•url: .../publications/courses/ece_8423/lectures/current/lecture_06

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ECE 8443 – Pattern Recognition ECE 8423 – Adaptive Signal Processing Objectives: Adaptive Noise Cancellation ANC W/O External Reference Adaptive Line Enhancement Least Squares Solution Convergence Resources: RK: ANC Tutorial MATLAB: ANC Toolbox CNX: Interference Cancellation WIKI: Weiner Filtering RICE: Weiner Filtering • URL: .../publications/courses/ece_8423/lectures/current/lectur e_06.ppt • MP3: .../publications/courses/ece_8423/lectures/current/lectur LECTURE 06: APPLICATIONS OF ADAPTIVE FILTERS

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LECTURE 06: APPLICATIONS OF ADAPTIVE FILTERS. Objectives: Adaptive Noise Cancellation ANC W/O External Reference Adaptive Line Enhancement Least Squares Solution Convergence - PowerPoint PPT Presentation

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Page 1: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8443 – Pattern RecognitionECE 8423 – Adaptive Signal Processing

• Objectives:Adaptive Noise CancellationANC W/O External ReferenceAdaptive Line EnhancementLeast Squares SolutionConvergence

• Resources:RK: ANC TutorialMATLAB: ANC ToolboxCNX: Interference CancellationWIKI: Weiner FilteringRICE: Weiner Filtering

• URL: .../publications/courses/ece_8423/lectures/current/lecture_06.ppt• MP3: .../publications/courses/ece_8423/lectures/current/lecture_06.mp3

LECTURE 06: APPLICATIONS OF ADAPTIVE FILTERS

Page 2: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 2

• ANC is concerned with the enhancement of noise corrupted signals.

• Requires no a priori knowledge of the signal or noise.

• Variation of optimal filtering which uses a secondary, or reference, signal.

• This reference measurement should contain no signal and noise that is correlated with the original noise.

• Relation to adaptive filtering paradigm fromprevious lecture: the desired signal is replaced by the primary signal (signal + noise), and the system input is replaced by the reference.

• The output is the error signal.

Adaptive Noise Cancellation

• One of the most important applications of adaptive filtering is adaptive noise cancellation (ANC).

• Originally proposed byB. Widrow in 1975.

)()()( 0 nvnsnd

)(ny

)(ne

+–

)()( 1 nvnx f

)(nx )(ny

)(nd

)(ne+–f

Page 3: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 3

Reference Signal is Critical

• The signal is measured in a noisy ambient environment (e.g., a hands-free microphone in a car).

• The noise is measured from a different location, typically close to the noise source (e.g., under the driver’s seat in a car).

• The noise estimate need not be the exact noise signal added to the speech signal, but should be related through a linear filtering process. In practice, this is often not the case.

• The error signal can be written as:

• Squaring and takingthe expectation: )()()( 0 nvnsnd

)(ny

)(ne

+–

)()( 1 nvnx f))}()()(({2

}))()({(

)}({)}({

0

20

22

nynvnsE

nynvE

nsEneE

)()()()( 0 nynvnsne

Page 4: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 4

Filter Analysis

• It is assumed that s(n) is uncorrelated with v0(n) and v1(n).

• Hence, for a fixed filter, s(n) is also uncorrelated with .

• The expectation of the error reduces to:

• Recall we can also solve for thefilter using the z-transform:

• For our ANC system:

• The noises v0(n) and v1(n) are correlated in some way. We assume they can be modeled using a LINEAR filter (and this is a big assumption!):

)()()( 0 nvnsnd

)(ny

)(ne

+–

)()( 1 nvnx f

}))()({()}({)}({ 20

22 nynvEnsEneE

)(*)()( 1 nvnfny

)(

)()(

jxx

jxdj

eR

eReF

)(

)()(

)()(

)()()(

11

01

1

0

jvv

jvvj

eR

eReF

nvnx

nvnsnd

)(*)()( 10 nvnhnv

Page 5: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 5

Estimating The Filter

• We note that:

• Further:

• Therefore, the adaptive filter modelsthe unknown transmission path, h(n):

• To verify this:

• In practice, there can be signal leakage betweend(n) and x(n). Assuming we can model this as a linear filtering:

• Effectively a signal to noise (SNR) ratio.

)()()()(

)()(

1101

11

01

j

vvjj

vvjvv

jvvj eReHeReR

eReF

)()()()(*)()(1100

2

10 j

vvjj

vv eReHeRnvnhnv

)()( jj eHeF

)()()()()(

)()(

)(*)()(*)()(

00

0

11

nsnvnvnsne

nvny

nvnhnvnfny

)(

)()(

)()()(

)()(*)()(

)()()(

1

0

jvv

jssj

y eR

eRe

nvnsny

nvnsngnx

nvnsnd

Page 6: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 6

Additional Comments on ANC

• We can characterize the performance of the system in terms of the signal to noiseratios of the system output and the system reference:

• That is, the SNR of the output (the error) is inversely proportional to the SNR of the reference (x(n) contaminated by noise).

• Hence, the more leakage, the worse the ANC result.

• This analysis assumes an idealized approximation of the adaptive filter as a fixed, infinite, two-sided Wiener filter. It neglects issues of stability, convergence, and steady-state error.

• Nevertheless, one-sided, or causal filters, do extremely well in this process. Many simplifications and optimizations of this approach have been implemented over the years to produce very effective technology (e.g., noise-cancelling headphones).

)(

1)(

jref

jout ee

Page 7: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 7

Adaptive Line Enhancement

• In some applications, thesignal of interest is anextremely narrowbandsignal that can be modeledas a sum of sinewaves.

• To cancel noise in such cases,we invoke a special form of an adaptive filter known as adaptive line enhancement (ALE).

• We can write the output, y(n):

• The goal of the system is to maximize the SNR:

• The input signals may be written as:

• Recall the normal equation:

)()cos()(1

0

nwnTAindM

iii

)(ny

)(ne

+–

)(nx f

)()()(*)()( nynynsnfny ws

)}({

)}({2

2

nyE

nyESNR

w

sout

)()()()( nsnxnsnd

1

0

* 1...,,1,0)()()(L

i

Ljjgifijr

• Assume a solution of the form:

)cos()(* 0 iTBif

Page 8: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 8

Solution of the Normal Equation

• For our application:

• Hence, our normal equation becomes:

• Combining the normal equation with our assumed solution:

• Noting that and

)()}()({

)}()({)(

jrjnsnsE

jnxndEjg

))(cos()()cos())(cos())( 022

1

000

22 TjjiTBTijij sw

L

isw

power.noisetheisand2/where

)cos()()(

1...,,1,0)()()(

220

2

022

1

0

*

ws

sw

L

i

A

mTmmr

Ljjrifijr

000)( jforforj

))(cos()cos()2

(

))(cos()cos())(cos()cos(

02

0

22

02

1

000

20

2

TjjTBL

B

TjiTTijBjTB

ss

w

s

L

isw

1

00 0)2cos(

L

i

iT

Page 9: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 9

Solution of the Normal Equation (Cont.)

• The solution to this equation:

is provided by:

• We can write this in terms of the SNR:

• We have essentially verified that the matched filter solution is optimal in a least squares sense (see the textbook).

• As we would expect from a least squares solution, the results are independent of the phase of the signal.

• All that is needed for the least squares solution is the auto and cross-correlation coefficients, which can be estimated from the data.

22

2

22

2

0

)/2(

)/2(

2sw

s

sw

s

L

L

LB

T

))(cos()cos()2

( 02

0

22 TjjT

BLB s

sw

2

2

2

20

2 w

s

win

ASNR

)

2(

)/2( LSNRL

SNRB

in

in

Page 10: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 10

SNR Gain

• The output of the filter can be computed via convolution:

• The output consists of two terms:

• The output noise power is:

• The output SNR is:

)cos()()cos(2

)]()cos([*)cos(

)(*)()(

0

1

00

0

000

iTinwBnTLBA

nwnTAnTB

nsnfny

L

i

)cos()()()cos(2

)(

)()()(

0

1

00

0 iTinwBnynTLBA

ny

nynynyL

iws

ws

2)(cos)}({ 222

0

1

0

222 LBiTBnyE ww

L

iw

inw

s

ww

sout SNRL

LLA

nyE

nyESNR

2

2

2

20

2

2

2)}({

)}({

Page 11: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 11

Convergence of the ALE Filter

• The convergence properties of this filter are very similar to what we derived in the general LMS case:

• For the ALE system:

• However, estimating the noise power may be problematic, especially when the noise is nonstationary, so conservative values of the adaptation constant are often chosen in practice.

)(max

2

20

cw

1

0

22

4

1

20

M

iiw AL

)(

20

)})({(

20

2 inputtheofpowerLor

nxEL

max

20

Page 12: •URL:  .../publications/courses/ece_8423/lectures/current/lecture_06

ECE 8423: Lecture 06, Slide 12

• We introduced two historically significant adaptive filters: adaptive noise cancellation (ANC) and adaptive line enhancement (ALE).

• We derived the estimation equations and the SNR properties of these filters.

• We discussed what happens when less than ideal conditions are encountered.

Summary