Adaptive FIR Filter Algorithms

D.K. Wise

ECEN4002/5002 DSP Laboratory Spring 2003

Introduction
Some signal processing applications require that the system compensate for things outside of its direct influence. Adaptive filtering algorithms allow for modeling of the outside phenomena. Also, adaptive filtering can be used strictly for analysis/synthesis of a system.
ECEN4002 Spring 2003 Adaptive FIR Filters D.K. Wise 2

The Adaptive Digital Filter

Commonly used signals and their notation
Filter input and output: u[n] and y[n] respectively Desired or reference signal: d[n] Error signal: e[n] = d[n] - y[n]

Error signal is used to modify the coefficients of the adaptive filter

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Adaptive Filter Nomenclature

When referring to adaptive filters, terms from statistics can also be employed. If the digital filter is FIR or all-zero, the adaptive system can also be called Moving Average or MA. If the digital filter is all-pole, the adaptive system can also be called Autoregressive or AR. If the digital filter is an IIR with zeros, the adaptive system can also be called ARMA. This presentation addresses FIR or MA filters only.
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Adaptive FIR Filters

Transversal Filter: the direct form FIR we are used to.
QuickTime and a TIFF (Uncompres sed) decompressor are needed to see this picture.

Lattice Filter: the feed-forward form of the lattice structure (not addressed herein).
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Coefficient Adaptation
The principal behind determining the coefficients of the filter model is to maximize the statistical correlation between the desired signal and the coefficients. Typically, this is done by minimizing the correlation between the error signal and the filter state as is relevant to the coefficients. If the adaptive filter is working, the error signal decreases in magnitude, which slows down the movement of the coefficients. The filter is therefore converging to a solution.
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Simple Adaptive Algorithms

Least Mean Squares (LMS)
Applies to transversal filter
y = uT w e=d-y w += e u

is a constant controlling the speed of adaptation

ECEN4002 Spring 2003

Adaptive FIR Filters

D.K. Wise

More on Adaptation
Sometimes the adaptive system does not converge when the input signal varies widely in amplitude. This amplitude dependence can be addressed by including the input amplitude in the adaptation factor. This is known as the Normalized LMS algorithm.
w += ( e / (uT u)) u
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Applications of Adaptive Filters

System identification: adaptive equalization
The adaptive filter attempts to model an unknown external system.

QuickTime and a T IFF (Uncompressed) decompressor are needed to see this picture.

ECEN4002 Spring 2003

Adaptive FIR Filters

D.K. Wise

Applications of Adaptive Filters

Interference cancellation
The adaptive filter attempts to isolate the component of a primary signal that is not part of a reference signal.

Qui ckTi me and a T IFF (Un comp re ssed) decompressor a re ne ede d to see thi s pi cture.

ECEN4002 Spring 2003

Adaptive FIR Filters

D.K. Wise

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Applications of Adaptive Filters

Linear prediction
This is like interference cancellation, but the adaptive filter uses a delayed version of the primary signal as the reference.
Qui ckTi me and a T IFF (Un comp re ssed) decompressor a re ne ede d to see thi s pi cture.

ECEN4002 Spring 2003

Adaptive FIR Filters

D.K. Wise

11