LMS

2014/12/24

MMVCLAB

2.6 LMS

2014/12/24

MMVCLAB

AF

H opt (n) :
C (n) H (n) H opt (n) {H (n) E[ H (n)]} {E[ H (n)] H opt (n)}

2014/12/24

MMVCLAB

 C1 (n) H (n) E[ H (n)]

C 2 (n) E[ H (n)] H opt (n)

LMS, H opt (n) H opt

E[ H ( n)] H opt

C 2 ( n) 0

2014/12/24

MMVCLAB

Hopt(n)

x(n)

LMS ADF

v ( n)

y(n)

~
y (n)

ens ,i (n)

Ai(z)

Ai ( z )

hopt ,i ( n)
1

1 z 1

11

e(n)

1) H opt ( n) i.i.d
ns2 ens ,i (n)

2014/12/24

MMVCLAB

H opt (n 1) H opt ( n) e ns ( n 1)

ens ,0 (n 1)
e (n 1)
ns ,1

ens (n 1)

...

ens , N 1 (n 1)

2)x(n)R
2
{
v
}

3) n 0 v
AF

2014/12/24

MMVCLAB

(n 1) QT [H(n 1) H opt ] QT [H(n) e(n 1) X(n 1) H opt ]

(n) QT e(n 1) X(n 1)

H opt (n)

H (n) H opt ( n)
J m in v2

y(n)
H opt (n 1) H opt ( n) e ns ( n 1)

[(n 1) ] QT [H(n 1) Hopt (n 1)]

QT [H(n) e(n 1)X(n 1) Hopt (n 1)]
[ (n)] QT X(n 1)e(n 1) QT e ns (n 1)

T
Q
e ns (n 1) e ns (n 1)
T
E
{[

(
n

1)][[

(
n

1)]
}

QT E{[e ns (n 1)][e ns ( n 1)]T }Q ns2 I N

2014/12/24

MMVCLAB

N 1

J (n) J min i E[ i 2 (n)]

i 0

E{[(n 1)][(n 1)]T } [I N 2 diag (i )]E{[(n)][(n)]T }

2 E[e2 (n 1)]diag (i ) ns2 I N

(n 1) E[ (n 1)] B(n) J min I

2

2
ns N

N 1

i (n 1) [1 i ] i (n) i j j (n) 2 J min i ns2

2

j 0
j i

(1 i ) 2 i j
bij 2
i j i j

ns2 1
n , i () 2 J m in 2 i

N 1

J () J m in i i ()
i 0

ns2
J m in (1 N )
N
2
2

2
x

2014/12/24

MMVCLAB

N x2 J m in

J () J min (1

ns2

N
2
N ns x
2 J min

opt
N ns x
2 J min

ns

x
J min

J ( )

ns2
N
2

J min

N x2

opt

2014/12/24

MMVCLAB

e
.LMSNLMS

x2

LMS

LMS
H (n 1) H (n)

step

size

x2

2
x

x2 ( n)

e(n 1) X(n 1)

:
2
x

x2

2014/12/24

10

2
N x2

MMVCLAB

; x

2
J () J min (1

N x

2
N
J min (1
)
1
1 2
e 2
x
x2 J ()

x2:

Px (n) (1 ) Px (n 1) x 2 (n)
2014/12/24

11

MMVCLAB

2.7 FIR

2014/12/24

12

MMVCLAB

H(z)
FIR
H l ( z ) 1 h1l z 1 h2l z 2

h1l , h2l , z l ,

zl | zl | e

jl

h1l 2 Re( z l )

h2l | z l | 2

:
| h2l | 1 | zl | 1 ,
x1 , x 2 ,| h1l | 1 h2l , | x1 | 1 , | x 2 | 1

2014/12/24

13

MMVCLAB

H [h0 , h1 ,..., hN 1 ]T
~
y (n)

x(n)

y(n)

H [h11 , h21 , h12 , h22 ..., h1L , h2 L ]T

L

H ( z ) (1 h1l z 1 h2l z 2 )
l 1

x(n)

2014/12/24

H1(z)

H2(z)

HL(z)

14

y(n)

MMVCLAB

e(n 1) y(n 1) y(n 1)

L

H ( z ) (1 h1l z 1 h2l z 2 )
l 1

x(n)

H1(z)

H2(z)

HL(z)

e 2 ( n 1)
H ( n )
y(n)

y (n 1)
X(n 1)
H(n)

z:
y ( n)

1
2 j

( n 1)

1
2
(1

h
z

h
z
) X ( z )dz
2l
1l
l 1

e
( n 1)
LMS
H ( n )

e(n 1) y(n 1) y(n 1)

2014/12/24

15

MMVCLAB

y ( n)

1
2 j

( n 1)

1
2
(1

h
z

h
z
) X ( z )dz
2l
1l
l 1

e 2 (n 1)
e(n 1)
y (n 1)
2e(n 1)
2e( n 1)
H (n)
H (n)
H (n)

e(n 1)
y (n 1)

hki
hki

1 i L

e(n 1)
1

hki
2 j

g ki (n 1)

k 1,2
H ( z ) (1 h1l z 1 h2l z 2 )
l 1

z ( n 1) 1 z k (1 h1l z 1 h2l z 2 ) X ( z )dz

e(n 1)
1

hki
2 j

l 1
l i

z n z k

H ( z)
X ( z )dz
1
2
1 h1i z h2i z

hk ,i (n 1) hk ,i (n) g ki (n 1)e(n 1) 1 i L

k 1,2

g ki (n 1)
H (z ) H i (z ) ,
X(n 1)
1
z k
n
gki (n 1)
H
(
z
)
X
(
z
)
z
dz
MMVCLAB
1
2

2014/12/24
2 j z 1 h1i z h2i z
16

z k
n
gki (n 1)
H
(
z
)
X
(
z
)
z
dz
1
2

2 j z 1 h1i z h2i z
1

H ( z ) (1 h1l z 1 h2l z 2 )
l 1

z k
H i ( z)
(1 h1l z 1 h2l z 2 )

y( z ) H ( z ) X ( z ) y(n 1) X (n 1)
y(n 1)
H i (z ) H i (z ) IIR
i z k
y(n 1)

x(n 1)

H(z)

2014/12/24

g ki (n 1)

Hi(z)

17

MMVCLAB

z k
H i ( z)
(1 h1l z 1 h2l z 2 )

y (n 1)

h2,i (n)

yi (n 1) y (n 1) h1i yi (n) h2i yi (n 1)

yi (n 1)

h1,i (n)

hk ,i n
H (n)

Yi ( z )
Z-1
Z-1

Y ( z)
(1 h1i z 1 h2i z 2 )

yi (n) g1,i (n 1)

yi (n) g1,i (n 1)

z 1
k 1
1
2
(1 h1i z h2i z )

yi (n 1) g 2,i (n 1)

yi (n 1) g 2,i (n 1)

z 2
k 2
1
2
(1 h1i z h2i z )

2014/12/24

18

MMVCLAB


e( n )

x(n)

H1

H2

HL

y ( n)

y ( n)
g1,1 (n) g 2,1 (n)

y ( n)

2 j
z

g1,1 (n) g 2,1 (n)

( n 1)

g1, L (n) g 2, L (n)

(1 h
l 1

1l

z h2l z ) X ( z )dz

hk ,i (n) hk ,i (n 1) g ki (n)e(n)

2014/12/24

19

y ( n)

h1,i (n 1)

h2,i (n 1)

Z-1

g1,i (n)

Z-1

g 2,i (n)

MMVCLAB

g k ,i Z

2014/12/24

20

MMVCLAB

2.8 IIR

2014/12/24

21

MMVCLAB

IIRFIR
IIR
L

IIR y (n) al x(n l )

l 0

H ( z)

a z
l 0
K

b y (n k )
k 1

1 bk z k

N ( z)
D( z )

k 1

K
y (n)
y (n k )
x(n l ) bk
0l L
al
al
k 1
K
y (n)
y (n i )
y (n k ) bi
1 k K
bk
bk
i 1

2014/12/24

22

MMVCLAB

H ( z)

a z
l 0
K

1 bk z k

( n 1)
y ( n)
z
H ( z ) X ( z )dz

2j z

N ( z)
D( z )

k 1

y
(n) (n) 1 z ( n 1) z l X ( z ) dz
l
al
2j z
D( z )

y (n)
1
1
( n 1) k
k ( n)

z
z
H ( z ) X ( z )dz

bk
2j z
D( z )

Y ( z)

y ( n)
1
x(n) D ( z ) (l) a
l

y
y(n)
(k) ( n)
D( z)
bk

2014/12/24

23

MMVCLAB

z l

x(n)

1 bk z

l (n)

l (n) x(n l ) bk l (n k )
k 1

k 1

y (n)

k (n) y (n k ) bl k (n l )

k (n)

1 bl z l

l 1

l 1

e(n 1) y(n 1) [A (n), B (n)][

T

A ( n)
aL ( n )
a0 ( n )
a1 ( n )

X( n1)
y ( n)

y (n) al x(n l )
l 0

b y (n k )
k 1

B( n)
bK ( n )
b1 ( n )
b 2( n )

X(n 1)
y(n)
x ( nL1)
y ( nK 1)
x ( n1)
x(n)

y (n)
y ( n1)

2014/12/24

24

MMVCLAB

(n)
L ( n )
1 ( n )
2( n )

(n)
K ( n )
0 ( n )
1 ( n )

A(n 1) A(n) e(n 1)(n 1)

B(n 1) B(n) e(n 1)(n 1)

y (n)

y (n)

x(n)

x(n)

z l
K

l (n)

1 bk z k
z k
K

0 ( n)

D( z )

z 1

D( z )

1 ( n)

z 1

1 ( n)

D( z )

z 1

k 1

y (n)

e(n)

H(z)

D( z )

z 1

k (n)

1 bk z k
k 1

2014/12/24

25

MMVCLAB

2 ( n)

l (n) x(n l ) bk l (n l k )

k (n) y (n k ) bl k (n k l )

k 1

l 1

l (n) k (n)

A ( n 1)
B ( n 1)

A( n)
B( n)

][

X ( n 1)
y ( n)

x(n)
N (z )

A(n 1) A(n) e(n 1)(n 1)

B(n 1) B(n) e(n 1)(n 1)

]e(n 1)

y (n)

D( z ) bk z k
k 1

D( z )

y (n)

e( n )

IIR
y(n)

2014/12/24

26

MMVCLAB

e(n 1) y(n 1) [AT (n), BT (n)][yX((nn)1) ]

y(n)
y(n)

e(n 1) y(n 1) [AT (n), BT (n)][yX((nn)1) ]

A( n 1)
B ( n 1)

A( n )
B( n)

N ( z ) al z

]e(n 1)

BA((nn1)1) [BA((nn)) ] [yX((nn)1) ]e(n 1)

:
x(n)
N (z )

] [

X ( n 1)
y ( n)

y (n)

D(z )

e(n)

l 0

D ( z ) 1 bk z k
k 1

FIR

2014/12/24

27

MMVCLAB

e(n 1) y(n 1) [AT (n), BT (n)][yX((nn)1) ]

N x2

2
2
L x K y

2
0
L x2 K y2

:
BA((nn1)1) [BA((nn)) ] [yX((nn)1) ]e(n 1)

B lim
n E[B ( n 1)]

A(n)

B(n 1) B(n) y(n)e(n 1)

B(n) y (n)[ y (n 1) AT (n) X(n 1) yT ( n)B( n)]
B E[y (n)y T (n)]1 E{y ( n)[ y ( n 1) AT ( n) X( n 1)]}

E[y (n)yT (n)]1 e(n 1) y(n 1) y(n 1)

2

e
E[y (n)y T (n)] e2 I N E[y (n)y T (n)]

2014/12/24

28

MMVCLAB

E[y (n)y T (n)] e2 I N E[y (n)y T (n)]

B E[y (n)y T (n)]1 E{y (n)[ y (n 1) AT (n) X(n 1)]}

y (n) E[y (n)y T (n)]

step size
y(n 1)

IIR

2014/12/24

29

MMVCLAB