An adaptive filter is a filter that self-adjusts its transfer function according to an optimization algorithm driven by an error signal.

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Filter to speed up convergence of geometric series

I want to speed up convergence of geometric series $\ \ lim + c^n \ \ $ where $|c| < 1$ and $lim$ is not known. A basic low-pass filter, here Butterworth, is good for $-1 < c < 0$ but not $0 ...
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40 views

Changing the cutoff of an IIR lowpass filter with minimal transients?

I have a 1st order lowpass IIR filter of the form $ H(z) = \frac{b_{0} +b_{1} z^{-1}}{1+a_{1} z^{-1}} $ implemented using the direct method my code looks something like this ...
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Questions about Active Noise Cancellation

Being new to ANC, this is my understanding of how ANC works: Ambient noise (n) is entering a geographically small zone. To suppress the noise, an interfering (corrective) sound is injected ...
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Is there a widely available implementation of an adaptive, recursive, numerically stable IIR filter?

I need to identify the coefficients of a linear, causal, time-invariant physical system that can be described by a classical state-space formulation. For the sake of the example, suppose that the ...
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106 views

Picking out a signal that appears to be noise inside a large signal

I have a signal from a photodiode sensor that has two types of noise. One type of noise is ambient light white noise that gets introduced just from the surrounding environemnt. The other type of noise ...
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detecting frequency bursts in GSM using ALE, mystery peaks

http://ieeexplore.ieee.org/xpls/icp.jsp?arnumber=1404796 I've implemented the algorithm in the mentioned paper. From the error function, I can clearly see the filter converging to the FCH (Frequency ...
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34 views

variable length no-refrence filter algorithm

I'm searching for a an algorithm or an idea of implementation. I need to filter a signal in real time, and want to change the length of it (number of taps) in order to change the delay. In low ...
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114 views

Adaptive Equalizer for IIR channel?

I am quite new to the idea of equalization. I have a few queries regarding the same. In my application I require to equalize a channel whose impulse response is an IIR response. Is it possible to ...
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Phase noise estimation and compensation schemes

Brief background There is a known problem that high order modulation schemes suffers from phase noise of reference generator. It's very important issue for e.g. line-of-sight (LOS) modems exploiting ...
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108 views

What is the difference between the Weiner-Hopf equation and the normal equation?

In adaptive filters, the development of LMS algorithm typically starts from the Weiner-Hopf equation, while the development of RLS algorithm starts from the normal equation. As I understand, these ...
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60 views

Adaptive filter weight adjustment

I have 3 sensor inputs: $a(t)$, $b(t)$ and $c(t)$. I want to design a filter such that the weighted linear combination of the three is always a constant. Kind of like: $$w_1(t)a(t) + w_2(t)b(t) + ...
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Image Processing: Flatten a 3D Ball

There are many descriptions of how to turn a 2D image into a 3D one, however I want to do the opposite, in particular to a ball. As an example, consider the following ball: If only the (relatively) ...
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113 views

Correlating accelerometer data

I am getting a signal from a device. This signal contains a non-random noise signal in it. I want to remove that noise from the signal. This noise is correlated to the motion the device is having. So ...
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38 views

Deep zeros in the spectrum of the input data?

I wanted to know the meaning of "deep zeros" in the spectrum of the input data. I came across this terminology while going through the introduction of chapter 2 (Bussgang techniques for blind ...
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206 views

Using a Wiener Filter to Estimate a Transfer Function

As a follow-on to this question about estimating a transfer function of an unknown system using a Wiener filter, How would you put a minimum MSE criteria on how well the estimated filter weights ...
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AEC Speex . How does it work?

I'm working with AEC of Speex. The algorithm is based on the MDF adaptive filter + an adaptive learning rate. I'm using it like a ANC and it works very well. Does anybody have some material, as block ...
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89 views

Correction of a signal through a transmitter

I am inquiring as to a practical way to solve a problem I have. Basically, I need to transmit a signal, $x[n]$, through a seismic transmitter. (It will go through a D/A, etc). The transmitter that ...
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402 views

scipy.signal.wiener for audio processing

Does some have an example of what a Wiener filter (that can be used directly with scipy.signal.wiener) can be useful for, in sound processing (it seems that such ...
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67 views

Estimation of input signal to obtain the desired output signal for an unknown filter

Suppose $h(n)$ is a finite impulse response which is unknown. We can feed any input signal $x(n)$ into the system and observe the corresponding output signal $y(n)$. From this, is it possible to ...
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Need a fast algorithm of adaptive convolution

I have to apply some kind of adaptive filter to my function $f(x).$ I present each point of my signal as a Gaussian, whose bandwidth depends on its location (not the point of observation $\textbf{x}$) ...
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348 views

2D adaptive filters

Does anyone know about different adaptive filtering implementations (LMS, RLS ...) in 2D or even 3D ? I have sequences of 2D images and 3D volumes with repeating patterns but small differences. I was ...
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RLS adaptive filter

I am using an adaptive RLS adaptive filter for noise cancellation. My sampling freq. is 500 Hz, but I am interested in only frequencies of up to 60 Hz. I filter the input and the reference signal to ...
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303 views

MSE in adaptative filter

I'm trying to filter some motion noise from an ECG signal. To do that I'll try to implement an adaptive filter using the LMS algorithm. I think I have to calculate the MSE of this: ...
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adaptive filter does not converge for all inputs

I am trying to make a frequency domain adaptive filter in matlab. It uses matlab adaptfilt.fdaf to create the filter parameters like step size and initializing initial filter weight values. Then I ...
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527 views

Relative performance of RLS and LMS filters

It's known that the RLS filter converges faster than the LMS filter in general, but that if you're tracking time varying parameters the LMS algorithm can perform better. My question is under what ...
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140 views

Adjustable Notch Filter help

I'm converting the simulink diagram found in this paper to C code. I'm not familiar with matlab/simulink(too expensive) so need help interpreting the diagram. The problem I experience is that once a ...
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508 views

Difference between 'conventional' and 'adaptive' beamformers?

This might be a terminology question but I am not sure. Basically, what is the difference between conventional beamformers, and adaptive beamformers? I thought that all beamformers were inherently ...
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240 views

Maximum step size for adaptive filter convergence

I’m trying to understand the conception of function maxstep (http://www.mathworks.com/help/dsp/ref/maxstep.html) the foundation of this function is function firwiener with input parameters: length ...
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213 views

Using an error prediction filter for filtering a semi-known signal

I'm trying to wrap my head around the proper use of a Wiener or error-prediction filter for filtering data. It seems to me that it is only a whitening filter, so how is it used when the data you want ...
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What does an adaptive filter do?

I studied a bit about adaptive filter on internet and found that its a special filter which keep on updating its filter value as soon as it proceeds. It finds out the difference between input and ...
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Why does over-modelling an adaptive AR NLMS filter fix sharp spikes?

I just simulated an auto-regressive second-order model fueled by white noise and estimated the parameters with normalized least-mean-square filters of orders 1-4. As the first-order filter ...
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78 views

What are the Elements of Filters for Highly Volatility Price Series with Jumps?

What are the best filtering techniques for a highly volatility price series with jumps. What needs to be considered in designing new filters for practical finance which are adaptive and highly ...
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Should the input of a Kalman filter always be a signal and its derivative?

I always see the Kalman filter used with such input data. For example, the inputs are commonly a position and the correspondent velocity: $$ (x, \dfrac{dx}{dt}) $$ In my case, I only have 2D ...
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How do I improve LMS / NLMS filter performance?

Are there ways to increase computational performance of a normalized least squares (NLMS) filter? Multidelay block frequency-domain (MDF) filters have been proposed to do this, but they also take away ...