Graphics Programs Reference
In-Depth Information
range of 0 <
u
< l/
λ
max
is the largest eigenvalue of the autocorrela-
tion matrix of the reference input, leads to reasonable results (Haykin 1991)
(Fig. 6.7). The value of
u
is computed by
λ
max
where
k = kron(yn1,yn1');
u = 1/max(eig(k))
which yields
u =
0.0019
Duplicate Noisy Records
Learning Curve
2
0.4
1
0.3
0
0.2
Mean-squared error
ï
1
0.1
1st data noisy series
2nd data noisy series
ï
2
0
0
5
10
15
20
0
5
10
15
20
x
Iteration
a
b
Filter Result
Extracted Noise
2
1
0.8
1
Noise
0.6
0
0.4
ï
1
0.2
Original noisefree signal
Filtered signal
ï
2
0
0
5
10
15
20
0
5
10
15
20
x
x
c
d
Fig. 6.7
Output of the adaptive fi lter.
a
The duplicate records corrupted by uncorrelated noise
are fed into the adaptive fi lter with 5 weights with a convergence factor of 0.0019. After
10 iterations, the fi lter yields the
b
learning curve,
c
the noisefree record and
d
the noise
extracted from the duplicate records.
