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EE501 Adaptive Filter Design: Instructor: Dr. Farhan Khalid
EE501 Adaptive Filter Design: Instructor: Dr. Farhan Khalid
EE501 Adaptive Filter Design: Instructor: Dr. Farhan Khalid
1
Course Outline
• Background:
– Discrete-Time Signal Processing
– Linear Algebra
• Discrete-Time Random Processes
• Optimum Filters
– FIR and IIR Wiener Filter
• FIR Adaptive Filters
– Steepest Descent Adaptive Filter
– LMS, NLMS, LLMS and Variable Step-Size Algorithms
– Applications
• Adaptive Recursive (IIR) Filters
– IIR LMS Adaptive Filter
• Recursive Least Squares Algorithms
• Adaptive Arrays and Adaptive Beamforming
2
Books
• Monson H. Hayes, Statistical Digital Signal
Processing and Modeling, Wiley
• Bernard Widrow, Samuel D. Stearns, Adaptive
Signal Processing, Prentice-Hall
• Dimitris G. Manolakis, Vinay K. Ingle, Stephen
M. Kogon, Statistical and Adaptive Signal
Processing, Artech House
3
Adaptive Filtering
4
Background
5
Discrete-Time Signals
• Discrete-time signals
x (n )
-2 -1 1 3 4 6 n
x (n ) xa (nTs )
x (n ) x (k ) (n k )
k
6
Discrete-Time Signals
• Unit sample
1 ; n0
(n )
0 ; otherwise
• Unit step
1 ; n0
u(n )
0 ; otherwise
• Relation between unit step and unit sample
n
u(n )
k
(k )
7
Discrete-Time Signals
• Complex exponential (periodic) signal
e jn 0
cos(n 0 ) + j sin(n 0 )
0 a real constant
8
Discrete-Time Signals
• Left-sided sequences, example: Time-reversed
and delayed unit step
1 ; n n0
x (n ) u(n 0 n )
0 ; n n0
10
Time-Domain Descriptions of LSI Filters
• Difference Equation for IIR Filter:
q p
y(n ) b(k )x (n k ) a(k )y(n k )
k 0 k 1
n
x (n )
X (e ) X (z ) z e j
jw
x (n )e
n
jnw
16
The z-Transform
• Region of Convergence(RoC): defines those
values of z for which the sum converges
• Finite length sequence: RoC includes all values
of z (except possibly z 0 or z )
• Right-sided sequences: RoC is exterior of a circle
z R where R is a positive number
• Left-sided sequences: RoC is interior of a circle
z R+ where R+ is a positive number
• Two-sided sequences: RoC is an annulus
R z R+ 17
The z-Transform
• For a conjugate symmetric sequence
*
x (n ) x (n )
its z-transform satisfies the relation
* *
X (z ) X (1 / z )
18
The z-Transform
• System Function: z-transform of the unit sample
response
H (z )
n
h(n )z n
• FIR Filters:
q q
H (z ) b(k )z k
b(0) (1 z k z ) 1
k 0 k 1 zeros
19
The z-Transform
• IIR Filters: q
q
b(k )z k
(1 z
k 1
k
1
z )
H (z ) k 0
p
b(0) p
zeros
1 + a(k )z k
(1 p k
1
z )
k 1 k 1 poles
• All-pole Filter:
b(0) b(0)
H (z ) p
p
1 + a(k )z k (1 pk z 1
)
k 1 k 1 poles 20
The z-Transform
• Real-valued coefficients a(k) and b(k)
(equivalently, real-valued h(n)):
* *
H (z ) H (z )
21
Special Classes of Filters
• Linear phase filter
• Allpass filter: constant magnitude frequency
response
• Minimum phase filter: all poles and zeros
inside unit circle
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Filter Flowgraphs
23
Filter Flowgraphs
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Filter Flowgraphs
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Discrete Fourier Transform (DFT)
• N-point DFT
N 1
X (k ) x (n )e
n 0
j 2 kn /N