适应性滤波要点.pptxVIP

信号与图像处理基础 中国科学技术大学 自动化系 曹 洋 Adaptive Filter Outline Overview of Adaptive Filter Wiener Filter LMS Filter 2 Filters may be used for three information-processing tasks Filtering Smoothing Prediction 5.1 overview of Adaptive Filter 3 The Filtering Problem The signal and/or noise characteristics are often nonstationary and the statistical parameters vary with time An adaptive filter has an adaptation algorithm, that is meant to monitor the environment and vary the filter transfer function accordingly Based in the actual signals received, attempts to find the optimum filter design Adaptive Filter Adaptive Filter Given an optimality criteria we often can design optimal filters Requires a priori information about the environment Adaptive filters are self-designing using a recursive algorithm Useful if complete knowledge of environment is not available a priori 5 The basic operation now involves two processes : 1. a filtering process, which produces an output signal in response to a given input signal. 2. an adaptation process, which aims to adjust the filter parameters (filter transfer function) to the (possibly time-varying) environment Often, the (average) square value of the error signal is used as the optimization criterion Adaptive Filter Applications of Adaptive Filters:  Identification Used to provide a linear model of an unknown plant Parameters u=input of adaptive filter=input to plant y=output of adaptive filter d=desired response=output of plant e=d-y=estimation error 7 Applications of Adaptive Filters:  Inverse Modeling Used to provide an inverse model of an unknown plant Parameters u=input of adaptive filter=output to plant y=output of adaptive filter d=desired response=delayed system input e=d-y=estimation error 8 Applications of Adaptive Filters:  Prediction Used to provide a prediction of the present value of a random signal Parameters u=input of adaptive filter=delayed version of random