DSP for MATLAB and LabVIEW, Volume IV: LMS Adaptive Filtering

127 Pages·2009·2.668 MB·English

by  Forester W. Isen

DSP for
™ ™
MATLAB and LabVIEW
Volume IV: LMS Adaptive Filtering

SYNTHESIS LECTURES
ON SIGNAL
PROCESSING
Editor
JoséMoura,CarnegieMellonUniversity
DSPforMATLAB™andLabVIEW™VolumeIV:LMSAdaptiveFiltering
ForesterW.Isen
2009
DSPforMATLAB™andLabVIEW™
VolumeIII:DigitalFilterDesign
ForesterW.Isen
2008
DSPforMATLAB™andLabVIEW™
VolumeII:DiscreteFrequencyTransforms
ForesterW.Isen
2008
DSPforMATLAB™andLabVIEW™
VolumeI:FundamentalsofDiscreteSignalProcessing
ForesterW.Isen
2008
TheTheoryofLinearPrediction
P.P.Vaidyanathan
2007
NonlinearSourceSeparation
LuisB.Almeida
2006
SpectralAnalysisofSignals
YanweiWang,JianLi,andPetreStoica
2006
Copyright© 2009byMorgan&Claypool
Allrightsreserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedin
anyformorbyanymeans—electronic,mechanical,photocopy,recording,oranyotherexceptforbriefquotationsin
printedreviews,withoutthepriorpermissionofthepublisher.
™ ™
DSPforMATLAB andLabVIEW VolumeIV:LMSAdaptiveFiltering
ForesterW.Isen
www.morganclaypool.com
ISBN:9781598298994 paperback
ISBN:9781598299007 ebook
DOI10.2200/S00164ED1V01Y200811SPR007
APublicationintheMorgan&ClaypoolPublishersseries
SYNTHESISLECTURESONSIGNALPROCESSING
Lecture#7
SeriesEditor:JoséMoura,CarnegieMellonUniversity
SeriesISSN
SynthesisLecturesonSignalProcessing
Print1932-1236 Electronic1932-1694
DSP for
™ ™
MATLAB and LabVIEW
Volume IV: LMS Adaptive Filtering
ForesterW.Isen
SYNTHESISLECTURESONSIGNALPROCESSING#7
M
&C Morgan &cLaypool publishers
ABSTRACT
This book is Volume IV of the series DSP for MATLAB™ and LabVIEW™. Volume IV is an
introductorytreatmentofLMSAdaptiveFilteringandapplications,andcoverscostfunctions,per-
formancesurfaces,coefficientperturbationtoestimatethegradient,theLMSalgorithm,response
oftheLMSalgorithmtonarrow-bandsignals,andvarioustopologiessuchasANC(ActiveNoise
Cancelling) or system modeling, Noise Cancellation, Interference Cancellation, Echo Cancella-
tion (with single- and dual-H topologies),and Inverse Filtering/Deconvolution.The entire series
consistsoffourvolumesthatcollectivelycoverbasicdigitalsignalprocessinginapracticalandac-
cessiblemanner,butwhichnonethelessincludeallessentialfoundationmathematics.Astheseries
title implies,the scripts (of which there are more than 200) described in the text and supplied in
codeform(availableviatheinternetathttp://www.morganclaypool.com/page/isen)willrun
on both MATLAB and LabVIEW.The text for all volumes contains many examples,and many
useful computational scripts,augmented by demonstration scripts and LabVIEW Virtual Instru-
ments(VIs)thatcanberuntoillustratevarioussignalprocessingconceptsgraphicallyontheuser’s
computer screen.Volume I consists of four chapters that collectively set forth a brief overview of
thefieldofdigitalsignalprocessing,usefulsignalsandconcepts(includingconvolution,recursion,
difference equations, LTI systems, etc), conversion from the continuous to discrete domain and
back (i.e., analog-to-digital and digital-to-analog conversion), aliasing, the Nyquist rate, normal-
izedfrequency,samplerateconversion,andMu-lawcompression,andsignalprocessingprinciples
includingcorrelation,thecorrelationsequence,theRealDFT,correlationbyconvolution,matched
filtering,simpleFIRfilters,andsimpleIIRfilters.Chapter4ofVolumeI,inparticular,providesan
intuitive or“first principle” understanding of how digital filtering and frequency transforms work.
VolumeIIprovidesdetailedcoverageofdiscretefrequencytransforms,includingabriefoverviewof
commonfrequencytransforms,bothdiscreteandcontinuous,followedbydetailedtreatmentsofthe
DiscreteTime FourierTransform (DTFT),the z-Transform (including definition and properties,
theinversez-transform,frequencyresponseviaz-transform,andalternatefilterrealizationtopolo-
gies including Direct Form, Direct Form Transposed, Cascade Form, Parallel Form, and Lattice
Form), and the Discrete FourierTransform (DFT) (including Discrete Fourier Series, the DFT-
IDFTpair,DFTofcommonsignals,binwidth,samplingduration,andsamplerate,theFFT,the
Goertzel Algorithm,Linear,Periodic,and Circular convolution,DFT Leakage,and computation
of the Inverse DFT).Volume III covers digital filter design, including the specific topics of FIR
designviawindowed-ideal-lowpassfilter,FIRhighpass,bandpass,andbandstopfilterdesignfrom
windowed-ideal lowpass filters,FIR design using the transition-band-optimized Frequency Sam-
pling technique (implemented by Inverse-DFT or Cosine/Sine Summation Formulas),design of
equirippleFIRsofallstandardtypesincludingHilbertTransformersandDifferentiatorsviatheRe-
mezExchangeAlgorithm,designofButterworth,Chebyshev(TypesIandII),andEllipticanalog
prototypelowpassfilters,conversionofanaloglowpassprototypefilterstohighpass,bandpass,and
bandstopfilters,andconversionofanalogfilterstodigitalfiltersusingtheImpulseInvarianceand
vii
BilinearTransform techniques.Certain filter topologies specific to FIRs are also discussed,as are
twosimpleFIRtypes,theCombandMovingAveragefilters.
KEYWORDS
Higher-LevelTerms:
LMS Adaptive Filter, Least Mean Square, Active Noise Cancellation (ANC),
Deconvolution, Equalization, Inverse Filtering, Interference Cancellation, Echo
Cancellation,Dereverberation,AdaptiveLineEnhancer(ALE)
Lower-LevelTerms:
Single-H, Dual-H, Gradient, Cost Function, Performance Surface, Coefficient Per-
turbation

This volume is dedicated to
The following humane organizations,and all who work for them and
support them:
Rikki’s Refuge (www.rikkisrefuge.org),Orange,Virginia
The Humane Society of Fairfax County (www.hsfc.org),Fairfax,Virginia
The Washington Animal Rescue League (WARL) (www.warl.org),
Washington,DC
Angels for Animals (www.angelsforanimals.org),Youngstown,Ohio
and all similar organizations and persons
and to the feline companions who so carefully watched over the progress of the
the entire series during its evolution over the past eight years:
Richard (1985-2001)
Blackwythe (1989-2001)
Tiger (1995? - )
Mystique (2000 - )
Scampy (2002 - )
Nudgy (2003 - )
Percy (2004 - )