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noise noise
useful signal useful signal
noise
useful signal
Adaptive filters can help in those situations.
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• Solving for h: h = R xx R dx Wiener-Hopf Equation
Pd =E[ d 2 (n)] Scalar
d(n) • Wiener Hopf Equation therefore determines the set of optimal filter
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x(n) y(n) -
R dx = E[d (n) ⋅ x(n)T ] coefficients in the mean-square sense.
Digital Filter Σ Cross-correlation row vector
e(n)
• The filter that has these optimal coefficients is often called the
h(n)
R xx = E[ x(n) ⋅ x(n)T ] Autocorrelation matrix “Wiener filter” after the pioneering work of Wiener in 1940s.
Adaptive • This result is usually not practical to compute since the signal
Algorithm statistics are not usually known and it involves a matrix
inversion which is difficult and time-consuming to calculate.
hn ( k ) = hn −1 ( k ) + μ e ( n ) x ( n − k )
Adaptive
Algorithm
Definitions of signals:
x(n) – input applied to unknown system and adaptive filter
y(n) – filter output
d(n) – system (desired) output
e(n) – estimation error Identifying the response of the unknown system.
Adaptive
Algorithm
Definitions of signals:
x(n) – input applied to system
y(n) – filter output
d(n) – desired output
e(n) – estimation error Estimating the inverse of the system.
Applications: Noise Cancellation Applications: Noise Cancellation
d(n)
Signal • In noise cancellation configuration, adaptive filter removes noise from a
source signal in real time.
• Desired signal combines noise and desired information.
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x(n) y(n) - • To remove the noise, a signal x(n) which represents noise that is
Digital Filter Σ correlated to the noise to remove from the desired signal is filtered
through the adaptive filter.
Noise • So long as the input noise to the filter remains correlated to the
source h(n) e(n)
unwanted noise accompanying the desired signal, the adaptive filter
adjusts its coefficients to reduce the value of the difference between
Adaptive y(n) and d(n), removing the noise and resulting in a clean signal in e(n).
Algorithm • Notice that in this application, the error signal actually converges to the
input data signal, rather than to zero.
Definitions of signals:
x(n) – noise
y(n) – noise estimate
d(n) – signal + noise
e(n) – signal estimate Removing background noise from the useful signals
e(n) • When x(n) is periodic and the filter is long enough to remember previous
h(n)
values, this structure with the delay in the input signal, can perform the
prediction.
Adaptive • This configuration can also be used to remove a periodic signal from
Algorithm stochastic noise signals.
Definitions of signals:
x(n) – signal to be predicted
y(n) – filter output (signal prediction)
d(n) – desired output
e(n) – estimation error Estimating the future samples of the signal.
LMS
Only the tail of the true impulse response is not estimated correctly.
(longer adaptive filter, perhaps … but more computations, so run with this)
ANC – Some Results ANC – Some Results
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