<< Chapter < Page
  Adaptive filters   Page 1 / 1
Chapter >> Page >
To approximate an unknown system (or the behavior of that system) as closely as possible

The optimal solution is R P W

Suppose the unknown system is a causal, linear time-invariant filter: d k x k h k i 0 x k - i h i Now

P d k x k - j i 0 x k - i h i x k - j i 0 h i x k - i x k - j i 0 h i r xx j i r xx 0 r 1 r M 1 | r M r M 1 r 1 r 0 | r 2 r 1 | r 0 r 1 | r 2 r 3 r M 1 r M 2 r 1 r 0 | r 1 r 2 h 0 h 1 h 2
If the adaptive filter H is a length- M FIR filter ( h m h m 1 0 ), this reduces to P R h and W opt R P R R h h FIR adaptive system identification thus converges in the mean to the corresponding M samples of the impulse response of the unknown system.

Get Jobilize Job Search Mobile App in your pocket Now!

Get it on Google Play Download on the App Store Now




Source:  OpenStax, Adaptive filters. OpenStax CNX. May 12, 2005 Download for free at http://cnx.org/content/col10280/1.1
Google Play and the Google Play logo are trademarks of Google Inc.

Notification Switch

Would you like to follow the 'Adaptive filters' conversation and receive update notifications?

Ask