Adaptive Kalman Filter for Noise Estimation and Identification with Bayesian Approach

Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained. 

Adaptive Filtering in Subbands for Supervised Source Separation

This paper investigates MIMO (Multiple-Input Multiple-Output) adaptive filtering techniques for the application of supervised source separation in the context of convolutive mixtures. From the observation that there is correlation among the signals of the different mixtures, an improvement in the NSAF (Normalized Subband Adaptive Filter) algorithm is proposed in order to accelerate its convergence rate. Simulation results with mixtures of speech signals in reverberant environments show the superior performance of the proposed algorithm with respect to the performances of the NLMS (Normalized Least-Mean-Square) and conventional NSAF, considering both the convergence speed and SIR (Signal-to-Interference Ratio) after convergence.

Online Prediction of Nonlinear Signal Processing Problems Based Kernel Adaptive Filtering

This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

A Transform Domain Function Controlled VSSLMS Algorithm for Sparse System Identification

The convergence rate of the least-mean-square (LMS) algorithm deteriorates if the input signal to the filter is correlated. In a system identification problem, this convergence rate can be improved if the signal is white and/or if the system is sparse. We recently proposed a sparse transform domain LMS-type algorithm that uses a variable step-size for a sparse system identification. The proposed algorithm provided high performance even if the input signal is highly correlated. In this work, we investigate the performance of the proposed TD-LMS algorithm for a large number of filter tap which is also a critical issue for standard LMS algorithm. Additionally, the optimum value of the most important parameter is calculated for all experiments. Moreover, the convergence analysis of the proposed algorithm is provided. The performance of the proposed algorithm has been compared to different algorithms in a sparse system identification setting of different sparsity levels and different number of filter taps. Simulations have shown that the proposed algorithm has prominent performance compared to the other algorithms.

Data-Reusing Adaptive Filtering Algorithms with Adaptive Error Constraint

We present a family of data-reusing and affine projection algorithms. For identification of a noisy linear finite impulse response channel, a partial knowledge of a channel, especially noise, can be used to improve the performance of the adaptive filter. Motivated by this fact, the proposed scheme incorporates an estimate of a knowledge of noise. A constraint, called the adaptive noise constraint, estimates an unknown information of noise. By imposing this constraint on a cost function of data-reusing and affine projection algorithms, a cost function based on the adaptive noise constraint and Lagrange multiplier is defined. Minimizing the new cost function leads to the adaptive noise constrained (ANC) data-reusing and affine projection algorithms. Experimental results comparing the proposed schemes to standard data-reusing and affine projection algorithms clearly indicate their superior performance.

Subband Adaptive Filter Exploiting Sparsity of System

This paper presents a normalized subband adaptive filtering (NSAF) algorithm to cope with the sparsity condition of an underlying system in the context of compressive sensing. By regularizing a weighted l1-norm of the filter taps estimate onto the cost function of the NSAF and utilizing a subgradient analysis, the update recursion of the l1-norm constraint NSAF is derived. Considering two distinct weighted l1-norm regularization cases, two versions of the l1-norm constraint NSAF are presented. Simulation results clearly indicate the superior performance of the proposed l1-norm constraint NSAFs comparing with the classical NSAF.

Impulsive Noise-Resilient Subband Adaptive Filter

We present a new subband adaptive filter (R-SAF) which is robust against impulsive noise in system identification. To address the vulnerability of adaptive filters based on the L2-norm optimization criterion against impulsive noise, the R-SAF comes from the L1-norm optimization criterion with a constraint on the energy of the weight update. Minimizing L1-norm of the a posteriori error in each subband with a constraint on minimum disturbance gives rise to the robustness against the impulsive noise and the capable convergence performance. Experimental results clearly demonstrate that the proposed R-SAF outperforms the classical adaptive filtering algorithms when impulsive noise as well as background noise exist.

Study of Adaptive Filtering Algorithms and the Equalization of Radio Mobile Channel

This paper presented a study of three algorithms, the equalization algorithm to equalize the transmission channel with ZF and MMSE criteria, application of channel Bran A, and adaptive filtering algorithms LMS and RLS to estimate the parameters of the equalizer filter, i.e. move to the channel estimation and therefore reflect the temporal variations of the channel, and reduce the error in the transmitted signal. So far the performance of the algorithm equalizer with ZF and MMSE criteria both in the case without noise, a comparison of performance of the LMS and RLS algorithm.

A Novel RLS Based Adaptive Filtering Method for Speech Enhancement

Speech enhancement is a long standing problem with numerous applications like teleconferencing, VoIP, hearing aids and speech recognition. The motivation behind this research work is to obtain a clean speech signal of higher quality by applying the optimal noise cancellation technique. Real-time adaptive filtering algorithms seem to be the best candidate among all categories of the speech enhancement methods. In this paper, we propose a speech enhancement method based on Recursive Least Squares (RLS) adaptive filter of speech signals. Experiments were performed on noisy data which was prepared by adding AWGN, Babble and Pink noise to clean speech samples at -5dB, 0dB, 5dB and 10dB SNR levels. We then compare the noise cancellation performance of proposed RLS algorithm with existing NLMS algorithm in terms of Mean Squared Error (MSE), Signal to Noise ratio (SNR) and SNR Loss. Based on the performance evaluation, the proposed RLS algorithm was found to be a better optimal noise cancellation technique for speech signals.

Removing Ocular Artifacts from EEG Signals using Adaptive Filtering and ARMAX Modeling

EEG signal is one of the oldest measures of brain activity that has been used vastly for clinical diagnoses and biomedical researches. However, EEG signals are highly contaminated with various artifacts, both from the subject and from equipment interferences. Among these various kinds of artifacts, ocular noise is the most important one. Since many applications such as BCI require online and real-time processing of EEG signal, it is ideal if the removal of artifacts is performed in an online fashion. Recently, some methods for online ocular artifact removing have been proposed. One of these methods is ARMAX modeling of EEG signal. This method assumes that the recorded EEG signal is a combination of EOG artifacts and the background EEG. Then the background EEG is estimated via estimation of ARMAX parameters. The other recently proposed method is based on adaptive filtering. This method uses EOG signal as the reference input and subtracts EOG artifacts from recorded EEG signals. In this paper we investigate the efficiency of each method for removing of EOG artifacts. A comparison is made between these two methods. Our undertaken conclusion from this comparison is that adaptive filtering method has better results compared with the results achieved by ARMAX modeling.

Adaptive Filtering of Heart Rate Signals for an Improved Measure of Cardiac Autonomic Control

In order to provide accurate heart rate variability indices of sympathetic and parasympathetic activity, the low frequency and high frequency components of an RR heart rate signal must be adequately separated. This is not always possible by just applying spectral analysis, as power from the high and low frequency components often leak into their adjacent bands. Furthermore, without the respiratory spectra it is not obvious that the low frequency component is not another respiratory component, which can appear in the lower band. This paper describes an adaptive filter, which aids the separation of the low frequency sympathetic and high frequency parasympathetic components from an ECG R-R interval signal, enabling the attainment of more accurate heart rate variability measures. The algorithm is applied to simulated signals and heart rate and respiratory signals acquired from an ambulatory monitor incorporating single lead ECG and inductive plethysmography sensors embedded in a garment. The results show an improvement over standard heart rate variability spectral measurements.

Minimal Residual Method for Adaptive Filtering with Finite Termination

We present a discussion of three adaptive filtering algorithms well known for their one-step termination property, in terms of their relationship with the minimal residual method. These algorithms are the normalized least mean square (NLMS), Affine Projection algorithm (APA) and the recursive least squares algorithm (RLS). The NLMS is shown to be a result of the orthogonality condition imposed on the instantaneous approximation of the Wiener equation, while APA and RLS algorithm result from orthogonality condition in multi-dimensional minimal residual formulation. Further analysis of the minimal residual formulation for the RLS leads to a triangular system which also possesses the one-step termination property (in exact arithmetic)

Robust Parameter and Scale Factor Estimation in Nonstationary and Impulsive Noise Environment

The problem of FIR system parameter estimation has been considered in the paper. A new robust recursive algorithm for simultaneously estimation of parameters and scale factor of prediction residuals in non-stationary environment corrupted by impulsive noise has been proposed. The performance of derived algorithm has been tested by simulations.

A Family of Minimal Residual Based Algorithm for Adaptive Filtering

The Minimal Residual (MR) is modified for adaptive filtering application. Three forms of MR based algorithm are presented: i) the low complexity SPCG, ii) MREDSI, and iii) MREDSII. The low complexity is a reduced complexity version of a previously proposed SPCG algorithm. Approximations introduced reduce the algorithm to an LMS type algorithm, but, maintain the superior convergence of the SPCG algorithm. Both MREDSI and MREDSII are MR based methods with Euclidean direction of search. The choice of Euclidean directions is shown via simulation to give better misadjustment compared to their gradient search counterparts.

Efficient Variants of Square Contour Algorithm for Blind Equalization of QAM Signals

A new distance-adjusted approach is proposed in which static square contours are defined around an estimated symbol in a QAM constellation, which create regions that correspond to fixed step sizes and weighting factors. As a result, the equalizer tap adjustment consists of a linearly weighted sum of adaptation criteria that is scaled by a variable step size. This approach is the basis of two new algorithms: the Variable step size Square Contour Algorithm (VSCA) and the Variable step size Square Contour Decision-Directed Algorithm (VSDA). The proposed schemes are compared with existing blind equalization algorithms in the SCA family in terms of convergence speed, constellation eye opening and residual ISI suppression. Simulation results for 64-QAM signaling over empirically derived microwave radio channels confirm the efficacy of the proposed algorithms. An RTL implementation of the blind adaptive equalizer based on the proposed schemes is presented and the system is configured to operate in VSCA error signal mode, for square QAM signals up to 64-QAM.

Change Detection and Non Stationary Signals Tracking by Adaptive Filtering

In this paper we consider the problem of change detection and non stationary signals tracking. Using parametric estimation of signals based on least square lattice adaptive filters we consider for change detection statistical parametric methods using likelihood ratio and hypothesis tests. In order to track signals dynamics, we introduce a compensation procedure in the adaptive estimation. This will improve the adaptive estimation performances and fasten it-s convergence after changes detection.

A Family of Affine Projection Adaptive Filtering Algorithms With Selective Regressors

In this paper we present a general formalism for the establishment of the family of selective regressor affine projection algorithms (SR-APA). The SR-APA, the SR regularized APA (SR-RAPA), the SR partial rank algorithm (SR-PRA), the SR binormalized data reusing least mean squares (SR-BNDR-LMS), and the SR normalized LMS with orthogonal correction factors (SR-NLMS-OCF) algorithms are established by this general formalism. We demonstrate the performance of the presented algorithms through simulations in acoustic echo cancellation scenario.

Convergence Analysis of a Prediction based Adaptive Equalizer for IIR Channels

This paper presents the convergence analysis of a prediction based blind equalizer for IIR channels. Predictor parameters are estimated by using the recursive least squares algorithm. It is shown that the prediction error converges almost surely (a.s.) toward a scalar multiple of the unknown input symbol sequence. It is also proved that the convergence rate of the parameter estimation error is of the same order as that in the iterated logarithm law.