CH3 Wiener Filter Wiener filter theory and least squares parameter estimation serve as a basis for the derivation of the basic adaptive filtering algorithms: LMS algorithm from Wiener filter theory RLS procedure from least squares estimation theory
CH3 Wiener Filter Wiener filter theory and least squares parameter estimation serve as a basis for the derivation of the basic adaptive filtering algorithms: LMS algorithm from Wiener filter theory RLS procedure from least squares estimation theory
Contents o S.1 Prototype adaptive filter Filter structure Quadratic cost functions o $2.Wiener filter theory MMSE criterion Wiener-Hopf equations Orthogonality principle o S3.Unrealizable Wiener filter 2020-01-18 2
2020-01-18 2 Contents S.1 Prototype adaptive filter Filter structure Quadratic cost functions S2. Wiener filter theory MMSE criterion Wiener-Hopf equations Orthogonality principle S3. Unrealizable Wiener filter
S1.Prototype adaptive filter o Filter structure o Quadratic cost functions 2020-01-18 3
2020-01-18 3 S1. Prototype adaptive filter Filter structure Quadratic cost functions
Basic processes Filtering filter input and filter coefficient adaptive adaptation. filter parameters filter filter structure filter output and cost function, have a profound effect on the operation of the error desired signal adaptive filter. 2020-01-18 4
2020-01-18 4 Basic processes Filtering and filter coefficient adaptation. filter structure and cost function, have a profound effect on the operation of the adaptive filter
(1).Filter structure o Transversal FIR filters tractable mathematics,fairly simple algorithms Unconditionally stable filters o Generalization to adaptive IIR filters is nontrivial stability problems non-unimodal optimization problems o Non-linear filters Volterra filters neural network type filters 2020-01-18 5
2020-01-18 5 (1). Filter structure Transversal FIR filters tractable mathematics, fairly simple algorithms Unconditionally stable filters Generalization to adaptive IIR filters is nontrivial stability problems non-unimodal optimization problems Non-linear filters Volterra filters neural network type filters