Questions tagged [adaptive-filters]
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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RLS Adaptive Filter for estimating signal
I am currently working on a project where i am to estimate a signal x_T using x_1 and x_2 with an RLS filter.
I have a problem where i don't quite get the results i am looking for. I think there is a ...
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Filtered-X LMS algorithm and built-in MATLAB implementation
I provide a short scheme for forward explanation:
There are two sources: noise signal source and anti-noise signal source (2). Noise signal travels through primary path $h_{N_P}$ to microphone (4). ...
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Proof that the estimation error in the LMS filter is uncorrelated
I need to demonstrate that the estimation error in the LMS adaptive filter is white.
The LMS equations are the following:
$y(n)={\mathbf{\hat{w}}}(n)^H\mathbf{u}(n)$
$e(n)=d(n)-y(n)$
${\mathbf{\hat{w}}...
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How to get an impulse response of a MIMO system?
So I have data vectors from a MIMO system and I wish to see the impulse response
Any idea how I can proceed with this?
user69318
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Cfar Algorithm Implementation
I am trying to implementation Cfar algorithm to our radar signal processing algorithm. I obtained some output but I want to be sure that is right. Cfar algorithm's output below like, I'm interpreting ...
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Haykin - permissible region for asymptotic stationarity of 2 parameter AR process
My question is about an example in Adaptive Filter Theory, Haykin 4th ed (refer figures 1.8 and 1.10 of Haykin). We want to determine the region for asymptotic stationarity of an AR process in the 2D ...
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Adaptive filtering [duplicate]
I want to mention upfront that I'm not very experienced in this field.
I have a signal $u(k)$ that I get from a black box simulation (sampled irregularly). The signal looks like this:
The blue signal ...
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Modeling end-blown flute instrument using adaptive filter
I want to find the resonant frequency of specific end-blown flute called Persian ney, Using LMS in arrangement of system identification. Two signal is needed for algorithm:
system excitation (...
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Gradient descent algorithm not converging
I wish to use the gradient descent algorithm to minimize the cost function
$$J(\mathbf{w}) = (\mathbf{w} - \mathbf{w}_{o})^{T} \mathbf{A}(\mathbf{w} - \mathbf{w}_{o})$$
where $\mathbf{w} \in \mathbb{R}...
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Tapped delay line + ADALINE = Adaptive filter?
When studying neural networks from Neural Networks and Learning Machines, by Simon Haykin, the author highlights the close similarity between of adaptive filtering and neural networks.
From a scalar-...
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EEG filtration via EMG
i got little problem. I'm trying to detect HFOs in single channel EEG (the recording is multichannel, but there is not enough channels to use ICA) for my diploma thesis experiment and i want to first ...
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For which values of step size is LMS filter stable?
For which values of step size $\alpha$ is LMS filter stable? I Wikipedia information on this question is incorrect.
For data sampled from zero-centered Gaussian in $d$-dimensions with identity ...
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Kalman Filter Under Non-Gaussian Noise
I know that Kalman filter is optimal filter under some assumption like process and measurement noise are Gaussian. But if the process and measurement noise is non-Gaussian, the estimation of the ...
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Implementing the NMCFLMS Algorithm for a 2 channel WGN input signal
I am just trying to implement the Normalised Multi-channel Frequency Domain Least Mean Square (NMCFLMS) algorithm for a simple 5 tap filter to estimate the filter coefficients of a 2 channel system ...
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Convergence of the RLS Algorithm for a Forgetting Factor $ \lambda < 1 $
I have a question regarding Recursive Least Squares (RLS) adaptive filter.
According to Wikipedia (Recursive Least Squares in Wikipedia), to prevent infinite memory one introduces a forgetting factor $...
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Distributed Arithmetic FIR Vs basic FIR digital implementation
I make a comparison between the basic FIR filter Vs Distributed Arithmetic FIR
First: basic FIR
Second: DA FIR
Then, I implemented Distributed Arithmetic FIR Filters by 2 methods:
1st: Serial
If the ...
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Find $E[Z^2(t)]$ when $Z(t) = X(t) - Y(t)$ where $Y$ is the output of a LTI system with WSS process $X$ as its input
I received this as a practice problem (part b only).
I was able to figure out that $E[Z^2(t)]$ = $R_X(0)+R_Y(0)-2R_\text{XY}(0)$ but did not see how to continue.
Checking the answers, I saw this line ...
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Is the beamforming result described by this matlab code useful?
A narrow-band beamformer for $0$ degree in the frequency domain is created for $8$ sensors and compared with a usual delay and sum beamformer. The question can also be expressed as : can we have ...
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Why are Some Filter implementations Preferable for Adaptive IIRS?
I am aware that some filter implementations such as lattice/ladder and SoS sections are advantageous over high order transversal filter structures in terms of coefficient update convergence in ...
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Applying Decision Feedback Equalization to oversampled data
I am working on a system that simulates an encoded channel receiver in software. I have a functioning symbol spaced Decision Feedback Equalization (DFE) that works well to track the channel and ...
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LMS Adaptive Filter for system identification
i am currently attempting system identification using the LMS algorithm. The input and the output data are available and are very noisy and consists of multiple frequencies. The input and the output ...
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Grey Box system identification using LMS algorithm
The transfer function and the input output data of the system are known. The transfer function is given by $$G(s) = \frac{K}{(Js+b)(Ls+R)+K^2}$$
How are the parameters of the transfer function ...
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Approximate a Known System with Adaptive Filter and an Unknown System in a Series
I am using gradient descent on an adaptive IIR filter for the below system 1. At the moment I am just assuming the known system is not there and it works fine. However, occasionally when the known ...
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Textbooks which derive largest usable rate for standard LMS filter?
Suppose $x$ is sampled from standard 0-centered Gaussian in d-dimensions, and I apply the following iteration.
$$w \leftarrow w-\alpha x \langle w, x \rangle \tag 1$$
What is largest $\alpha$ such ...
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Why is the null of an adaptive beamformer narrower than antenna beam-width?
Question for those familiar with adaptive beamforming: Why is the null formed by an adaptive beamformer much narrower than the beamwidth of the antenna array?
Concrete Example
Suppose we have a simple ...
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When is Normalized LMS better than LMS?
I see mention that normalized LMS "usually converges faster than LMS", in Diniz "Adaptive Filtering" p.152, can this be made more precise? IE, for which signal distributions does ...
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What is the relationship between beamforming and Independent Component Analysis (ICA)?
My first inclination when thinking about the Cocktail Party Problem would be to use adaptive beamforming to isolate different signals, but this does not seem to be how the problem is commonly thought ...
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Adaptive Particle Filter: unknown process Equation
In my design and implementation of a SIR particle Filter, I don't have the state process equation of the actual system, which would have given a very good estimation of the real signal. I was ...
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Using Least Mean Square (LMS) Filter for Beamforming on Linear Array in Julia
I have been trying to implement a simple LMS adaptive beamforming code. Since I don't have a MATALB license, I decided to use Julia since they are quite similar. In order to get a basic code working I ...
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Is a neural network an adaptive filter?
I am confused as to the difference between neural networks and adaptive filters: As far as I understand it, "neural networks" are largely used for solving inverse problems, where an unknown ...
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How Could One Accelerate the Convergence of the Least Mean Squares (LMS) Filter?
How can the convergence of an LMS filter be accelerated?
Can we do better than the Vanilla algorithm?
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NLMS algorithm greatly attenuating signal
Im writing an NLMS MATLAB program to remove powerline noise from ecg signals. I sweep through tap widths and learning rates which get the best SNR values.
Some of the combinations produce great SNRs ...
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real time - active noise control
I am trying to implement an adaptive filter for system identification and active noise control for realtime signal processing on an FPGA using Labview. For system identification, I implemented the ...
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autocorrelation of multiple signals
Problem: I am looking at an adaptive filtering application where the eigenvaluespread of the autocorrelation matrix $R$ is important for the convergence of the algorithm. For a single channel system ...
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Recursive Least Square For Filtering
I just started doing research on Recursive Least Square for filtering noises such as sensors and dc motors noises. The only thing I've seen on the internet was Theoretical information about RLS but ...
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LMS Convergence and the Step Size ($ \mu $) Parameter
I am running the LMS algorithm based on Haykin's Adaptive filter theory.
I aim to plot the cost function $\mathbf{J}$ and calculate $\mathbf{J}_{\tt min}$ and the simulation
excess mean square error $\...
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How to derive the "well-known" solution to Unconstrained Array Gain?
Can someone point me to a webpage or other resource that shows how to analytically solve the beamformer Unconstrained Array Gain expression in Henry Cox's 1987 IEEE paper "Robust Adaptive ...
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IIR Adaptive Filter in MATLAB
Suppose I have a IIR filter represented by $$G_0\left(z\right)=\frac{1}{1-0.2z^{-1}-0.1z^{-2}}$$
I would like to use the LMS algorithm to model an FIR filter $G\left(z\right)$ of order $N = 15$ such ...
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Channel equalization affect on input signal
I have the following problem.
Am trying to understand how the channel block affects the input signal s(n).
I know that x(n), the input signal to the filter is basically:
\begin{equation}
x\left(n\...
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Variable Window Size of Blackman FIR filter
I am trying to implement an FIR filter with a Blackman window function. The solution I got for my signal filtering problem is to have different window sizes for certain characteristics of the input ...
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How to evaluate fixed-point implementation of LMS filter is correct?
I am having an LMS block with 6 filter coefficients.
The value of filter coefficients are
0.0001
0.00045
0.2535
0.546536
0.0000243
0.3423
I have tried to ...
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Region of the coefficients of a quadratic equation that cause the roots of it to be in the unit disk
From Simon Haykin's Adaptive Filter Theory: consider the characteristic equation is $1+𝑎_1𝑧^{−1}+𝑎_2𝑧^{−2}=0$, then for the roots to be inside the unit circle (i.e. in the unit disk), the ...
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Is it applicable to implement a cascaded moving average filter with variable window on real-time?
I am using a 3-pass cascaded moving average filter for smoothing noisy data. I applied some optimization algorithms to determine the optimal length of the MAF window.
For different amplitudes of data ...
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Recommended Resources / Literature Search Terms for a Solutions to a Specific Kind of Multi Harmonic Signal Structure
Hopefully this isn't considered too off-topic. I'm working in industry these days and came up with a solution to a signal processing problem we'd been facing. I'd like to get a sense as to whether ...
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Block NLMS vs Affine Projection LMS
I am studying Block Normalized LMS, and when I compare this with Affine Projection LMS (if updated every M samples) I think that they are the same. I would really appreciate if anyone can point out if ...
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The Stability of the RLS Algorithm for Equalization
I am reading in the litterature that LMS is more stable than RLS.
But RLS is far more faster in convergence.
So my concern is how to be sure that my RLS algorithm will be stable when I am doing ...
user47976
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Droop compensation - How to do it?
Lets say i have a LPF response that has some kind of droop (some attenaution in the passband, usually could be due to cic filter how to make CIC compensation filter,,,, or can also be due to large ...
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How to design a filter that can filter out noise accurately, after setting the parameters of the filter using standard signal?
I meet a problem with designing a filter. I have two different instruments that could measure the same AC signal (usually ~200hz, always <1kHz), A and B. A can carry out signal measurement during ...
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Why does my signal magnitude increase after adaptive filtering?
I am using a series-cascade of multiple NLMS adaptive filters each with step size 0.0040, leakage factor 1.0, and 100 filter taps. My signal gains magnitude at each step of the filtering, say the peak ...
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