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A SURVEY OF ADAPTIVE NONLINEAR FILTERS 3/31/2013 SANDIP JOARDAR MEE JADAVPUR UNIVERSITY 1 -By Sandip Joardar Master of Electrical Engineering Electrical Measurement and Instrumentation Dept. of Electrical Engineering Jadavpur University

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Page 1: Paper presentation code no. 081-eei-14

A SURVEY OF

ADAPTIVE NONLINEAR

FILTERS

3/31/2013SANDIP JOARDAR MEE

JADAVPUR UNIVERSITY1

-By Sandip JoardarMaster of Electrical Engineering

Electrical Measurement and Instrumentation Dept. of Electrical Engineering

Jadavpur University

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CONTENTS

• INTRODUCTION

• ADAPTIVE NONLINEAR FILTERS USING TRUNCATED VOLTERRA SERIES EXPANSION

• ADAPTIVE BILINEAR FILTERS

• SIMULATION RESULTS

• APPLICATIONS

• CONCLUSION

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INTRODUCTION

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INTRODUCTION

WHY ARE POLYNOMIAL BASED NONLINEAR FILTERS REQUIRED ?

WHY DO THESE FILTERS REQUIRE AN ADAPTATION ALGORITHM ?

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TYPES OF ADAPTIVE NONLINEAR FILTERS

• Adaptive Polynomial Filters using TruncatedVolterra Series Expansion

• Adaptive Lattice Polynomial Filters

• Adaptive Bilinear Filters

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ADAPTIVE NONLINEAR FILTER

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ADAPTIVE NONLINEAR

FILTERS USING

TRUNCATED

VOLTERRA SERIES

EXPANSION

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Volterra Series

Mathematical Representation in the continuous domain

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Volterra Series

Mathematical Representation in the discrete domain

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GRAPHICAL REPRESENTATION

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SUMMER

h(t)

(X)2

(X)3

(X)4

(X)n-1

(X)n

x(t)

y(t)

p1(t)

p2(t)

p3(t)

p4(t)

pn-1

(t)

pn(t)

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ADAPTIVE LMS VOLTERRA FILTER

ALGORITHM

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ADAPTIVE RLS VOLTERRA FILTER

ALGORITHM

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ADAPTIVE

BILINEAR

FILTERS

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INTRODUCTION

For a one – dimensional input – output case, itsrelationship is given by the Bilinear polynomialas follows.

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GRAPHICAL REPRESENTATION

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OPERATIONAL PRINCIPLE

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SIMULATION

RESULTS

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INPUT AND OTHER PARAMETERS

Parameters:

• Iterations = 500

• Standard deviation of input = 1.01

• Standard deviation of measurement noise = 0.1240

• Length of the adaptive filter = 9

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0 50 100 150 200 250 300 350 400 450 500-4

-3

-2

-1

0

1

2

3input signal

Time Instants

Inpu

t

0 50 100 150 200 250 300 350 400 450 500-0.4

-0.3

-0.2

-0.1

0

0.1

0.2

0.3

0.4

0.5noise at the system input

Time Instants

Nois

e

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LMS ADAPTATION ALGORITHM FOR SOV FILTER

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0 50 100 150 200 250 300 350 400 450 500-10

0

10

20

30

40

50Learning Curve for LMS Adaptation algorithm

Number of iterations, k

MS

E [d

B]

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RLS ADAPTATION ALGORITHM FOR SOV FILTER

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0 50 100 150 200 250 300 350 400 450 500-16

-15

-14

-13

-12

-11

-10

-9

-8Learning Curve for RLS adaptation algorithm

Number of iterations, k

LSE

[dB

]

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RLS ADAPTATION ALGORITHM FOR SECOND ORDER BILINEAR FILTER

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0 50 100 150 200 250 300 350 400 450 500-15

-14

-13

-12

-11

-10

-9

-8

-7Learning Curve for LSE

Number of iterations, k

LSE

[dB

]

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APPLICATION

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CLASSES OF APPLICATION

• SYSTEM IDENTIFICATION

• INVERSE MODELLING

• NONLINEAR PREDICTION

• INTERFERENCE CANCELLATION

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AREAS OF APPLICATION

• RADAR

• SONAR

• SEISMOLOGY

• SYSTEM MODELLING

• INSTRUMENTATION AND CONTROL

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CONCLUSION

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CONCLUSION

provides muchmore satisfactory result ( )in whenused for kernel estimation of .

provide muchthan

in non-stationary environment.

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REFERENCES

[1] Haykin S., “Adaptive Filter Theory”, Fourth Edition.

[2] V.J. Mathews, “Adaptive Polynomial Filters”, IEEE Signal Processing Magazine, July 1991, pp 10-25.

[3] Singh Th. Suka Deba, Chatterjee Amitava, “A comparative study of adaptation algorithms for nonlinear system identification based on second order Volterra and bilinear polynomial filters”, Elsevier Measurement, 2011.

[4] Koh. T. and E.J. Powers. “Second-order Volterra filtering and its application to nonlinear system identification.” IEEE Transactions on Acoustics, Speech, and Signal Processing, Vol. ASSP-33, No. 6, pp 1445-1455, December 1985.

[5] Kenefic R. J., and Weiner D. D., “Application of the Volterra functional expansion in the detection of nonlinear functions of Gaussian processes,” IEEE Transactions on Communications. Vol. COM-31, No.3, pp 407-412, March 1983.

[6] Zhang H., “Volterra Series: Introduction and Application”, ECEN 665(ESS): RF communication Circuits and Systems.

[7] Abrudan T., “Volterra Series and Non – linear Adaptive Filters”, S-88.221 Postgraduate Seminar on Signal Processing 1, Espoo, 30.10.2003 – p. 1/23.

[8] Boyd S., Chua L.O., Desoer C.A., “Analytical Foundation of Volterra Series”, IMA Journal of Mathematical Control & Information (1984) I, 243 – 282.

[9] Niknejad Ali M., “EECS 242: Volterra/Wiener representation of Non-Linear Systems”, Advanced Communication Integrated Circuits, University of California, Berkeley.

[10] Moore J.B., “Global convergence of output error recursions in colored noise”, IEEE Trans, Automatic Control, Vol. AC-27, No. 6, pp. 1189 – 1199, December 1982.

3/31/2013SANDIP JOARDAR, JU

SOMNATH GARAI, CIEM27

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THANK YOU

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