Biomedical Engineering Reference
In-Depth Information
e k
+
(Estimated signal)
Σ
s k = x k + k
(Corrupted signal)
Digital filter
r k
k
(Noise)
(Noise estimate)
LMS
algorithm
FIGURE 2.22
Adaptive filter with coecients determined using the least mean squares
algorithm.
+
+
+
N
Σ
k =
w k ( i ) r k i
i =1
w k (1)
w k (2)
w k (3)
w k ( N )
r k
z 1
z 1
FIGURE 2.23
Structure of an N -point FIR filter with N -filter coecients.
is correlated with r k . The Wiener filter then produces an optimal estimate
of the correlated part, which is subtracted from s k . In adaptive filters, the
correlated component is the noise to be removed.
For an FIR filter structure (Figure 2.23) with N filter coecients, the dif-
ference between the output of the Wiener filter and the correlated signal is
given by
N
w T r k
e k = s k
w i r k−i = s k
(2.167)
i =1
where w = w 1 ,w 2 ,...,w N is the vector of filter coecients (sometimes known
as weights) and r = r k +1 ,r k ,...,r N is the reference noise signal. The square
 
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