CHAPTER-2

BASIC ALGORITHMS
Analysis of the performance of a given DSP-based controller for different types of source
noise and different ANC algorithms is an integral part of successful and optimal design
methodology. In this chapter we will discuss some algorithms which are used in active noise
control systems.
2.1 LEAST MEAN SQUARE ALGORITHM :
The Least Mean Square (LMS) algorithm [18], introduced by Widrow and Hoff in 1959 is an
adaptive algorithm which uses a gradient-based method of steepest decent. LMS algorithm
uses the estimates of the gradient vector from the available data. LMS incorporates an
iterative procedure that makes successive corrections to the weight vector in the direction of
the negative of the gradient vector which eventually leads to the minimum mean square error.
Compared to other algorithms LMS algorithm is relatively simple; it does not require
correlation function calculation nor does it require matrix inversions.
Consider a transversal filter with tap inputs ) 1 ( ),..., 1 ( ), ( + M n u n u n u and
corresponding set of tap weights ) ( ),..., ( ), (
1 1 0
n w n w n w
M
. The tap inputs represent
samples drawn from a wide-sense stationary stochastic process of zero mean and correlation
matrix R. in addition to these inputs, the filter is supplied with a desired response
) (n d
that
provides a frame of reference for the optimum filtering action. Figure-2.1 depicts the filtering
action described herein.
The vector of tap inputs at times n is denoted by u(n) , and the corresponding estimate of the
desired response at the filter output is denoted by

) | (

n
n d , where
n
is the space spanned
by the tap inputs ) 1 ( ),..., 1 ( ), ( + M n u n u n u . By comparing this estimate with the
desired response ) (n d

we produce an estimation error denoted by ) (n e . We may write
) ( ) ( ) (
) | (

) ( ) (
n u n w n d
n
n d n d n e
H
=
=
.(2.1)

Where the term ) ( ) ( n u n w
H
is the inner product of the tap-weight vector ) (n w and the tap-
input vector ) (n u .The expanded form of the tap-weight vector is described by
T
M
n w n w n w )] ( ),..., ( ), ( [
1 1 0


And that of the tap-input vector is described by

If the tap-input vector ) (n u and the desired response ) (n d are jointly stationary, then the
mean-square error or cost function ) (n , at time n is a quadratic function of the tap-weight
vector, so we may write
) ( ) ( ) ( ) ( ) (
2
n Rw n w n w p p n w n
H H H
+ = o
(2.2)

Where
2
o = variance of the desired response ) (n d
p =cross correlation vector between the tap-input vector ) (n u and the desired response ) (n d
R=correlation matrix of the tap-input vector ) (n u
The gradient vector is given by
1
z
1
z

1
z

) (
*
0
n w

) (
*
1
n w
) (
*
2
n w
M

) (
*
1
n w
M

. . .

.....


Weight
control
mechanism
.
.
.

Figure-2.1
Structure of adaptive transversal filter
Input
u(n)
u(n-1)
u(n-M+2)
u(n-m-1)
Desired
response
d(n)
+
) | (

n
n d
) ( 2 2
) (
) (
) (
) (
.
.
.
) (
) (
) (
) (
) (
) (
) (
) (
) (
1 1
1 1
0 0
n Rw p
n b
n
j
n a
n
n b
n
j
n a
n
n b
n
j
n a
n
n
M M
+ =
c
c
+
c
c
c
c
+
c
c
c
c
+
c
c
= V
(
(
(
(
(
(
(
(
(

Where, in the expanded column vector
) (
) (
n a
n
k
c
c
and
k
b
n
c
c ) (
are the partial derivatives of the
cost function

) (n with respect to the real part ) (n a
k
and the imaginary part ) (n b
k
of the kth
tap weight ) (n w
k
, respectively, with k =1,2,3,,M-1.
If it were possible to make exact measurement of the gradient vector ) (n V at each iteration
n, and if the step-size parameter is suitably chosen, then the tap weight vector computed by
using the steepest-descent algorithm would indeed converge to the optimum wiener solution.
In reality, however the exact measurement of the gradient vector are not possible.
To estimate the gradient vector ) (n V , the most obvious strategy is to substitute estimates of
the correlation matrix R and the cross-correlation vector p in the formula of Eq. (2.1) which
is reproduced here for convenience:
) ( 2 2 ) ( n Rw p n + = V .(2.3) The
simplest choice of estimators is to use instantaneous estimates for R and p that are based on
sample values of the tap-input vector and desired response, defined respectively
) ( ) ( ) (

n u n u n R
H
= ..(2.4)
And ) ( * ) ( ) ( n d n u n p = .(2.5)
Correspondingly the instantaneous estimate of the gradient vector is
). ( ) ( ) ( 2 ) ( * ) ( 2 ) (

n w n u n u n d n u n J
H
+ = V ..(2.6)
Generally this estimate is biased, because the tap-weight estimate vector ) ( n w is a random
vector that depends on the tap-input vector ) (n u .
Now substituting the estimate of eq.(2.6) for the gradient vector ) (n V in the eq.(2.1), we
get a new recursive relation for updating the tap-weight vector:
)]. ( ) ( ) ( * )[ ( ) ( ) 1 ( n w n u n d n u n w n w
H
+ = + ..(2.7)
Equivalently the result can be written in the form of three basic relations as:
i. Filter output: ) ( ) ( ) ( n u n w n y = ...(2.8)
ii. Estimation error or error signal ). ( ) ( ) ( n y n d n e = .....(2.9)
iii. Tap-weight adaptation: ). ( * ) ( ) ( ) 1 ( n e n u n w n w + = + ...(2.10)
Equation (2.8) (2.9) define the estimation error ) (n e the computation of which is based on
the current estimate of the tap-weight vector ) ( n w the second term ( ) ( ) n e n u * on the
right hand side of the equation(2.10 )represents the adjustment that is applied to the current
estimate of the tap-weight vector,

) ( n w .
The iterative procedure started with an initial guess ) 0 ( w .
.
Convergence and Stability of the LMS algorithm
The LMS algorithm initiated with some arbitrary value for the weight vector is seen to
converge and stay stable for
max
1
0

< < .. (2.11)

Where
max
is the largest eigen value of the correlation matrix R. The convergence of the
algorithm is inversely proportional to the eigen value spread of the correlation matrix R.
When the eigen values of R are widespread, convergence may be slow. The eigen value
spread of the correlation matrix is estimated by computing the ratio of the largest eigen value
to the smallest eigen value of the matrix. If is chosen to be very small then the algorithm
converges very slowly. A large value of may lead to a faster convergence but may be less
stable around the minimum value.
Simulation results for the LMS algorithm
Here chaotic input is taken with the step size parameter =0.008
Then the performance of LMS algorithm is as below graph

It is quite evident that it takes longer to converge , it takes about 5000 iteration to converge.
The step-size parameter or the convergence factor is the basis for the convergence speed of
the LMS algorithm. For the LMS algorithm to converge and be stable equation (2.11)
repeated below gives the allowable range of .
2.2 NORMALIZED LMS:
In structural terms, the normalized LMS filter [18] is exactly the same as the standard LMS
filter, as shown in fig-2.1. Both the adaptive filters are built around a transversal filter, but
differ only in the way in which the weight controller is mechanized. The M-by-1 tap-input
vector ) (n u produces an output ) (n y that is subtracted from the desired response ) (n d to
produce the estimation error, or error signal , ) (n e . In response to the combined action of the
input vector ) (n u and error signal ) (n e , the weight controller applies a weight adjustment to
the transversal filter. This sequence of events is repeated for a number of iterations until the
filter reaches a steady state.
The normalized LMS filter is a manifestation of the principle of minimal disturbance, which
may be stated as follows:
Form one iteration to the next, the weight vector of an adaptive filter should be changed in a
minimal manner, subject to a constraint imposed on the updated filters output.
To cast this principle in mathematical terms, let ) ( n w denote the old weight vector of the
filter at iteration and ) 1 ( + n w denote its updated weight vector at iteration n+1. We may the
formulate the criterion for designing the normalized LMS filter as that of constrained
optimization: Given the tap-input vector ) (n u and desired response ) (n d , determine the
0 1000 2000 3000 4000 5000 6000
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
2
Number of iterations
N
M
S
E

[
d
B
]
updated tap-weight vector or ) 1 ( + n w so as to minimize the squared Euclidean norm of the
change,
) ( ) 1 ( ) 1 ( n w n w n w + = + o .. (2.12)
Subject to the constraint
) ( ) ( ) 1 ( n d n u n w
H
= + . (2.13)
To solve his constrained optimization problem, we use the method of lagrange multipliers.
According to this method, the cost function for the problem at hand consists of two terms,
given on the right-hand side of the equation
))] ( ) 1 ( ) ( ( * Re[ ) 1 ( ) (
2
n u n w n d n w n + + + = o .... (2.14)
Where is the complex valued lagrange mulptiplier and * denotes complex conjugate. The
squared Euclidean norm
2
) 1 ( + n w o is, naturally, real valued. The real part operator,
denoted by Re[.] and applied to the second term, ensures that the contribution of the
constrain to the cost function is likewise real valued. The cost function ) (n is a quadratic
function in ) 1 ( + n w , as shown by expanding eq.(2.14) into
))]. ( ) 1 ( ) ( ( Re[ )) ( ) 1 ( ( )) ( ) 1 ( ( ) ( n u n w n d n w n w n w n w n
H H
+ + + + = ..(2.15)
To find the optimum value of the updated weight vector that minimizes the cost function
) (n , we proceed as followed:
- Differentiating the cost function ) (n with respect to ) 1 ( + n w . We get
). ( * )) ( ) 1 ( ( 2
) 1 ( *
) (
n u n w n w
n w
n

+ =
+ c
c
.(2.16)
Setting this result equal to zero and solving for the optimum value ) 1 ( + n w , we obtain
). ( *
2
1
) ( ) 1 ( n u n w n w + = + .(2.17)
- Solving for the unknown parameter by substituting the result of previous step i.e
eq.(2.17) in eq.(2.13) then we get
.
2
) (
2
1
) ( ) (
) ( ) (
2
1
) ( ) (
) ( ) ( *
2
1
) (
) ( ) 1 ( ) (
n u n u n w
n u n u n u n w
n u n u n w
n u n w n d
H
H H
H
H

+ =
+ =
+ =
+ =
|
.
|

\
|

Then solving for ,we obtain
2
) (
) ( 2
n u
n e
= ..(2.18)
Where ) ( ) ( ) ( ) ( n u n w n d n e
H
= ...(2.19)
is the error signal.
- By combining the results of previous 2 steps the optimal value of the incremental
change, ). 1 ( + n w o specifically from eq. (2.17)&(2.18), we have
) ( * ) (
) (
1
) ( ) 1 ( ) 1 (
2
n e n u
n u
n w n w n w
=
+ = + o
....(2.20)
In order to exercise control over the change in the tap-weight vector from one iteration to the
next without changing the direction of the vector, we introduce a positive real scaling factor
denoted by .
~
. That is, we redefine the change simply as
). ( * ) (
) (
~
) ( ) 1 ( ) 1 (
2
n e n u
n u
n w n w n w

o
=
+ = +
....(2.21)
Equivalently, we write
) ( * ) (
) (
~
) ( ) 1 (
2
n e n u
n u
n w n w

+ = + ..(2.22)
Indeed this is the desired recursion for computing the M-by-1 tap weight vector in the
normalized LMS algorithm. Eq.(2.22) clearly shows the reason for using the term
normalized: the product vector ) ( * ) ( n e n u is normalized with respect to the squared
Euclidean norm of the tap-input vector ) (n u .

Comparing the eq.(2.22) with eq.(2.10), we may make the following observation
The adaptation constant
~
for the normalized LMS filter is dimensionless, whereas
the adaptation constant for the LMS filter has the dimension of inverse power.
Setting
2
) (
~
) (
n u
n

= ....(2.23)
We may view the normalized LMS filter as an LMS filter with a time varying step size
parameter.
Most importantly, the normalized LMS algorithm exhibits a rate of convergence that
is potentially faster than that of the standard LMS algorithm for both uncorrelated and
correlated input data.
An issue of possible concern is that, in overcoming the gradient noise amplification problem
associated with the conventional LMS filter, the normalized LMS filter introduces a problem
of its own, namely that when the tap-input vector ) (n u is small, numerically difficulties may
arise because then we have to divide by a small value for the squared norm
2
) (n u . To
overcome this problem, we modify eq.(2.22) slightly to produce
). ( * ) (
) (
~
) ( ) 1 (
2
n e n u
n u
n w n w
+
+ = +
o

....(2.24)
Where . 0 > o for 0 = o , eq. (2.24) reduces to the form given in eq.(2.22).
2.3 FILTERED-X LMS ALGORITHM:
The introduction of the secondary-path transfer function into a controller using the standard
LMS algorithm shown in Fig. 1.4 will generally cause instability [30]. This is because the
error signal is not correctly aligned in time with the reference signal, due to the presence of
) ( z S
.
There are a number of possible schemes that can be used to compensate for the effect
of ) ( z S of . The first solution is to place an inverse filter,
) (
1
z S
in series with ) ( z S

to
remove its effect. The second solution is to place an identical filter in the reference signal
path to the weight update of the LMS algorithm, which realizes the so-called filtered-X LMS
(FXLMS) algorithm [9]. Since an inverse does not necessarily exist for ) ( z S the FXLMS
algorithm is generally the most effective approach. The FXLMS algorithm was independently
derived by Widrow in the context of adaptive control and Burgess [18] for ANC applications.
The placement of the secondary-path transfer function following the digital filter ) ( z W
controlled by the LMS algorithm is shown in Fig.1. 4. The residual signal is expressed as
)] ( ) ( [ * ) ( ) ( ) ( x x n w n s n d n e
T
=
.....(2.25)

Where n is the time index, ) (n s is the impulse response of secondary path ) ( z S ,*denotes
linear convolution,
T
L
n w n w n w n w )] ( ),..., ( ), ( [ ) (
1 1 0
=

and )] 1 ( ),..., 1 ( ), ( [ ) ( + = L n x n x n x n x are the coefficient and signal vectors

of ) ( z W respectively, and L is the filter order. The filter ) ( z W

must be of sufficient order
to accurately model the response of the physical system.
Assuming a mean square cost function )] ( [ ) (
2
n e E n = the adaptive filter minimizes the
instantaneous squared error
) ( ) (

2
n e n = (2.26)
using the steepest descent algorithm, which updates the coefficient vector in the negative
gradient direction with step size .
) (

2
) ( ) 1 ( n n w n w

V = + .................................................................................. (2.27)

Where ) (

n V is an instantaneous estimate of the mean square-error (MSE) gradient at time n

and is expressed as ) ( )] ( [ 2 ) ( ) (

2
n e n e n e n V = V = V . From (2.25), we have,
) ( ' ) ( * ) ( ) ( n x n s n s n e = = V where )] 1 ( ' )... 1 ( ' ) ( ' [ ) ( ' + = L n x n x n x n x and
) ( * ) ( ) ( ' n x n s n x = .Therefore, the gradient estimate becomes
) ( ) ( ' 2 ) (

n e n x n = V . (2.28)
Substituting (2.28) into (2.27), we have the FXLMS algorithm
) ( ) ( ' ) ( ) 1 ( n e n x n w n w + = + .... (2.29)
In practical ANC applications, ) ( z S is unknown and must be estimated by an additional filter
) (

z S
.
Therefore, the filtered reference signal is generated by passing the reference signal
through this estimate of the secondary path
) ( * ) ( ) ( ' n x n s n x = ..(2.30)
Where ) (

z S is the estimated impulse response of the secondary-path filter ) ( z S . The block

diagram of ANC system using the FXLMS algorithm is illustrated in Fig. 2.2.

The FXLMS algorithm appears to be very tolerant of errors made in the estimation of ) ( z S
by the filter ) (

z S
.
Within the limit of slow adaptation, the algorithm will converge with
nearly
o
90 of phase error between ) (

z S and ) ( z S . Therefore, offline modeling can be used to

estimate ) ( z S during an initial training stage for most ANC applications.

P(z)
S(z) W(z)
LMS

x(n)
d(n)
x(n) y(n)
e(n
)
_
+
Figure-2.3 equivalent diagram for
slow adaptation and
) ( ) (

z S z S =

P(z)
W(z) S(z)
) ( n s

LMS

d(n) x(n)
x(n)
e(n)
y(n)
y(n)
Figure-2.2 Block diagram of ANC
using the FXLMS algorithm
Consider the case in which the control ) ( z W filter is changing slowly, so that the order of
) ( z W and ) ( z S in Fig. 2.1 can be commuted [9]. If ) ( ) (

z S z S = Fig. 2.2 is then simplified

to Fig.2.4 .Since the output of the adaptive filter now carries through directly to the error
signal, the traditional LMS algorithm analysis method can be used, although the relevant
reference signal is now ) ( ' n x which is produced by filtering ) (n x through ) ( z S
.
This method
gives accurate results if adaptation is slow, that is, if the step size is small.
The maximum step size that can be used in the FXLMS algorithm is approximately [33]

) (
1
max
'
A +
=
L P
x
(2.31)
Where )] ( [
'
2
n x E
x
P = is the power of the filtered reference signal ) ( ' n x , and is the
number of samples corresponding to the overall delay in the secondary path. Therefore, the
delay in the secondary path influences the dynamic response of the ANC system by reducing
the maximum step size in the FXLMS algorithm. The analysis applies to the special case
when the reference signal is narrowband but the disturbance is still broad band. Numeric
results suggest that phase errors of
o
40
hardly affect the convergence speed of the algorithm.
However, convergence will slow appreciably as the phase difference approaches
o
90
because the poles come closer to the unit circle. For narrow-band signals, errors in the
estimation of the secondary path transfer function can be considered in two parts: amplitude
errors and phase errors. Any magnitude estimation error will proportionally change the power
of ) ( ' n x and hence will simply scale the ideal stability bound accordingly. However, there
is no simple relationship between phase modeling error and stability in the range of
o
90 .
In Fig. 2.2, if the secondary-path transfer function ) ( z S

is modeled as a pure delay then
) (

z S

is replaced by a delay .This special case of the FXLMS algorithm is also known as
the delayed LMS algorithm. The upper bound for the step size depends on the delay .
Therefore, efforts should be made to keep the delay small, such as decreasing the distance
between the error sensor and the secondary source and reducing the delay in electrical
components.

2.4 FUNCTIONAL LINK ARTIFICIAL NEURAL NETWORK (FLANN)
Because of nonlinear signal processing and learning capability, artificial neural networks
(ANNs) have become a powerful tool for many complex applications including functional
approximation, nonlinear system identification and control, pattern recognition and
classification, and optimization. The ANNs are capable of generating complex mapping
between the input and the output space and thus, arbitrarily complex nonlinear decision
boundaries can be formed by these networks.
In contrast to the static systems that are described by algebraic equations, the dynamic
systems are described by difference or differential equations. It has been reported that even if
only the outputs are available for measurement, under certain assumptions, it is possible to
identify the dynamic system from the delayed inputs and outputs using an multilayer
perceptron (MLP) structure [5].
Originally, the functional link ANN (FLANN) may be conveniently used for function
approximation and pattern classification with faster convergence rate and lesser
computational load than an MLP structure. The FLANN is basically a flat net and the need of
the hidden layer is removed and hence, the BP learning algorithm used in this network
becomes very simple .The functional expansion effectively increases the dimensionality of
the input vector and hence the hyper planes generated by the FLANN provides greater
discrimination capability in the input pattern space. The functional link artificial neural
network (FLANN) is a useful alternative to the multilayer artificial neural network
(MLANN). It has the advantage of involving less computational complexity and a simple
structure for hardware implementation. The basic principle, the characteristic feature, and the
mathematical treatment of FLANN are discussed next.
In FLANN [1], the functional link concept is used, which acts on an element of a pattern or
the entire pattern itself and generates a set of linearly independent functions. By this process,
no new ad hoc information is inserted into the process but the representation gets enhanced. It
has been reported that the functional link approach simplifies the learning algorithms and
unifies the architecture for all types of nets [14] [16]. The new net is capable of
accommodating three tasks: supervised learning, associative storage and recall, and
unsupervised learning.

In the functional link model an element N k x
k
s s 1 , is expanded to M l x f
k l
s s 1 ), ( .
In the case of a trigonometric expansion of order P, each input element
k
x is mapped to
P i x i x i
k
x s s 1 )}, cos( ), sin( , { t t .
Let us consider the problem of learning with a flat net, which is a net with no hidden layers.
Let X be the Q input patterns each with N elements. The net configuration has one output.
For the qth pattern, the input components are N i x
q
i
s s 1 ,
) (
and the corresponding output
is
) ( q
y . The connecting weights are N i
i
w s s 1 , and the threshold is denoted by .Thus
) ( q
y given by Q q w x y
N
i
i
q
i
q
,... 2 , 1 ,
1
=

+ =
=
o
....(2.32)
arranging all Q patterns, we can write
(
(
(
(
(

(
(
(
(
(

(
(
(
(

=
o
N
i
Q
N
Q
q
N
q
N
N
Q
q
w
w
w
w
x x
x x
x x
x x
y
y
y
y
.
.
.
.
.
.
1 ...
.
.
1 ...
.
.
1 ...
1 ...
.
.
.
.
.
.
2
1
) ( ) (
1
) ( ) (
1
) 2 ( ) 2 (
1
) 1 ( ) 1 (
1
) (
) (
) 2 (
) 1 (




.....(2.33)

Or in matrix form Xw y= .(2.34)
The dimension of X is
if and
then y X w
1
=
....(2.35)

Thus, finding the weights for a flat net consists of solving a system of simultaneous linear
equations for the weights w.
If ) 1 ( + < N Q , X can be portioned into a functional matrix
F
X of dimension Q Q
By setting, 0 ...
2 1
= = = = =
+ +
o
N Q Q
w w w , and since , w may be expressed
as ..(2.36)
) 1 ( + N Q
) 1 ( + = N Q 0 ) ( = X Det
y X w
F
1
=
0 ) ( = X Det
this equation (2.29)yields only one solution . But if the matrix X is not partitioned explicitly
,then(2.28) yields a large number of solutions, all of which satisfy the given constraint.
But if ) 1 ( + > N Q , then we have y Xw = .....................................................(2.37)

Where X, w, y are of dimension 1 1 ) 1 ( ), 1 ( + + andQ N N Q respectively .By the functional
expansion scheme, a column of X is enhanced from (N+1) elements to M, producing a matrix
S so that Q M > .under this circumstance, we have
..(2.38)
Where S,
F
w ,y are of dimension respectively .
If Q M = and ,
then ..(2.39)
Equation (2.39) is an exact flat net solution. However, if Q M > , the solution is similar to
that of (29) .This analysis indicates that the functional expansion model always
yields a flat net solution if a sufficient number of additional functions is used in the
expansion.


This figure-2.4 represents a simple FLANN structure, which is essentially a flat net with no
hidden layer. In FLANN, N inputs are fed to the functional expansion block to generate M
(
(
(
(
(
(
(
(

N
x
x
x
.
.
.
2
1
F
u
n
c
t
i
o
n
a
l

e
x
p
a
n
s
i
o
n

.
.
.
.
.
.
X
S
W
1
w
M
w
1
s
2
s
M
s
) (n y
Figure-2.4 Structure of FLANN

1 , 1 , Q M M Q
0 ) ( = S Det
y S w
F
1
=
y X w
1
=
y Sw
F
=
functionally expanded signals which are linearly combined with the M element weight vector
to generate a single output.
The trigonometric basis function is given by
)} cos( ), sin( ),..., 2 cos( ), 2 sin( ), cos( ), sin( , { x P x P x x x x x s t t t t t t =
Where P=order of expansion,
) 1 2 ( + = P N M M, N are length of functionally enhanced vector S and input vector X.
Trigonometric Functional Expansion-Based ANC System
The FLANN employing trigonometric functional expansion with finite memory N and P a
finite order can be described by the following input-output relationship.

=
=
M
i i
s
i
w n y
1
) ( .....(2.40)
Where ) 1 2 ( + = P N M
N k M i for
k
x FE
i
s s s s s = 1 , 1 ), ( ....(2.41)
And
(.) FE

stands for functional expansion . In vector form,(2.40) is represented as
s w n y
T
= ) ( ...(2.42)
Where
T
P N N N P P
s s s s s s s s s s s ] ,..., , ,..., ,..., , , ,..., , , [
1 2 , 2 , 1 , 1 2 , 2 3 , 2 2 , 2 1 2 , 1 3 , 1 2 , 1 1 , 1 + + +
=

(2.43)

T
M
w w w w w ] ,..., , , [
3 2 1
= ..(2.44)
And
T
[.] denotes transpose of a matrix . In general, we may describe the signal elements of s
as

)
)
=
=
jodd j
i
x l
jeven j
i
x l
j
i
x
j i
s
, 1 ), cos(
, 1 ), sin(
1 ,
,
t
t ...(2.45)
Where P l s s 1 . Denoting x as a vector of N elements at instant, we can write
T
N n x n x n x x )] 1 ( ),..., 1 ( ), ( [ + =
.(2.46)
s in terms of x(n) as
T
N n x P N n x P
N n x N n x N n x
n x P n x P
n x n x n x n x P
n x P n x n x n x s
)]} 1 ( ) 1 2 cos[( )], 1 ( ) 1 2 sin[(
)],..., 1 ( cos[ )], 1 ( sin[ ), 1 (
)],..., 1 ( ) 1 2 cos[( )], 1 ( ) 1 2 sin[(
)],..., 1 ( cos[ )], 1 ( sin[ ), 1 ( )], ( ) 1 2 [cos(
)], ( ) 1 2 sin[( )],..., ( cos[ )], ( sin[ ), ( {
+ + + +
+ + +
+ +
+
+ =
t t
t t
t t
t t t
t t t
..(2.47)