现代数字信号处理参考.pptx

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现代数字信号处理参考.pptx

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现代数字信号处理

AdvancedDigitalSignalProcessing

10.2PRINCIPLESOFADAPTIVEFILTERS郭翠翠201211827

10.2PrinciplesofAdaptiveFilters10.2.1featuresofAdaptiveFiltersTheapplicationswehavediscussedareonlyasamplefromamultitudeofpracticalproblemsthatcanbesuccessfullysolvedbyusingadaptivefilters,thatis,filtersthatautomaticallychangetheircharacteristicstoattaintherightresponseattherighttime.Wecollectivelyrefertooneormoreinputsignalsandadesiredresponsesignalasthesignaloperatingenvironment(SOE)oftheadaptivefilter.Everyadaptivefilterconsistsofthreemodules(seeFigure10.7):Filteringstructure.Criterionofperformance(COP).Adaptationalgorithm.Theadaptationmustbeperformedinoneoftwoways:Supervisedadaptation.Ateachtimeinstant,theadaptivefilterknowsinadvancethedesiredresponse,computestheerror,evaluatesthecriterionofperformance,andusesittoadjustitscoefficients.Inthiscase,thestructureinFigure10.7issimplifiedtothatofFigure10.8.Unsupervisedadaptation.Whenthedesiredresponseisunavailable,the

10.2PrinciplesofAdaptiveFiltersadaptivefiltercannotexplicitlyformandusetheerrortoimproveitsbehavior.

10.2PrinciplesofAdaptiveFilters10.2.2OptimumversusAdaptiveFiltersOptimumfiltersareatheoreticaltoolandcannotbeusedinpracticaapplicationsbecausewedonotknowthestatisticalquantities(e.g.,second-ordermoments)thatarerequiredfortheirdesign.Adaptivefilterscanbethoughtasthepracticalcounterpartofoptimumfilters:TheytrytoreachtheperformanceofoptimumfiltersbyprocessingmeasurementsoftheSOEinrealtime,whichmakesupforthelackofaprioristatistics.Forthisanalysis,weconsiderthegeneralcaseofalinearcombinerthatincludesfilteringandpredictionasspecialcases.However,forconvenienceweusethetermsfiltersandfiltering.Weremind