouoyiz0 ape) pozyeusoN aq ueD Q xe JorD9RUBI OL“ ‘o1s2 0} yenbe 40 uey) soesd pue [eas it AW Jo sn[eaUDBID ay “Z eu -ofor30 sirens axe x Jo sanjenusiip ounstp 02 Bumpuodsa109 ssowoauodeg “1 ‘wonoas smut saueUENS Of (ere) ory Aqds ansy om “(ET-e) UF asoxauN 26m MOU aM JE PLE (ve) 0=0,0V0,0 ; ‘ney 24 “QT'E) UH A 205 (S1') SuMNSANS (ore) 02 04,0 se possoude9 09 uwo sotto [+7 341 pur ‘95e9 1yor0 20} spjo4 (»1'e) Wau, -9pI0 wt 7D" % 01 jenba st rey} JO UULA;OD rove of fenba Spassanans a 198 a10}223IN $0 197 “GLE WI sOrDAA Ku 39 01 URSOND 239 WED puE ‘onjea winuumdo sy wos) 0H 1yBIOM ay) JO UONEMAP 2Y! St A MON. (sre) 1dVO = ;-OV0 = 4 ney osje 2m (6) ut (€TE) anso8 a Bus, ore OZAWA snus puo ruyopruas aanssod jwsousd ust w XEC2) yum uonasuuos uz saideary ut passrosip sy “0137 0 fenba 10 wey 19}e018 SKE 1-00 sium sn) UBD 2x4 “fPULZOUOYHO st Joquiss 2) £9 poruasaidas se xENeU! yepoUs (re) veg sieubig Arevoneis wm uoneiaepy Jo A1oous 9 68 “Theory of Adaptation wth Stationary Signals Parti vanishes: =1-1-0 (627) 14 Q is orthonormal with QQT = I, as in on + 9) and pé GEOMETRICAL SIGNIFICANCE OF EIGENVECTORS AND EIGENVALUES ‘The eigenvectors and eigenvalues is a paraboloid asin the example in Figure 25 nes parallel to the wom\~plane, we obtain co ellipses of constant mean-square error, as in Figure 3.1. From @ {general form of any of these curves projected onto the wyw,~plane is WTRW ~ 2PTW = constant 3.28) re 3.1, we can translate from W to new coordinates V, with origin ‘of course at the coordinates of the ‘minimum mean-square error and, as in (3 V=W-R'P=W- We (3.29) ‘Then (328) becomes pradient off, since € and F differ only by a constant. The gradient is ve [9e 2. BT = |G a; Bee, = 2RV ea) (One can arrive at this result by writing VTRV i taking each derivative in wr.) ‘On the other hand, any vector pas the form pV. But a principal axis p the form of a double sum and through the origin at V = 0 must be of rough the origin and is normal to F(V) chap. 3 Properties of the Quagratie Performance Surlace where V" now represents a principal axis. This result isin the form of (3. ‘must be an eigenvector of the matrix R. Thus the principal ates of the error surface. The eigenvectors of the input correlation matrix define (32) sv"TE aml ur suas areuIpso0> Wog UE UNOYS 218 9 1UEIsUOD Jo sino}. z 2 %)=3 (re) v([a sla pu % ‘sa}eu;p1000 3m 020594 5 eA — AL = AUP 2M (sre) fe d= jo sw ut (peg) at 2m G90) USP aL ‘pau, ay im 2 PUL “6° Saxe HHL lwede st are Soppins sous a4 St sty ore By 4 OL — Supt — Ing + Jz + fd = (ore Sumo} sou 2p Syseds 0} papaou sonsusroesey> eudis ayy 19] “ae|du aydurexe 1514 ay} on ses {9880 sm 20j anny am (EE'2) WOH, w s28LS souewHOHed oHEIBEND aus 0 soNedosy —¢*AEUD “1 y21 tjogemed v saos9 3 214s so, “a Jo aways yyw sus) oxy muesoa: o ajduexo ayduns 225 ue> 944 “25n9 1ydipm-u0 ay) Buuapysueo Aq ynsas 4) yo soxe od;outd ayy 0 roadsox sou amp Jo Seareauap puoses 241 7 wonyppu9 induy ay) Jo Sonjeaus8io ou, win 49 one 3 yo anneatop puooss ap smu (os “sve fediousd Aue Buoye anjenusdio oy) 20 (ore) Tevone coste pur (ee) (A,)V,(4,0)4 9 = AGOVO),A +3 = (vee) AMA + P= «eo (oad = WN) Coa = AED anny om (5'6) pur “(€£°2) (G77) wos “sworshs areutpsodo e2syp a4) ut aoBjzns 30359 24} Jo SUOIS saadeo Buywofoy 2) J9plsuoo ‘SuoneWo|sues [eou!oM0sd sami jo KLeUINS ¥ Sy o nueg sedis Aeuoneis im vonedepy 10 AroouLpoint peste and e drstions, Similar to (3.2) in the previous example, the eigenvalues of Rin this example are found a follows Ro an43=0 ‘Therefore, Age Ay = 13 (4) ‘Also, similar to (321) and (8:22), the eigenvectors are determined with arbitrary constant fom (3.1): 0 00 J-+ [és al-[e al (3.48) -o (3.49) chap 3 Propertes of the Quadratic Perlormance Surtace a ime eigenvectors as eigenvectors i the same as These eigenvectors are shown on the error contour plot the principal axes, 4, Find the eigenvalues of R -[3 5. Fed hesenanesere [22] ang wr-[z 2] on-[3 ‘ | Snoop ap ion maces in Ex Which could a 3 and 6 would apply to pleinputeombiners? 8 Find th eigenvalues of R= 9. Find the eigenvalues of R =| 10. Find the eigenvalues of R 1, Find the eigenvalues of RHg HA computa "A pee ss0ppE “a (WR HOR MAN “O25)Y sour] Goyuouayy ‘aOWUY “H, 1s ‘ag28)y s02ur7 fo spougt pouonomduey “ersappes he HOSPY SEH FuIpEDY sionnondy puo spoyyy jouaum Jo YoupuOn! “MY ‘m21g Mision prope :wopuoy -waygoug ayomabig soxsS}y 247 “wosuR, 8281Ing eouewioyed aneIpenD ou) Jo seMsodord 19 935 8960 IRH2900a:g VPN UND poomorug “Coys xOyY "WHEEL NTT 30¢ “4 "O961 HED THOR MAN "LOA eoMOpy fo Loy 24 MDEWIND YL “T SONIGVaY IYNOILIGGY ONY S39Naua4au listo ‘szs01 = 0 4s0-_ 15801 - {0 @ (G50) wonenba saan ( (G60) concn se 3 mse youre =" sise'tiet = (4idde os pra> 9°26) =o 1 99 os) g'9g stodurqtuns 4709 sndarsidunn (@~9 ‘S=P= 2 1 99 Jed ~ 20210 + fo0 + XC — JO po 24 Pe AD ENTE 4) 4K OF PHYO += NU) 9 0 = 2 —)aT H e— Wr= AE= 9 + NEE- Om d= PH VEE 0> DvP ~ oa ji asdqis we nua aidan a + 4G + Ao + hea + xy “wHO) SHEIpEND prDeaE aL MAE CO) “t sasiowaxa 3193738 OL SUaMSNV (5) wonenb Aa want axe stom om tam sourquon ree aandepe indo pfu Aue Jo oroaAusTia HE) MOUS “ST ‘re aun oF ps 114 © aE @) ‘sojssauadia pur snyeaus3e 2 pL] (P) ons arenbeareaa wanes 241 EY CO) eaQ 20.298 nfm peumndo a 8H (@) ona Siels-ceau ay) 3] uosaudx9 UP a4 (8) 96 = (Belg ‘=U pM 1g 9 = (pM eg “T= eZ 7 T= (Bly ssopssdosd Suynono) aq Ay p puE x SUBS MUL = 7 sigéiam Ot shim pz 29n8ig uso} ap UE J9Urqulo seDuy aandepe we Jp!SU0> “pT Ore 590K 4 ©) “Oltt 2am uf @) jet snoeg wy (©) rruodoyi0 Agen ave ssojouus8> yp vey) Tens¥OMRC “ET Hh esa uf G) Of 28m YY @) 6 2so19 Uf ®) “$I MT @) SDI Uy aso] ©) siojanuaB poxewrou 2 Puls ZH lived sreubig Aevoners wm uonerdepy 10 Aroouschapter 4 ‘chap. 4 Searching the Performance Surface a The method of steepest descent is readi value in a wide vary of practical apis radient of the performance surface. They are thus not neces. 1 minimum, since the negative gradient tends toward the minimam only when is on one of the principal axes of the surface, 3 sd in Chapter 3 sure 3.1 of 32, for example). Searching the Performance Surface BASIC IDEAS OF GRADIENT SEARCH METHODS To introduce the basic concept recursive algorithm and convergence, we fist perform: estimated data are available, Most practical procedures of this type do not search ‘exhaustively But find the optimal or neatly o ution by testing representative adjustments near it. which is a parabola, is ‘This surface can be represented asin (3.41: = bag + AQw = METHODS OF SEARCHING THE PERFORMANCE SURFACE the surface is quadratic. wo wae me we Figure AA Gradient seach of onivaribl perfomance saesaqone we 20 we om dea a9 Fe HON qu ose 99 aevBssp of idusane of Ba ipe ayy Bump aoeld sym rewp worte read savdap zy aun ‘ones auawoe8 aun uo spuadap ffsnorago ose 2u93198400 Jo ye2 aH, (oy) 4 — Yo) eM = (pp) on por ‘ou pauiio} wonenbo ax «mown pozsteue 29 UeD ‘zat uoRNS (1 Pm onyea (en tur wos “ss3004d aqmezaN ay) Jo sO1AEU IUOE +) ‘uonnjos winuando oq 0} 28s0A409 oF 9s 8 ‘aqqeis $1 (Ep) weap axp tt veKN “USF (STH) 20 (HTB) UE (sr) 58 (7p) wor pour St 20,0yp si ‘2ous8:eAt09 jo ates p ¥a. Ka pat .qo8,e paruasasdas 2q uw> 24092 pal ‘ainpaso.d yoiees quaqpex8 anieisn 40 aatinaday aut "yfiam afduas ¥ kI00 3ON3ON3ANOO 4O SLVE ONY ALITISN!S: NOLLAIOS SLI GNY WHIIHODTY HOUYES LNZIGVUD 3TdWIS ¥ -wiuodte yomas warped om 0 ,uoHnIOS,, «sry st pe sunpsoosd ypiess ayy wt yuiod Su ye Aaya 37s HN SL, slisuaop,, (cre) (o0 = %), (te = + a= (vite - (rr) Soe ete tHE = ( ate — (ory) te (ute - (6) St otano aunud 24p s940 TUDIsU ‘aalyeALAP puDdds StL a aye = (cr) (m= ave= eee + Yate = 1) = Tt igo am ‘suusoy Surfues262y say ayy. “2589 oygeuarun aut ut %% srenba “y “enpeauatis 24 Co 201g eouewsoyeg Syyoreas 9 duel Wueg — s7eUBig A2evoneNS iBepy jo hay, coTheory of Adaptation with Stationary Signals Part ting and converge In the former case the process is said to be “overdamped” 10 Newten’s method (di 5 elfects of the choice of eon r and on the single-wei are summarized in Table 4. TABLE 4.1 EFFECT OF» ON CONVERGENCE OF THE SINGLE:WEIGHT Snabenr ceanon process Se oon ose wet overdamped one lero italy amet . ro otedamped Renet Oost 1 Unstable aot camera) 2h and eso chap. 4 Searching the Performance Surface st ‘THE LEARNING CURVE (17) ba bain + Noy — wt 24 (418) 11 is evident that since wy undergoes a geometric progression toward w*, the mean-square errr also undergoes a geometric progression towatd Ey The geomet 1 ratio ofthe mean-square-rror progression is seen in Fue = = (= 2A) ive, the mean-squat value > toward the optimal value ,.,. The instance shown represents 4 Value Of rye = 0.5, corresponding to r = 0.707. The curve once agsin ws. Figure 43. The "icaing cue” ia plot of the mean-square ee, veri k- oe tt un) "Tate son 0 = 4 win (Or) EDGE aM UH) BusA Ty as se wonnjot doi-ou0 8 01 SpE pou=u S:uoINaN Jo uORRdde ay) “SUOIHTOSIp Snopizdano Jf uuseq sey 158 onespenb st 2oepns2ouewO}Ed omy MAN "yo anveausp puooos an -proudde we soon mou (€¢) Bus way a4 Jo WO aa: aur YEN 310N (xv) (sev) =) 250 an Soepins souewojzod ayqetseatun 24) 40} SMU, (o4)9 JO vousqurus ax puy 01 Ue ay 35N09q (OT'Z) U $e TEIBUO UT = 2.30% = (o)3 aq pinom azine jo sryy “aaoge se ‘9 =(4)F uo] 2m JO uoRenbs ue yiUR ‘oq seu 9m “sane}ns souRUHo}rod Buryoreas m poylow s.uOwDNY Aide Of ‘uolveurxosdde s,uoutoy Jo WHO} snonunuo “praunay, (er) ‘vosy sv passaidxo 2 Kew powow s.uorsion’ Jo wos siasosp amp “ez'y) UE uonewosdde smp Buis7y (er) smpusoy 2ouss9y9 9 UPD 24% “Kovesnaoe pareums9 29 UED J UNOUY YF Yeuy Buas 2 asnur (14), f 2294 post woof aBenp y “Kyoqdes posn ose aantestiop sit pue 2 sone9q own s,uorMaN JO Hof smomud atp pal pivayoeg v Buisn ( ‘won 2uay Inq “(o4)/ jo a2meu ay} UO pUE 1a 241 uo spusdp Kisno1eqo poyisut s,UoVaay JO 29UaB9AK0D SH, ram ay 643 parerypat aney 2a Jo sero a8se] © soy fipides 2B:2,H09 oF umouy OOHLIW S.NOLMAN Ag HOWVaS LNJIaYED ‘un uy se fa Butsn parndiuos st" 1utod pxoU aN, ‘yesou28 uy “v0 0s pur veg sieudis Levones w ss e0eins eovewonog avi Gutuoieas yD wopeiaepy jo 004s, 5st ‘Theory of Adaptation with Stationary Signals Part ‘chap. 4 Searching the Perlormance Surtace 55 ‘one step on 2 quade Re mum weight vetors given by Wee RP (428) and that the gradient vector in (2.13) s v= 2RW~2P ‘We can multiply (428) on the left by [Rand then combine these two equi obtain (430), The two-weight, qui ing the weights jump from any i 5 , be qu only the adaptive linear combiner, for which £ is quadratic, but we 18 w= 4. Otherwise, we could choose any other value ofp in the stable range seen in (4.35) below, tha is, o aun affuts w Surrey wonouny pexyuauodss ‘ind » jo sofd & #1, “6'y sung U! paruasaid st SuoRerDH Jo JaquuAU Jo uonoUR} sp 2019 axonbs-unaun Buysoys‘powous s,uOIMDN 40} aun Burd} yest (ssn) fie ada 40 ones snow affuts e Busey WorsorBosd oumawod8 apduus © 51 SUL (sn) AM aLg(t = DET tm sm. eo 294 “(e's OURPIODDE tp ‘poyiout s.uoman, 205 (Sep) ut poureige KoNZyOs (eanieu o1 wioysuen an Urey (err) 2a, (VHE~ DD = Ad. ieigo 01 4q (2p) Jo sapts qog Kydnjnusaad 2m "Ay JO sua ut (ep'p) Butssaxdeoas Kg pouteigo 2q Ue> saieutploo Tesmeu o4p ur ss2p0xd aanssay ap Jo sownegaq onweusp ay) Jo wondussap y" powoud ~too s1ou say) st pue suorsseiZo1d suowos’ Jo wins ¥ st so1euIpso09 pauuudun uuo ayy Buo[e a, jo suond2(01d jo aouentas 24x ‘anjenudsie Supuodsa1s09 24 4 poutuszaap ones & 0} BuIpsosoe ax1Wo98 Around st save pottsd 3) Jo yor ‘uoje'*44 Jo suonsotoid jo souenbos a “saoueape sso001d ansion ay) 58 St Ye 1 nL Tye 1 (er) Note == owe t= ‘smojfo 8 28 sones asa) (opp) tH UD9# sy “ones ouiouos8 anbuu Kg pousanod st sxe yoeo uo zau0Rinauao JO aed ats Buoqe Spuopuadopur sae soyet 2oUsdseaue9 y) Whim wg steUbig Ms IS unm voneidepy Jo hoous os“Theory of Adaptation with Stationary Signals. Parti ‘The learning curve for the steepestdescent method is obtained similarly. We begin this time with the principal-coordinate version of (4.53), which is given in G35) as = bain + VAY’ (456) ‘When the steepest-descent solution in (4.42) is substituted, (4.6) becomes 4 ~ bain t [UU 20) ‘Vg] "AC = 28)'Vy = Erin + VST[(— 20a)*] "ACL ~ 20A)‘Vs (as) Now the matrices (I~ 2uA) and A are of course diagonal and we know products of diagonal matrices are commutative. Therefore, Ee fain + NTO 2A )*ANG (438) = tan + EGC ~ 200, )* (459) ‘The derivation ofthe final result in (459) is left to Exercise 18. 58,0, Figure 440 Leating core of method of steepest decent Inensional questa perormance fonction given by (224) Figure 47, aad p= 03, Cchap. 4 Searching the Performance Surlace e So we see that the earning curve forthe stespest descent method isthe sum of sapasedsas amp SUP) “FT “avno («ies ——r— : [f]-+ 1 enone pert ay pe. enews assay agp yeep a80ddNS “2p ay ave omnis us (2's) = Yq wory TouuFag so1996 yl aay ry ap He 1H toe ajourered sovsBooauen wit (Zep) eoxenba Ut poyns ohmaN pay;pow 342 SUSE “TT yuiod Yunrms se wory soexlsanvon das-2u0 aensuouser “Ze ang uw soepnesouumoysed 9 4] keayeds (1¢ 4) women Jo uso) ay. wr anpucd ue 244 “OF ‘soap s0u19 anespenb wou 01 Ajdde you Seu powau s.uornayy Kym moys ue synos 2g Tee “OFT — ue ‘ort “prO~ “HOO~ “0 =m way Sor|d fuDep ano} Or ms pus sy SINE UI 6 2) ut pagioads ae “a, ora veg sieubig Areuoweig wim uonerdepy yo A0ouy ¥ 9chapter 5 Gradient Estimation and Its Effects on Adaptation In Chapter 4 we assumed that an exact measuremeat of the gradient vector required GRADIENT COMPONENT ESTIMATION BY DERIVATIVE MEASUREMENT A single component of the gradient vector ean be measured ‘manner illustrated in Figure 5.1. The parabolic me: single variable was givenin (3.41) and (4.1). In terms ofthe coordinate v = w ~ w*, Chap. 5 Gradiont Estimavon and its Effects on Adaptation er wwe have c derivatives in (5.2) are estimated numer Thus af _ (0+ 8)- (v8) 7 Be Mesto 8) (53) @E Eo + 8) ~ 24(0) + (v— 8) 5 ‘These approximations become exact as 6 approaches zero. They are also exact e for finite values of 6 when the performance function is quadratic in v. For qua Meanie ra,oumnseou aeaiop uoouoML TS ahs wou} poauap st uonouny soueuoysed snespenb ax ‘SnyBtom Om HEAL “ZS OmnL ‘u povenisnyy st woxpex8 jeuoisuowip-om1 v ayewnso oF yuawosnseom aatieatiog: SLHOIM 37d.L1NWN HL ‘SaLLIWNad 3ONVWHOAUad ONY LNWSUNSVSW 3ALLVAINIO uo avenbe-uebt ajgeaanipe wnuauna aseotout aBease ay) saat uc ssmolfoy se & 69 Lowwidepy uo sieay3 sy pue Uonewisy IueIpeD 5 deud 4p suso1 ut pouyop 2q sompany ues ‘gy 99 ueo 9 ut aszasout ay) “uonoUny sousuLO}z0d 9 (e's) aq rnoge 1yBnouq “A ‘oseasour 241 se pouyop we pu ga snip pue 2029 amp jo soyduses nifiom ayn 2p a1euinso 0} sapio uy “spew Buioq st yuSusUNseaur yuoHpes! ay) 2qry P wounsnfpe wyBiem 2 1 a) (ss) wed 19 }Woypesf ann Jo 104 3p Jo aunseaw ssaqOTSURMIP V “a JO ny soueALO}sed UoAFd ¥ 3240 HESIOD St A ye) 296 2m R50 t= a) [le + y+ (9 -a)y + ™ HF a4 anny any (L's) nun (T (ae ()3~ [Co + 0)2 + (9-93 fF = 4 smug, (1's sundig 208) 0 ye 195 1 Tuas Ou pue nia amp Bunsnfpestur ad oveuiopad,, LL wweds furpq aum ow yew "g + a ads ave 2um jo stunouse jenbo yeyp O€ uiod ypeo re parereusnroe yo sojdurs yy 104) asoddng “(g + a)3 pus (9 — a)} arewnsa 100 01 s9pr0 ut 'g +1 0} puE g ~ a O1 paisnipe um un spuods warsks aandepe ay: vey aunsse sn 19] “saneAu9p 1519 P24 1 1 Bun UF porensnt 2anpoooud yesous8 24 ALIYNad 3ONYWHOSHd BHL we ae we a we ot ft TER SN GEO OFDE a Lad ae (90a + 2-900 + <9 + ea)SE = wz « TE OF ” = S any an (5) fun soompns souewuoyied sroubig svoanis wim voideDy 0 feat ®th Stationary Signals Parti 233) tobe b= bon VIRV (512) uired for the measurement of each gradient compo- that 2 data samples are used for each measurement a& before), the ‘measurement is given by (53) Let us now define a general perturbation for L + 1 weights as the average of the perturbations of the individual gradient component measurements as follows: _ 8? trace[R] r= Eagle 10 pe fae . Further, since the sum ofthe eigenvalues divided by the number of eigenvalues isthe Gradient Estimation and its Effects on Adaptation n average of the eigenvalues, (5.15) can be reexpressed as p= the (516) Sin turbation with any number o re52. convenient general expression fc when the gradient is measured a VARIANCE OF THE GRADIENT ESTIMATE step in de Variance in the estimate of § where ¢ = Ele denoted &, is assumed to be based on N sam the reader may refer to any elementary text on statistical or probability theory [2-5, 7]. To begin our derivation of the variance of € and of the gradient estimate, we fist define an unbiased estimate of the rth moment of &, as From this definition we see thatthe true value or mean of &, isthe expected value of ef that is, Asan example of general, is normal with m eviation equal to ¢. The true fourth moment is then eum f* erledae FA" dem 30 ( w= ove Given p(«), we can ind any true moment similarly. Note that when r = 2, we have in general a, = Ela] <€ Having defined the true moment, we next define the variance of thbhatt ghente ‘3bvin1S3 YOM SUVS WYBH BHL JO TONYRAYA WS STB¥L 40 yoere J2qN19 st T= y reM ansDSqo 9,4 "2 Jo st aIge4, ‘wonngunsip ayy uo 3 Jou st wonngunsip 241 2¥ “teow or2zd0u yt yng jeuoU s wonngenstp 24) \owridepy uo sioous sy pue uoveunss iUeipe19 wey “wesw 0227 ys Aqeasou parnguasip 51 Ya uoq Zt ¥ TeW) Hays ant 24 A =tghe (ws) ay 7h se posssdxa ag pynoo # yo aouruea amp e008 ur yep aredionue yan 28% jo wonngursp euoU ayy 30) 5 SN WO 1 oy uonsodosd Aasrvut ue 0} uoniodoud $1 J Jo sveunso og jo sounea 24 ‘uous ote pen pernquisp Aeuuou s 7 uoqn “Su (ors) puo2es wvout au uous. Is B73 amy aod (ses) es) any IU JON ‘wonvuruns oy) uy suuDY W248 210 51 MOU 254 pen e2's (ers) oe soup] “sanjea porsads Jo ronpoud ayn st ronpoud parzadxo ag snys pu ‘sopdues 1uapuadopur aq 04 “7 pur "2 auinsse an 7 01 (Pao ag twioy 24) Jo 51 wi Yow vuoreununs 24 ut Su ‘ancy am “ynsa4 sm ut (QT) puE (41's) Susp) Neg seubis Arevontis um uoueidepy 0 oats™ “Theory of Adaptation with Stationary Signals conservatively high for all cases in Table 5.1, s0 we will be using K~ sributed with zero mean and with a standard deviation of o. Then, simi the expected moments for even values of r are Since the mean of ¢, is 220i shown in Table 51. The other cases in Table 5.1 are covered in, the exercises chapter Having obtained form calling tween values of £ the foregoing assumption of indepen: just the sun nc (630) with sollte +89) + evalé(e9)] rs (531) the variance of the estimate of a gradient sof, are independent. the perturbation 8 in (S. ‘and that the adaptive process has converged to a weight-vectr solution near W*, the two values of £ in (chap. 5 Gradient Estimation and its Effects on Adaptation s (5.31) are approximately equal 10 Emax In tis case, (5.31) simplifies to ‘When the gradient is estimated and is therefor When the gra timated and is therefore noisy as in (5.34, this expression Weer = Me - ARG = W, = Roy, — BRON, (536)‘2a1Ep Osfe UD 2M “Uondas BuIpaoaid ax UH (EES) 2m jo eu0u,, taped 2yp van on 'v0 astou tuoqpedd Jo size9 oves-cpeors ayn (Lys) Pur (Zp's) WL 2Ney 8 SK ‘Powou S,uernany 305 (Zp’s) Yio paxedusoo 2q pynoys aay sg, 1 POAWOP ULEW soUEEeA09 (urs) st ons sousooog woh yxy 94) (Sys) Aq Band fue gas ay ‘4 e814 305 a1qfBFo0 af aunsse ax J “uneBy (os) “N(vie Dea Pay(Vate ~ 1) = 28 4 UL, "wononpur £q paurego tea (19'S) (p's) on seus ns03 © ane am asop{ "UISNSAS waford SHOU IumpEs Oy SE NYO = N URBY nt — Ja(vite ~ 1) = *Ne-04 = AMO = 1) = A 'NY—JAdQHHZ = 1) = FAD AQ) = ABuso sereurpsoo> rediound 01 sre1043y 294 “20}0q se Kem oures ayy ut ou ave Kpeats 240 30) Bx WED aM UE Pom SUOLASN! 30) (GE's) O1 INNS YOON AR (rs) ON "aQae = 1) = ON + az) = te ty sano ov oge A+ 82 20200 por sal — AL = A onan avons pa (ers) tal HP 244, "p soidey wr poquosap st posout ivaosop-asadans woiper# Jo sisaye ayy suwexs unde paw qu2dsap ‘MOU sn 12] ‘po4ousuoLMaN Te payooy SusseH, BT N/T OW/T UOBEP © SL y_V TY SION “yO = LN AQ U2Aid pest an pue nqeauadis indur ap Jo swus9) 8 powrous S.COUMON, 407 s01290 14ftem ay UE AON ayEI-KpEaIs ayt sn SOALT SIL oot (es) IN (HE — Xvi = a ‘vonnjos ,ares-q (6s"s) Apo ay YA 30} EY) saynes A 40) 209 2484 suoninjos snouaid 1no outs “Poyious uaosep-isodaars ay) 40} pu poypaus s,to1MaN 40) pastnbar uteBe are suoreatop ayesedss os pure “6s'S) ‘UF Yq 40} atmnsqns asmus am (gs"s) pure (15's) oF ep 38 ANLDP OL. “(8HS) ut JA Jo aoueysesoD 2p OF SEIU 5! (65's) UE ASHY $S00x9 20] eIAULIO} OH, suonerea iuBiom a1e19qqp yeuad souvusoysod aqp 2pajout Jou S90p 224, 1 vss08sopun " uo8 a10}29 [aa = D]a = ASW seo se soss9 asenbs.vvour ss20x9 2 2042p UBD am (ES) UE A pur 3 U9RIq iysuonepes amy Buisq) %} uo stooye Bunnsox ayy ssosse pue “t (e9'5) [oN dey) ut pauyap se m5 ye UL «oq a4 Net FVD J fact = asi sse00 speuk uous (09's (9s) teatas ‘ones surawos8 ay) 30) 4250 am “worssosdxo xp Aus 0, {09') WA 20 (29's) 250 2m ‘pont swan Jo 25e9 9) UY MOU SuIpa0014 (ers) 1 wonmansaas au, ‘SINV1SNOO AWLL GNV HOUMA 3UVNDS-NVAN SS30Xa 18 ‘oweidepy vo 612943 su pue uoNeUNs3 WapeID 5 OUD 1d SIOUEIS ArBUOHES WHA oNEIdepY 10 LomLL o“Theory of Adaptation with Stationary Signals Part ‘Also, the gradient noise is assumed to be a stationary process, so the expectation in (6.63) goes overall subscripts of N’. Thus excess MSE = p26 (5.64) 1. Now, for Here we have ls assed that the proces is stable with r Tess th NTA“IN, we have 0 Ys. NTACING = [na =D Aah (5.65) where my is a component of Ny. Using this result in (5.64), we obtain (5.66) Bor Etney}isa rent ofthe covariance matix af N’, and was shown in (6.53) tobe EL, /WB?, Thus (5.65) becomes Ba a excess MSE = fall ys 1 SE-B (57) Again using ¢=1~ 2x, we obtain the general result fr the excess MSE with ‘Newton's method feo ge 4N87(1 =p) moo Mw excess MSE = (5.68) For practical reasons, it is convenient to express this result in terms of constants ofthe adaptive process. To determine the number of time constants to a given value of the geometric ratio r, as in Figure 5.4, we construct an exponential envelope through the geometric Sequence of samples. We then let the ‘envelope be described by exp(—1/r), where 1 represents time and + represents the chap. 5 Wits Gradient Estimation and its Effects on Adapiation a time constant. If one unit of time corresponds to one iteration, we can write n=} =" (509) (5.70) ge (10 or greater) and is small (less Since in mest appli ‘but near 1), the following is useful appro rein} (large 7) From the relationship r = 1 ~ 2u for Newton's method, we also have 1 aed (52) 0 (5.68) becomes ~— fe _ FL excess MSE = 4NB°(27 = 1) mao Am wf FL ages) (523) BNB% =o, (5:73) by expressing @ Le wsn(?) : ‘We now further simpli sun ms of an average, Ne Nrme Figure 54 Exponent approxi! 2 2 foike geome sequence af wei ‘aloe,(ves) “olga 2qor (apy) uy umoys sex iw29s9p wsodzais Jo porous 2yp Jo ones auoWIR KPH aL "umouy st 918 0} potear Apeoy sr wersuoo ou sry (ess) in(L + Tey AL {8 pouyep Afupuoooe = won spre Butinp poxinbos are sopdures w(t +712 pomnbor are sojdwes yz ‘zs sunBi ‘wom, 2} «(ow 7 soos 5 (65) un puro $s we sum upuodous 24 (61'p) wos; 2p Jo ones ounomoa’ ayy -sigfian ap Jo 4 one wonexer iyiiom au, vonexep aip 0} Surureed + qweisuos um ain pouysp Je sway ul sous azenbscussw ssaoxe ssozdxa 0} 1uDnuaAwOD Wp palo am powsut suornany 40} wawdoraap Fumpoddxd 24 Yh ‘210794 se °™5/""y.9 01 jenbo “uousaznseaus TuoIpesd £q pasneo uorreqansod ayy st f 21548 (08's) nyt ane 52, 1°" eae Tf Ape = ASW S810 semooag sou (64's) w nsox 110 se Lowwidepy uo stoou3 su pue uonewnsa weIpeID — g 2sjou Tuoype2 ay asnt9eq pereaqdwo> aq PInow.‘seAamoy ‘unpsaOUd Sy. 30 siskjeue aq Z/T = (1 + TI/z +7) Jo sO1U) & Kq pasaiye oq plnow ayeumse 401994 suatpesd sad wiep Jo iunowe suf 9 Aq aun B Ye fiom au0 FurBUEyD ue *} Jo swuowamnseou ayo pue yuoUDUNSeaU uoWWED sxyt UaoHtoq 2OUSZaLP oe loneiepy uo sioaq3 51 pUe voHewNsa 1eIpeI — § “dEUD ‘gr Buyer tag = ax Jo Bums yeurwow ay ye 3 jo Tuouromseots v BuDyeU Jo stsu00 Pinon ainpasoid Poxaye au °2'S puUE T'S sexndL uF poreaisoq! empooord wou ‘anseout juotpes? aq Fuuaye £q qUe!oUJ2 asoW 1eqMos epeut 29 pjno> sordey ‘Surpooead au pur Sm UF paquosap PoYoW s.HOIKON, Wo pase tNIUORTE 2% 208 94 ED W (66) WO “mojoq poruss texa ayesedss y “waxy Suowe asno Kiuedsip Jo tunoure 2uses oy) 4 uonieqantiad 12)291f “256050UT WHEISLOD 2u Due woneqamzod ayy se soseazoop ruounsnipesm vem) 29s UPD 2p “POUAH$,UOIMON, Jo souewiojzed 24 Bujenyes2 Jo susoul Xpea1 © soprord (G6) Gonenib “a tl WD " 11 (96's) wou worssaxdxa ayquisjaid e-Appapeusaiyy sans (ws) i SWS) an ous asenbs-uess wnunams oi £4 tiyeg — sjeubis vevoWeis uum uonerdeDy Jo KoouL,‘Theory of Adaptation with Staonary Signals Parti Cchap. 5 Gradient Estimation and its Effects on Adaptation o” tionship (5.88) we can also obtain a formula for the average in terms of average reciprocals of the adaptation time constants non EDM 2) (5109 From the same ‘TOTAL MISADJUSTMENT AND OTHER PRACTICAL CONSIDERATIONS eigenvalue, Equations (5.98) and (5.99) show that mis perturbation P. Thus it might seem that the misad) as desired by increasing the perturt increase in the perturbation is not practicable. ‘The perturbation has been defined as a dimensionless measvre of the exte inversely proportional to the iment could be made as small II now show that an unlimited iment. Equation (S normalized with " misadjustment of such a system can thus be defined as the sum of two misadjustments, one due to 3 isturbance and the other to an independent deterministic disturbance of the steady-state weight vector: Mg 2M +P 6. For the 1wo methods discussed in this chapter, (5.98) and (5.99) give the misadjustment as Newton's method: Muy = (L+ W°C/Tae) De fs a +P the form P + A/P, w! in showing the application of these 10 percent is considered acceptable in a the adaptive system cont{pee snp uf %9 iusaoa panoy amp stg “AEA Aree 278 ¢ 1 1 WOH} sen eves ons Afwopuer painquisp st" sous ap see sejmanzed up a50ddNg “L Ud) sound 2p vo sayy 25 Tad wey TONY PEDASIER UDALT won poRPE stam Be song “9 sons arenbs-orou 2 Ign one pornos sojdaves Busey x eu tp + HoT = Spt = Stn ne + Pom don somaya pay {asain Jo 270 pw wopaquntd 3 ‘vonegimisod# nin ‘5:2 = % punose m Tuyquniod Ka pasne> t ‘oe yo snges ap ous UO pa eee mor ~ m5 a9 (quand soejs 2oueusojod » sey yfiam offs e nim waste eadepe By ‘suonsuny somatoysed nespenb so} wee are (ps) pur (e§) sejusoy aouarep cenuas aun a ude “1 sasiouaxa ame Ayjemuans seu pjnom 28 1yGiom 9m) ep 0s pardepe sey wa 2504, “(2e°s) wos (€€'s) Sur9p Kson ef Surjeyy “B1euN> ywaypes8 ayesnaae SoU! 34) Hazy" OF 38 tuoineqinuad 241 axew 0} ajqeuoseas wa29s pjnom 1 °s'5 auN8iy suar5Ks oury-uo oy) 0 arnqisiuo> you ssop warsKs auto ayp Bu\qunaod sous 6 Uoneiceny uo sioaya si pue Loneusa woIperD nq ponoudun Apear8 st seo sm uF USUOD 2uLN aq, soydunes 529 = *y . ‘arojanogy ro = ecole. uae ate pur wuzosad gy Jo wwounsnpesr payioads e yay anoqe paquosap us DU “G66S) Aq voMS wounslpesmur e PIeEK prow rua2s9p wodoars Jo pompous ‘2th pu “G6's) Aq uaard wounsefpesna pfuk pInom pourow S.uOVADN S's 2INIL ur pare inpeoord snp qiyy “warsks au-do ay} Uo Yo2yo :noKEM peqssad 2q ‘pinoo rey waisks 18 oy) Tuunseou Ka paroyoe 2q pyc “a1opesoK, eg SIPUDIS AuevoHeis Wim UOHeIdepY o Kou 6“Theory of Adaplation with Stationary Signals Part I 10, Referring 10 Equation (5.25), show that K i somewhat less than 2 when th ero, #4. 8, Aistibuted normally wth nonzero ea. the conditions in Exercise 2, suppose th observations of the error at each perarbed weg distributed normally? 36. Given the conditions in Exercise S, assume that the gradient estimate is based on $0 ‘observations ofthe ertor at ech perturbed weight sling, Give the covariance mati of the gradient estimate, sesumieg th 16 Two time sees, x, and 3, ae specified tobe zero fork less than zero, and are related is based on five ‘arianee ofthe 19. For the conditions specfed in Exercise 5, cofV)? Assume a lescent algorithm with equal 0} ite maximum stb and with = 10 eor observations 20, In Equation (5.78, gcomevie sum of diagonal matrices was found. In such a sum, each smatex element canbe computed asa separate geometee sum, Use this fatto prove that ‘chap. Gradient Estimation and Is Elects on Adaptation 9s With the stepest-desceat method? Tn your answer, compare Equation (5.68) with (5.94) and Equation ($0) with Explain any discrepancies proces, there is only a single weight, the adap ‘squsted input signal values 2. What ar (@) With Newton's method? () Wit the tepest descent method? ANSWERS TO SELECTED EXERCISES 8 PHa 7. ay = 282 8, a= 2433 (iy largery 9, vas = 0/5 12, Near K # 0, l,/e + co near K = 2, ja\/0| +0 1S. co 9] = 6/2587) REFERENCES AND ADDITIONAL READINGS 1. LG, Kelly, Hondbvok of Mumerieal Methods and Applications, Reading, Mass: Addison Wesley, 1967, Chap. 2, 2. BW. Lindgres, Stattieal Theory. New York: Macmillan, 1962, Chap. 2 3. W. Feller, An Inroduction to Probability Theory and lis Applications, vO. 1. New York Wiles, 1987, Cp. 9"9 4210eu9 UI posanos ‘o1e svapi 218eq oW0s UO puP ‘i29{qns abe © si sweIsAs aandepe UI sn s)1 ‘ony ‘sounionas suiyuo6ye aandepe jo sadht sonpouiu) 04 s Il ed Ul eniioalgo puodes y “suoneaydde Fe SWI ay equosep 0} s x=} SIM Jo anNodlqo esIUaD y Yeu) swYiHOG/e aq jm soy, “suMgUosye aandepe feonoesd jo sisAjeue pUE Uvoneauep ouy 0} Azessea0u sidaou00 oy) 40 7SOu OAEY OM || PUE | SEej WOU IM Auva 40 sanuoateo (8 ~9 ssajdeyo) SSYNLONYLS GNV SWHLINOD TV SAlLLdvav I] Hed “tenezoory HOA AON Hsemid BOIS pO “OIGONEA wopIDY “i soded V1 “sist i95 Le9-519 44s 00 yEaV ton “Sodng runny “aap 3991 «Xp woptes por sop Inzas Jo spoyis en wo poreg saxquniyy axidepe Jo woumSD> Vy, RODS Ht PEC ACIP @ zd “uR61 THEMED OOK MIN GgMOyOK FEUD OF woHDMPeAK| “AREEdEN 1 4699 1961 PR OK MON MangORDL fe LO24s MUL OREBIBD AG 1S WHR vonendeRy Jo As02us, 1b sIeUBS Kitchapter 6 The LMS Algorithm In Chapter 4 we introduced two algorithms, Newton's methc descent method, for descending toward the minimum on the Both of these algorithms required an estimation of the gradient in Chapter 5 we discussed general methods for estimating the g estimation methods in Chapter 5 are general because they are based on taking differences between estimated points on the performance surface, that i, differences between estimates off. In this chapter we introduce another slgorthm for descending on the ‘mance surface, known as the least-mean-square algorithm, or LMS al LMS algorithm uses a special estimate of the gradient that is valid fr linear combiner described in C in its use than the algorithms in DERIVATION OF THE LMS ALGORITHM ‘We recall thatthe adaptive inae combiner of Chaptee 2 was applied in two basic ways, depending on whether the input is avilable in parallel (molple inputs) oF Serial ingle input) frm. These wo ways ae shown together in Figure 63. Tn both "However is possible o ead the LMS algo to recusv adaptive Atersoe Chop 8)yorouddt 01 (¢5) pu “Ya yoeordde © apeur aq pynoo% Kei STH) Ul ‘palena20 aney ssdays Kuru (oun sifiom ayn Bundepe you yng (79) wr Fe dais PR fq 'ove> Sora ay ao, ve ode yooompsedoys ona © vu NOSE a= (a= awre (aixtx -"x'P]az~ = uunoys 24 Spear 1 910W S49 “BoUaBsOAGOD GPT AED SiF St UnIRHORTE SW'T AMP WIE w2oU0> Kiewuad & “sunqHaORe aandepe fe TEM SY WO1OIA LHDISM 3HL 40 3ONFDUSANOD Iesmasen (sng sea a (9) sg em pe RL 9 sug ® a Bry SW1.94 9 CUD sayy ssed ayy" BurSesone ‘noua afdures wiep offs © wos} paureigo st 1201904 1U2Ipex9 amp Jo mwaudwoD Yoee ‘snoge PoIoU sy “AouD.oup puE Amd 1p 40 FurBeraae Tuuenbs nou -opiad 941 uo 1U9089p 159 9q 01 ssesoid aandepe inom 2 ypeo 7e sofuey> ryiom oy) 9) ixtic et ssodoois (9) txtz-=| of fore -"8 me wg Ye Be A nd ayy Sutsn un ‘aint ut suonssnSiguoo om sup Jo s94n UE Sajduses nut yo 01904 a st 3334 (v9) Mix "p=" sajduses induy up jo voneurquios seouy es lived sinjanag pue sunuodiy eaudeDy‘Adaptive Algorithms and Structure Part changing at cach it we need to examine the 1- £[X,xTW, Using the foregoing assumption that X, and W, ate independent, expected product as in (6.4). Also, from (2.17) we have the optimum weight vector iven as W* = RP, Thus EM. 5) becomes = EW] +2u(P - RE{W,]) = (1= 2HR)ELW,] + 2 RW* (66) But now we have just the expected form of (438), which was solved (je.. made nonrecursive) by changing to the principalaxis coordinate system. Using expected values, the solution from (4.42) z| where V’ is the weight vector, the optimum weight vector. Within these bounds, the speed of adaptation and also the noise in the weight vec ion are determined by the size of p. We also note that Age Cannot be greater than the trace of R, which is the sum of the diagonal cements of R, that is, AauSte[.A] = ¥ (diagonal elements of A) = E (Giagonal elements of R) = tr[R] (69) ‘The LMS Algorithm 103 Furthermore, with a transversal adaptive filter, (2.11) gives u(R] asjust(L + 1) ELxZ1, cor L + 1 times the input signal power. Thus convergence of the weight-vector mean is assured by: Ingeneral: 0< p< Transversofiter: << o> ve bound on j than (68), but is much cas ignal power can generally be estimat the elements of. the eigenvalues of R. ‘The assumptions of decorrelation and stationarity of the input veetor used 10 ‘derive the results in this section are not necessary conditions for convergence of the LMS algorithm but have been adopted in this chapter for analytic convenience. Convergence with certain corel literature on the LMS algorithm such more complex. We know of no unconditional proof of convergence of the EMS algorithm, AN EXAMPLE OF CONVERGENCE process. The input correlation matrix R, which was determined in (2.22), must be ‘modified to include the random signal as follows. Let represent the average Figure 62 The adaptive ‘example rom Chapter al added tte inpEy aundig 01 ‘ue 59981 ylog yey) Ur RAF 99 URDU om Sons SIDeIEY> Suunojo} a4) aAey SEN omy IYI, 'SYBEIY BNE ‘amd ouput 3 iueysuoD Jo Smoquoe ogy ytuM sOYRaBO, son wywwosiy snow, 9 'SeNO ‘sone 1g8:m wnudo oe BLT wm J ue yaL" ou am pur “andy sig uaoYs 3zE (pg) W } JO AMOTUO “100 = 4 somod yeulis wopues w tpi pur ‘ajak> feuds sod sojdames gt = us £9 amis ur parensnyySr(€'9) uF NnHOSe Spy amp Jo aameurojed au (n/#1),509 ~ (42 +1) (a7eOaR RE + TE (sr) (w/s2),500 = (62 + 1) [x “Tm aRR AOE Hug] gefeete Bee a feof is {s| feo gett : ond a mee Z soidey, i204 fiom wrewsndo 24, Ur poquosap se d= gant TeUyOs q pA} 94 UPD “s AL Gora) c+ Mustang + Msostatn + (fo + 2 +50)=2 se oydurexa siya 405 aoe) souewwoysod ayp sone (p22) wr uope>yfpom roUNS y ert Ksoo (er9) a so=a Boo eer sowooog (222) uy JO woIsas payipows ays SMI, (ers) uo, soipo wes jo suopuadopur axe sojdures wopuer oq asoddns pue ars) Man “sie spnod reuis wopues theg — omanns pur suupoty omsepy vo106 -xaaptive Algorithms and Structure Patti chap.6 The LMS Algorithm 107 producing a noisy weight vector solution and an average misadjustnentasdiscossed ff LEARNING CURVE below. "We can observe the LMS convergence proces in si the efor, ty versus the iteration number. An exarp with the ero being the same as forthe upper w Ast the ertor is quite sinusoidal, but a8 the adaptive flter learns to cane 1 erior becomes increasingly random, cular ease of Figure 631 the upper bound given by ( have from (69) and (6.13) the trace of R a8 ati, the curve of € versus The curve was theoretical In (459) we arrived ata formula for the earning curve, ration number k, for the steepest-descent met (6.18) for the expone optimal value is IR] = 2(0.5 + 4) = 1.02 (6.16) eh me OL (6.29) Therefore, (6.10) gives ne constant associated with the nth mode of the leaning curve is From (5.89), the 0.98 > w>0 (6.17) /2, that is, Coede® Jpg, M2 Ose we cach gradient est the LMS algorithm is based on @ data observation, the Lime constant in terms ofthe input sample index, T, terms of algorithm iterations. Thus, for the LMS ‘With the LMS algorth upper bound given in (6.3 algorithm, wa (621) (Tooe)n= Cnn = Im some eases where the LMS algo iteration is good approximation Bives a good approxima arning-curve time constants. But in be somewhat optimistic, because #2 18 J,and the convergence process is er eigenvalues of R ace found as follows, using ( of weight values, (6. Nw 16 “ 01-2 O5eo5% de] =0 AA, = 097,004 (6.22) OScas% 051-2 z ad For the lower weight track inthe figure with p= 0.5, we have from (621) > * 100 1n0 200 20 (Tse), * 5S iterations (6.23) (Te) = 108 trations (624) Fire 64 Ero vera iteration nibs forthe wppe ack n Figure 63[rfeoo, (ev — v)5 = [a}s00 S08 aL WIDIsKs areuIps000 sXe +jediouud aqp ut soueureaco 20100 ryan ae sone yom “es (x9) P09, -0 = 0 OLEN'N| ad = [,(n-0)'s-d]2 souoneg (129) 169 (G2) 990 “otoas wb tf Teh ounce aj [Ix'XD] a» = LIN'N].7 = PIN} 4 waa so ao a jo soueUeA09 a4 nym ety 9) Yk SouRpIOAT Ur 'UEt{] “O29 01 BS0}9 9q {IL 208 tom ateepeas v1 pon Sey a 109 ued sandepe ayn ane ese usm soso gy ain Yi aunt 99 vw atewnse yuorpes8 aq) ut astou jo 201994 ‘outer sit 2ufusexaa1 Isnid am oF uonEgsM Aq wonrd se arewnss yussperd ayn “uniuodt= Spr v0 paseg sem ai NOLLMI0S HOLOA-LHOIIM JHA NI SION ‘wynode sy 21n ya (sors ‘svemsuop sum yronmeoqp ay ahoqe reysaUIOs 24 01 Uaes axe siuEISUOD wwouuedys ay “tsnowazd passtasp [[2}.7 Jo arewns> Ksjou 991 0} anp “sm. or wuvoBiy Sit oq, 9 "d84D uo aaiosqo 2q4 “'9 aun Ur Seu souanbos wopues w2ay'D © pey UNE Ye] "y SnsioA ‘esane ue Burger q parewnse si a qed 290] 241 uur ay: 30 sedor 17 10 3 2394 59 a1NIg UI UNOS uonenis ues siya 205 2An2 Buyusea yeoudéd w “sonyen asoyn yurm Uosueduio> 04 veg aumanng pus swunuotiy exidepy n10 Pann In practical stations the cements of yA tend to be considerably less than 1, so we simplify the expression in (6.30) by neglecting the term wA? to obtsin covlV{] = HE sag! = HE min (6.31) transforming back to unprimed coordinates, we have the steady-state noise in t vector solution given approximately by cont} = Qcovl ‘A further development of cof) ‘than those imposed to obtain (6.3 Figure 63 the values of a were 0.1 diagonal elements of covV,] are ‘These values correspond to rms weigh ted in Figure 5.3, and is given excess MSE = 5 | excess MSE = A, [03] acess MSE = Han FA = wef] (635) Shap. 6 The LMS Aig hm ¥ ye From this result we may comy the misadjustment, defined above and in (5.96), as __ grees MSE | € (6.36) ] Jues of p were 01 and 005 and the trace of R was ave for Figure 6.3, sae For example, in Figure 63, the found in (6.16) to be 1.02, 0 we 0.1 (upper track) the adaptive and the rate of adaptation. To see 1 (6.20) that the ime constant for the ‘mode ofthe learning eurve is 1 mde” Gir (6.38) From this the trace of R can be written (6.39) (6.41) Experience shows this expression to te a good approximation to the relationship between misadjustm cure, and nimber of weights ‘even when the eigenScant ta = tM (es) eta AL 59 ue Aq woneson oe ve panded sy yeu ‘aun Sunes an} "woneyepe Jo s2pour 191 pestar ‘Soxomoy ‘SBn[eaUsat> ayuzedsip 40 penbo aie saneury ain jo sonyéausdie amp aya sunpiogte aandepe 205 sm onotoo ron ov mos wong FH NO gy 7 SUP UL 10 spouod Zuydues ooy Kyorewrexdde 2q sMoloy 5 19 21981, wos 9°9 asa UE SoA 140 244 “Tendo 99 oF pownsse Joya 21oK aI pozrundo ¢ wo) soq “siyom Jo rogue Sous yoryn '9°9 smn oid uy ‘sigiaa Jo soqus 2x1 tio Kuru seseo.ou uNpUOsTE sw] ay) Jo WaUISNIpESU ay) ‘s9A2KOY soo awn uaa v s0,f 98Ie, IUeYsUOD sum ayy Jo anreA ay) BuoqeU Ka st 0569 ylog uy waredde st unpuodye SW7 ay) Jo aBeiweape sou ped ay] eu wuwobry SA eu. ‘washer eect weeps ‘SreaLlgoorw sw aNY 1N99620-18349218 40 SLNYLSNOO 27L ONY LNBMASPOWSIN 19 37H. s20p 1 juewd ¢ pur y sirdeyy 1 Atsnousid patou axcy 27, SONYIWUOSUaE jaxsuen amdepe ayt jo ueds oui pe ue afpestu aed of WE UO onbo axe sonyeausdio ayy uous ‘us a‘Adaptive Algorithms and Structure Part ghap.6 TRELMS Algorithm 15 (6 What are the eigenvalues in the example in Figure 6.2? 77. What is the effet of adding a third weight to the adaptive wansversal filer in Figure 2: Weitean expression fr the performane termine a range forthe adaptive gain constant. st the LMS slorithm for Has situation, fing w= 0.05 and 0008 wih zero inital conditions, oa the LMS slgod plot two learning curves similar to Figure 65 om the same graph. Estimate the two time constants 9. Consider the adaptive peditor shown below, Figwe 66 Tine constant of sda descent and LMS algo. Total iad cussed in Chapter 8, The; than the LMS algorithm but also typically more dific! EXERCISES 1. xpress the LMS algorithm for an individual weight in a combiner. 2 Man adaptive transversal ter hasan input signal power equal to p, what is a reasonable range forthe adaptive gain constant, y? 3. Desrie the principal aes of the performance surface in Figure 63. 4: Eaplain why Tyy and Toye are identical in the cae ofthe LMS algorithm, 5 In the example in Figure 63, what isthe approximate covariance matrix forthe gradient ‘noise, assuming that the adaptive transient as died out?chapter 12 | ~ Gnap. 12 Adaptive Intrterence Canceling 303 McCool, J. Kaunitz, C. 8. Williams, R, H, Hear, J. R. Zeidler, B. Dong, M.D., and > RC. Goodlin, M.D. Adaptive Interference Canceling EARLY WORK IN ADAPTIVE INTERFERENCE CANCELING Some of the earliest work in adaptive interference cance Howells and Applebaum and thei the Gen between 1957 and 1960. They designed spot derived from an au in 1959, Widrow and Hoff Jeast mean-square (LMS) adaptive algorithm and the pattem recognition scheme known as ‘adaptive linear threshold logié element”) [7,8]. Ros hhad recently built his Perceptron at the Comell Aeronautical Laboratory (9 ‘Aizermann and his colleagues a the Institute of Autom Moscow, USSR, were constructing an automatic gradi Great Britain, D. Gabor and his associates were developing adaptive Each of these efforts was proceeding independ idle 1960s, work on ads r signal changed, isn tering, which originated with the pioneering work of Wiener and was extended and enhanced by the work of Kalman, Bucy, and others Filters used for the foregning purpose can be fixed or adaptive, The desi ledge of both the signal and the no Its purpose was to cancel the 60-hertz it sraphic amplifier and recorder. A d a [woweight analog adaptive filer, is presented below together with analysis and results recently obtained by computer implementation. 165 adaptive noise canceling has bee many cases be accom 8 the output noise level ‘we can often achieve a degree of noise sible 0 achieve by direct filtering. tion of echoes on 7], A paper on adaptive antennas by Riegler and Compton {38} generalizes the work origi formed by Fawells and Applebaum, More of the later topic will be presented in Chapter 13. of the IEEE paper, “Adaptive Noise by B. Widrow, J. Glover, ‘THE CONCEPT OF ADAPTIVE NOISE CANCELING fs wed hese 10 ini a ors rene, “The basic noise-canceling situation is iMlustrated in Figure 12.1. A signal is trans Initied over a channel toa sensor that receives the signal plus an uncorrelated noise, se The combined signal and noise, s+, form the “primary toput" to thewary, sony amp “iaduy ew om pumps at a ‘pARY 310 2 UO ‘ssw indino afeasouy OU | UE euis indino ax seamen Suzqumuus quesuo> suywuRs Indino ay UL [RUSS no ayy sezuna ranod yndino ror ayy Buren ‘urpururu aouis “(4 — © sods =) mu ayy “KiBupr000y ‘szyutuqus 09 ponsnfpe ss pu yu pus Ou ‘gun parejausooun st = yeyn Buyznsax pue (zt) Jo septs wg Jo suoreisadke Supe (co (Ca tyet tC tas ree sureigo suo Suyenbs corres) st yndino ayy, -®1 ynew patepe1ioa si" yey asoddns pur “tw pus °u yim parepuicoun st # ang) sunsty SsuPaW O197 aney pe Kretosels woneasrayu yp 40 40 “'u 40 Cu“ Jo 2Bpaynouy soud ow 30 apy Yeys '3249mO4 ‘moys [IM wWoumnsse afduuys y °< yeutis Fuypour>-as10u ayy eonposd oF idepe [pin02 38 a40j0q 40 ‘Paudisep 09 plno9 sony ayp ax0j0q Aresso0U aq pInOM "x pUE SaHOU a4) Jo 40 $ yeuBIs ayy Jo aBparwoury soLd awor veya URN TERI Uy ssas0ud ‘andepe ay 20} jeu81s s0142 ayy se so\s9s yndino worshs agp ‘spr0M Zoyno UNwaIshS soe Buyeaueg sovsroyowu omndepy —zb ‘deN 13) SERA 0, wy 2080 atidepe aio} 3229 nd trsKs JO SIMETG WS spuodsp ss9001d ydepe we ui posn fouls on aut eq siardeo snowaid UL uses axny 294 fu 4 5 induy oud ayn wi § mndino ue aonposd 0% pai 4 soprsoad sosuas si. ais oy yuu parepansoou no sigs °u Jo saqdas 3509 os spp ue Kem UROUYUN 21 Nweg — suodeancdy306 Apo In this case the fil ‘output power fons Pani 1 y will be uncorrelated with the primary input. The = Els +n9)'] + 2E[-y(s + no)] + Ely’) Tong, two-sided aday ‘The ertor sur (787) and Minimizing output power requi bby making all weights zero, bri ‘These arguments can reference inputs contain, in addition t0 ny and n,, addi lated with each other and with s, no, and my. They can al the ease where my and nm, are determinist making the arguments above, we have not sarily converges to linear filter; that is, we have not used the Wiener filer theory described in Chapter 2. STATIONARY NOISE-CANCELING SOLUTIONS problem, The Shannon-Bode real ‘causal filter. The cav as shown below, signal is x, the output signal red response d,. The input and ro 123, Salchanel opin oo ner wih cola nd wre teers ine pinay tens uo Wow Aor Nae Ces Pp ont Apes Beebe 19 EEE“panda pqussp sped Funds mt ue 2 = any une a an SORE 2 ws fon 24 o> de suowTNep a4, uot Jo Consus + tag ee OP Pod ‘os of Kisuap somod us Jo ones ag 5 FOOD aay de)HIG)"% Tame OE Gren poe (srz1) se sindur aouaiajas pue ‘reurd axp ve (,sones Ausuop asiou-oyastou,) sasiou pareiau0> 2yp Jo essads- 3) (1 paiejausooun 34) Jo exj2ads 4p Jo somes an auyap MOU 2M eOUD|UDALCD Jos (ret) eat (2)H — TNC) l(2)eatl(2)*a + 2) = (2 smu 5; wnsisods somod astow indino ayy, “(2)aAt(2)H — 1 uosouny a2ysuen ayy ea yndino ayy oy Tu Jo uoneaedosd 24 0} onp oyNour pur (2)e{ ~ vonsuny sajsuen amp era indinn ayy oF Thu Jo uon¥aedazd ay) ot anp sayioue ‘indno ayy 01 2211p "ut Jo vonededoud ay} of snp 240 ‘syusuodusoo 29st) jouns 7 21nBly ut se “wasnzeds saqod asiow indino §19,20uR9 943, (rey) we. omerere Ansuap mod sou dino _ (=)M4 Hisiap eon ead ~ Ge ase uraods sono jeu 2410 BusoUED w snouonboy e012 wey es esto op Surunssy ey" asad a) We one esau yo souewioyiod 2g, a10ut painayen 2q uno s2foueo aso! fouueyD-o[8uIs a 10 was am sureuar "Pu asiou porejauzosun Axewsesd 1 paytew noapi9¢ 29g 01 Tu as0u ayp s9sne>-22PI29 fps ay) asne99q "292209 KaAnenIUH St A591 Say ()H/1 = (oat ce an sotwo99q uy pue orse st (2)%p wou, “on? st indut IPPE ax ways ssnao0 ast9 [eneds BuNIsyuy Uy (2)""g weatzads asi0u payeyausoaun Kiewuysd 249 Jo pur (2)"p wrsioods yeudts Kseuud ay Jo Wwapuadapur st (7)4f 1EH) 210N (2122) uy wosiouny sojsuen apuaiy91 949 Ut lu 2510u 9 60 Suysouen aovareuewy anidepy — 21 du! sr 0p 0 3 sen ny sods ve ap ssn pe pur sod sur (rey) aye ee Smut st uonsuny sasuen SURI 241 (G 534 2p Bus, (ovz1) (NG) = "0 Kq uot St puo ‘siuouoduson aouaiajo1 pub Arewstid poieosio> 4} 10 uo spuodop ssuodso1 pausep 2yp pur mur song au) Usawieq wnsioods 100d $6030 oq) HEMHIE)"@ + 2)"9 = (2) Sam aandepe ayn Jo "(#),q{ ‘uonouny zysuen pouiesvooun eundo ox, “spsomoy “nddino ay seadd pjnoo pue poj2oueD 29 2siou 42410 “papoueD KpoaAd 39 1 2409 918 YOR SIUaUO Boteexsooun si 40449 ayy *(6E°Z) UU Indino ay, “uoseat #utmortoy 34010) 2 ayn 40} wonnos sazenbs-sea] y -(@21) ut ayy 1 iodut astow ayn wos) Wied Jeai(2)¢ — 1 1 nino sgoues-onou ay 01 rnd Puss ax tony 1d 24 Jo wo sen 24, “INdino sjsoKeD-sI0u 248 Puy 0} st sissieue a0 jo axnzofGo ¥ sppoues-osjou 24118 souatojes puv seu ayy Buramnsse “reqy saoys us 19839 st (zezt) ‘onoyasaey 5 (GEED Ones Ansuop asiou-01-fusIs mndino HL =()"% p pue Ye and 5, oy ua2moq wnsprods-ssox9 snow aodery suis) uy passoudko (rz) snip st ones Asuop asiow-oy-eusis dino oH, IN weg suoweoy es Wey ce Bujeoueg eousropoiui omdepy — zh doulaa4 Applications Partly ‘The spectrum of the signal component propagated to the noise-canceler out through the adaptive filter is thus approximat ay oe (1239 4 dimensionless ratio of the 2m of the ovtput signal component propagated through the adaptive filter in {o the spectrum ofthe signal component a (2239) ‘This expression may be rewri expression {or the signal-to-noise densi Figure 124, would be with the signal-to-noise density ratio [PC2)= parl2)/opa(2 Equation (12:38) shows th correlated noises a Irom a high signal inthis section isto derive an expression forthe spectrum of ‘oie Tn Figure 124, the oie ny propaftes tthe outer wiht ton Saaz) H(2"!) Pen ZAC) (12.39) 2 near phenomenon relied to alteain ofthe ‘ouput andi not to be confused wit tonnes RIS Si sbibepesichdg (12.40) The output noise spectrum, from Figure 124, 6, = ®a(z)[1 ~ HW (za) small compared which may appear strange at first glance, can be understood implies that the output (Chapter 2) adaptive noise-anc received in the main beam of an antenna array and 0 interference in the near field or in a minor lobe of the array. If one. signal and interference have overlapping and simular power spect interference power density is 20 times greater than the signal power density at the individual array eleme ference input, p 1/20, Ione further assumes that, because of array power equals the interference power at the array output, the signal Ppa is 1. Alter convergence of the adaptive ‘Not tha ifthe refers apt coataoed ial component but or uacorclated, the igaal woud be completly czzled. When the efeeac inputs properly derived However tis exndion sos ot cu,esuyoun pe 22a 29 pony ed ep 30094 auieeteaeineey er ondyg sy bane ‘yorueeomn por maemo (rev) Mytadg + Met 19) Ka uaa 9 se 240 wy oxpu 81 aap assy & 2K iuauoduio> y>eo 20) ypioU & ‘rane umn ue Suyooueg eouarapawy anndepy — zt dM {ue wey Oar F849 MOUS 01 papuaryD 2g seo ue>synsr 24, Souonbosyapfins 8 om FEHR am UONZOS SHY Uf “BOM Dp.OVN aN JO aandepe yo Augedeo a pare ‘qu ayruyt m9 2 19 you Jo n josofenweape nndepe ue q_porqeor ‘ony qoiou pensnun ‘Wojow v Jo 960-24) yom st souos2}zoN yons SuyeumS ‘souaua}0UH Teprosnass poasspan asnippe we vite oo ajqerese st induy Arewud ¥ suonemis uretse9 ay YLT HOLON V S¥ U3TZONVO 3ONZUaIUSINI SALLavaY 3HL sodeu wy sony passnosip 1 s20NponIU PEE PIOF-OT 8 SIO] “3seD STN UY fat 2uoours asi0u 1% yusorod g m= Ed Kents at a= 7 94 Aes i (G61) woH woR, [euts wrusneew oy iy paw spay Suu 200y omepy * e word feu ‘1 pogdde Barpoors arou aundepy ‘Sey wandey ed suonpoiddyAnplcations peal Fp. 12 Adaptive Interference Canceling al) Convolving 2pu(k ~ 1) with e,%4 yields the response at point E: ‘ wy = 2haCoos{ me + 6) (1249) where k 2 m ¥ 1 When the scald and delayed step function is multiplied by x... the response at point Fis obtained: Ju = 2haCTeoH( kw + $)cos(mey + ¢) ¢ where k= m-+ 1. The corresponding response at point J, obtained in a ya tee +9) he response a where k > m-+ 1, Com output, point G: ¥e=IwaC%eos[(k- m)wo] for k > m — * Flow diszan showing signal propagation in sng teqocy adap. vow et ay Adapo Nae Cael hava ay de ling Pres ond ‘Note that (12.52) isa funet proportional to the in Having a formula for the ccanceler may now be derived in ‘equal to zero, the unit img from point C to point ibe impu impulse response from te with she feedback loop from point ample eb applied a pose € sty es = a8(k m) (12.46) there 4(4) i uit impulse at & = 0, described i 2wC%( 2605 9 = 1) s 2? = 22c08u% +1 a 21). The response at point D If the feedback loop from point G to point B is now closed, the transfer function from the primary inp, point A, to the noise-canceler output, point C, can be obtained from the feedback formula: tary n (SCeXm4 +9) orem o fork +m (nan iio te nga impi ee in ample bythe instantaneous vane x air Ii Sal fo pth fom pint Do post tata ig i the dst unit ep ancy MPabe TPs nuk 1 2 = 2ecoseg +} 5 P= 2ecosmt} (assy T¥ GG)” = 31 — pC*)zc0805 +1 2? ‘Equation (1255) shows tha the singleLrequency noise canceler has the proper reference frequency w, The zeros ofthe transfer function H(:)= way= (9 fork 24s vowed ayy, “esneou0u stadxo Buysoue>-25104 pon soyy aandepe om 5 Rotskyd ay Jo suonsonb “sxoge sosdpeue ayy uy ALIWSNYO"GNY HLON3T SiINId 40 $193443 aieduo) ‘ewod asou nino wns 8 Ps jeordky speriz = 9 ye srgpou 21 Jo Kouanboxy samod-sey a4, “T = 2 pure 9 = & azoyn ase> a 30) (66 ‘sayy you Kouanbosj-of2ussw oy spuodsesioo sy vey at0N “O2a2 2xp J >t 2M Ob ‘ie souerstp & 1e six [203 a4} Uo ajod © pue Kouanbary ox Ye 2p Piqua soy ssediq & st sony wyBlom-seig agp veKR swoys (59°71) Yonenbg (evn) “Orzt ammaty wr 7 0} @ wos wonoun sjsu om umigo om eget) owt (zg — Gq = (DL (ez) fom (= pyie + n vot = sons oseo sm ur (¢-9) amuodye SH amp os “Yo op penbo sr 4 wey 205 2m OT'ZT aunt Uy “Smoyfo) $8 paauep SHindino szjeoue>-stou ay oy indut Areusd ay wosy uonouny s2jsuen uy Aves suoy ny zeFan. 12 Adaptive Interference Canceling v7 optimal and adaptive impulse responses obtained with a delay of eight time uni (alt the length of the adaptive iter) ae shown in Figure fare simils, indicating that performance of the adaptive filter wil ‘Typical noise-canceler outputs with and without the delay are shown in Figure 12.12(0) and (4). The waveform obtained with the delay is very close to that ofthe original ilangular signal, whereas that obtained with no delay still contains a great ‘amount of noise. ‘When there is more than ane noise or Tinearly independent reference inputs containing mixtures of each ean be obi evan construct a multplereferenee noisecanceling system by expanding 1 Tinele reference noise cancer analyzed above. In the model shown in Figure 12.13 the M inputs, gy through Yay tepresent motually uncorelaed sources of either Signal or noise. The transfer functions G,(2) represent the propagation paths from these soures to the primary inpot. The F(z) similarly represent the propagation paths to the reference inputs and allow for cross-coupling, This model permits Treatment not only of mltple noise sources but also of signal compenen feference inputs and uncorrelated noises in the eference and primary inputs. Tiber words itis a general representation of the adaptive soisecanceler in Figure 7 ‘\ | 2] = : (265) 0 ett| ix of the reference inputs to the adaptive Figure 212 Rev of roentgen wit lyn inary pu ‘path (a) optimal slstion and adap solution mithoat time delay () optimal {elution and adaptive sloon with delay of eight tine units (@)wose-cancler uot witout dea, (€) oise-canecer output ith lay. From B. Wiow ea “adipnive Nose Concing: Prope and Apps, © Desember 1975, IEEE With this definition, the spectral ms [z= a | | ee filters becomes [e.(2)] = [FEV [eee] FI) (12.66) where Ful) 0 Fin(2) tA] = (226) Fal) Fun) 226 and again F(z) isthe transfer foneton from souree to input.qantnn o1O)r maT I5, 10} 0) pouruns are aousi9}a4 a4) Jo SUOISION pana OM BLL “PZT “soyowoidde euonuanuoo asour yi tonoun{uod Ut 30 KyoreRedos pasn 9q ue» yp ‘Bumoouro astou aandepe st 2oust9}s2161 OE 24-09 Buonpas Jo 21gedeo organ iqouy “und payin Jo 250 aq put Bupuned idoud se gs om ssapoud Surpsooos oy twojqoud soleus ® yes) 1no paywiod axey [zz] sasqeMy PUE EMO AHdV4D010HVOOULN373 NI SONSUSIUIINI ZH-09 ONITSONYD ‘uypoues asiou aanidepe Jo 22us [uouruadsg “somos 2ou2sayes ‘nou s0 oypouad jo pur“ Jo AydesBorpre2on10(9 uy 2049 de jeanzesd Jo Arawes v aquosap suo;os Sumopos ayy, “asiou pue [eUTLs Jo spury snower yjiK souemojsod Jo soskjeue [onas0aq) pu 1dsouoo ay jo uondusap v papayour yoy ‘Busour astou aandepe Jo sojdiouud ayn Jo uorsshostp Ino seiaidwo> uo sojouonbosy tuoqeaanba xunear ayn $1 yoyo "Han yBrosyn Jaa ‘sH01294 1yBlom feuundo Jo 195 aznua oy stwosaudos uonNIOS SRA (weet) (vz) (ere) 18d] = ("0 nduy AewHId ayy 0} sind 29u0!9 suoneonday ree5 Applications Pariwy Chap. 12 Adaptive interference Canceling sar Shows the reference input from weeler output, Note the absence fe adaptive process has converged, ‘CANCELING DONOR-HEART INTERFERENCE IN HEART-TRANSPLANT ELECTROCARDIOGRAPHY The electrical depolarization of the ventricles of the human heat group of speci capable of independent, asynchronous operation, tion technique developed by Norman Shut Center involves the suturing of ‘SA node, from the new heart, containing both SA and AV nodes. The SA rode of the old heart emains connected to the vagus and sympathetic nerves, andam 2 “noyerydey pro eydoung upouny amen sondopy em Twoped wonsueueay J eebs Og Sumond po IG, Se 8 1 24, Hino sofsoUeD 2810 Suipuodsazzo0 aip pur siaduy Asewud pue 2ou929 ‘SHOuS LUZ 2508 snbo ynoge ut pos epaies vq. papusoid mou ayy woay A ‘uy Sjooura asiou onndepe Bu ‘unsoure antou aandepe ‘wo ay) Jo Suneag 24} wou} aouas9}2qUI Jo asneDeq suEaUE axydesBOmps20o: ‘Keeurpso Aq pourego 29 0uURD YOTYM “SuOJeAEM asa4, ndINO TeoEN 1 poutego Auipeau are a an sous e 0 oot oa 4 BY 0 ou VS MUL sono fu} a) Ka paoion aes #109 0 aNNEED EN PO Ah eee Buseoueg aounsaueiui amcery 21 v4 suonondéy oa34 Applications Partly (chap. 12 Adaptive interference Canceling 335 adaptively fered and shown in Figure 12. 1¢ noise canceler was implemented oe “The sampling ‘CANCELING THE MATERNAL ECG IN FETAL ELECTROCARDIOGRAPHY it possible to determine the fetal heart rate and field vee ) peenest of background noise due to muscle activity and Noise Coneling? Prins and Appleton, © Deceober 197, TEEE, amplitude equal to of greater than that serious problem is the mot greater than that A dan oir pt -ardiography. The objective le, so that one could observe not only the Figure 1219 Mutiplereterenceacse cancer wed ia fetal ECG experince Freon B. Wizow et aly Adoptive Nase Canceling: Princlr end Appeations, © December 1975, IEEE,2m &q dn poyord are swuouodus asouy, ‘yooods saond amp se peg Louanbsxy urs ain dnozo ey ‘somouLzey ur You ‘swusuodusod oxpoued Buons “Bug 19470 uur ‘sureyuos asiou aq, ‘yuasaid st as1ou sufBu> Jo [ex2] WAR w ase TOUS up Jo wdy209 ax wor ompes kq Sunsorunumnos yopd ¥ Jo UORLMIS yh J9PISUO ‘STWNOIS HO33dE NI 3SION DNITIONVD “orqqussosp Atay st yeaqnzoy 13} ‘uy pur “Poonpas Anueayyedis usoq axey soouareponuy qoq Indino J2j20uR9-2sI00 we Suyeoued eovsroueui emidepy —z1 “dew “wy panne eyo @ yierr stp : J aa ‘Alia svowwondey seeApplications Panty © Figure 12.22 Canceling notin speech signals, From B. W Nese Canceling, Priel en Arpatons, @ Dees ricrophone into pilot speaks and se the frequency and inten: vary with engine speed, the pi second microphone ving output por thown in Figure 12.23. Convergence was compl ference was a triangular wave cont effects, varied i periode satire of 'oignor the diene i ime ey cased by the fee the two sensors. The noise canceler was able reduce the Gay ‘interference, which otherwise made the trincughe bh sot johap. 12 ‘Adaptive interference Canceling 339 distortion was introduced into the speech Convergence times were on the ‘order of seconds, and the processor was readily able to readapt when the position of the microphones was changed or when the frequency of the interference was varied ‘over a range from 100 to 2000 Ha, ‘CANCELING ECHOES IN LONG-DISTANCE TELEPHONE CIRCUITS been impaired by echo effects lephone Laboratories have been nental calls via satelite links al echo suppression techniques 12 telephone circuits have gener Ihave not been as sucessfully handled by com ‘and for this reason, adaptive echo cancelers have been developed. The time delay involved in radio transmission toa synchronous satelite and back to earth is around 250 ms and the two-way round-trip time is near half a second. Switching, which isupoBino pue Burucow ap atyeano}& 01 (24990) ate sets BupoBino ue Bunuoouy ayy 203% scoglaeswotsiiwond AE RL AILS ide pue doo wes ayy wos; uayes st 9uoydosonu ‘ath amma “suoydiee s.rouoysno amp 1 preay ay 8 Jo wonsofur amp siguuzad x ‘suoydies aq yBnos oy. 5 98 UE ya tom on pouBlsap st pu “auoydiea of) ut 9p Jo moh 2A S101 Dp sy2019 SoMIoU yooads ayy YR: tpuseur yuoueusd e sureueo auoyds unos suoudaqa ain Sayer sm “auoMdsea Uno x 1p wepuodspur uy “Aioneq » pur suoydies UR yIEA saul frets pooida geet aanbig nyo sBupfion au aouansAiyog TPE 27 used 0 "sues Uda] H01Pe OYA faoue9 oyse aandepe mownim Buoy SN O76 rssouddns ofa [PUORUDAUOD Ut pasjoau Sureoueg sove.9p01u) anidepy ovrChap. 12 Adaptive intecterence Canceling Eas bis ‘ signals from i Ltd i mt reflecting any energy bao i fam is shown in Figure 1228, Un ¢ i : pee 5 Umperfect separation of facoming and caging signals the yb. Thus so 7 3 ‘port of the hybrid. F f the hybrid reduces the amplitude ofthe “leakage” signa! by about = the incoming signal. The “leakage path” is jally linear and | 5 amplitude and pine chacacersics The leakage on each end ofthe Ton zi 5 some users even when the echo g : Fes é 35. : : {Repbone sytem equipped with echo 8p B CH felay in the echo ts the outgoing hybrid BE B ZL dic eee i Cran nents cin ony. Ta ts ff} ( in 7 ts ' ee I a Figere 12.29 Long-ditanssapour ops sandepe 2 eee 305 POH Le suns sr aaridepe ayy ur Sumas ay Jo soo1dop Jo soquumu 1a. p-8voj v (LU) pur Suskouue aitab iddns oyoo 24p ur Buryoi4Ns o1 amp spuo% Jo Saaa1d put ssourddoys wm Se ‘Sul QOL spa20x Kepap dun-punos oq) UUM ‘ul 24 Jo spu2 qiog 18 Suryqe) snost ‘hms ‘st yeqp “Burge ajqnop Buunp vans “Bunninwsorsy uy poysgeisD st yred Nieg — suonesnday ft ©8 ‘but experimental evidence has indicated that good approximate an: adaptive processes can be obtained by treating them separately. A‘ ‘adaptive filters and the telephone network comprise erat terminus A comes partially the weight vector is negligible. The kage at end A and introduces no ppplied to the A-to-B trunk is the aaa» Assuming 2 gain of unity on ing, wave ie at terminus B is given by the noise at terminus B originating along the We have ith x, + (hg + Maan )scyet 290 dan = San + tans being int and desired response, especie, The average excess mean-square eror 5 MAE nae OF excess MSE = My( Elsi) + EL ed (02.74) “This is the power ofthe additive random independent interference caused by noise in the weights. Accordingly, the incoming noise power at terminus B is (12.75) chap. 12 Adaptive Interference Canceling sar ‘The signal-to-noise ratio at terminus B is therefore (12.76) terest, M is substantially les and the power level of the loca! ih the noise level on the long-distance trunk. In cases of ‘When the pr power, the (12.78) that one would obtain with an echo suppressing tive echo canceler in the ruse of misadjustment, the adaptive echo canceler with 71), which may be written as “Thus one should keep the misadjustment low in order to obtain an SNR closet maximum during periods of double talk _ CANCELING ANTENNA SIDELOBE INTERFERENCE sidelobes of an antenna array can severely ‘adaptive noise canceling ean often ealing with this problem. ‘achievable with adaptive noise canceling, an interference canceling problem was simulated on the compoter. The hod i very similar to that of Howells and Applebaum (6, 35] described in the hrext chapter, As shown in Figure 1232, an array consisting ofa circular pattern of 6 equally spaced omnidirectional elements was chosen. The outputs ofthe elements ‘were properly delayed and summed to form a main beam steered at a relative angle40 wany adeh Jo aouasazd ayy ut axsnus 20 yooods yo ypegkeyd ayn apnppu sopdurexg, ‘ajqergeae sf eu8Hs 249 Jo'221} dur uan9a1 jewaxo ou pue sovaxejoyut oxpoured ‘hq pavdeuso> st [2031s porqpvosg v assy ssouswnaIp Jo JoquNU e aye 21K HOLOIOaUd SALLAVOY NY HLIM SONSUSSNSINI O1d01Uad ONITIONYD 1 a podoyerap w29q sey Krsnysuss Jo sso] sy) uana4d oF Pash U39 ry) slurensuoo tnEK uonedepe SW] Jo poyious y “ssoooxd oandepe ” soananroene > me) 0 t XN x1 \ 3 ®) © ove Sujaouen sovarayelu) anidepy 24 "deus tuousaye2f8uys wosy pontop st yonps “indy 22 4J0 1s20xd1001 243 2q plnow yndino warsks ayn Ye ones ese woneredo ono seg SRL = afauis 2081S 2UL “ap OC-+ 24 0} souddiaauo ize puinoy sem "9 -tanbouy 1484p ay sano padlezone “indino woysKe ayy Te ones anou-o}-feUudte aD wraq, asouy, Aouonbox) Suydures 249 Jo F ‘@ezaae ue seyio a4 pur Aausml dar 200 “suroied 5-01 X {=H 1125 20m waIpuosye spy om PE Un JOuTy aatidepe ue popniou! s2]pouRD aly “indut 30UD19 S58 uasoyp sea (p) auoMa[99(BuIs vy ° ° 2 ae ° 9 ° ‘ S$ ° ° ee a Nimes suoneonday avePwr 3294, Comtngprtntrece wt al refence ou, From B. Niiow ela, Adie Mae Ceeng. Ponce and fopieaion © ‘urntable rumbl ‘umber ic signals in the presence of vehicle engine or ist that adaptive noise canceling could not be “he predictable comp nr pis omored, ena ie eae ‘able component at the output. : Figure 12.35 presents the resul re 12.35(b) problem was simulated the plotted together broadband input ts how ae Not the cl coespendence fo ed perfect only because the filter was-of finite Chap. 12 ‘Adaptive Interference Ganceling Grunien [AN ADAPTIVE SELF-TUNING FILTER, ‘The previous experiment can also be used to demonstrate another important tion of the adaptive noise cancel. In many instances where an input signal the periodi noise canceler of Figure 12.34 is taken from the adaptive filter, the result is anfs0]9 andy ut ods and af souoiantoo sage a tous fovokoy sy we ys 04d 241, "voneyeout> 9. 30) pombes ages Mac a soiseel as nel soir peas cat ‘Ayvou s| 00219: TRPIOSMINS U9Eq 9404 inom ouodsor osindu om pu ‘say poyprews « w29q anry pynow sojewnss reuando 2th sou 21m U29q pry IuoUodusoo yas pueqpeoig ayn jf “2AeM au w so[qUIDsOL tse Buyeoueg eoueropotuj ondepy — zi “dey Nivea — suoneouddy ase354 Applications nv zero but when added to the phase shift cavsed by the delay & forms an integral ‘multiple of 360°. Similar experiments have been conducted with sums fal signals in broadband stochastic interference. In these experiments the a ‘oped sharp resonance peaks at the periodic portion of the be employed asa ine e introductory te THE ADAPTIVE LINE ENHANCER ‘A classical detection problem lusrated in Figure 12 ‘The “output” 39. The input cons a spectral peak is evident above ‘method has been proposed by ie Figue 12:39 Adaptive tne enance, From BW Coneing: Princip ond Appleton, © Deen: 175, IEEE. Chap. 12 Adaptive inererence Canceling 355 i a method of Figure 12.39 could be used for the : ‘We do not consider these possibilit Towevel sine waves in noise response and transfer function of the white, with a total power of normalized frequency matched filter respons pulse response, equivalent {0 the inusoid whose frequency is «2.4 The phase3391 J0 panong wong (scp fous e i (22) Kuang sz saabong caso seco S210 oa cose sie oseo_ seve i sco 3 ase Suypoun eousseperul amidepy 21 deuD ey! OF patoaes 919m syBiam Jo s9quNU puE Yu Paonpoud siyftom g7I tpum s2ouEyuD a OA nsip Kisee st yeod feudis ou, “sod gz TepIOsnUs Sem yeUals o— pu army sum astOu 1M ‘aowerquo au andepe ayp 01 poy uoyy pue Lcl a paekteue jaeds s9Mod wroysuesy sounog s19sIp & Jo “wore MWS sox jeiuowusdsa swos asodwo> am tpt ane UL BUBts 2021 MrEK pasnjuon 29 Kew syead AL + CaN) +E 4 7)QHNS) se possoadeo 9g fou sy 24) ‘8a iy aandepe a9 Jo ndino 3) 03 fuoduo> aay) Jo uns a Si 9809 sour ssap0udanndepe 3 + Tor Koreupoudde 5 ‘Niveg — suoneonddy ostApplications Partly 11562. The signal pea done by the DFT, and blacks and line enhancer works on a steady-fow ba time. In comparing th by the line enhancer were defined as the number of samples processed during four time constants of the adaptive process. The total amount of data used was 32,768 samples in each case. : the background noise levels were we enhancer in each case was implement Note thatthe fist signal is 1000 times more power frequency. Figure 12.42(b) isa block diagram of th Its primary input ‘ouiputs are B and C, respectively, the rotate oe fe co { oh ei Freee le) Freeney lle @ e sm of input A; (4) pomerdeasty pera of tpn B. From Posdings of TEEE Jeter, January 1977 Figure 12.42. Adaptive canestig of x ston sin to bance the detection and resltion of ‘ek signal in woe: (2 ormaton of input A: () adaptive lin enhancer: (©) power denyC2) grunt 29 lumoys s® ponuap sf [Rus u2:921 vans a aon weopuadopur omy “moa ep as0dds “pores sua} oer OAT © Gf “L s3slouaxa 50 jepustod sey Suyj2ouR9 2sjou ‘sandepe yry. uy suon nage yo o8ues apr amp attoxpur sojdurexe ayy, ‘Poddes2%0 2outaapiayu ay) pue [eUBIs 24) Jo sorouanbayy 2tp YNOWY vase LORUOIS feuds apy ius poystduioose sex Suqsoues coueisur yoro ul ‘s[eudis wopYEE pue aipoued ‘yiog ur 29U319}:9)u1 wopures Kreuones 10 2ipousd aalppe sony! 0} Tuljooued 25101 aandepe jo Age ay) arensuowap soidey> siyp up poruoeaid soqdarexo ou, ‘uoreundyuoo Jog [Eade reuoNuaauo> yin 2pqeAanyoe eq we s9M0] Syes0Us8 axe UoMoIs feuis puP asiou andino YL “Paxanioe 9q uv ones asiou-orleumis ayy UL iUawaNoIduF OW LAY yo jem suIM Aife9 trewonne rey woysKs gers 0} spe] “Ateucrersuou sose> OS ur puE unoLE{UN are sonspdosd asoyse sinduy Jo Zusmoox! ag) swore Aumigedso anudepe uy ‘WoROISP [2uBis mo] st pus “asiou indieo moj Su “AyugUded aandepe sit ase PoyroU auy Jo salqueape fedpouud aut -2ygerent st yndu souauajar afgenns © s9A2tym paydde 2q we> rey) Suny jeando jo poylour ¥ st Zuyjoous aso aandepy Noisn79NOo ‘noge poguasap sod ay) Jo sindus ara sooueyus aus, ‘2 Jo soweysg af Jo Burpuerszopun axisuaixe a1ou ® premo1 FuIpszo01d AppuaIIND St youeasoySo589 oU0s ut poruousojdun Ase au0U st pur “LAC qn wos} 2zmIonNS ‘ur iuorayip Ajounua st sooueyuo aun a4, {ep zy] anbsayay dona wwrupeeus 249 O: patepa 5 pue sisKjeue extoods 30} ABojopoyiau © sompoquio yf “KysoHewONE SURES s2q}0 )H0 auNy 30 wr au O} ZOyRY BuTUM-sf9s ¥ se WonDUN) WED puE syeUS Indino oe Suje0u"g aouatoyowu oandepy 21 -deuo 1d oste 1 1p pe ‘2siou ur seus yam 2}eUS9 PuE Heep Ob LC ‘ue se posn 2q wea ss0ueyuo auyj aandepe ay) Tein UD9s ant 2 sp sr yav01de 200 uaaeipe syeutis Bu seam jo won dapat a5ueyus paresis ajdrourd Poureigo 29 ue ayy uous sjeudis eam taouea 0} [eudis Beours om pasnes tap -¥ indy; Jo. g.acy 4p Burusoy ur pesn erep Jo Ai ‘quo sem 14 BuRusoj ul pase BrEp Jo wAOWE oy) YP.LAG aL “Gpoud apdures o¢ ynoqe umn tuum outs Huomss axp pojsoue> ayduiere -dutBesone 2[quuasua ou Wim vy sindino jo eunsads 2qj, To}d yoee jo wunod apmid yeas inj YeYS OF PaTMPULOU 2108 {P) pUE OIeyzL any Jo Old ayy ‘sanoid anidepe ay) Jo 39504 & se poqsaueD ior sem 1 [PUBS Huoss ay, “9t0u punosy9eq pueapeosg aunt pue ff Kouanbayy {eau smoys os1e “(pep zt aun ut afeas seaU| E uO porroyd wiruiv0ds Aouanba1y 18 [eu8is eam 24 SwOYs sIsE;> iy) pauteIgo st wiNzI2ads os uDyer oy) sem FOU sap aay 190g iom-y9 HLL smu sonod # ‘peas wages s-(@)zp'ZT 9N%g UI g_"JOUD ay) JO LACH YONA, Ais Jo soqolapis opis puoses a4) ur potINg st 4 paveorpa aze sqeuis aanyy 24) jo sorouanboig st O}erzI 208i nog Pasenasip se wonotny 19/5U2s1 ® spinosd oF pouLo}suEN aq UBD \onym “asuodsox 817 jeudis vey) ano “smowse 24) ULV andut yo winsio0d= samod 4c 240 JO 104d 42a Neg suoweouddyApplications Pany Adavive ierlerence Canceing ass 2 Inthe diagram or ese, pps htm, mys my at independent white noe wih tol power Sq ‘eipectnely Find 9 rotond sok and sin power ee ae symm in both detons ia Fire eae eaeace * ‘sampling rate be 8 kHz and IR to the primary SNR, AMfcted when_my is insignificant, when m, ix ‘and my, are insignia process wil converge as raphy as poss 5 great asthe maximum possible SNR. Fé eigenvalues are equal Ka 6 In Exercise 5, what isthe output SNR i terms ofthe input power specta 1. Exercise 5, w 8 In Exercise 5 lets, be a sine wave with 16 samples per syce let = 0, and ‘Using an adaptive linear combiner 1H. in the 60-Hs canoeing application in Figure 1214, suppose tha 2a st initly to zero andthe eye ee i configure an echo canceling 5 hysically located atthe same end ofthe tlephon ‘that one-way travel requires 270 milliseconds,L964 99a “65te-er12 “dd “65 OA gag avg .suysts eousree oandepy, P00 PUR SYED, "7 INE “A "AOxPIM "E “6T ‘ust 20mg ‘¥SL-enL “8 “19 04 “aa Fwy, "Hr wore ypu STONE "A “BT ust 1e-sad 8d 05 10 “7 ay Jwuewuorjava yuryeaur-2um “ony “A5Ou E 1 Tuperodo soypaue> oys> aundepe Uv Jo Surwuoping, ewOUL UE ANGELO TLE 1961 ey “TIS-L6r 9p ORF BEL INKS IPM 3BIRONND OH aANdEPe EY, "NPLES “ST (woneu2ssp 4a) 2461 oy ‘acorei-TaS nS “doy “n1R5 ‘Prous “aun projuEIg “gry SOMOHINT HOLES .Auypoues ssou 0} paydde sv guste paegpeaig yo" 8UuImy ayndepy, “ANNE “f “St 2960 IM MEIDON 10, maN HounimuneD omg fo sydourg “If “wOPIAA ta PUR EST RENT “E “PE S961 8 385-195 “44 ‘py Ton 7 WAL IHS Hog uOREMNELOD frp 25 uoREATENbA SHeMOINY,. “INTE “ET Doug, ouseas auasapaiu 4 See 3 wt ‘96TH MEIDON OA HON “PaNDOPY SMUT “DOSKENL NL“ 1961 “S008 ueueds ->'qt uoNtONS unig fo Coays 241 puo swondssiog pturudpomay fo wydeuag af Us6t SRE “To9e-se “doy “ae ynEUOID voefoig “worewonne Surenoos! pur fuinjnisd y ‘uondioing ORL, 4 9961 We Os—cr Ad TLLT Os Gomyy fay emey 7791 9yssep9 woned undo {2Ui, © ullsop oF Luau plough aarcape we Jo 280 2G 240s "D pu pIO}oN T “S ‘961 0-96 64 "p ad e Honors widepy,, 6 ‘BOR WH PU MOIPIN “EL ‘say “aw NODSTM TY! “oypoue> 2901p Gosonbon apo ust 54 “T8t-S9t aE 108 oe fy sonny 71,6034 BOND 94 JO SIPEG JO AV EIEN D5 188 "¢9 Yon “Seg 20g “Fa “AS “IHSY S38 MN, Kn DUE ONL “Pe ot wong wopuor weAhe) Dy] Hy 204g, YoRLOD Jo Kio fH aN Ny SEU OF61-34y scp-L19 9 tong 204 099 Bonen pw Bunjoous sarnbs we Rou jo Uojeatop payteuie V.SOUUBIS > PURO HZ ‘rot any 204 MON oN Be ue sm ‘ous muy Linovers fo iuywous poo wimfodony weedeany aetae ET ‘ve ny ‘oes'tor'e worra sin SONIGV3Y IVNOILIGGY GNY S3ONZua4au sor S6uye0ueg aouer9ya1y oxidopy 21 duo snses amedwoo put y = "9 pm wonsuny sm Bsn cx aos0HE OC “CRE 2m sy wontuny 291 ey 2a festeds 241 Jo wonespu sadzeys van Vga woman sR unouyun fesoust 5°) sory aes UL ee I aun UI JOrxpaHd audepe (T= y) atson0 241 jo “die 3039 0} Indu ws} “wonauN] sajrzen sBH0 a) 54 (H)4Y 2 ‘= worpods nosummisu st sna our aandope ay yi posh 95-5“ ‘Zb.nonEUs? fenrads Adon umnuncw,, $8 unouy ose ansrou esis snoDumiEnea paypou! Y 'y xpuadéy ut se sou ap are29038 pue wiguode SPT 9) 287, “WH>uny sys sai ag Jo apeurueu 2) nga snoeeu su, 24) {4 ep er FON (oor 39) ssouRqUD 2uq 2m URS yOD =H PoE eg = 7 “T= y us “SzO—~ UNS ‘om asow aig anptppe snd “Ko sed sqdurs C1 quim 2u0 pe 91 i 240 “sem ‘8 om Jo sisu0o nd ap yp sodas gg Z1 ang) Roun aay aandepe 24) uf NZ J2ugiyg 20 wot 2e0e indino eH 2 Joutyy 291 J 3804 INdiNo ION 2H sou aor uns Jo von edond ut Seep au. ig(0)z pee 1 seUoyd038 Jo sindio ag] F010 'gm yan oot 2xppe snow Ajadoy*t su0ylea8 Jo wndino ays WOH ite af eS 2p oars 0: sidaane sony bua, aR “sou amEsSE yuapaadapay sd SiON 2eOP Ae «4 ypd s2op 1 nq "Barysun yoos Gn yo yu Sop 1 16H OF HAR] 3 Hos] Kee YENOUD 1 51 z auoydoa9 “atop oes Jo Ais 94) por T snoHo# taomIag ed 20 ® bo paoetd st °z auoqdos8 “oruos reonoapr puodes y “20 weg Jo AAD 341 was] ‘uO OF ‘be ‘oes oan or anp aso fevo22sip Buon snd astow ass yuopuadapur da syd ‘ne auoydost ing ‘>ypebques ZuIpusda ue Jo asneoiput 29 Kees yong sto PaRyoD Nueg — suoneonddy w uw vorApplications Party "in Aspects of Nework and System Theory, R. Kalman ang (otk: Holt, Rinehart and Winston, pp. 63-587, 1971 23, W, Adams and P. Moulder, “Anatomy 219-229, 971. 24, G. von Anrep and L. Arey, “Ceulation of blood,” in Encyel, Br 183-791, 97, Lower, R. C. Stofer, and N. E. Shumway, “Homovital transplantation of the bear.” J. Thorac Cerdiware. Susy cleetrocardiograms by autocom tosscomtelation of envelopes" IEEE Trant. Biomed. Eng. vol BME‘, pp 1968, Medayesi-Mitschang, “An algorithmic approach rcardiogaphy,” IEEE Trans. Biomed. Eng. vol BME-16, 52 J. Van Beormel,L. Peeters, and 8. Hengeveld, “Influence ofthe maternal ECG on the abdominal fetal ECG complex," Am. J. Obutt, Gynecol, vol. 102, pp. 356-562, Oct. 15, 1968 53, W. Walden and S. Birnbaum, “Fetal dectocardiography with cancellation of maternal complexes." Am. J. Obser. Gece, Woh. 9, pp. 596-598, Feb. 15, 1966, 34.4. Capon, RJ. Green, and R. J. Kolie “Mulidimensionsl maximum Ukelibood Droceising ofa large aperture seismic ara,” Proc, IEEE, vol. 55, pp. 192-211, Fed 1967 35, SP. Applebaum, “Adaptive array," Special Projects Lab, Syracuse Univ. Res. Comp Rep, SPL 769, 36, L J, Gufs, “A simple adaptive algoridun for real-time processing in antenaa arrays" Proc: TEEE, el. $7, pp. 1696-1704, Ot 1969 Algorithm for neatly constrained adaptive array processing,” Proc IEEE, vl. 60, pp. 926-935, Aug, 1972 38, K. Sem, “Adspie linear discrete-time estimation.” Stanford Electronics Lab, Stanford Unis, Stanford, Calf, Rep. SEL-«6.090, ne 196 (Ph.D. dissertation) 367 correlated uining samples” Stanford + Rep. SEL-68-083, Aug. 1968 (Ph.D. 3 target detection by pulsed radar: Mathew: appendin,” IRE Trans. Inf. Theory, vol 1-6, pp. 145-267, Ap. 1960. 48, J. R. Glover, “Adaptive ncze cancelling applied to sinusoidal in * IEEE 48, M. J. Shensha, "Non-Wiener solutions of the adaptive noise cancller with sefetence” IEEE Trans. Acoust. Speech sinusoid in white noise," Proc. 1981 ICASSP, p. 2 “Notes on maxieum-entropy procession Trane. Inf Theory, vo. TEAS, p. 232, Mar. 1973, ‘Speech Signal Proce, vol. ASSP-2,p. 419, Oct. 1978.susuojs See om ihe UoneASHE MORPH HNMEPY EL nbs sol Zz aamnesay twauino ayy 0% SyderSougig paytrap © yussard pur sidoouad apse fespN9s uo soo} 7 1 51 KBoyouyso} a4) wy) aquosap omg snun Jo 28uBs opin, codsip sjeneds woD waists Sunuiojureag axndepe 10 euurue oxtidepe UY ‘Keane ourdepe ue Buysn aoussopoiut Qog eusIew ay JO UoLzeNGnS © sem yInS91 HLL Asewird peal teurwopqe aif woxy uonsenigas pue ‘Suuiquion But idepe jo eq © syoqp “suons201 poresedss 1e Buroq 2ou2r2}Ia0U1 91 puE FBUAIs ay) 2412004 ‘uosojas pue Arouitid 9 qiog,“Wuaseed st (.9unel Jo) s9:9}:u U0 UN aUzES 242 1 pur “uasard sy puts uo rey asodking “(ardwexe 30) ‘T'ZL aunty 295) 2sj0u aalidepe jo uorysey a4) UL "9ouR.Jar,, 241 s2YI0 21 “posn ove suauape euuayue (Suonaditp fe UF aAnisuas Kjpenbo) fPuONDDHEpHUWO OL uuotps tnegatddy-stianoyy aif Jo WeATEIP YOIQ ws TET arndiy “uinegalddy pur stianoy kq padoraiap Snuanbasqns pur (iz) sos6t 318] 2m uF S|OMOHL eq postaap Seuriuo saj0089 aqoqspss 2qp sf BuuUaIUE axNdape jo uo} wsojduns ay, ud pawioouo> aq IMM 2; “Anisuas euonsox¥p ageues qitm UoNdareL Bsaatye oF AeLsE jeneds © Ut powunow 2q ued sioruos osoqh pur 's Pm JO wonndanet ay) 20) 1x9 SUSU JOSUEE Jo spuny KUEPY “siosuas jo sadn sao 29 pinoa Aoyy 40 ‘[euBis oxustas 20) Futuars, sed oy wr poung sauoydos? 420 sv2jawioustas 9q pyno> Sou} “s[eURIs sneno9e ania00) O1 ues. aul ut pasetd savoydospsy 09 pino> Kemp ‘seufts anavdouonaa(a jo wondasa1 ay) 30) papuarut sjodip 2q pao siuouaj9 euustue ide 24 uo Suipuadog “posnsedas meds yr ua Jorker uepudepto10u 40 om) SUNS. hsm ‘uuaiue we yitm sieudts axa! 01 Kresoo9e aes renteds asarype 0} 1910 bf "uwop (ends ayn ur Buluonspuoo yeudls aandepe Jo vapr ay soyusny dorarsp 9m ‘sadeyp (euy asaqp uy surewop Kousnbayy pue aun 24) ur BumdonipuoD yeu 40 Bussaooid yeudts Jo suaygoud oq} 01 sanbrutooy anidepe paydde aney a “tj O¢ NoLWMaDNvO ago7aaIs ouaroqsowu yevonsenp Bu 4J0 aiqede> are yeyp sKesre Suyrsnor Seussnastp Ke urdaq Im 2A 28 AIDA st Sar sso o Jaquunu aly, “es 201 40 seuss AeUOWes 50 wUanbosy 07 ansuasE! ian apo 2q wes Sx IQ “85:08, Kquvau Sunvuruo suas jopy ‘safue feature wussoyIp ancy 2yeom a1eredes ues avo ‘suryo8ye jeu ayy Jo eau Jo uot Bujuuojweeg oandepy pue shew aandepy 0} uojonpolzU] ois “St YOY) 8YOOP pe JO spur, wwa19ytp Susp “ones 98100 ww aandepe Jo Suj20ue9 anndepe Aq 300219)2014 40 sonpar o} pasn aq uso sKeue Tutatoo: aandepy evonsanp are ese Suuuosueeg onndepy pue stexiy onidepy 0} vononposiuy gi *deU9, eb 4aydeyo370 an interference. Upon convergence, the adaptive the sample number, and wis in rad than at the primary omni by a number o ‘The amount of output ‘converged adaptive fi Isindy _ 2vtsings knowledge of the character ai re signal. However, the output scheme in Figure 13.1 when there up size in seconds and Ag is the wavelength. Ther fe reference omni is cal sytem, each on for amplification, tuning (bandpass and the antennas themselves add independ rents. We will designate these noises as “receiver noise ana performance are significant. For sows the adaptive sidelobe canceler with recsiver noises present at two omnis. The omnis are spaced apart by a distance 1. A single med to arrive from an angle é, The signal component atthe primary primary signal = Coos kexy Figure 122. Sidelte cane with snl incident sos Figure 12.(8) Tuned seat ance with signal ince at & = 0sours Saat 9 Suro ied jo wowion pages EEL enB, ease pasaauo9 24) fed Aanssuas © yong “9ue [en 2 Jo weep poy fe Suutuze yeudis © oy Sundepe oye (6E1 auy io 0 = %9 109 Sugusse “souap!U1 Jo sh poreduion ypan even) (iret) ‘us trey ‘98 st yous yndut mp U3t gy ue 6uunojweag enidepy pur sfexzy axidepy 0; uoHonpanuy —¢1 “deuD 12+ fer ret 7 s008 (ren) 109 eorys09.940 ~ 004509.) = [wuts dino wen) pur (ve yndino au. saoweyuo 2uy, 15 510598 purgwouseu Styp 30 samod pueg-ut 0 Yee JO Wap ounsse 2A, “aedopur ane (@)e et aunty Alueg — svoueouddy a i ©ava Applications Pany assumed to arrive We let 1 primary com; inal be accordance with Fi the reference component is cosl(k + 8)e0) and the output signal is ‘output signal = cos kay ~ wfeos(k + ux) = Acos( kus ~ a) A= [1 + wt? — 20 ge02(505)]"7 (assy (0316) ‘array amplitude gain” as the ratio of the output amplitude to the amplitude. Since the amplitude of the test input, casks, is 1, the array amplitude gain is uray amplitude gain = 20:28! amplitude Tnpot amplitude = Ain (13.14) (3.17) We also define the “array power gin” asthe aay power gain & (Qubatamlide = 1+ wt? — awfc0s(504) (13.8) As in (7.20), the array power gain in dB (42) = 20108104 as. ignal phase” as the oviput phase relative to the signal phase 4 a in (13.16) ‘When interpreting the response formulas for the converged beamformer, th array guin in (13.18) and phase in (13.20), we recall that w? is a funct sccord with (13.9), and thatthe original input signal that the array had adapted to 3.1) and had a direction of arrival of 8 = 0. The array gain has ‘= 0, and this amounts to a spatial dip or spatial notch arrival angle ofthe original signal. The adaptive process in effect tries to eliiinate ‘the incoming signal. The stronger this signal, the deeper the notch. As the SNR of Introduction to Adaptive Arrays and Adaptive Beamforming a5 Ta 10 dB for middle cre, and 10 the original "The array power gain at the bottom of the notch is obtained f (13.18) by setting @ = 0. Thus (array power gain) (321) ted versus the SNR in Figure 13.5. The ‘This minimum array power gain is plotted the SNR in Figure 23.5ayn uo8te sw K4P3} 217 40) (Z7'ET) 01 snoSopeu stoMENbs Jo 196 Y “Sem BuEMO|IO i UL P9URLIDIIP 2q WED UORAIOS pozoAUoD aq) UO BEyEaT Jo 1249 24 H ‘21g 0} J9pu0 UY UAT 1 Buypaou yseys © oxi “yrads 01 os ,2nme AeIs,, oF Wepe oF sey MORE ATO] aii, "0392 remo) Keap ouawoe’ v SuLoBiapun “Kewe ¥EKiyenpE inom 301908 tam 2yp “oxo7 sopun snf Ls ‘pay saqyo 2) vo (seen) TDK ues ap UY uasoyo yuPysuoo aanisod w st & ssiourezed ayy (ren) "tad + Tak sins s payloads st wypuo8ie SCT Ava aL (ren) 120+ w= aly souooeg vonnos pelieatos pewedso oq) pur (ster) somooog (€z'E) ue Sunwiojweeg anidepy pue skexzy onidepy 0} vojanponui et “eu ‘uonemis smyy 304 “*x ndur ays 0) pappe us9q sry 0 JeMod wptm astou aayAL ‘smoqo} $8 (@7ET) J0 Sapis eqn Bumunssy cas) whic + IMCIXT Canix -"P) "x0 + = eee sonsan 29 uv wupOde $I a (9) UE SY “TH luyiwodye SIT ay: qn Borers Aq wsynHORe Syy"T Kye] a4p dojaNap UsD 244 jou ndut Burppe Kjjem2e snow 1nd 0 wg ve sagoue> svoweoiddy outame Applications Wan =, + 2ue,X = AW, + WX (dy ~ XPWe) 1 = 24 X)X7)Wy + 20Xd, 29) ELW,) +24? pected converged solution with the noisy case in Figu ied added input noise power «, the leakage weak compared lent of acceptance input noise power is, (03.33) Where 0} is the actual receiver noise power. ‘The equivalent input noise power will be posi the receiver noise level biased by this noise, one cor id cause the equivalent input noise power to be the direction fe with y selected in range high, causing a least-squares be greater than a. 13 Introducton to Adaptive Avrays and Adaptive Beamtorming a79 The leaky LMS algorithm gives a weight vee noisy input, but1 eeu emg uorresedas rewo souar9} 2 £q pasnes ‘ye Jowuref ao uel a10ut ‘gis adoo oy, ‘srouruef ajdnynus axe royp a1oys sunoso aseo jeanoeid ynouy eaure jo uonmanp reuais oy et si paemo1 punose pur *,o¢ = °9 ye Suis you bindlcy wi wnoys st 2te9 , 1yBys soypiou 24 yIog BunyUS Jo 199M! 3 24) Jo samod 24 soul QL Sey sounUEL a4) 23914 Csnid-eus,, sy) 40) wroned Aansoup y (aee1) (Seguissin + Pmgsongm)z — pm + Je T= oF ww? ramod Sease 0} seyrurs “ured somod Aesse omy snyy (eT) Ut se Z2/(guisy) = g unde a: ee Sunmojweag anidepy pue sheury anydepy 01 uoronpomuy et deUD ‘pew sonnet ay Ss Sums oy 2/% =1 sive ae ut syd a, mg 99 eed (2 — Oy 007 = P(e + nh €D 01. (9 +) Jond0 = ny = pods 19 2f8ue soyno awos ve Funuse 1 pur pa8saxu09 axe siya ay ey Beg s0ai0 + fo gos a4 (CEL) Ue 2/¢°guIs?) = °9 ary ove302 Applications Party + Figure 13:10 sig size iy pan em in ig 139 wth tog jo ing a1 P= 30° ad 0° ‘An example of the directivity pattern formed by ploting the power gain usi (13.39) with converged weights is shown in Figure 13.10, The data used to obtain the pattern in Figure 13.10 areas follows: de Jammer at @= 60°: 1, = *8 Jammer 2at @= 30%: 1, = *8 fammer 2 at @ = ,=*e =-048 wh = -087 he 170 wy= 1.00 We can see in Figure 13.10 the two distinet notches at jamming angles 30° and 60°. together with symmetric notches at 150° and 120°, respectively. We also note that circular gain pattem is distorted more than in the previous examples due tothe two jammers. If more interferers were expected, one would need to include more reference ‘omnis, at least one foreach jammer. If the number of jammers exceedei the number of reference omnis, the adaptive algorithm would find the solution that minimizes ‘output power, asin Figure 13.8, for example. On the other hand, wher: the reference ‘omnis outnumber the jammers, the LMS algorithm has no problem locating the appropriate number of notches in the diectivity pattern Chap. 13 Introdvetion to Adaptive Arrays and Adaptive Beamforming 383 BEAMFORMING WITH A PILOT SIGNAL ‘We have seen how the adaptive interference canceler is used to form nulls in directivity pattern. Another type of adaptive beamformer. developed by B. Widros L. J. Griffiths; P. E. Mantey, and B, B. Goode algorithm, Unlike the Howe ‘omnidirectional and loses se result of the if With incident interference signals whose dire from the look direction. The array thus adapis to form the main lobe wi direction and bandwidth éetermined by Signal: meanwhile it ejects Interference signals or noise uncorrelated wit ignal which arrive outside fof the main lobe. These characteristics are achieved as well as possible in the ‘minimum-mean-square-error sense. ‘Adaptive antenna algorithms which produce results similar to the pilot signal algorithm but which in fact are simplet to implement end in soine cases ps better have been devised by Griths (28) and Frost [29]. In many’ applications, the lot signal algorithm has been supplanted by the Grilfiths and Frost algo the pilot signal algorithm was an important springboard for the development of the other algorithms. However, Compton etal. [30] have found specific uses for additional uses will be described here that could not be accompli algorithms. Practical real-time adaptive arrays first came into being i the Howells-Applebaum sidelobe canceler and the: ‘The latter is described in Reference I; here we description Many arrays of sensors are in that the antenna elzments (omnis) are ina plane over an angular range of 7/2 <@ < 2/2 for fequency is symmetric about @ = 0 as well as @ = 90°, and the main lobe is(rer amndLy wr2stou replosnuts xp pordoarus Kjsnowond yews aqoppPIs se|noned paigSiom sr sindjno 1woupyp-euusjue ayy Jo yea 2334/4 UoNEIREyos Yans U0 saoys (OUET aindig “sKeare poseyd 405 suonesndyuoo ajqusod Kuew azw asa aaea-oue]d & Woy paappoas spuais asneaag 4 a(due ve WnWUNKeW st KLANIsHDS SUL (aasoup =p (71) 25% = op oneal ats = (4) stuowoye euvoyue usawieg Supeds = p (Gordes) sindino wowoq> Suuogyiou uaoareq suas KeFOP-OUID = g (w)% fouantoss ye pBuapoava = Oy Puts poate yo Kowonboy)posyeutoy = ——atoy ’ pe oven 2 us = use (orev) é ae aes wen ‘raya ‘SueIpes ‘Jo 2(8ue UE 7 259] UIEW Sy SEH MoU MONE AreAnDONIP uimned sup “A tumupeeus sey * see Sunuiojwieag aandepy pue shewry anidepy 0} votonpomus 4 “deuDChap. 13 Introduction to Adaptive Arrays and Adaptive Beamforming 387 has been shifted so that a null is now placed in the direction of 2 point in space midway between the antenna array elements, the signal noise are assumed to be in phase. In the example shown, there are {40 i ‘omnis spaced Ag/2 apart. The signals received by each element are fed to 4nd a number of solutions exist which will make the ourput be p,. However, the Output of the array must be independent of the amplitude and phase the array is to be reparded us rejecting the noise. Sa to a unique set of weights determined as follows. The array output due to the pilot signal is Figure 18.12. Diecut pate of lina ary ‘welging fr sae siinatin, Pom B. Wie 386 December 167 IEEE1y Kousnbaxy pue reneds pastsp 35 npaoosd uonveidepe we dojerep oF yp Ueoy Sey MoU] Kee YEO OF ‘purgssed ‘qr uy Aouanbaxy yoes re aseyd pur uve 2in Jo jonus 2ajdwo> soITe pinom ‘ya¥ J0198) wre8 xoydw09 ¥ q porysiow ory Joyy [eop! atp sewewrosdde ysomI2u sm ‘Tews ApUoIUINS st (7) aafoood ay) uy oymionss 202u unquos 01 Ke fessua8 Apraduros & syuasoiday adie paumnbor Surdo0q doa Kouanbayy 101029 ay) 8 2/3 pe ue sundig jo Aeare fupios q ussous 2q ueo i ay uaAo paroryoe 2q we (oeURIS puLg yresous8 awes 2 Tey} 2}Ou 294 ‘PULgMOLIEY ave s2sioU pu s[eUdis jrudys weomap-rouaue ayy n— = 6 offu aseyd Kay jequoueu 10 anewarypouoN Jy 2g 01 paunsse ‘iosues yoe> ve feutis ayy, “aindy am w UMoys se ‘pawns owe Bunniojweog anidepy pur stony anidepy 0} vosonponui erdeug § ue seule poryiiom Wy “W!26 21qeuEA s2y}ouR oF porsouUoD wim) ut sf indino 2s0ym Aepep tun pound-rouenb wo} pu IYFIoM 2IquLA e or polseiTIOD AOTS ‘afl ur unoys 51 speu3Is purquouet ‘By ‘Suonesndyuoo Seize reeds jo sod4) aus s9prsuoa pure uorssrosip Sumpareud 241 Pusrxd 0} poou am ‘Keuze anndepe ou ‘u posn 9q 0} Sussa00ud jeuais pu Suuay aandepe Jo sporom Suissostp 210}oq SNOWWUNDLINOS TWIL¥dS: iadoud pastsop ayn axry fiw eu om ‘iGBlom os ee ery segonnics 2. enomums 1) po (ae Bas fa pun} a4 tu squoupimbas suodsas 35104 pu nes TENN sHYsiom yo 195 a4 SMU (wren) one on tat ve Asean ssa enbs ofasuodis sa Jog fren [([E- (2m) (Zoran 2 ony) uoqn st 9/4 = g v8 asiou 1aprout amp 0% anp rndin0 Keue ou Kouanboyy jv p/2F Jo sys aseyd 0 puodsauos yorys ‘spucsss Soy/pae = 29/pF = (9/s)us(oz/p)¥ ame syusuraj2 om atp ve 2st 249 Jo SKeP ‘utp Banejr ay ‘StuaMDj> euusiue ay) UsaMeg TUIOdpRU 24 1 1994891 tA wen 0 = 4H raat exp Azessaoou 8 “GresPan (Chap. 13. Introduction to Adaptive Arrays and Adaptive Beamtorming aan Adaptation with the signal direction having the passband of the lot signal is off. The one-mode algorithm per requires more equipment for its implementation. ADAPTIVE ALGORITHMS pilot ial present; ode A: adaptation wth pilot signal abet From B. Widrow et al ddapioe dnt Sysems, © December 1967, IEEE,sara 196t aqua 9 sunny emany aaudery “yee mci wold yeu em ede poe gH ea 1 ‘vom s ood andope Ue ou ue sPUBEpononsan UE se ‘caus pognaoone 24 teo'y pu Sopow Jo sori a nga own 49.318 a pre oUtp SUL "Yap Suu "ed 21 arom) wo uondanny sojNss [euteyort po pou st xsoaNd 2 ooneog aassodat 5 2pou tp onde fouls "yapou Ut (aurnsues jd a oF Yates) stot sornbestq at powers ae sn ayn seg 9p0u Bump prnioddes poe psioy suey ay) weep spot @ porno sof pu sxpennoy ape sone pour S00 ty ot 90 ae yp sia eevtue my ponoar 2a) ann azenbs-aror my sonajune Amount pou-on 2 suooup Yoo} soe pW! tppymtan ee upuapueg ano fxn tor suey ay Say aps Bend ed te Asnoounyuts ue seein eesUo> oy Pup Wray Jo seu doa out jweag onndepy pur sheny amidepy 0; uowonponuy gy -deuD ytaods assy oF uonzeNIP Yoo! 24} _ 9pOU: ut voneidepe yeu 0s so‘ouenb>1} -saqung “Terouonbox} as0q1 Jo wed 18 539 an jou-UDpIDU! Jo UON yoo] pauisap 247 ut Sjarewoxdde wag wreB.un ‘uontdepe Jo 2pout foe> Suuop J01298 aydipm 21 ut 29 PE Y 2pOu PUE df 2pOUN UoDmIAG ShwuaMbos} Bun ives — suonondey304 Apo! ing weights of the adapting 5y In the single-mode system of Figure Adaptation to minimize the bby LMS design theory ive processor can be enna signal ‘elements are values outlined in the following are ‘omnis. In every NARROWBAND EXPERIMENTS 2-clement circular array and signal processor which was used sm shown in Figure 13.14 signal (with the same frequency and power angle @= 40°, and a small amount of random, led, zero-mean white noise with power o = 0.1 at each antenna element. In our simulation, the weights were adapted using the two-mode LMS algorithm. Figure 1320 shows the sequence of directivity pattems which evolved during Chap. 19 Introduet to Adaptive Arrays and Adaptive Beamlorming 395 BS ogo < Figure 13:19 Confgurstion ov he oo the learning process. These computer ity of the array at frequency wy sit chapter. Each dir weight values. uency &,, is presented equals 20NC in these = 1 kHf, then NC = 1 corresponds to 1 ms of real iz, then NC = 1 the array in the desired look direction, The <>! notch was ereated by the adsptive algorithm without prior knowledge of the noise frequency contest or direction of arrivalae Applications Parity ‘Chap. 13 Introduction to Adaptive Arrays and Adaptive Beanforming a7 TABLE 131 SENSITIVITIES OF ARRAY IN DIRECTIONS OF THE FIVE ne-so io 400 ywer in the array nal noise source signals. The total reaches an irreducible level power as a function of ratio after adaptation was better receiving element by a factor of about 60. ‘A second experiment using the same array configuration in Figure 13.19 and the two-mode adaptive process was performed to investigate adaptive array perform § ing. curve time constant was approximately 1,4 = 1400 in about 400 cycles at ui, the adaptive process virtually convergesSem g0— =9 IW ou yy aLyH se uinunseds Aovanbos5 oaefpe us9Mi94 ‘Ajpteueosdde indi90 24 pus opmimudeus yds ay1 asf uaa u99q aA [q paidaooe ua9q ancy Te pino% KX, “2242pt sowiojuirag aandepe aip Kq porenuaye ‘seo se ‘Gian v Tuneoipur “iuounsntpes wwowarout Sefop Y “tr Koupal soyuv syn ve powo} s0)-3810U pu 0 anes mo} & st SUL, oy Fr et EI 9 RS \400 Applications Part iy (chap. 13. Introduction to Adaptive Arrays and Adaptive Beamtorming aor ° i be Figure 13.25, slow taming ( 191 IEEE val ‘Using (6.36, the misadjustment for the two valves of sea following comparison: ‘The theoreticat values of misadjustment check quite well with corresponding mea- sured values, ==.) aod #= ~70% From B. Widow etl, Adepive Anemasuas om) xd ain Jo puegssed 2qp oy ndino ayp Buna Jo uotioung « se (He ye 272% OSZL ‘uy Son aang sys “LT me 52749 09g noge 10 ‘indigut 398 wea om SMH, “TEU op ayy se wnsiod 2008 puegPEOIG & 30) ponioyd stg 2[8e 2ouspE (Ns ees outta cov uusojueag anidepy pue sKeny anidepy 0} uonanponuy et “deuD) Annes‘Applications Partiy reduction of the array sen: the directions of the noises, within their specific passbands. The same ides isi ted by the nulls in the broadband dis shown in Figure 13.26. A\ the experimes EXERCISES 1. In Figure 132, show mathematically that can ident anges @ and 180° ~ 0. ve with a fequency of 2 Hz and a speed of S000 m/s i 30°. What would tbe array spacing acd to be to produce « phase janals arriving at wave at frequency 3 ME an speed 3 x 10" m/s is incident at = 0° as in the figure). If the senor and if the 2B, what are the weight Vues for ing the situation in Figure 13.38 with p equal to 001 tines el power, ron [LMS algorithm and plot wy, and w, versus k,sbowing convergence o mf and of sf white uniform noise using y in Appendix A. suppose tht the wight has converjed to w = 09. What isthe gain ‘small signal ariving at @ = 40" at noroalzed frequency = 0.) ad ‘omni separation is 0219 mi? Power gain in dB vers omni sepasation lrlets Excise 5, what isthe phase shift from inp to oviput? 8. For a swo-lenent adaptive array, what i the miaiimum power gain in di 8 ab? 9. Pot d 10 Tn an adapuve amy nt input signal X,. change by 1087 the inpet ty attem for 3 twosclement aay with weighs w = 06, wy = 08, and no ing the leaky LMS algorithm with y = 0.99, suppose that the realy drops to zero. Ia how aay time steps wil the weigh a input signal, Ceos a, arrives at angle 8. Give jena. i 16, Using the rest of Exercise 15, express y gain in dB as function of 8 chap. 13 Introduction to Adaptive Arrays and Adaptive Beamlorming“est ‘quomonng wopaoT “6964 ‘aos Jomag 2uoweMYy fo vondopay POHL, fishin ouousne and UDG ERP PACERS SPY, IPI EOL 55-66 48 ‘9561 10 Ayssosren, sang “Sopa “Cpa wOUKON “F “AORoUd PUD Shope uo “duis Opoyog paliy “ung ,vogaNONde 29FeY20} UO,, “KTA!ONA VY “St 2561 99-299 “Hd OA “IS “OW "MY oyseifo: © Jo tana 9 70 CONEwII SNES, “TIMOHOM “T PUE IPI “TRE sm “EE 10 06 woREUEA) 3A fen SA « indo pu doumy aandepy,, “O54 rd skese ovoseaup samp jo Zusszsoxd ads anwsndo,, OU dy "95-18 iS RHO WF OF azn oee-ete wry wo “dads wopu0y mod yao “uounory suoay 7771 om pos sense yo ds DE 9 SPUN On Jo UOsEESED OPED Y,,"MOFPEMA TE POE WOOAUEIS K 'S ‘9961 xp ‘06-zp 4d “Zea oa ooys uy omen garzT oye weed yurydo ET ubpap oF toa plousans aadepe Ue JO 250 31, BUOID “JD PLE POI S Ty Sust 2c '2691 '4 9 TO pours ast0u aAndepy, 1 ONDINE “E “pa 900g ,'suoneaqdde pu sydoond fy Sununojweag amidepy pue skeny anidepy oj uononporu) EL “deuD ‘ost PUL Poe ofurMOWY “YZ : L961, 204 “EPIC 455 Tos ‘gaat 2004 sions euuoras oandepy,, Peep "ag PH STUD TT NOEpG ad 'mO>DIAN LT oN 0A MON sloury amndepy oF urns SONIGVaY IVNOILIGaY ONY S39Nauaaau + (gus. su oo" NOL = eS £0 — pus 2) soo 101 = aP 9 {[eseo-am I80~ pumeu + Mayen 9 = MT ot ap ean oreeo Se 99200 = fae weet =r t (een pre (ED) seopentg 95 uy “T SasloWaxa G3193138 O1 SUaMSNY 100-01 (eh 1 9m ED EM uo Teg =F Me @ 2 506 apd szon 49624 184 M9 seus eq uunssy 'g 2|Buv 18990) Alved — svoteoidey408 Applications Pan 2 D. Gabor, WP. L. Wilby, and R. Woodoock, “A universal noninear $inslator which optimizes isl by a leaning proces,” ran TEE thang Jaly 1960. 2 Fe Inu s elsation Methods in Engineering Scene. London: Oxord Unies BY. Sout nincring Oxlord University 25. BB, Goode, “Synthesis of a nonlinear Bayes sing Wiener Jan. 1967 24-3. Capon, R. J. Greenfield, and R. J. Ki Processing ofa large aperture seismic 1967 : ap lesring in threthold logic ‘Automatic Control Council (Theory Comm 27. Special sue on Adaptive Arrays, IEEE Trans "An alert for nearly constrained adaptive stray proesing, or communication sytem an oveiew of Wo Sule Universit.” EEE Tronr. Annas Popoper, ek Poe PP. 599-607, Sept. 1976, seal " chapter 14 Analysis of Adaptive Beamformers In Chapter 13 we apply adapt cha beamforming techniques and al: {rom other direct PERFORMANCE CHARACTERISTICS OF RECEIVING ARRAYS target signal discussed7 uD2mtoq woneHO9 s8019 24) Se wtp oun pe asuodsar pasisop ay) uoomjaq uoRe/aHOD SSO LL and = [Waleed = [fad ad] swwovoduoo eu od an Jo Neu Sys at Sane "4 sorzan at A, uo Ippe asPo stn UE pUE“sxoge paguHDsop se ‘siteuoduto9 soussgp21u pu (orn) one up st sse003d ssuodsos possop oy “gf ured ajqeisnfpe ue yBaosp worsks am a1 fq eqn asoddns pie °"d_ poreulisop aq eu3is royd ayy IT “gL'EL DnB UH Umoys st usesleyp yoo1q 2:0yy wy t08) id spour-apfuss 2 aafeue | 294, “GP divs S90:88 uonnjos 12am si OMY pan} OF uIAIOSTE aap aumuexe mou so 12] Ypeoudde suo = Ef saidey wu poquos i, “posn uayo au0u 208 sonbyuypoy anndepe auin-teas 3| ay Supndusos 10) spoyieus xuvew osn wey seyrey ndepy 10 sisKieuy rn Cst8] =| Stora 9m pov osu UL 1 sin a ga ee ed Ig = 4 9P 24) UseM9q Uonejas309 ss059 lepe aip ve osuodsat pauisop auy, ter My 4 Sy ty (ov) LNN]a 4 [is's]9 9 y a (uyproaoy ssju ap Jo exp smyd yous JO wins oun 9q tI xtIEUr Yonefase9 ind sk 304 ) tele | te es tomo sdiysuotiejas onus “Sst auodwoo juss 1280) ay) Jo nde ue soy ian ti un oases ou ap pede 8 porn sn dy BD ‘3n0107 2 poqunsap 2150 abun 8 8 Pougap 39d wo we aude 59 uu Dedepe op O14 10 pu ye] se de rendu 341 “essen 20u0 13py 2yom 247 wo pateg 81 9104 1d Om} 25041 WN PIOD9E owa2 Applications 2 ents of the weight inputs. Accordingly, dtu PoE Aru The LMS algorithm used in the sin I converge to = ELdty) = BP, can gle-mode pilt-signal adaptive beamformer © following least-squares weight Vector WPA RTP = (Res + Ryy + BR ys) 1B *Py = (Rae + B?Res) result doesnot xsl agree ‘apparent from (14.14), noise to become more severe, true LMS solution is to be Grifiths {3} has developed an algorithm that vector (149) that produces the bet le also obviates the requirement of the and analyze its properties, ‘converges to the weight imate of the target signal, but signal. Next we describe this algorithm ‘THE GRIFFITHS LMS BEAMFCRMER Grifiths' algorithm is & “spin-off” knowledge (when a ‘The LMS algorithm can be expressed as follows: Worn = Wet 2ueX, = Wet u(y = DX, = Wet 2d. Xq — 2X, tute the average Ed, X, is Grifiths’ algorithm (14s) 4] = P in place ofits instantaneous value in Wrer Wet 20P Quy, ‘This algorithm can be used when the cross-cor and the weight inputs are known a prio, 1 algorithm can operate without need} Process isilustrated in Figure 14.1, (1419) response least-squares adaptive response input dy relations between the desired hen, a re ling a real-time desired nap. 14 ‘Analysis of Adaptive Beamformers io? Seon i . t + 2h 1% Peta.) 1 rm of its! goin, Note that there is 0 “eesied Tesponse” ap the a be obtained in the following manner. “The converged solution of (1416) ean i ten by replacing J ation (1416) Ean be ee : ‘aes Wag = Wet 2HP = 240020 )Xe = W, + 2uP ~ 2uX,X7Wy input vectors X4.X, Assuming that the staonary,2eromean input vectors Xu orrelated, Wy and X, are uncorrelate 8 (14.17) yields ‘of both sides of UW.) = £1W,) + 28? — 2#RELW = r= 2aR]E(W A] +20 joa Jrcady solved an equation ke this one in Chapter 4, starting wit We have already solved an ea dnd have found that (04a) 14.9) him £{0,] “RP Q provided that a8 in (45, i ceewo mh ithm is unbiased and produces at Like the EMS agri, the Oris alos ross ‘convergence an expected sieady-state solution that isthe true eat-sqPodsPe SHED. Page : Tans poe a Heamponogaandepe Spy Ey a1apisuo 24 we Yoo axp wos] saa 24) Jo sopou indur N2BHIP 409} 0} posn ave skefap Zuuaais “URE 2000 stusuoduos ‘cyt aunt u1001980 OL, "Yoo aun ur Koex> aatse 0} 24.01 pus} pinow jeulls Buons w ing “eu sry 1 241 UO F2Y> OU IOUHE aNeY {NOM UO eam ¥ “uorP Yoo] ay) UE wondadds PUR 30} 3 seuojiweag aandepe synWIAD 2Mp pue souUojweDq aandepe ye WaWUOSWVaG AALdvay 1S0u 3H! si siowojueag anidepy 10 sishieuy 4 dua “oun 1 syuauodwon outs 1826) Buinnbos 10% jo put adder at je ut sKejop 1p NIOs paseiqun uP Bu;pro4 Be eu nou, 9 23093 2 sadosd up 1 ERD IMG 10 aN Uo poseg souuoyustoq axndepe uy Aress2oou 511 ris 198 9 tise ue uIEIgo 0} fop10 uy uods91109 0) sie] Susoo4p ‘eudss 2m 101204 suodsou pauisop 24n pe sindat Uoamioq suone:309-s5019 5 asuodsas pauisop ip poder» sureyu09 ‘eu ‘oseyd uy 0] pausep ay Buope areaq,a6 Applications Part fixed for a speciic look di be varied as Jong as the sum-on-columns constr “Frost constraint") is obeyed. The weights of the adaptive processor can be 'o minimize the system output power subject to the Frost constraint. In this Way, the Frost adaptive beamformer will flter the target signal arriving from the look Girection in accord with a specified transier function (which could simply be & unit, fain) and, at the same time, minimize output power. Since the signal ariving from the look direction is defined as the desirable target signal and any incoherent signal is defined as interference, minimizing oviput arriving away from the look direct adaptive beamformer. If there were no constraint and the output power were minimized, adaptive weights would go to zero and Jammers or interferers add ovtput components which, if uncorrelated with all other signal or noise components, cause additional system output power. Minimiz: ing system out Analysis of Adaptive Beamformers a7 hap. 14 ‘elements and that each is connected ring del bed above, X,4 (14.22) pete er ety Cfly oe el (1423) The Frest constraint illustrated in Figure 143 can be expressed as ft for all k (14.24) WW-Csamy aandepe oid 9 J0 Wom wAE-AHD fuaudie aun sadoud aq ayeai9 SKojap Sudo we2q ‘210}0q und ut unos st OjIIEDg Ltf—FINYUD amp Jo WEBEIP 3201 Y Non ra woo pxey v seonposd Uny—sunWyD, nsuoo yor © soonpoid umneqaiddy-sIPROH, “uoqsoup oor ay) u v0 sronaye “uonoonp hon? 1 svawuojuieaa ondepy jo sisKeuy au aandepe OH 2 "Ssnornasd passtorip sy woneurusoyep pye aoua8saxu J -uyuog yn suIpLOSTY IQ dons 910m sjutensvon sea. ay yong uses Kew m yBnoysry ‘2134 patou 39 (ScD poe (iz Goren) 9 99 eo ung depe ou Jo ue (evn) “st veya ‘sonyes 1yS!em jo xneu ayn oF (eet) [ ¥q Supe jo sissu00 mou z do 1won221109 7x ® auyop 1¥9R) (ern) [Mere 100 # 2uyaq, ‘om Buumotioy ox H (oer) 1 jenba (ern) nee + SWI7 219 Em proa>e ut somod! indino 2onpor 548 58 soasas " tndino ayy ‘sonod andino Bi unos 24) ug 219% no i203 Abeos st waists ap pur pjduson st 2p aundepe iaseid au pore Wau siuensuoo ayy wayyy (iz) Jo uu tone Hoe veg idyat 20 Applications pay nap. 14 Analysis of Adaptive Beamformers degrees of freed rocesso having KL weight sagune and Jim [21] have shown thatthe system of Figure 144 cap {reducing the same converged beamformer solution asthe original Frost ba re Freure 143. The adaptive time constants may not be the same for beck systems however. ‘The Geifiths—im scheme is is (K—1)L, the same as with the original Fr easy to understend and to appl implement and the pi have different mathem: Flowe 165. Genera pupos to that i Figures 12,88, hhave a. sma number of degrees of freedom. as long as the polynomial 1 — Generally, making the equation intuitive basis for equation error minimization, small makes the output error small. Thi ‘AN ADAPTIVE BEAMFORMER WITH POLES AND ZEROS As shown by Gooch {12,14}, adaptive poles as we ‘adaptive beamforming, Deeper and and zeros general ing the “right” error function by adapting ror function by ada and ej are related, b . the adaptive process, Equation (10.21). Minimizing the mea of the equa * the same as minimizing the mean square ofthe output ait Figure 146 Fier ding "The adaptive fers and the adaptie prowess ae30} agyssod $e 9g ptn0o yo se “ways, ssuodsor asoyd ayy 3 det ut poquosep sy “aseyd-wmus vay ponsind 29 ues Soy>eosdde x04 syns vou GPL ainBid svowiojuieog onndepy Jo sieKieuy "9 usawgaq sopundasoap se [fou se sevodsor asryd “souruuo}iod 1599 we doy 29 prnoys y os0UAS wy “suoneaqdde aus uy wa;Qord gq pakepap 51% indino axt “osty 2832) 21020q 0) 3011 deus Nua suoneonddya8 Applications hhas been tried [14] and works quite well. However, research is needed to find the best ways of dealing denominator of (1432), and, in general, subject of adapting poles and zeros. Comparing Figures 14. has been incorporated ron-minimum-phase reme system. Comparing above may be included in & comp ne can see how the same idess can, Bp.14 Figure 143 v Analysis of Adaptive Beamformers binta 7 at wen samsopuneg undepe word SURO © Jo URT ORO’ HEL ans svowojweag onndepy jo sisKeuy vi-deu jd on parson ang Bi 3 poo sono | | 2 .Applications ‘ Foo] a . ~ne a - _=S=sSsrs—SesS ree tml 0 rn tn 0) . 8 Figure 1448: Power pin of a throt-lemet Frost adaptive Beformee ih ‘ale so fering wing the ere and four poles (7 weight) per element Portiv ‘Chap. 4 pmalysis ol Adaptive Beamtormers 7 ‘With poles as well as zeros, the nulls are much sharper spa and muc hough the same number of ad weights is used. In the case of Figur 1443, the denominator polynomial in (14.32) was minimum-phase, so no specie measures were requited for is realization, In the second example, shown in Froure 14,14 and 14.15, two simultaneous broadband jammers produced 4 3.omnis and L = 7, For a given number of adaptive weights the aces deeper notches inthe drestion of jammers If it were necessary to reciprocate the 2er0s of 1 ~ 22) in ewbet Figone 14a. or 14.14, the jammer nulling process would not have been greatly affected, heceus, rulling is deiermined by A(z) and B(z), and compensating the phase concerns primarily the phase ofthe target signal passing throug in Figure 148. e-2er0 metho« 0 the ov pu ‘SIGNAL CANCELLATION AND DISTORTION In all of the adaptive beamformers described so far and in similar systems ally described here but based on a common set of principles ot res optimization, an effect of the adaptive process cal ‘weights. Such eases occur ia adaptive beamformers when signal sae present simultaneously at the antenna elements. The res riaation ofthe output power. To undessand signal cancellation in mare devil, consider first a example. Imapine the Frost beamformer in Figure 143 with a sinusoidal signal arcving rom the lok dtection. Suppose the consti the signal should appear with unit gan atthe beamformer output. Now suppose that strong jammer appears suddenly at the same frequency as the sina somewhat away from the leok ditetion. This interference would rejected by the adaptive beamformer ifthe signal were not present. Wit present, however, minimising the tol output power causes the jammer 10 be SSuynoy 2097 andin0. ano Sup uf xOWeU fous yar0u ay: ous Tueayrulis you Aypesousd 35 SOsETDS ASE UIA ay 01 280)0, snjen oF 98:9hu09 SIGGIOM ay) “MOIS st UONEIdEpE WOU A, “| jo sanea of Jouatys-uou jo purystyy. “ndut sou9s9; ada poaos (9°21) ut an sem (TE 8 Kouanbayy yu aAem 9U09 UM se te paddais ane 2usoo un w see nda ou @ sonpoud 0} usps sem 1ndino vied moy (euais ays, “LTT amN81g Buren aauep Se 9'ZT Suna ut umoys s9}soueD aztoU ay} Joj UoNDuRy J5jSuEN Y Prare J pagans 24 pur snovonyouts ov siojdwes ayy "Mx Bu’ “wede pojdues wt jweog onndepy jo sisKeuy 4 “deUD Ys aseud 05 ¥ BuIOBrepuN sony padures st indur souassjor ayy (d+ %)509, rx Bud “p dow oun quem Komp ‘ain stoa aind 8 2q 01 pause 19 sazenbs-1sea| 1909 © 24 Ter ainfiy ur unoys uaisks ay) ul saod yndino seem tue mou Z| saideyp ur mes 2a ‘Indino ymjasn o1ow © Buy '29U912]s9101 at) SA0UN9) [fe WORDENGRS 16M) OF (asuDs sou1-pasenbs-iseaq puar9paqut Arewud ay) 21 ‘2g, %u souasapaur sod “5 soy Zp ainfey UF UMoys ‘yon a1e yxy sues Buysour>-s10u ponasgo ua9q éprayie axvy eusw0Uyd jope upp sojdusts pazkyeue pu 9 vouswousyd sry, Sunujoyauano pun Zum Xq wey soynes vone|soueD q feusis indino (eo saul ews © sngy “ssoDosd og) 24) Inq ‘poatesord suoo ay) pue poxuiugu st saK0d indino ayy. -a127 Jo indino yu ¥ 2anposd pur Airaapied plosnurs [wuts 217 (aoues o1 ponmwpe st prosmuis souUet yrysamod Jo uted © pom parimupe st prosnuts eu ayy sry ‘seqd pus apnideus yyfir ayy ial ypu ponnupe suoneanddy oeApplications Pansy ‘chap. 14 Analysis of Adaptive Beamformers a3 and the signal, Then, since the jammer is far more powerful than the signal ‘the degrees of freedom to effect its own cancellation. According to Wiener uares theory, the sigsal will have little influence on the adaptive weights ang will appear at the system output together with certain small components. The system shown in Figure 13.1 pictured in Figure 12. logether have converged to the in Figore 13.1 ‘An experiment was conducted to confirm this Howells-Applebaum sidelobe canceler was configured ‘The Frost adaptive beamformer exhibits the same signal cancellation effects that were observed with the Howells-Applebaum sidelobe canceler. To demonstrate signal cancellation in a Frost array, another experiment was conducted using a with four weights per clement. The same signal used in the preceding experiment was again generated to be incident at 6 = 90°. The constr in the look direction was set to unit gain and zero rom zero frequency to hal the sampling rate that is, t@ @ lat response at lencies, The jammer ws sinusoidal at one-fourth the sampling frequency. In these experiments, ambient the antenna outpat spac indicate esherwise Figue 14.17 shows an ensembi® average of the sgn ane, a0 antenna outpt specea withthe sidelobe cancer operating with p='25 > 10" The modulation eect tnd signal i evident from Figure 1416) The note i narrowed oly by slowing the ate of sdapation, ays be preseudis Kremmsd youp 94} 01 snodojeue “ndino o} ynduy wos} wIEB yun sseyUNOoUD Tuonoostp oot ayy sous HALL TeUHS (njesn atp TuTENSwOD ST MMA, “SeIouEnbosy ie te aseyd vez pue wi? yqun 2q jurENsuoD uonDoKp Yoo] ax 19] “UOIssN2=Ip Jo ows om Jod yb] andi wr uonemdyuoo mura mp wiese SumuTUEXS ‘q vousmousyd Suysours-teus\s ay) Jo Buypumssspun soyyany ured wre OM “seffue souruet sou 18 ajqeondde #1 2) pH yorOU Jo Uonstpord areuurxoudde UE 3882] 18 S2A!S (oo 21) uy epnmos afduus op ‘ssaprpssioU AuoUNedxe simp ut paqtsop sossz00ud “trot Sey o"etedog por 1ey if sty srowsojueag anidepy jo sishieuy Yong ion-9f on fou tou 2H som «06 90 un aude us psn Precrers eu weap espa sitonje os Sunptou aay “ny y>rou © Yoon uaoys st winsads 2048 aang iakamoH, to en . ‘suodsea Couanbauy ayy pur‘Applications Panty and jammer are preven and jammer experience notching. tion, the notch could be very wide, laptive beamformer. The jamme 7m the look direction was composed of white the beamformer outputs for different jammer 20. With the jammer power set at Chap. 14 Analysis of Adaptive Beamformers ‘a7 that was applied. In all tree cases, correct. 1421 shows the results of another experiment with the smmer cycle). The bandwidth of the jammer was appr 5 percent ofits center frequency. . One way to prevent signal canesition in adaptive beaiforners wo isle(e+ bey sates eae” Pal ow svowojweog onndepy jo sssieuy ri Jeu Aies — suoweonday| Echap. 14 Analysis of Adaptive Beamformers aa hasor argument applies only to one jammer inearty and superpesition can be used to show mimers and to broadband as well as na the jammer. Although th frequency, the principles idea is applicable to jammers, ‘The beamformer block diagram shown in Figure 14.22( for broadband processes. Phase: shows steering delays ‘ude, uniformly spaced phasors ze sesults ftom the linear array wi Frost beamfor NS. Since the re both beamforners, se the slaved processor ‘constraints inthe direction of the tage Fro tame t=) ®) jammer spect (e) Duval ‘Pee. From Widow cal ee Fe ee ee: (8) Pont ce Figure 14.28 Conparsoncl ine-damain op ofthe Fret and D (0m Ant and Propagat, © May target signal input: (O) Duvall beamformer eu ‘Widrow etal, IEEE Trane on Ant and Propgat, © May 1982.pay Aydsop seo yt 'UonDoup wos Keme sp 18 patents sem Jouuwel ssrdplueg © uay\ TPS Sem eyp IULENSUOD Lagoa ue wpe un paouauedxe wonsou1p pro doy-Aouen! ‘p> sossa001d panes 2 ‘us ayp Buse 10882001 au Teusis AE om 14 24) 01 no stusuoduio> [eusis daoy sayy yoiou dogAouonbay) 2m, PE amp Jo jodwoo yeudis dooy Sing Ws 2 idde st pogiow aL 'sepI 2108 UE se yom se,dnnawoa’ uoneuasard Jo je aanndepe ‘anbrayoar 5 jejzeds Jo st anbyuyar winsisads-peasds doy-Aauonboxy 3. nae ;puooos 10d sdoy OOK © 0OL sores Buyddoy ysoidky Burddoy fo uanbeyysajue9 2avy s(oudis[eatdk,“posoaoaos 2q ued evep payods sa un UO pasea st Yom ofeu 229 Jo 240) 249 40 Buposus S250 Upas ut pur 1x9u possnosp are sanbranpor mau 2504 Stinse1 swiog ‘sonbiaysor doy-Kouanboyy pur wnnoads-peosds se Yons “pontine If 948 Staoord oudepe ay Jo sioay uoneyouea qeudis say Zuma) 291 spouiour 49410 "parosdust 2g o} poou sounseaus souui 4 29 01 ponstour sea uonsorsip ay ‘owso Indu 2¥p woraq ge 929 01 W8!2m 9g) sose9 dino 34 ys oULOUIEAG judy y) ul se 2uies oy i sojdurs 07 A(preumxordde jo CPL asm wT “Erp as 228 ouruet pue peusts Kes ay) ‘aio Sose> ‘Aiea suoweonddy SANDINHO3L WNULOads-avauEs dOH-AON|NDSUSApplications Party nap. 14 Analysis of Adaptive Beamformers as A (OAR distortion is severe enough to cause marginal data decoding. This example was developed and analyzed by Y, L. Su (19) i scheme of Figure 14.25 is cl Figure 14.25 is correlated with sine wa hase. The sine-wave frequency is the figure, and cor selected by the f frequency is accomplished by moti adaptive recdving arrays. trator, beamformer lk BEAMFORMERS WITH SUPERRESOLUTION ‘The resolution of a conventional nonadaptive antenna or antenna array is limited by the well-known Rayleigh criterion (13), An approximate formula for the 3-dB ‘of such an antenna is is clear th a that in some cases the sign 3.48 beamwidth = * radians (1433)WYO Lert amnbry 241 “wonDe.p Big oF Tusos>y uauoduion feusis ou urmuoa siyaiem 24) Aqpoxe Sune (eu3is 24 duro P2I00} 2q ue> uo 2goj-urews ayy 25n8999 “¥OH2211p 400] Mey “ksea pinion (RUBls oe 50 (e smu uo te any tongue 0M yor a ndepe wn peordde Sdony>-wnaareu, 01 jenbo somod nl pue ays 9q 01 pousnsse axe Mutya Pm y5009 = a wang prosnuns 2f2us & sous a pe se9U spaaeh ‘2g ov poumnsse st Arse Suustooos ay “UT pI aun Ut UOIsIOA WHT-—s~IBD amp Wm SOADON WBuPAEM OM SY DIU ay Siowuojueog omndepy jo sisheuy —p4 “deuD Nwed — suoweonddy ove.400 fixed and given by The situation fife for the Poetr in the sistem of Figure 4 ‘can see that the desired response for 7 ee ny tints tng d=s+ 7 ® (14.37) ‘This desired response is precise when the signal arrives ‘because then all the signal components received by ul Phase to produce the desired response. We again assume ignal components will be negligible for small changes in the arrival away from the look direction, represent the response under all conditions of interest (ie, near 8 To obtain the P-vector, we fist cons reponse The nie nto mi ‘then. nal components, the signal compone is zero. When the signal gnal into array element 1 leads the clement 2 Referring to Figure 1427, one can see that for small values of the si approximately sao m = Cos{tay+ 8) ~ cou{tu, 2) = 2C(sin Jeos(kuy + 90°) = Cicos( key + 90°) ‘This signal component is shifted 90° and thus uncorre (14.39) the signal compo- (Chap. 14 Analysis of Adaptive Beamforms a9 rent of the desired response which, from (14.37), is # = Coaskey (14.40) Thus the signal components into all of the odd-numbered weights are uncorrelated with the desied response, On the other hand, because of the 90° Jags, the signsl components into the even-numbered weights will be correlated with the desired response in accord with cy E (Co coe{ key + 90° ~ 90°)Ceos kag] = SE (14.41) ‘Thus the P-vectoris given by (14.42) 1 desired response and the sum of the signals through the weights. We have seen the signal components at the inputs to the odd-numbered weights ate all uncot th the desired response. Thus, in the presence of receiver nol will converge to 2er0. On the other hané, the signal component the even weights are all equal in amplitude and are all in phase with the si ‘component ofthe desired response. The output signal is therefore ( signal compon _[ sumof signals of desired response ‘through even weights, = Coos kity ~ CH (cos key (34.43) 1 = dyan(y + we + tutes) = Feo 0.707 (say)(= xx Cans) s yppyawseaq gP-£ 910 JO We asd a20u Buyaojjoy ap pautunatap sey eTEAN “9 JO UO! sopio-puoss yunosoe out SuPeL, oo] 249 Wo IeAUE SEY YEW! pownsse (es'eT) oF Suppeay sissqeue 20 ‘wongouuoo ur pores SV "ofdue yeas © st Ype'hD) &q wane ‘ass yiprmwieag aap reyy pur “2(fue [jews w st stiuAp euUDIUE aoqyIoU UBDMIeq AouMbasy weudis ou ve souszayyp ateyd aqp eK) axe uONEAUOP sn UL Suondumnsse o1seq a4, (ost) sueper sp. 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Bnouy paves sey wana us) umeuesc in anty 0} 3001 Uy posn sem Sousoyervog josaziadns szueurune of, 4 198561 Uy wouswouayd uornjosassadas BE Jo soBewueApe aU “Or F sem WOH ot ouruLar9p o1 s]issodua ysouse 204d |EuONUDALOD WIAA 290} ures 8s8| 243 pue gz F Korein eu) Suons 40 ssuodsox ay1 mojaq QP se Ino de sem Buis2201d sandepe iadns K1ze3.9 sen auayos poo Due “rep (eiuouniadxs ayy Sutso Bu Buss2000d jeuonuanues “096 Suui9.09 soj8u Bu ndino ayy ‘uori29} poxy v ut sa EF Dasn sKejep Bua); sures af tim “uonemn Sendepe is014 241 puP souojtieey are pu SCPL aindiy wry ¢ Jo odues v We yNS Pood e Nea suouondayEXERCISES Party Chap. 14 Analysis of Adaptive Beamtormers “7 Fr this beamformer, what is the P-vector needed forthe Grits algorithm? Find the Rematrix andthe optimum weight vector, W* = RP, osing the (6) Find the ovtpot signal and noise power using W*. Compare the input and SNRs system in Exercise 10 12, A conventional linea array with sx equally spaced omnis has a 3-dB beamwidth of 1 fora pariclar target sigot having 10 mes the power of the tecivr noise. What isthe ‘beamwidth when this array i# connected to a maximunwkellhood adaptive pr ‘constrained to have unit gain inthe arget direction?