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CSP401
Test #10
In the adaptive channel equalisation problem shown below, ( ) H z is the transfer
function of the channel (assumed unknown), ( ) s n is a known signal, ( ) v n
represents additive channel noise independent of ( ) s n , and ( )
n
W z is the adaptive
equaliser.
Suppose ( ) s n and ( ) v n are real with respective autocorrelation functions
( )
= -
1
2
( ) 4
m
s
r m and
=
= =
1, 0
( ) 0.2, 1
0, otherwise
v
m
r m m
and ( )
n
W z is a 3-tap FIR filter updated by the real LMS algorithm
m
+
= +
1
( ) ( )
n n
e n n w w x
(a) Determine the step size m
( ) d n
-
= +
1
( ) 1 0.8 H z z ( )
n
W z
Y H Leung (2013) 10-2
Solution
We first observe that, for the real LMS algorithm
( )
2
tr
x
m
1
k
k
t
m l
=
and
mse,av
1
4
p
t
+
To solve the problems, all we need to find, therefore, is ( )
x
r m . Now
{ }
[ ][ ] { }
2
( ) ( ) ( )
( ) 0.8 ( 1 ) ( ) ( ) 0.8 ( 1) ( )
( ) 0.8 ( 1) 0.8 ( 1) 0.8 ( ) ( )
1.64 ( ) 0.8 ( 1) 0.8 ( 1) ( )
x
s s s s v
s s s v
r m x n m x n
s n m s n m v n m s n s n v n
r m r m r m r m r m
r m r m r m r m
= +
= + + - + + + + - +
= + - + + + +
= + - + + +
Hence
( ) ( )
1 1
2 2
(0) 1.64 4 0.8 4 0.8 4 1 4.36
x
r = + - + - + =
( ) ( )
2
1 1
2 2
(1) 1.64 4 0.8 4 0.8 4 0.2 0.92
x
r = - + + - + =
( ) ( ) ( )
2 3
1 1 1
2 2 2
(2) 1.64 4 0.8 4 0.8 4 0.36
x
r = - + - + - = -
and
4.36 0.92 0.36
0.92 4.36 0.92
0.36 0.92 4.36
x
-
=
-
R
(a)
( )
2 2 2 0.01
0.001529
tr 3 (0) 3 4.36
x x
r
m
= = =
R
Y H Leung (2013) 10-3
(b) The eigenvalues of
x
R can be found using the formulae in pp. 25 of the Supplement
to the final Exam. Thus
1
2 2
2 (0.92) ( 0.36)
0.607467
3
Q
+ -
= =
{ }
2
Re 0.92 ( 0.36) 0.304704 R = - = -
( )
3
1
0.304704
0.607467
cos 2.269947 rad q
-
-
= =
( )
2.269947 2 0
1 0
3
2 0.607467 cos 4.36 5.493469
p
l l
+
= + =
( )
2.269947 2 1
2 2
3
2 0.607467 cos 4.36 2.866531
p
l l
+
= + =
( )
2.269947 2 2
3 1
3
2 0.607467 cos 4.36 4.72
p
l l
+
= + =
The modal time constants are given, accordingly, by
0
0
1 1
119.05 samples
0.001529 5.4935
t
m l
= = =
1
1
1 1
138.56 samples
0.001529 4.72
t
m l
= = =
2
2
1 1
228.15 samples
0.001529 2.8665
t
m l
= = =
and the average time constant of the learning curve is given by
mse,av
1 3
75 samples
4 4 0.01
p
t
+
= =
(c) ( )
0.001529
tr 6 (0) 6 4.36 0.02
2 2 2
x x
r
m m
= = = R
mse,av
1 6
75 samples
4 4 0.02
p
t
+
= =
1
Note that the formulae in the Supplement give the eigenvalues as
1 2 3
, and l l l . In the solutions, the
eigenvalues were re-ordered and re-numbered to conform to the notation in our theory