Advanced DSP and Noise reduction P7

State-Space Kalman Filters 7.2 Sample-Adaptive Filters y(m) e(m) µ α w(m) α z –1 wk(m+1) ADAPTIVE FILTERS 7.3 Recursive Least Square (RLS) Adaptive Filters 7.4 The Steepest-Descent Method 7.5 The LMS Filter 7.6 Summary A daptive filters are used for non-stationary signals and environments, or in applications where a sample-by-sample adaptation of a process or a low processing delay is required. Applications of adaptive filters include multichannel noise reduction, radar/sonar signal processing, channel equalization for cellular mobile phones, echo cancellation, and low delay speech coding. This chapter begins with a study of the state-space Kalman filter. In Kalman theory a state equation models the dynamics of the...