Solution Manual for Adaptive Filter Theory 5th Edition Haykin 013267145X 9780132671453 - Read Directly Or Download With One Click
Solution Manual for Adaptive Filter Theory 5th Edition Haykin 013267145X 9780132671453 - Read Directly Or Download With One Click
_____ Follow the link below to get your download now _____
http://testbankpack.com/download/solution-manual-for-
adaptive-filter-theory-5th-edition-
haykin-013267145x-9780132671453/
http://testbankpack.com/download/test-bank-for-organization-change-
theory-and-practice-5th-edition-burke-1506357997-9781506357997/
http://testbankpack.com/download/test-bank-for-managerial-
accounting-5th-edition-jiambalvo-8126552689-9788126552689/
Test Bank for Horngrens Accounting The Financial Chapters
10th Edition Nobles 0133117561 9780133117561
http://testbankpack.com/download/test-bank-for-horngrens-accounting-
the-financial-chapters-10th-edition-nobles-0133117561-9780133117561/
http://testbankpack.com/download/test-bank-for-essentials-of-
sociology-2nd-edition-by-ritzer-isbn-1506334458-9781506334455/
http://testbankpack.com/download/solution-manual-for-intermediate-
accounting-1st-edition-gordon-raedy-sannella-013216230x-9780132162302/
http://testbankpack.com/download/solution-manual-for-investments-11th-
edition-bodie-kane-marcus-1259277178-9781259277177/
Solution Manual for Adaptive Filter Theory 5th
Edition
Haykin 013267145X
9780132671453
Solution Manual:
https://testbankpack.com/p/solution-manual-for-adaptive-filter-theory-5th-
edition-haykin-013267145x-9780132671453/
Chapter 2
Problem 2.1
a)
Let
wk = x + j y
p(−k) = a + j b
We may then write
f =wk p∗ (−k)
=(x + j y)(a − j b)
=(ax + by) + j(ay − bx)
21
Letting
f = u +jv
where
u = ax + by
v = ay − bx
Hence,
∂u ∂u
=a =b
∂x ∂y
∂v ∂v
=a = −b
∂y ∂x
22
PROBLEM 2.1. CHAPTER 2.
f = u + jv
with
u = ax + by
v = bx − ay
Hence,
∂u ∂u
=a =b
∂x ∂y
∂v ∂v
=b = −a
∂x ∂y
Problem 2.2
a)
From the Wiener-Hopf equation, we have
w0 = R−1 p
b)
The minimum mean-square error is
Jmin =o 2d − pH w0
, ,
, 0.5
=od2 − 0.5 0.25
0
=od2 − 0.25
24
PROBLEM 2.2. CHAPTER 2.
c)
The eigenvalues of the matrix R are roots of the characteristic equation:
(1 − λ)2 − (0.5)2 = 0
Rq = λq
q11 = −q12
25
PROBLEM 2.3. CHAPTER 2.
Accordingly, we may express the Wiener filter in terms of its eigenvalues and eigenvectors as
follows:
\
�2 1 H
wO = qi q p
i=1
λi i
\
1 H 1 H
= q q + q2 q2 p
λ1 1 1 λ2
, , , , \, ,
1 , , 1 1 , , 0.5
= 1 −1 + 1 1
−1 3 1 0.25
, , , ,\ , ,
1 −1 1 1 1 0.5
= +
−1 1 3 1 1 0.25
24 , ,
− 0.5
= 3 3
2 4 0.25
−
3 3
4 1
−
= 6 6
1 1
− +
, 3, 3
0.5
=
0
Problem 2.3
a)
From the Wiener-Hopf equation we have
wO = R−1 p (1)
We are given
1 0.5 0.25
R = 0.5 1 0.5
0.25 0.5 1
26
PROBLEM 2.3. CHAPTER 2.
and
, ,T
p = 0.5 0.25 0.125
27
PROBLEM 2.3. CHAPTER 2.
wO =R−1 p
−1
1 0.5 0.25 0.5
, ,T
wO = 0.5 0 0
b)
The Minimum mean-square error is
Jmin =o 2d − pH wO
, , 0.5
=od2 − 0.5 0.25 0.125 0
0
=od2 − 0.25
c)
The eigenvalues of the matrix R are
, , , ,
λ1 λ2 λ3 = 0.4069 0.75 1.8431
28
PROBLEM 2.3. CHAPTER 2.
Accordingly, we may express the Wiener filter in terms of its eigenvalues and eigenvectors as
follows:
\
�3 1 H
wO = qi q p
i=1
λi i
29
PROBLEM 2.4. CHAPTER 2.
−0.4544 , ,
1
wO = 0.7662 −0.4544 0.7662 −0.4544
0.4069 −0.4544
−0.7071 , ,
1
+ 0 −0.7071 0 −0.7071
0.75 0.7071
0.5418 , , 0.5
1
+ 0.6426 0.5418 0.6426 0.5418 × 0.25
1.8431 0.5418 0.125
1 0.5 0 −0.5
+ 0 0 0
0.75
−0.5 0 0.5
0.2935 0.3482 0.2935 0.5
1
Problem 2.4
By definition, the correlation matrix
R = E[u(n)uH (n)]
Where
u(n)
u(n − 1)
u(n) =
.
u(0)
30
PROBLEM 2.4. CHAPTER 2.
Invoking the ergodicity theorem,
1 �
N
R(N ) = u(n)uH (n)
N + 1 n=O
31
PROBLEM 2.5. CHAPTER 2.
1 �
N
p(N ) = u(n)d∗ (n)
N + 1 n=O
The tap-weight vector of the wiener filter is thus defined by the matrix product
\−1 N \
�N
�
wO (N ) = H
u(n)u (n) u(n)d∗ (n)
n=O n=O
Problem 2.5
a)
R =E[u(n)uH (n)]
=E[(α(n)s(n) + v(n))(α∗ (n)sH (n) + vH (n))]
With α(n) uncorrelated with v(n), we have
R =E[|α(n)|2 ]s(n)sH (n) + E[v(n)vH (n)]
=o 2αs(n)sH (n) + Rv (1)
where Rv is the correlation matrix of v
b)
The cross-correlation vector between the input vector u(n) and the desired response d(n)
is
p = E[u(n)d∗ (n)] (2)
If d(n) is uncorrelated with u(n), we have
p =0
Hence, the tap-weight of the wiener filter is
wO =R−1 p
=0
32
PROBLEM 2.5. CHAPTER 2.
c)
With o 2α = 0, Equation (1) reduces to
R = Rv
d(n) = v(n − k)
where rv (k) is the autocorrelation of v(n) for lag k. Accordingly, the tap-weight vector of the
(optimum) wiener filter is
wO =R−1 p
=R−
v p
1
d)
For a desired response
33
PROBLEM 2.6. CHAPTER 2.
p =E[u(n)(d∗ n)]
=E[(α(n)s(n) + v(n)) α∗ (n) exp(− j ωτ )]
=s(n) exp(j ωτ )E[|α(n)|2 ]
=o 2α s(n) exp(j ωτ )
1 exp(− j
I ω)
α
2 exp(j ωτ )
=o .
I
exp((− j ω)(M − 1))
exp(j ωτ )
exp(j ω(τ − 1))
I .
α
2
=o
I
Problem 2.6
The optimum filtering solution is defined by the Wiener-Hopf equation
Rw O = p (1)
34
PROBLEM 2.6. CHAPTER 2.
Jmin = o 2d − H
p wO (2)
35
Discovering Diverse Content Through
Random Scribd Documents
auf Nervenentzündung zurück; das massenhafte
Auftreten der epidemischen Krankheiten sollte nach
seiner Theorie durch die versprengten Atome
zerstörter Himmelskörper zu stande kommen.
Die Frage der Echtheit ist bei den Schriften, welche die
Ueberlieferung dem Demokritos zuschreibt — eine derselben
handelt über S e e l e n h e i l k u n d e, eine andere über die
H e i l w i r k u n g d e r M u s i k —, noch nicht entschieden; wie
weit aber sein Einfluß reichte, ist daraus zu ersehen, daß der
Philosoph durch die Legende und angebliche Briefe des
Hippokrates mit dem „Vater der Heilkunde“ in nahe
Verbindung gebracht wurde, und daß man noch in später Zeit
Schriften magischen und alchimistischen Inhalts auf Demokrit
zurückzuführen bemüht war.
testbankpack.com