Chapter 10 Adaptive filters

function LMSADF
%Program to illustrate adaptive filtering using the LMS algorithms
%
%
%
%

X
Y
W
E

delayed input data vector

measured signal
coefficient vector
enhanced signal

N=30;
% filter length
M=0;
% delay
w0=1;
% initial value for adaptive filter coefficients
SF=2048;
% factor for reducing the data samples - 11 bit ADC
assumed
mu=0.04;
X = zeros(N,1);
delay = zeros(1,M+1);
W = w0*ones(N,1);
in = fopen('ADF.dat','r');
%read input data from specified data
file
Y = fscanf(in,'%g',inf)/SF;
fclose(in);
if w0==0
sf = SF; % scaling factor for display
else
sf = SF/N/w0;
end
for i=1:length(Y)
if M>0
delay(2:M+1) = delay(1:M);
% shift data for delay
end
delay(1) = Y(i);
X(2:N) = X(1:N-1);
% update buffer
X(1) = delay(M+1);
E(i) = Y(i)-W'*X;
% the enhanced signal
W = W + 2*mu*E(i)*X; % update the weights
end
subplot(2,1,1),plot(1:length(Y),Y*SF); title('Input Signal');
subplot(2,1,2),plot(1:length(E),E*sf); title('Enhanced Signal');

====================================================
function UDUADF
%
program to illustrate adaptive filtering using
%
the RLS algorithm via the UDU factorization
%
%
%
%

X
Y
W
E

delayed input data vector

measured signal
coefficient vector
enhanced signal

clear all;
N = 30;
% filter length
M = 1;
% delay
npt = N*(N+1)/2;

SF = 2048; % 12-bit ADC scaling

p0 = 0.05;
w0 = 1;
gamma = 0.98;
RemoveMean = 0;
% 1 - remove the mean from the data, 0 - otherwise
delay = zeros(1,M);
U=zeros(1,npt);
U(1)=p0;
W = w0*ones(N,1);
X = zeros(N,1);
for i=1:N-1
ik=(i*(i+1)-2)/2+1;
U(ik)=p0;
end
if w0==0
sf = SF; % scaling factor for display
else
sf = SF/N/w0;
end
in = fopen('ADF.dat','r');
file
Y = fscanf(in,'%g',inf)/SF;
fclose(in);

%read input data from specified data

if RemoveMean
required
Y = Y - sum(Y)/length(Y);
end

% remove the mean from the data if

for i=1:length(Y)
if M>0
delay(2:M+1) = delay(1:M);
registers
end
delay(1) = Y(i);
X(2:N) = X(1:N-1);
X(1) = delay(M+1);

% shift input data in delay

% update buffer

E(i) = Y(i) - X'*W;

% the enhanced signal
W = uduflt(W,X,U,E(i),gamma ,N);

end
subplot(2,1,1),plot(1:length(Y),Y*SF); title('Input Signal');
subplot(2,1,2),plot(1:length(E),E*sf); title('Enhanced Signal');

==========================================
function w=uduflt(w,x,u,ek,gamma,N)
%
udu algorithm - a numerically stable form of
%
the recursive least squares algorithm
%
%
inputs:
%
x()
input vector
%
dn
latest input data value
%
w()
coefficient vector
%
u()
vector containing elements of U and D
%

%
%
%
%
%
%

outputs:
en
error signal
yn
digital filter output
w()
updated coefficient vector
u()
updated elements of U and D

sf = 1/gamma;
m=1;
% update the UD elements
v=zeros(1,N);
v(1)=x(1);
for j=2:N
v(j)=x(j);
for k=1:j-1
m=m+1;
v(j)=v(j)+u(m)*x(k);
end
m=m+1;
b(j)=u(m)*v(j);
end
b(1)=u(1)*x(1);
alpha=gamma+b(1)*v(1);
delta=1/alpha;
u(1)=u(1)*delta;
m=1;
for j=2:N
beta1=alpha;
alpha=alpha+b(j)*v(j);
p=-v(j)*delta;
delta=1/alpha;
for k=1:j-1
m=m+1;
beta=u(m);
u(m)=beta+b(k)*p;
b(k)=b(k)+b(j)*beta;
end
m=m+1;
u(m)=u(m)*beta1*delta*sf;
end
perr=ek/alpha;
for j=1:N
% update the weights
w(j)=w(j)+b(j)*perr;
end

============================================
function SQRTADF
%
program to illustrate adaptive filtering using
%
the square root RLS algorithm
%
%
%
%

X
Y
W
E

delayed input data vector

measured signal
coefficient vector
enhanced signal

N = 30;
M = 1;

% filter length
% delay

npt = N*(N+1)/2;
SF = 2048; % 12-bit ADC scaling
p0 = 0.05;
w0 = 1;
gamma = 0.98;
RemoveMean = 0;
% 1 - remove the mean from the data, 0 - otherwise
delay = zeros(1,M);
W = w0*ones(N,1);
X = zeros(N,1);
S = zeros(1,npt);
S(1)=p0;
for i=1:N-1
ik=(i*(i+1)-2)/2+1;
S(ik)=p0;
end
if w0==0
sf = SF; % scaling factor for display
else
sf = SF/N/w0;
end
in = fopen('ADF.dat','r');
file
Y = fscanf(in,'%g',inf)/SF;
fclose(in);

%read input data from specified data

if RemoveMean
required
Y = Y - sum(Y)/length(Y);
end

% remove the mean from the data if

for i=1:length(Y)
if M>0
delay(2:M+1) = delay(1:M);
registers
end
delay(1) = Y(i);
X(2:N) = X(1:N-1);
X(1) = delay(M+1);
E(i) = Y(i) - X'*W;

% shift input data in delay

% update buffer

% the enhanced signal

W = sqrtflt(W,X,E(i),S,gamma,N);
end
subplot(2,1,1),plot(1:length(Y),Y*SF); title('Input Signal');
subplot(2,1,2),plot(1:length(E),E*sf); title('Enhanced Signal');

==================================================
function w=sqrtflt(w,x,perr,s,gamma,N)
%
%
%
%

A simple square root RLS adaptive filter

For details, see:
Digital Signal Processing: A Practical Approach
E C Ifeachor and B W Jervis, Pearson, 2002

forgt=sqrt(gamma);
sig=forgt;

sigsq=forgt*forgt;
ij=1; ji=1;
for j=2:N
fj=0.0;
for i=1:j-1
ji=ji+1;
fj=fj+s(ji)*x(i);
end
a=sig/forgt;
b=fj/sigsq;
sigsq=sigsq+fj*fj;
sig=sqrt(sigsq);
a=a/sig;
g(j)=s(ji)*fj;
s(ji)=a*s(ji);
for i=1:j-1
ij=ij+1;
sqp=s(ij);
s(ij)=a*(sqp-b*g(i));
g(i)=g(i)+sqp*fj;
end
ij=ij+1;
end
w = w + g'*perr/sigsq;

=============================
function RLSadf
%
program to illustrate adaptive filtering using
%
the RLS algorithm
%
%
%
%

X
Y
W
E

delayed input signal

measured signal
coefficient vector
enhanced signal

N = 30;
% filter length
M = 1;
% stages of delay
SF = 2048; % 12-bit ADC scaling
p0 = 0.05;
w0 = 100;
gamma = 0.98;
RemoveMean = 0;
% 1 to remove the mean, 0 otherwise
W = w0*ones(N,1); % adaptive filter weights
X = zeros(N,1);
delay = zeros(1,M+1);
P = p0*diag(ones(1,N),0);
if w0==0
sf = SF; % scaling factor for display
else
sf = SF/N/w0;
end
in = fopen('ADF.dat','r');
file
Y = fscanf(in,'%g',inf)/SF;
fclose(in);

%read input data from specified data

if RemoveMean
% remove the mean from the data if required
Y = Y - sum(Y)/length(Y);
end

for i=1:length(Y)
if M>0
delay(2:M+1) = delay(1:M); % shift input data in delay
registers
end
delay(1) = Y(i);
X(2:N) = X(1:N-1);
% update buffer
X(1) = delay(M+1);
E(i) = Y(i) - X'*W;
G = P*X/(gamma + X'*P*X);
P = (P - G*X'*P)/gamma;
W = W + G*E(i);

% the enhanced signal

% update the weights

end
subplot(2,1,1),plot(1:length(Y),Y*SF); title('Input Signal');
subplot(2,1,2),plot(1:length(E),E*sf); title('Enhanced Signal');