Hi everyone, currently I try to understand adaptive filtering a little deeper, and on this way stumbled over a problem. Surely someone could comment my thoughts, wheather I'm right or wrong...and provide some advice which way to think further? Imagine some filtering problem where you have a distorted signal d(n) (say distorted speech) and a reference signal x(n) (say some signal which is the cause for the noise within d) which is correlated to the distortion within d(n). Using an adaptive filter, one can estimate the distortion within d(n): by feeding the filter with x(n) and subtract the output from d(n) to get some clean ("error") signal e(n). The adaptive filter is approaching the Wiener Filter solution for the filtering problem. Heres the question: For the Wiener filter, there exist some formulae to calculate the minimum error (which include the filter coefficients, the autocorrelation and cross correlation values of the signals x(n) and d(n)). My idea is that, for a given record of x(n) and d(n), I could measure the auto- and cross-correlation values. Having these I should be able to calculate the maximum possible attenuation of the ideal converged adaptive filter as a function of the filter length (since the maximum attenuation is the Wiener filter's minimum error in comparison to d(n)). Furthermore, there exist formulae to calculate the excess error, e.g. for a LMS filter, as a function of filter length, input signal's energy and step width of the filter, which is giving me the "real" attenuation of the adaptive filter. Therefore I think that it could be possible to estimate the theoretically possible attenuation of an adaptive filter, by calculating the energy of the input signals, auto- and cross-correlation-matrices etc., as above. From the results, it should be possible to choose the ideal suited algorithm and the ideal parameters for an adaptive filter problem as mine before doing any experiments, just from the signal's characteristics. This just sound too simple, and I'm really thinking that I miss something fundamental... If you could bring some light into this, it would be very helpful. Any comments appreciated... Sincerely stereo
estimating maximum performance of a filter, adaptive filtering, Wiener filtering
Started by ●June 21, 2006