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EE501 Adaptive Filter Design

Instructor: Dr. Farhan Khalid

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Course Outline
• Background:
– Discrete-Time Signal Processing
– Linear Algebra
• Discrete-Time Random Processes
• Optimum Filters
– FIR and IIR Wiener Filter
• FIR Adaptive Filters
– Steepest Descent Adaptive Filter
– LMS, NLMS, LLMS and Variable Step-Size Algorithms
– Applications
• Adaptive Recursive (IIR) Filters
– IIR LMS Adaptive Filter
• Recursive Least Squares Algorithms
• Adaptive Arrays and Adaptive Beamforming

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Books
• Monson H. Hayes, Statistical Digital Signal
Processing and Modeling, Wiley
• Bernard Widrow, Samuel D. Stearns, Adaptive
Signal Processing, Prentice-Hall
• Dimitris G. Manolakis, Vinay K. Ingle, Stephen
M. Kogon, Statistical and Adaptive Signal
Processing, Artech House

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Adaptive Filtering

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Background

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Discrete-Time Signals
• Discrete-time signals
x (n )

-2 -1 1 3 4 6 n

x (n )  xa (nTs )

x (n )   x (k ) (n  k )
k 
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Discrete-Time Signals
• Unit sample
1 ; n0
(n )  
0 ; otherwise

• Unit step
1 ; n0
u(n )  
0 ; otherwise
• Relation between unit step and unit sample
n
u(n )  
k 
(k )
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Discrete-Time Signals
• Complex exponential (periodic) signal
e jn 0
 cos(n 0 ) + j sin(n 0 )

0 a real constant

• Right-sided sequences: equal to zero for n  0


Example: unit step

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Discrete-Time Signals
• Left-sided sequences, example: Time-reversed
and delayed unit step
1 ; n  n0
x (n )  u(n 0  n )  
0 ; n  n0

• Two-sided sequence: neither right-sided nor


left-sided
Example: infinite-length complex exponential
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Discrete-Time Systems
x (n ) y(n )  T x (n )
T

• Linearity and Shift-Invariance


• Causality
• Stability
• Invertibility

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Time-Domain Descriptions of LSI Filters
• Difference Equation for IIR Filter:
q p
y(n )   b(k )x (n  k )   a(k )y(n  k )
k 0 k 1

• Difference Equation for FIR Filter:


q
y(n )   b(k )x (n  k )
k 0

• FIR Filter Impulse Response


q
h(n )   b(k ) (n  k )
k 0 11
Discrete-Time Fourier Transform (DTFT)
• DTFT of x (n ) is a complex-valued function of
the continuous (frequency) variable,

X (e ) 
j
 x (n )e
n 
 jn

• A sufficient condition for uniform convergence


of the sum to a continuous function of is


n 
x (n )  

i.e., x (n ) must be absolutely summable. 12


Discrete-Time Fourier Transform (DTFT)
 jn
• Since e is periodic in with a period of 2 ,
j
X (e ) is also periodic with a period of 2
j
• X (e ) is conjugate symmetric if x (n ) real
* j
X (e )  X (e )
j

• DTFT in polar form (in terms of magnitude and


phase)
X (e )  X (e ) e
j j j x( )

• For real signals


j
X (e )  X (e
j
) and x ( )   x( )
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Discrete-Time Fourier Transform (DTFT)
• Frequency Response: DTFT of the unit sample
response of an LSI system

H (e ) 
j
 h(n )e
n 
 jn

• DTFT defines how a complex exponential is


changed in amplitude and phase by the
system
• Inverse DTFT (IDTFT):
1
x (n )  
j jn
X (e )e d
2  14
Discrete-Time Fourier Transform (DTFT)
• Convolution in time domain
y(n )  x (n ) * h(n )
• equals product of the transforms in frequency
domain
Y (e )  X (e )H (e )
j j j

• Parseval’s Theorem: sum of the squares of a


signal equals intergral of the square of its DTFT

1

2 2
x (n )  
j
X (e ) d
n  2  15
The z-Transform
• z-Transform of a discrete-time signal

X (z )   x (n )z
n 
n
where z  re jw

• z-Transform becomes the DTFT when r  1 or


z e jw


X (e )  X (z ) z e j 
jw
 x (n )e
n 
 jnw

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The z-Transform
• Region of Convergence(RoC): defines those
values of z for which the sum converges
• Finite length sequence: RoC includes all values
of z (except possibly z  0 or z  )
• Right-sided sequences: RoC is exterior of a circle
z  R where R is a positive number
• Left-sided sequences: RoC is interior of a circle
z  R+ where R+ is a positive number
• Two-sided sequences: RoC is an annulus
R  z  R+ 17
The z-Transform
• For a conjugate symmetric sequence
*
x (n )  x (n )
its z-transform satisfies the relation
* *
X (z )  X (1 / z )

• This symmetry condition is useful in dealing


with the power spectrum.

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The z-Transform
• System Function: z-transform of the unit sample
response

H (z )  
n 
h(n )z n

• FIR Filters:
q q
H (z )   b(k )z k
 b(0) (1  z k z ) 1

k 0 k 1 zeros

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The z-Transform
• IIR Filters: q
q

 b(k )z k
 (1  z
k 1
k
1
z )
H (z )  k 0
p
 b(0) p
zeros

1 +  a(k )z k
 (1  p k
1
z )
k 1 k 1 poles

• All-pole Filter:
b(0) b(0)
H (z )  p
 p
1 +  a(k )z k  (1  pk z 1
)
k 1 k 1 poles 20
The z-Transform
• Real-valued coefficients a(k) and b(k)
(equivalently, real-valued h(n)):
* *
H (z )  H (z )

and the poles and zeros of H(z) will occur in


conjugate pairs

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Special Classes of Filters
• Linear phase filter
• Allpass filter: constant magnitude frequency
response
• Minimum phase filter: all poles and zeros
inside unit circle

Reading: Section 2.2.6

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Filter Flowgraphs

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Filter Flowgraphs

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Filter Flowgraphs

Reading: Section 2.2.7

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Discrete Fourier Transform (DFT)
• N-point DFT
N 1
X (k )   x (n )e
n 0
 j 2 kn /N

• Inverse DFT (IDFT)


1 N 1
x (n )  
N k 0
X (k )e j 2 kn /N

• Fast Fourier Transform (FFT) algorithms: faster


(reduced-complexity) evaluation of DFT
Reading: Section 2.2.8
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