Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

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.

18
votes
3answers
879 views

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 ...
17
votes
1answer
272 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 ...
14
votes
1answer
698 views

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 ...
11
votes
1answer
6k views

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 ...
10
votes
1answer
1k views

What's the advantage of adaptive IIR filter against FIR?

Adaptive IIR filters is not straightforward, and may be unstable. Many people say that adaptive IIR filters use less coefficients than FIR filters. What I'm curious about is how many coefficients can ...
9
votes
1answer
429 views

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 under-...
8
votes
1answer
2k 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 ...
8
votes
1answer
655 views

Adaptive filtering: Optimum filter length and delay

I'm trying to find the optimum filter length for an Adaptive Filtering, using RLS Algorithm. I'm using this design: So the "error" signal is the signal without noise (and that's the signal that I ...
7
votes
2answers
154 views

For complex values, why use complex conjugate in convolution?

Taken from Adaptive Filter Theory (2014) written by Haykin page 110 : $$y(n) = \sum_{k=0}^{\infty} w_k^*u(n-k), \quad n=0,1,2,...$$ where $u$ and $w$ are complex values. My question is why use ...
6
votes
1answer
2k 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 ...
6
votes
2answers
181 views

Regression vector size for prediction, reconstruction and filtration with adaptive filters

I am working with adaptive filters and similar adaptive models (mainly with gradient adaptation) for a few years. I and my colleagues always struggle to find out the correct size of regression vector. ...
5
votes
1answer
3k views

What's the Difference Between LMS and Gradient Descent Adaptation?

I found algorithms that seems the same to me, but they are described with different names (in field of adaptive filtering). For example: LMS - least-mean-squares seems to be GD - stochastic gradient ...
5
votes
1answer
1k 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 ...
5
votes
1answer
5k 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 ...
4
votes
2answers
827 views

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) ...
4
votes
1answer
891 views

Are there any open source libraries for Adaptive noise cancellation?

I'm creating a chat application where people can input text via speech and I need to implement noise cancellation using Adaptive noise cancellation technique. I'm using dual microphones for this ...
4
votes
1answer
483 views

How to include phase in a sinusoidal Kalman Filter

I start with the equation for sinusoidal motion with an offset and differentiate to get the 2nd order ODE describing the motion of the object. \begin{align} x &= A\sin(\omega t + \phi) + O\\ \dot{...
3
votes
3answers
241 views

LMS filter weight update

I have a general question regarding Least mean squares adaptive filters. Using the example of noise cancellation, I understand that if you have a set of reference signals (S) and corrupted signals (S+...
3
votes
2answers
75 views

Are all least square filters adaptive?

Are least square filters, or filters that minimize error energy, the same as least mean square adaptive filters?
3
votes
1answer
167 views

Doubts on LMS derivation

I have been trying to follow the Least Mean Square(LMS) algorithm derivation given by Wikipedia here and have the following questions. Here I expected $y(n)$ is to be computed by convolving $x(n)$ ...
3
votes
1answer
396 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 ...
3
votes
1answer
176 views

Covariance matrix of an adaptive filter input

I run many times in equations containing the trace of covariance matrix of an adaptive filter input. But it is not really clear what it is. For example in this paper the input covariance matrix is $$...
3
votes
1answer
2k views

MATLAB : Proper estimation of weights and how to calculate MSE for QPSK signal for Constant Modulus Algorithm

I had asked conceptual Question about Constant Modulus Algorithm. I am implementing the simple steps of the algorithm, as I do not have the cma() built in module. ...
3
votes
1answer
353 views

Frequency tracking with huge noise

I'm working on a frequency tracking problem with noise, where the amplitude of the noise is orders of magnitude higher than the amplitude of my signal (~1000x). Some details: The signal is roughly ...
3
votes
1answer
129 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 ...
3
votes
1answer
223 views

Why does block LMS have the same performance as LMS?

The block LMS and conventional LMS have the same convergence rate and the same misadjustment. I am having trouble wrapping my head around this. The block LMS uses a more accurate estimate of the ...
3
votes
0answers
491 views

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 ...
3
votes
1answer
270 views

Echo cancellation supporting long delays and without frequency domain processing

AEC algorithms mostly rely on LMS adaptive filtering, i.e. you update FIR filter coefficients then perform the filtering. Theoretically, the FIR must be as long as the maximum echo length you want to ...
2
votes
1answer
1k views

Removing low frequencies from a signal

I am trying to remove low frequencies from a signal and intuitively I chose the high-pass filter, more specifically - a Butterworth filter, Order 4 (because I am not sure how to choose properly the ...
2
votes
2answers
126 views

Bandpass filter that automatically adapts its bandwidth when a transient is detected (to avoid to smoothen the transient)

Let's say we want to isolate a band 1000 hz +/- 50 hz. Obviously, limiting the bandwidth by applying a passband filter will always destroy a bit the sharp transients (a Dirac or a rectangular ...
2
votes
1answer
106 views

Adaptive Filter Gradient Descent

The quadratic performance surface of an adaptive filter is a paraboloid. Its minimum can be found wherever the gradient is zero. However, since there are two types of paraboloids (elliptical and ...
2
votes
1answer
101 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 ...
2
votes
1answer
36 views

Seperation of wideband and narrowband - Adaptive Filter

I have the following diagram for the adaptive seperation of a narrowband and wideband signal using LMS algorithim, The way it was explained to us was that "The narrowband signal is correlatied over ...
2
votes
2answers
60 views

Finding the auto-correlation sequence $r_{xx}[k]$ for an AR(2) process

Consider the following recursive difference equation of a LTI system, where $v[n]$ is a white noise, zero-mean process with $\sigma_v^2 = 1$. $ x[n] = v[n] + 0.75x[n-1]-0.25x[n-2] $ I want to ...
2
votes
2answers
214 views

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 ...
2
votes
1answer
355 views

MATLAB Adaptive Filters

In the audio domain, I am currently attempting to use MATLAB to distil: $\textrm{signal}$ from $\textrm{noise + signal}$ $\textrm{noise}$ from $\textrm{noise + signal}$ using two adaptive filters $\...
2
votes
1answer
165 views

Help in deriving the update rule for equalizer

Considering an FIR system excited by an input $s_n$. If the input is derived from a mapping, and a +1/-1 BPSK signal is derived. Considering the Constant Modulus Algorithm (CMA). The channel is ...
2
votes
1answer
410 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 ...
2
votes
1answer
443 views

What Is the Difference between RLS, LMS and Wiener Filter? When Is One Preferred Over Another?

I'm dealing with a channel equalization problem where the channel is modeled as a WSS process. I understand LMS utilises a Wiener-like approach, ie it converges to the optimal (wiener) solution. I ...
2
votes
0answers
741 views

Speex echo cancellation takes a long time (~20s) to converge

I have been experimenting with Speex's echo canceller during the past few days. I got the echo canceller to work, however, it takes a long time until it actually begins filtering out the echo. It ...
2
votes
0answers
259 views

Kalman filter without model versus RLS

As I found out in my previous question Where to get transtion matrix for Kalman filter?, I need a model for correct usage of Kalman filter. In paper On the Intrinsic Relationship Between the Least ...
2
votes
0answers
285 views

Motion artifact cancellation from ECG signal using 3-axis accelerometer data

I have a ECG signal measured as a test subject is performing 3 different activities - sitting, walking(2mph) and jogging(5mph) and also the corresponding 3-axis accelerometer(X,Y and Z) signals. I can ...
1
vote
3answers
68 views

Usefulness of Practical filter ouptput

If a practical filter can't remove all unwanted frequency components like ideal filter, does that mean unwanted frequency component are still present after filtering? how can we use such distorted ...
1
vote
1answer
125 views

Can I have some feedback on this research paper?

I have submitted this paper "Effect of Transducer Positioning in Active Noise Control" to arXiv. I would like to get some feedback on the methodology of the same. Inputs of any sort are welcome. Can ...
1
vote
2answers
120 views

Can LMS filter converge to sparse solution?

Consider received signal $r=h*s$, where $h$ is the channel and $s$ is transmitted signal. Now from $r$ ( $s$ is known) can we predict $h$ using LMS algorithm under all conditions? I was under ...
1
vote
1answer
278 views

Best DSP algoritms for ultrasonic background noise cancellation

I am looking into detection of pressurized gas leaks by means of the broadband hissing sound (white noise) generated from pressurized leaking gas. The instrument will have a broadband microphone ...
1
vote
2answers
1k views

How to subtract one signal from another?

I am capturing some body internal signals. I am using 2 identical mics. One captures the in body signal and one open air. I want to remove/delete/subtract the open air signal (noise for me) from ...
1
vote
2answers
167 views

Eigenvalues of a vector

I'm trying to calculate (with Matlab) the minimal and maximal Eigenvalues $\lambda_{min}$ and $\lambda_{max}$ of the autocorrelationmatrix $R$ to adjust the stepsize of an adaptive filter. My input ...
1
vote
2answers
1k views

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 ...
1
vote
2answers
60 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 signal ...