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A SURVEY OF
            ADAPTIVE NONLINEAR
                   FILTERS
                                              -By Sandip Joardar
                                Master of Electrical Engineering
                   Electrical Measurement and Instrumentation
                                  Dept. of Electrical Engineering
                                             Jadavpur University
                  SANDIP JOARDAR MEE
3/31/2013                                                           1
                   JADAVPUR UNIVERSITY
CONTENTS
• INTRODUCTION

• ADAPTIVE NONLINEAR FILTERS USING
  TRUNCATED VOLTERRA SERIES EXPANSION

• ADAPTIVE BILINEAR FILTERS

• SIMULATION RESULTS

• APPLICATIONS

• CONCLUSION
                  SANDIP JOARDAR MEE
3/31/2013                                2
                   JADAVPUR UNIVERSITY
INTRODUCTION



                SANDIP JOARDAR MEE
3/31/2013                              3
                 JADAVPUR UNIVERSITY
INTRODUCTION

WHY ARE POLYNOMIAL BASED NONLINEAR
 FILTERS REQUIRED ?

WHY DO THESE FILTERS REQUIRE AN
 ADAPTATION ALGORITHM ?



               SANDIP JOARDAR MEE
3/31/2013                             4
                JADAVPUR UNIVERSITY
TYPES OF ADAPTIVE NONLINEAR
                   FILTERS

• Adaptive Polynomial Filters using Truncated
  Volterra Series Expansion

• Adaptive Lattice Polynomial Filters

• Adaptive Bilinear Filters

                    SANDIP JOARDAR MEE
3/31/2013                                   5
                     JADAVPUR UNIVERSITY
ADAPTIVE NONLINEAR FILTER




                 SANDIP JOARDAR MEE
3/31/2013                               6
                  JADAVPUR UNIVERSITY
ADAPTIVE NONLINEAR
       FILTERS USING
         TRUNCATED
      VOLTERRA SERIES
         EXPANSION

            SANDIP JOARDAR MEE
3/31/2013                          7
             JADAVPUR UNIVERSITY
Volterra Series
    Mathematical Representation in the
    continuous domain




                    SANDIP JOARDAR MEE
3/31/2013                                  8
                     JADAVPUR UNIVERSITY
Volterra Series
    Mathematical Representation in the discrete
    domain




                    SANDIP JOARDAR MEE
3/31/2013                                         9
                     JADAVPUR UNIVERSITY
GRAPHICAL REPRESENTATION
x(t)                                    p1(t)
            h(t)

                                       p2(t)


                   (X)2
                                                    p3(t)

                                                                                 y(t)
                                                      p4(t)


                   (X)3
                                                              pn-1(t)



                                                                        SUMMER
                   (X)4




                   (X)n-1



                                            pn(t)
                   (X)n



                     SANDIP JOARDAR MEE
3/31/2013                                                                               10
                      JADAVPUR UNIVERSITY
ADAPTIVE LMS VOLTERRA FILTER
    ALGORITHM




                SANDIP JOARDAR MEE
3/31/2013                              11
                 JADAVPUR UNIVERSITY
ADAPTIVE RLS VOLTERRA FILTER
    ALGORITHM




                SANDIP JOARDAR MEE
3/31/2013                              12
                 JADAVPUR UNIVERSITY
ADAPTIVE
            BILINEAR
             FILTERS

              SANDIP JOARDAR MEE
3/31/2013                            13
               JADAVPUR UNIVERSITY
INTRODUCTION
            For a one – dimensional input – output case, its
            relationship is given by the Bilinear polynomial
            as follows.




                            SANDIP JOARDAR MEE
3/31/2013                                                 14
                             JADAVPUR UNIVERSITY
GRAPHICAL REPRESENTATION




                SANDIP JOARDAR MEE
3/31/2013                              15
                 JADAVPUR UNIVERSITY
OPERATIONAL PRINCIPLE




                   SANDIP JOARDAR MEE
3/31/2013                                 16
                    JADAVPUR UNIVERSITY
SIMULATION
              RESULTS


               SANDIP JOARDAR MEE
3/31/2013                             17
                JADAVPUR UNIVERSITY
INPUT AND OTHER PARAMETERS
        Parameters:
        • Iterations = 500
        • Standard deviation of input = 1.01
        • Standard deviation of measurement noise = 0.1240
        • Length of the adaptive filter = 9

                                   input signal                                                             noise at the system input
        3                                                                       0.5

                                                                                0.4
        2

                                                                                0.3
        1
                                                                                0.2

        0                                                                       0.1
                                                                        Noise
Input




        -1                                                                        0

                                                                                -0.1
        -2
                                                                                -0.2

        -3
                                                                                -0.3

        -4                                                                      -0.4
          0   50    100   150   200   250     300   350   400   450   500              0   50   100   150      200   250     300        350   400   450   500
                                  Time Instants                                                                  Time Instants
                                                           SANDIP JOARDAR MEE
        3/31/2013                                                                                                                                         18
                                                            JADAVPUR UNIVERSITY
LMS ADAPTATION ALGORITHM FOR
                     SOV FILTER
                           Learning Curve for LMS Adaptation algorithm
           50



           40



           30
MSE [dB]




           20



           10



            0



           -10
                 0   50   100   150      200       250     300   350   400   450   500
                                      Number of iterations, k
                                      SANDIP JOARDAR MEE
3/31/2013                                                                          19
                                       JADAVPUR UNIVERSITY
RLS ADAPTATION ALGORITHM FOR
                     SOV FILTER
                           Learning Curve for RLS adaptation algorithm
            -8


            -9


           -10


           -11
LSE [dB]




           -12


           -13


           -14


           -15


           -16
                 0   50   100   150      200       250     300   350   400   450   500
                                      Number of iterations, k
                                      SANDIP JOARDAR MEE
3/31/2013                                                                          20
                                       JADAVPUR UNIVERSITY
RLS ADAPTATION ALGORITHM FOR
            SECOND ORDER BILINEAR FILTER
                                      Learning Curve for LSE
            -7


            -8


            -9


           -10
LSE [dB]




           -11


           -12


           -13


           -14


           -15
                 0   50   100   150      200       250     300   350   400   450   500
                                      Number of iterations, k
                                      SANDIP JOARDAR MEE
3/31/2013                                                                          21
                                       JADAVPUR UNIVERSITY
APPLICATION



               SANDIP JOARDAR MEE
3/31/2013                             22
                JADAVPUR UNIVERSITY
CLASSES OF APPLICATION
• SYSTEM IDENTIFICATION

• INVERSE MODELLING

• NONLINEAR PREDICTION

• INTERFERENCE CANCELLATION

                    SANDIP JOARDAR MEE
3/31/2013                                  23
                     JADAVPUR UNIVERSITY
AREAS OF APPLICATION
• RADAR

• SONAR

• SEISMOLOGY

• SYSTEM MODELLING

• INSTRUMENTATION AND CONTROL

                   SANDIP JOARDAR MEE
3/31/2013                                 24
                    JADAVPUR UNIVERSITY
CONCLUSION



               SANDIP JOARDAR MEE
3/31/2013                             25
                JADAVPUR UNIVERSITY
CONCLUSION
                                            provides much
    more satisfactory result (                          )
    in                                               when
    used for kernel estimation of                    .

                                            provide much
                             than
            in non-stationary environment.

                     SANDIP JOARDAR MEE
3/31/2013                                               26
                      JADAVPUR UNIVERSITY
REFERENCES
[1]  Haykin S., “Adaptive Filter Theory”, Fourth Edition.
[2]  V.J. Mathews, “Adaptive Polynomial Filters”, IEEE Signal Processing Magazine, July 1991, pp 10-25.
[3]  Singh Th. Suka Deba, Chatterjee Amitava, “A comparative study of adaptation algorithms for nonlinear system identification
     based on second order Volterra and bilinear polynomial filters”, Elsevier Measurement, 2011.
[4] Koh. T. and E.J. Powers. “Second-order Volterra filtering and its application to nonlinear system identification.” IEEE
     Transactions on Acoustics, Speech, and Signal Processing, Vol. ASSP-33, No. 6, pp 1445-1455, December 1985.
[5] Kenefic R. J., and Weiner D. D., “Application of the Volterra functional expansion in the detection of nonlinear functions of
     Gaussian processes,” IEEE Transactions on Communications. Vol. COM-31, No.3, pp 407-412, March 1983.
[6] Zhang H., “Volterra Series: Introduction and Application”, ECEN 665(ESS): RF communication Circuits and Systems.
[7] Abrudan T., “Volterra Series and Non – linear Adaptive Filters”, S-88.221 Postgraduate Seminar on Signal Processing 1, Espoo,
     30.10.2003 – p. 1/23.
[8] Boyd S., Chua L.O., Desoer C.A., “Analytical Foundation of Volterra Series”, IMA Journal of Mathematical Control &
     Information (1984) I, 243 – 282.
[9] Niknejad Ali M., “EECS 242: Volterra/Wiener representation of Non-Linear Systems”, Advanced Communication Integrated
     Circuits, University of California, Berkeley.
[10] Moore J.B., “Global convergence of output error recursions in colored noise”, IEEE Trans, Automatic Control, Vol. AC-27, No.
     6, pp. 1189 – 1199, December 1982.




                                                     SANDIP JOARDAR, JU
3/31/2013                                                                                                                     27
                                                    SOMNATH GARAI, CIEM
THANK YOU



              SANDIP JOARDAR MEE
3/31/2013                            28
               JADAVPUR UNIVERSITY

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Paper presentation code no. 081-eei-14

  • 1. A SURVEY OF ADAPTIVE NONLINEAR FILTERS -By Sandip Joardar Master of Electrical Engineering Electrical Measurement and Instrumentation Dept. of Electrical Engineering Jadavpur University SANDIP JOARDAR MEE 3/31/2013 1 JADAVPUR UNIVERSITY
  • 2. CONTENTS • INTRODUCTION • ADAPTIVE NONLINEAR FILTERS USING TRUNCATED VOLTERRA SERIES EXPANSION • ADAPTIVE BILINEAR FILTERS • SIMULATION RESULTS • APPLICATIONS • CONCLUSION SANDIP JOARDAR MEE 3/31/2013 2 JADAVPUR UNIVERSITY
  • 3. INTRODUCTION SANDIP JOARDAR MEE 3/31/2013 3 JADAVPUR UNIVERSITY
  • 4. INTRODUCTION WHY ARE POLYNOMIAL BASED NONLINEAR FILTERS REQUIRED ? WHY DO THESE FILTERS REQUIRE AN ADAPTATION ALGORITHM ? SANDIP JOARDAR MEE 3/31/2013 4 JADAVPUR UNIVERSITY
  • 5. TYPES OF ADAPTIVE NONLINEAR FILTERS • Adaptive Polynomial Filters using Truncated Volterra Series Expansion • Adaptive Lattice Polynomial Filters • Adaptive Bilinear Filters SANDIP JOARDAR MEE 3/31/2013 5 JADAVPUR UNIVERSITY
  • 6. ADAPTIVE NONLINEAR FILTER SANDIP JOARDAR MEE 3/31/2013 6 JADAVPUR UNIVERSITY
  • 7. ADAPTIVE NONLINEAR FILTERS USING TRUNCATED VOLTERRA SERIES EXPANSION SANDIP JOARDAR MEE 3/31/2013 7 JADAVPUR UNIVERSITY
  • 8. Volterra Series Mathematical Representation in the continuous domain SANDIP JOARDAR MEE 3/31/2013 8 JADAVPUR UNIVERSITY
  • 9. Volterra Series Mathematical Representation in the discrete domain SANDIP JOARDAR MEE 3/31/2013 9 JADAVPUR UNIVERSITY
  • 10. GRAPHICAL REPRESENTATION x(t) p1(t) h(t) p2(t) (X)2 p3(t) y(t) p4(t) (X)3 pn-1(t) SUMMER (X)4 (X)n-1 pn(t) (X)n SANDIP JOARDAR MEE 3/31/2013 10 JADAVPUR UNIVERSITY
  • 11. ADAPTIVE LMS VOLTERRA FILTER ALGORITHM SANDIP JOARDAR MEE 3/31/2013 11 JADAVPUR UNIVERSITY
  • 12. ADAPTIVE RLS VOLTERRA FILTER ALGORITHM SANDIP JOARDAR MEE 3/31/2013 12 JADAVPUR UNIVERSITY
  • 13. ADAPTIVE BILINEAR FILTERS SANDIP JOARDAR MEE 3/31/2013 13 JADAVPUR UNIVERSITY
  • 14. INTRODUCTION For a one – dimensional input – output case, its relationship is given by the Bilinear polynomial as follows. SANDIP JOARDAR MEE 3/31/2013 14 JADAVPUR UNIVERSITY
  • 15. GRAPHICAL REPRESENTATION SANDIP JOARDAR MEE 3/31/2013 15 JADAVPUR UNIVERSITY
  • 16. OPERATIONAL PRINCIPLE SANDIP JOARDAR MEE 3/31/2013 16 JADAVPUR UNIVERSITY
  • 17. SIMULATION RESULTS SANDIP JOARDAR MEE 3/31/2013 17 JADAVPUR UNIVERSITY
  • 18. INPUT AND OTHER PARAMETERS Parameters: • Iterations = 500 • Standard deviation of input = 1.01 • Standard deviation of measurement noise = 0.1240 • Length of the adaptive filter = 9 input signal noise at the system input 3 0.5 0.4 2 0.3 1 0.2 0 0.1 Noise Input -1 0 -0.1 -2 -0.2 -3 -0.3 -4 -0.4 0 50 100 150 200 250 300 350 400 450 500 0 50 100 150 200 250 300 350 400 450 500 Time Instants Time Instants SANDIP JOARDAR MEE 3/31/2013 18 JADAVPUR UNIVERSITY
  • 19. LMS ADAPTATION ALGORITHM FOR SOV FILTER Learning Curve for LMS Adaptation algorithm 50 40 30 MSE [dB] 20 10 0 -10 0 50 100 150 200 250 300 350 400 450 500 Number of iterations, k SANDIP JOARDAR MEE 3/31/2013 19 JADAVPUR UNIVERSITY
  • 20. RLS ADAPTATION ALGORITHM FOR SOV FILTER Learning Curve for RLS adaptation algorithm -8 -9 -10 -11 LSE [dB] -12 -13 -14 -15 -16 0 50 100 150 200 250 300 350 400 450 500 Number of iterations, k SANDIP JOARDAR MEE 3/31/2013 20 JADAVPUR UNIVERSITY
  • 21. RLS ADAPTATION ALGORITHM FOR SECOND ORDER BILINEAR FILTER Learning Curve for LSE -7 -8 -9 -10 LSE [dB] -11 -12 -13 -14 -15 0 50 100 150 200 250 300 350 400 450 500 Number of iterations, k SANDIP JOARDAR MEE 3/31/2013 21 JADAVPUR UNIVERSITY
  • 22. APPLICATION SANDIP JOARDAR MEE 3/31/2013 22 JADAVPUR UNIVERSITY
  • 23. CLASSES OF APPLICATION • SYSTEM IDENTIFICATION • INVERSE MODELLING • NONLINEAR PREDICTION • INTERFERENCE CANCELLATION SANDIP JOARDAR MEE 3/31/2013 23 JADAVPUR UNIVERSITY
  • 24. AREAS OF APPLICATION • RADAR • SONAR • SEISMOLOGY • SYSTEM MODELLING • INSTRUMENTATION AND CONTROL SANDIP JOARDAR MEE 3/31/2013 24 JADAVPUR UNIVERSITY
  • 25. CONCLUSION SANDIP JOARDAR MEE 3/31/2013 25 JADAVPUR UNIVERSITY
  • 26. CONCLUSION provides much more satisfactory result ( ) in when used for kernel estimation of . provide much than in non-stationary environment. SANDIP JOARDAR MEE 3/31/2013 26 JADAVPUR UNIVERSITY
  • 27. REFERENCES [1] Haykin S., “Adaptive Filter Theory”, Fourth Edition. [2] V.J. Mathews, “Adaptive Polynomial Filters”, IEEE Signal Processing Magazine, July 1991, pp 10-25. [3] Singh Th. Suka Deba, Chatterjee Amitava, “A comparative study of adaptation algorithms for nonlinear system identification based on second order Volterra and bilinear polynomial filters”, Elsevier Measurement, 2011. [4] Koh. T. and E.J. Powers. “Second-order Volterra filtering and its application to nonlinear system identification.” IEEE Transactions on Acoustics, Speech, and Signal Processing, Vol. ASSP-33, No. 6, pp 1445-1455, December 1985. [5] Kenefic R. J., and Weiner D. D., “Application of the Volterra functional expansion in the detection of nonlinear functions of Gaussian processes,” IEEE Transactions on Communications. Vol. COM-31, No.3, pp 407-412, March 1983. [6] Zhang H., “Volterra Series: Introduction and Application”, ECEN 665(ESS): RF communication Circuits and Systems. [7] Abrudan T., “Volterra Series and Non – linear Adaptive Filters”, S-88.221 Postgraduate Seminar on Signal Processing 1, Espoo, 30.10.2003 – p. 1/23. [8] Boyd S., Chua L.O., Desoer C.A., “Analytical Foundation of Volterra Series”, IMA Journal of Mathematical Control & Information (1984) I, 243 – 282. [9] Niknejad Ali M., “EECS 242: Volterra/Wiener representation of Non-Linear Systems”, Advanced Communication Integrated Circuits, University of California, Berkeley. [10] Moore J.B., “Global convergence of output error recursions in colored noise”, IEEE Trans, Automatic Control, Vol. AC-27, No. 6, pp. 1189 – 1199, December 1982. SANDIP JOARDAR, JU 3/31/2013 27 SOMNATH GARAI, CIEM
  • 28. THANK YOU SANDIP JOARDAR MEE 3/31/2013 28 JADAVPUR UNIVERSITY