The document discusses the derivation and properties of Wiener filters, which are linear filters that minimize the mean square error between the desired signal and the estimate. Specifically:
- It derives the Weiner-Hopf equation, which provides the condition for optimal filter weights to minimize the mean square error.
- It shows that the optimal filter output and minimum error are orthogonal.
- It discusses how the Weiner filter can be used for applications like noise cancellation by estimating the desired signal using two microphones.
- It provides an example of applying a Weiner filter to cancel noise from a signal measured by two microphones mounted on a pilot's helmet.
Avionics 738 Adaptive Filtering at Air University PAC Campus by Dr. Bilal A. Siddiqui in Spring 2018. This lecture deals with introduction to Kalman Filtering. Based n Optimal State Estimation by Dan Simon.
Avionics 738 Adaptive Filtering at Air University PAC Campus by Dr. Bilal A. Siddiqui in Spring 2018. This lecture covers background material for the course.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about time response of systems derived by inspection of poles and zeros. Stability concepts and steady state errors are taught.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about time response of systems derived by inspection of poles and zeros. First and second order systems are considered, along with higher order and nonminimum phase systems
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about frequency domain solutions of differential equations and transfer functions.
Avionics 738 Adaptive Filtering at Air University PAC Campus by Dr. Bilal A. Siddiqui in Spring 2018. This lecture deals with introduction to Kalman Filtering. Based n Optimal State Estimation by Dan Simon.
Avionics 738 Adaptive Filtering at Air University PAC Campus by Dr. Bilal A. Siddiqui in Spring 2018. This lecture covers background material for the course.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about time response of systems derived by inspection of poles and zeros. Stability concepts and steady state errors are taught.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about time response of systems derived by inspection of poles and zeros. First and second order systems are considered, along with higher order and nonminimum phase systems
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about frequency domain solutions of differential equations and transfer functions.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about basic rules of sketching root locus.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about block diagram reduction for finding closed loop transfer functions.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is introduction to the field.
Kalman filter is a algorithm of predicting the future state of a system based on the previous ones.
In the presentation, I introduce to basic Kalman filtering step by step, with providing examples for better understanding.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about basic rules of sketching root locus.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about block diagram reduction for finding closed loop transfer functions.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is introduction to the field.
Kalman filter is a algorithm of predicting the future state of a system based on the previous ones.
In the presentation, I introduce to basic Kalman filtering step by step, with providing examples for better understanding.
Numerical Analysis and Its application to Boundary Value ProblemsGobinda Debnath
here is a presentation that I have presented on a webinar. in this presentation, I mainly focused on the application of numerical analysis to Boundary Value problems. I described one of the most useful traditional methods called the finite difference method. those who are interested to do research in applied mathematics, CFD, Numerical analysis may go through it for the basic ideas.
ME-314 Introduction to Control Engineering is a course taught to Mechanical Engineering senior undergrads. The course is taught by Dr. Bilal Siddiqui at DHA Suffa University. This lecture is about modeling electrical and mechanical systems (transnational and rotational) in frequency domain.
This is an extended version of a talk given originally at the 2nd International Conference on Entrepreneurial Engineering: Commercialization of Research and Projects at IOBM, Karachi. Later an extended talk was given on several campuses in the city.
Dr. Bilal Siddiqui of DHA Suffa University conducted a two day workshop on softwares used extensively in aerospace industry. The first session was organized by ASME's student chapter at DSU on Friday, the 2nd of December, 2016, which covered USAF Stability and Control DATCOM software used for aerodynamic prediction and aircraft design. Students and faculty from DSU as well as those from Pakistan Airforce Karachi Institute of Economics and Technology (PAF KIET) attended the session. The second session was held on Tuesday, 6th of December at PAF KIET's Korangi Creek campus and focused on interfacing DATCOM with Matlab and Simulink softwares for aircraft simulator design. Students were given hands on training on the softwares. It is worth noting that Dr. Bilal also delivered a lecture titled "It isn't exactly Rocket Science: The artsy science of rocket propulsion" at PAF KIET on the 6th October, as part of an effort to popularize rocket science among academia and changing the scientific culture in Pakistan.
A seminar by Dr. Bilal Siddiqui for lecturers and lab engineers at DHA Suffa University to market the graduate program to them. Why get another degree from the university you work at?
ME 312 Mechanical Machine Design is the flagship course of the mechanical engineering department at DHA Suffa University. This lecture is about mechanical fasteners and non-permanent joints. The course is offered every fall by Dr. Bilal A. Siddiqui.
ME 312 Mechanical Machine Design is the flagship course of the mechanical engineering department at DHA Suffa University. This is an introductory lecture. The course is offered every fall by Dr. Bilal A. Siddiqui.
ME438 Aerodynamics is offered by Dr. Bilal Siddiqui to senior mechanical engineeing undergraduates at DHA Suffa University. This lecture set is an introduction to aircraft design using Raymer's methods.
ME438 Aerodynamics is offered by Dr. Bilal Siddiqui to senior mechanical engineering undergraduates at DHA Suffa University. This lecture set is about prediction of lift on thin cambered airfoils.
ME438 Aerodynamics is offered by Dr. Bilal Siddiqui to senior mechanical engineeing undergraduates at DHA Suffa University. This lecture set deals with thin airfoil theory.
ME438 Aerodynamics is offered by Dr. Bilal Siddiqui to senior mechanical engineeing undergraduates at DHA Suffa University. This lecture set is an introduction to vortex lattice method (VLM) through the Kutta condition and circulation.
ME 438 is a course taught by Dr. Bilal Siddiqui at DHA Suffa University. This set of lectures deals with review of vector calculus, fluid mechanics, circulation, source/sink method, introduction to computational aerodynamics with source panel method and calculation of lift.
ME 438 Aerodynamics is a course taught by Dr. Bilal Siddiqui at DHA Suffa University. This set of lectures start from the basic and all the way to aerodynamic coefficients and center of pressure variations with angle of attack.
ME 312 Mechanical Machine Design is the flagship course of Mechanical Engineering Department at DHA Suffa University. This course is offered every semester by Dr. Bilal Siddiqui every fall. It is pre-requisite for capstone projects.
ME 313 Mechanical Measurements and Instrumentation is a followup course on ME-312 Machine Design. Design and implementation of measurement systems, signal conditioning and formatting. Dr. Bilal Siddiqui teaches this course every spring at DHA Suffa University.
More from Dr. Bilal Siddiqui, C.Eng., MIMechE, FRAeS (19)
Sachpazis:Terzaghi Bearing Capacity Estimation in simple terms with Calculati...Dr.Costas Sachpazis
Terzaghi's soil bearing capacity theory, developed by Karl Terzaghi, is a fundamental principle in geotechnical engineering used to determine the bearing capacity of shallow foundations. This theory provides a method to calculate the ultimate bearing capacity of soil, which is the maximum load per unit area that the soil can support without undergoing shear failure. The Calculation HTML Code included.
Overview of the fundamental roles in Hydropower generation and the components involved in wider Electrical Engineering.
This paper presents the design and construction of hydroelectric dams from the hydrologist’s survey of the valley before construction, all aspects and involved disciplines, fluid dynamics, structural engineering, generation and mains frequency regulation to the very transmission of power through the network in the United Kingdom.
Author: Robbie Edward Sayers
Collaborators and co editors: Charlie Sims and Connor Healey.
(C) 2024 Robbie E. Sayers
Quality defects in TMT Bars, Possible causes and Potential Solutions.PrashantGoswami42
Maintaining high-quality standards in the production of TMT bars is crucial for ensuring structural integrity in construction. Addressing common defects through careful monitoring, standardized processes, and advanced technology can significantly improve the quality of TMT bars. Continuous training and adherence to quality control measures will also play a pivotal role in minimizing these defects.
CFD Simulation of By-pass Flow in a HRSG module by R&R Consult.pptxR&R Consult
CFD analysis is incredibly effective at solving mysteries and improving the performance of complex systems!
Here's a great example: At a large natural gas-fired power plant, where they use waste heat to generate steam and energy, they were puzzled that their boiler wasn't producing as much steam as expected.
R&R and Tetra Engineering Group Inc. were asked to solve the issue with reduced steam production.
An inspection had shown that a significant amount of hot flue gas was bypassing the boiler tubes, where the heat was supposed to be transferred.
R&R Consult conducted a CFD analysis, which revealed that 6.3% of the flue gas was bypassing the boiler tubes without transferring heat. The analysis also showed that the flue gas was instead being directed along the sides of the boiler and between the modules that were supposed to capture the heat. This was the cause of the reduced performance.
Based on our results, Tetra Engineering installed covering plates to reduce the bypass flow. This improved the boiler's performance and increased electricity production.
It is always satisfying when we can help solve complex challenges like this. Do your systems also need a check-up or optimization? Give us a call!
Work done in cooperation with James Malloy and David Moelling from Tetra Engineering.
More examples of our work https://www.r-r-consult.dk/en/cases-en/
COLLEGE BUS MANAGEMENT SYSTEM PROJECT REPORT.pdfKamal Acharya
The College Bus Management system is completely developed by Visual Basic .NET Version. The application is connect with most secured database language MS SQL Server. The application is develop by using best combination of front-end and back-end languages. The application is totally design like flat user interface. This flat user interface is more attractive user interface in 2017. The application is gives more important to the system functionality. The application is to manage the student’s details, driver’s details, bus details, bus route details, bus fees details and more. The application has only one unit for admin. The admin can manage the entire application. The admin can login into the application by using username and password of the admin. The application is develop for big and small colleges. It is more user friendly for non-computer person. Even they can easily learn how to manage the application within hours. The application is more secure by the admin. The system will give an effective output for the VB.Net and SQL Server given as input to the system. The compiled java program given as input to the system, after scanning the program will generate different reports. The application generates the report for users. The admin can view and download the report of the data. The application deliver the excel format reports. Because, excel formatted reports is very easy to understand the income and expense of the college bus. This application is mainly develop for windows operating system users. In 2017, 73% of people enterprises are using windows operating system. So the application will easily install for all the windows operating system users. The application-developed size is very low. The application consumes very low space in disk. Therefore, the user can allocate very minimum local disk space for this application.
Explore the innovative world of trenchless pipe repair with our comprehensive guide, "The Benefits and Techniques of Trenchless Pipe Repair." This document delves into the modern methods of repairing underground pipes without the need for extensive excavation, highlighting the numerous advantages and the latest techniques used in the industry.
Learn about the cost savings, reduced environmental impact, and minimal disruption associated with trenchless technology. Discover detailed explanations of popular techniques such as pipe bursting, cured-in-place pipe (CIPP) lining, and directional drilling. Understand how these methods can be applied to various types of infrastructure, from residential plumbing to large-scale municipal systems.
Ideal for homeowners, contractors, engineers, and anyone interested in modern plumbing solutions, this guide provides valuable insights into why trenchless pipe repair is becoming the preferred choice for pipe rehabilitation. Stay informed about the latest advancements and best practices in the field.
Hybrid optimization of pumped hydro system and solar- Engr. Abdul-Azeez.pdffxintegritypublishin
Advancements in technology unveil a myriad of electrical and electronic breakthroughs geared towards efficiently harnessing limited resources to meet human energy demands. The optimization of hybrid solar PV panels and pumped hydro energy supply systems plays a pivotal role in utilizing natural resources effectively. This initiative not only benefits humanity but also fosters environmental sustainability. The study investigated the design optimization of these hybrid systems, focusing on understanding solar radiation patterns, identifying geographical influences on solar radiation, formulating a mathematical model for system optimization, and determining the optimal configuration of PV panels and pumped hydro storage. Through a comparative analysis approach and eight weeks of data collection, the study addressed key research questions related to solar radiation patterns and optimal system design. The findings highlighted regions with heightened solar radiation levels, showcasing substantial potential for power generation and emphasizing the system's efficiency. Optimizing system design significantly boosted power generation, promoted renewable energy utilization, and enhanced energy storage capacity. The study underscored the benefits of optimizing hybrid solar PV panels and pumped hydro energy supply systems for sustainable energy usage. Optimizing the design of solar PV panels and pumped hydro energy supply systems as examined across diverse climatic conditions in a developing country, not only enhances power generation but also improves the integration of renewable energy sources and boosts energy storage capacities, particularly beneficial for less economically prosperous regions. Additionally, the study provides valuable insights for advancing energy research in economically viable areas. Recommendations included conducting site-specific assessments, utilizing advanced modeling tools, implementing regular maintenance protocols, and enhancing communication among system components.
Event Management System Vb Net Project Report.pdfKamal Acharya
In present era, the scopes of information technology growing with a very fast .We do not see any are untouched from this industry. The scope of information technology has become wider includes: Business and industry. Household Business, Communication, Education, Entertainment, Science, Medicine, Engineering, Distance Learning, Weather Forecasting. Carrier Searching and so on.
My project named “Event Management System” is software that store and maintained all events coordinated in college. It also helpful to print related reports. My project will help to record the events coordinated by faculties with their Name, Event subject, date & details in an efficient & effective ways.
In my system we have to make a system by which a user can record all events coordinated by a particular faculty. In our proposed system some more featured are added which differs it from the existing system such as security.
Industrial Training at Shahjalal Fertilizer Company Limited (SFCL)MdTanvirMahtab2
This presentation is about the working procedure of Shahjalal Fertilizer Company Limited (SFCL). A Govt. owned Company of Bangladesh Chemical Industries Corporation under Ministry of Industries.
2. Linear Optimum Filtering
• Consider a linear discrete-time filter
• The filter is linear (to make mathematical analysis easier to handle)
• Filter operates in discrete time (makes implementation easier)
• The requirement is to make the filter error e(n) as small as possible in some statistical sense
• Statistical “sense” means filter output should be optimum (minimizing some criteria). Candidate
criteria are expectation of:
• Absolute value of estimation error
• Square of absolute value (or mean-square value) of estimation error
• Third or higher power of absolute value of estimation error
• Option 1 has a discontinuous first derivative. Option 3 is also mathematically cumbersome
• Option 2 has a unique minimum, and has a second order dependence on filter weights, which
makes optimization possible.
𝐽 = 𝐸 𝑒 𝑛 𝑒∗ 𝑛 = 𝐸 𝑒 𝑛 2
• The linear optimal filtering problem is then formally stated as “design a discrete-time linear filter
whose output y(n) provides an estimate of the desired response d(n) such that mean-square value of
estimation error is minimized.”
3. Weiner filter – Derivation ,part 1
• The problem is to minimize J by choosing the optimum weights w0
• Since filter coefficients are also (in general complex), 𝑤 𝑘 = 𝑎 𝑘 + 𝑗𝑏 𝑘
• Let’s define the gradient operator (general derivative), 𝛻𝑘 =
𝜕
𝜕𝑎 𝑘
+ 𝑗
𝜕
𝜕𝑏 𝑘
• Multi-dimensional gradient of the (scalar and real) cost function is, therefore 𝛻𝑘 𝐽 =
𝜕𝐽
𝜕𝑎 𝑘
+ 𝑗
𝜕𝐽
𝜕𝑏 𝑘
• For J to attain a minimum, the necessary condition is 𝛻𝑘 𝐽 = 0
𝛻𝑘 𝐽 = 𝛻𝑘 𝐸 𝑒 𝑛 𝑒∗ 𝑛 = 𝐸 𝛻𝑘 𝑒 𝑛 𝑒∗ 𝑛
𝛻𝑘 𝐽 = 𝐸
𝜕𝑒 𝑛
𝜕𝑎 𝑘
𝑒∗
𝑛 +
𝜕𝑒∗
𝑛
𝜕𝑎 𝑘
𝑒 𝑛 + 𝑗
𝜕𝑒 𝑛
𝜕𝑏 𝑘
𝑒∗
𝑛 +
𝜕𝑒∗
𝑛
𝜕𝑏 𝑘
𝑒 𝑛
4. Weiner filter – derivation 2
𝛻𝑘 𝐽 = 𝐸
𝜕𝑒 𝑛
𝜕𝑎 𝑘
𝑒∗ 𝑛 +
𝜕𝑒∗ 𝑛
𝜕𝑎 𝑘
𝑒 𝑛 +
𝜕𝑒 𝑛
𝜕𝑏 𝑘
𝑗𝑒∗ 𝑛 +
𝜕𝑒∗ 𝑛
𝜕𝑏 𝑘
𝑗𝑒 𝑛
• Since, 𝑒 𝑛 = 𝑑 𝑛 − 𝑘=0
𝑀−1
𝑤 𝑘
∗
𝑢 𝑛 − 𝑘 = 𝑑 𝑛 + 𝑘=0
𝑀−1
−𝑎 𝑘 + 𝑗𝑏 𝑘 𝑢 𝑛 − 𝑘
and d(n) is not a function of wk
𝛻𝑘 𝐽 = −2𝐸 𝑢 𝑛 − 𝑘 𝑒∗
𝑛
• If e0 is the special value of estimation error when filter operates in optimum condition
𝐸 𝑢 𝑛 − 𝑘 𝑒0
∗
𝑛 = 0
• This is an optimum result. It states that, “The necessary and sufficient condition for the cost
function J to attain its minimum, the error value at the operating condition is orthogonal (i.e.
unaffected) by all the samples of input used to calculate that estimate.”
• Since 𝐸 𝑦 𝑛 𝑒∗
𝑛 = 𝐸 𝑘=0
𝑀−1
𝑤 𝑘
∗
𝑢 𝑛 − 𝑘 𝑒∗
𝑛 = 𝑘=0
𝑀−1
𝑤 𝑘
∗
𝐸 𝑢 𝑛 − 𝑘 𝑒∗
𝑛
• This means 𝐸 𝑦0 𝑛 𝑒0
∗
𝑛 = 0, i.e. optimum output is orthogonal to min. error
5. Weiner Filter - Orthogonality
• For a filter of order 2, this is pictorially depicted below
6. Weiner-Hopf Equation
• Let’s re-write the orthogonality condition in terms of optimal weights (k=0,1,2,…M-1)
𝐸 𝑢 𝑛 − 𝑘 𝑒0
∗
𝑛 = 𝐸 𝑢 𝑛 − 𝑘 𝑑∗
−
𝑙=0
𝑀−1
𝑤𝑙,0 𝑢∗
𝑛 − 𝑙 = 0
Expanding the equation for
𝑙=0
𝑀−1
𝑤𝑙,0 𝐸 𝑢 𝑛 − 𝑘 𝑢∗
𝑛 − 𝑙 = 𝐸 𝑢 𝑛 − 𝑘 𝑑∗
𝑛
Recognizing autocorrelation 𝑟 𝑙 − 𝑘 = 𝐸 𝑢 𝑛 − 𝑘 𝑢∗ 𝑛 − 𝑙 and cross-correlation 𝑝 −𝑘 = 𝐸 𝑢 𝑛 − 𝑘 𝑑∗ 𝑛
𝑙=0
𝑀−1
𝑤𝑙,0 𝑟 𝑙 − 𝑘 = 𝑝 −𝑘
This can be written in matrix form for 𝑢 𝑛 = [𝑢 𝑛 𝑢 𝑛 − 1 … 𝑢 𝑛 − 𝑀 − 1 ], 𝑹 𝒖 = 𝐸 𝑢 𝑛 𝑢 𝐻
𝑛 ,
𝒑 𝒅𝒖 = 𝑝 0 𝑝 1 … 𝑝 𝑀 − 1 and 𝒘 𝟎 = 𝑤0,0 𝑤1,0 … 𝑤 𝑀−1,0
𝒘 𝟎 = 𝑹 𝒖
−𝟏
𝒑 𝒅𝒖
This is known as the Weiner-Hopf equation
7. Mean Square Error Surface
• Let the desired filter be of order M (number of tap lines)
𝒚 𝒏 = 𝑘=0
𝑀−1
𝑤 𝑘
∗
𝑢 𝑛 − 𝑘 = 𝒘 𝑯 𝒖(𝒏), 𝒆 𝒏 = 𝒅 𝒏 − 𝒚 𝒏
• The mean square error is
𝐽 𝑤 = 𝐸 𝑒 𝑛 𝑒∗
𝑛 = 𝐸 𝒅 𝒏 − 𝒘 𝑯
𝒖 𝒏 𝒅 𝒏 − 𝒘 𝑯
𝒖 𝒏 𝐻
= 𝐸 𝒅 𝟐
𝒏 − 2𝒘 𝑯
𝐸 𝒅 𝒏 𝒖 𝒏 + 𝒘 𝑯
𝐸 𝒖 𝒏 𝒖 𝑯
𝒏 𝒘
⇒ 𝐽 𝑤 = 𝜎 𝑑
2
− 2𝒘 𝑯
𝒑 𝒅𝒖 + 𝒘 𝑯
𝑹 𝒖 𝒘
Also, for optimal solution, we known that 𝒘 𝟎 = 𝑹 𝒖
−𝟏 𝒑 𝒅𝒖
𝐽0 𝑤0 = 𝜎 𝑑
2
− 2𝒑 𝒅𝒖
𝑯
𝑹 𝒖
−𝟏
𝒑 𝒅𝒖
8. Example: System Identification
• Find the optimum filter coefficients wo and w1 of the Wiener filter,
which approximates (models) the unknown FIR system with
coefficients bo= 1.5 and b1= 0.5 and contaminated with additive white
uniformly distributed noise of 0.02 variance. Input is white Gaussian
noise of variance 1.
clc;clear;
n =0.5*(rand(1,200)-0.5);%n=noise vector with zero mean and variance 0.02
u=randn(1,200);% u=data vector entering the system
y=filter( [1.5 0.5],1,u); %filter output
d=y + n; % desired output
[ru,lagsru]=xcorr(u,1,'unbiased') ;
Ru=toeplitz(ru(1:2));
[pdu,lagsdu]=xcorr(u,d,1,'unbiased') ;
W_opt=inv(Ru) *pdu(1:2)' ; % optimum Weiner filter weights
sigma2d=xcorr(d,d,0);%autocorrelation of d at zero lag
jmin=mean((d-filter(w_opt,1,u)).^2);
11. Noise Cancellation with Weiner Filter
• In many practical applications we need to cancel the noise added to a signal.
• E.g., when pilots in planes and helicopters try to communicate, or tank drivers
try to do the same, noise from engine etc. is added to original speech.
12. The two mic problem
• In this case, we will have two mics. One near pilot’s mouth, the other away from it,
probably both mounted on the helmet.
• We will measure v2 to estimate v1. Assume both are zero mean.
• In this case the Wiener filter is (since desired signal is v2)
𝑅 𝑣2 𝑤𝑜 = 𝑝 𝑣1,𝑣2
• v2 is being measured so Rv2 can be easily calculated. But, v1 is not measured. Clearly v1
and v2 are correlated as they emanate from same source but follow different paths.
𝑝 𝑣1
,𝑣2
𝑘 = 𝐸 𝑣1 𝑛 𝑣2 𝑛 − 𝑘 = 𝐸 𝑥 𝑛 − 𝑑(𝑛) 𝑣2 𝑛 − 𝑘
= 𝐸 𝑥 𝑛 𝑣2 𝑛 − 𝑘 − 𝐸 𝑑(𝑛)𝑣2 𝑛 − 𝑘
• Since d and v2 are not correlated, 𝐸 𝑑(𝑛)𝑣2 𝑛 − 𝑘 = 𝐸 𝑑 𝑛 𝐸(𝑣2(𝑛 − 𝑘)=0
• Therefore, 𝑝 𝑣1
,𝑣2
𝑘 = 𝐸 𝑥 𝑛 𝑣2 𝑛 − 𝑘 =𝑝 𝑥,𝑣2
𝑘 which can be estimated.
13. Example of Noise Cancellation
Let 𝑑 𝑛 = sin 0.1𝑛𝜋 + 0.2𝜋 , 𝑣1 𝑛 = 0.8𝑣1 𝑛 − 1 + 𝑣(𝑛) and
𝑣1 𝑛 = −0.95𝑣2 𝑛 − 1 + 𝑣(𝑛), where v(n) is white noise with zero
mean value and unit variance.
n=1:500;
d=sin(0.1*n*pi+0.2*pi);
v=randn(1,length(n));
v1=filter(0.8,1,v);
v2=filter(-0.95,1,v);
x=d+v1;
plot(n,d,n,x);
legend('original signal','noisy signal')
15. Homework 1 (b)
• Find the Wiener coefficients wo , w1 and w2 that approximates the
unknown system coefficients which are bo= 0.7 and b1 =0.5. Let the
noise v(n) be white with zero mean and variance 0.15. Further, we
assume that the input data sequence x(n) is stationary white
process with zero mean and variance 1. In addition, v(n) and x(n) are
uncorrelated and v(n) is added to the output of the system under
study. Also find Jmin using the orthogonality principle