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Adaptive Filter

This document discusses adaptive filters. Adaptive filters are filters that can self-adjust their transfer function according to an optimization algorithm and error signal to match changing parameters in an environment. Common adaptive filter implementations include the least mean squares filter, recursive least squares filter, and Kalman filter. The document specifically describes the LMS algorithm and how it is used to minimize error. It also provides equations to describe the Kalman filter. MATLAB simulations of the LMS algorithm are presented. Applications of adaptive filters include noise cancellation, signal prediction, and echo cancellation. Finally, publications related to adaptive filters and channel estimation are listed.

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Tirthankar Paul
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227 views

Adaptive Filter

This document discusses adaptive filters. Adaptive filters are filters that can self-adjust their transfer function according to an optimization algorithm and error signal to match changing parameters in an environment. Common adaptive filter implementations include the least mean squares filter, recursive least squares filter, and Kalman filter. The document specifically describes the LMS algorithm and how it is used to minimize error. It also provides equations to describe the Kalman filter. MATLAB simulations of the LMS algorithm are presented. Applications of adaptive filters include noise cancellation, signal prediction, and echo cancellation. Finally, publications related to adaptive filters and channel estimation are listed.

Uploaded by

Tirthankar Paul
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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By : Tirthankar Paul

OUTLINE
Adaptive filter. Filter implementations. Least-Mean Square (LMS) Algorithm. Kalman Filter. Matlab Simulation Result For LMS. Applications of adaptive filters. Publications.

ADAPTIVE FILTER

An adaptive filter is a filter that self-adjusts its transfer function according to an optimization algorithm driven by an error signal. Most adaptive filters are digital filters. Adaptive Filter able to adjust the changing environment. Which cannot done by normal digital filter.

The adaptive filter uses feedback in the form of an error signal to refine its transfer function to match the changing parameters.

FILTER IMPLEMENTATIONS

Least mean squares filter (LMS). Recursive least squares filter (RLS). Kalman Filter.

Etc.

LEAST-MEAN SQUARE (LMS) ALGORITHM

Figure1: Basic block diagram of Adaptive filter.

LMS algorithm have to find out a filter weight(Wopt) which satisfy the E{|d(n)-y(n)|^2} is minimum .

LEAST-MEAN SQUARE (LMS) ALGORITHM

Equation
w(n 1) w(n) x(n)[d * (n) x T (n) w(n)] w(n) x(n)e * (n) (1)

e(n) d (n) y (n)

(2)

Y ( n) w T ( n) x ( n)

(3)

KALMAN FILTER

Figure 2: Block diagram of system ,measurement model and discrete time Kalman filter. System Dynamic Model:

X K K 1 X k 1 Wk 1

Measurement Model:

(4)

Z K H K X K Vk

(5)

KALMAN FILTER EQUATION

State Estimate Observational update:


X K () X K () K K [ Z K H K X K ()]

(6)

Kalman Gain Equation:


T T K K PK () H K [ H K PK () H K RK ] 1

(7)

Error Covariance Update:


PK ( ) [ I K K H K ]PK () (8)

MATLAB SIMULATION RESULT FOR LMS

Figure3 : LMS Error curve

MATLAB SIMULATION RESULT FOR LMS

Figure 4 : Weight Plot

Figure 5 : Output Plot

APPLICATIONS OF ADAPTIVE FILTERS

Noise cancellation Signal prediction Adaptive feedback cancellation

Echo cancellation

PUBLICATIONS

Tirthankar Paul et al. Comparative Study of Channel Estimation Algorithms Under Different Channel Scenario,". DOI:10.5120/4113-5927; Vol:34(7), Page No: 31-38, November 2011. S.Dhar,P. Chhetri, T.Paul, R.Dahal, A.Sharma and R.Bera, Comparison of Different Channel Estimation Algorithms from ITS Perspective, 2011 Annual IEEE India Conference (INDICON), Dec 2011, DOI: 10.1109/INDCON.2011.6139475. S.Dhar, A. Poddar, P.Karmakar, T.Paul, D.Kandar and R.Bera, Radar Target Modeling and 2D ISAR Imaging at 76GHz for ITS Application,. 2011 Annual IEEE India Conference (INDICON), Dec 2011,DOI: 10.1109/INDCON.2011.6139459

REFERENCE
[1] Safaya .R A Multipath Channel Estimation Algorithm using a Kalman filter [2] S. Haykin, (1996), Adaptive Filter Theory, 3/e, Prentice Hall. NPTEL video lecture.

Thank you

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