2.3 Applications of Adaptive Signal Processing
2.3 Applications of Adaptive Signal Processing
' a system has converged to its minimum error solution. Alternatively, observing
individual errors is often necessary, since the system performance may have
a requirement that no error exceed a certain amount. Nevertheless, a mean
squared error that falls as the iteration number increases is probably your best
indication that the system is converging toward a solution.
We usually assume that the input signals are statistically stationary, and,
therefore, (d .) is essentially a constant after the optimum weigh! values have
been dete1111i11ed. During training, (c I, ) will hopefully decrease toward a stable
solution. Suppose, however, that the input signal statistics change somewhat
over time, or undergo some discontinuity: Additional training would be required
to compensate.
One way to deal with this situation is to cease or resume training con-
ditionally, based on the current value of (cU . If the signal statistics change,
training can be reinitiated until (d. ) is again reduced to an acceptable value.
This method presumes that a method of error measurement is available.
Provided that the input signals are statistically stationary, choosing the num-
ber of input vectors to use during training may be relatively simple. You can
use real, time-sequenced inputs as training vectors, provided that you know the
desired output for each input vector. If it is possible to identify a sample of
input vectors that adequately reproduces the statistical distribution of the ach1al
inputs, it may be possible to train on this set in a shorter time. The accuracy
of the training depends on how well the selected set of training vectors models
the distribution of the entire input signal space.
The other, related question is how to go about determining the desired
output for a given input vector. As with many questions discussed in this
section, this depends on the specific details of the problem. Fortunately, for
some problems, knowing the desired result is easy compared to finding an
algorithm for transforming the inputs into the desired result. The ALC will
often solve the difficult part. The "easy" part is left to the engineer.
Exercise 2.4: A lowpass filter can be constructed with an Adaline having two
weights. Consider a simple case of the removal of a random noise from a
constant signal. The constant signal level is C = 3, and the random noise
signal has a constant power, (r 2 ) - n - 0.025. Assume that the random noise
is completely uncorrelated with the constant input signal. Calculate the optimum
weight vector and the mean squared error in the output after the optimum weight
vector has been found. By finding the eigenvalues of the matrix, R, determine
the maximum value of the constant µ for use in the LMS algorithm.
look at a few examples of adaptive signal processing using only the ALC portion
of the Adaline.
L
70 Adaline and Madaline
r
Voice 5 +n' E ==S +n'- >".,----~
signal, ~_;__-•+~ L. 1----~--1~\ay 1',..,.....-----~---► To
s A earphone
noise, n' I Y
Hybrid Adaptive Adaptive Hybrid
circuit filter filter circuit
Voice
To
signal
earphone
The signal power, {.s2}, is determined by the source of the voice signaJ-
say, some amplifier at the telephone switching station local to the sender. Thus,
(.ri) is not directly affected by changes in (c:2 ). The adaptive filter attempts
to minimize (c 2 ), and, in doing so, minimizes ((11 1 - y)2 ), the power of the
uncanceled noise on the outgoing line.
Since there is only one input to the adaptive filter, the device would be
configured as a transverse filter. Widrow and Steams [9] suggest sampling the
incoming signal at a rate of 8 KHz and using 128 weight values.
2Such as training another adapti, e filter with the Standard & Poors 500.
2.3 Applications of Adaptive Signal Processing 71
Current signal
Prediction of
y I-----+-----►
current signal
Delay
Adaptive
filter
Past signal
Figure 2.16 This schematic shows an adaptive filter used to predict signal
values. The input signal used to train the network is a delayed
value of the actual signal; that is, it is the signal at some past
time. The expected output is the current value of the signal.
The adaptive filter attempts to minimize the error between its
output and the current signal, based on an input of the signal
value from some time in the past. Once the filter is correctly
predicting the current signal based on the past signal, the
current signal can be used directly as an input without the
delay. The filter w ill then make a prediction of the future
signal value.
Prediction of
y I-----+---~~
plant output
Adaptive
filter
Figure 2.17 This example shows an adaptive filter used to model the
output from a system, called the plant. Inputs to the filter are
the same as those to the plant The filter adjusts its weights
based on the difference between its output and the output of
the plant
I