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Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information Technology Digital Signal Processing and System Theory Adaptive Filters Adaptation Control

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Page 1: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 1

Gerhard Schmidt

Christian-Albrechts-Universität zu KielFaculty of Engineering Electrical Engineering and Information TechnologyDigital Signal Processing and System Theory

Adaptive Filters – Adaptation Control

Page 2: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 2Slide 2Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Today:

Contents of the Lecture

Adaptation Control:

Introduction and Motivation

Prediction of the System Distance

Optimum Control Parameters

Estimation Schemes

Examples

Page 3: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 3Slide 3Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Basics

Application Example – Echo Cancellation

e(n)+

x(n)

d(n)

s(n)

b(n)bd(n)

Echocancel-lationfilter

y(n)

e(n)+

x(n)

bd(n)

y(n)

+ +

s(n)

b(n)

Application example:

Model:

d(n)

Objective:Remove those components in the microphonesignal that originate from the remote communication partner!

h(n)

bh(n)

x(n)

bh(n)

Page 4: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 4Slide 4Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Basic Approach

Application Example – Echo Cancellation

Cancelling acoustic echoes by means of an adaptive filter with coefficients, operating at a sample rate kHz. For the adaptation of the filter the NLMS algorithm should be used.

Model:The loudspeaker-enclosure-microphone (LEM) system is modelled as a linear (only slowly changing)system with finite memory.

Approach:

Advantages and disadvantages:

In contrast to former approaches (loss controls) simultaneous speech activity in both communication directions is possible now.

The NLMS algorithm is a robust and computationally efficient approach.

Compared to former solutions more memory and a larger computational load are required.

Stability can not be guaranteed.

+

+_

_

Page 5: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 5Slide 5Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

NLMS-Algorithm

Application Example – Echo Cancellation

Computation of the error signal (output signal of the echo cancellation filter):

Recursive computation of the norm of the excitation signal vector

Adaptation of the filter vector:

Page 6: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 6Slide 6Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Convergence Examples – Part 1

Application Example – Echo Cancellation

Convergence withoutbackground noiseand without localspeech signals

Excitation signal

Local signal

Error signal

Microphone and error power

Time in seconds

Microphone signal

Page 7: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 7Slide 7Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Convergence Examples – Part 2

Application Example – Echo Cancellation

Excitation signal

Local signal

Error signal

Microphone and error power

Time in seconds

Microphone signal

Convergence withbackground noisebut without localspeech signals

Page 8: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 8Slide 8Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Convergence Examples – Part 3

Application Example – Echo Cancellation

Excitation signal

Local signal

Error signal

Microphone and error power

Time in seconds

Microphone signal

Convergence withoutbackground noisebut with localspeech signals

(step size = 1)

Page 9: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 9Slide 9Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Convergence Examples – Part 4

Application Example – Echo Cancellation

Excitation signal

Local signal

Error signal

Microphone and error power

Time in seconds

Microphone signal

Convergence withoutbackground noisebut with localspeech signals

(step size = 0.1)

Page 10: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 10Slide 10Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Literature

Adaptation Control

E. Hänsler / G. Schmidt: Acoustic Echo and Noise Control – Chapter 7 (Algorithms for Adaptive Filters), Wiley, 2004

E. Hänsler / G. Schmidt: Acoustic Echo and Noise Control – Chapter 13 (Control of Echo Cancellation Systems), Wiley, 2004

Basic texts:

Further details:

S. Haykin: Adaptive Filter Theory – Chapter 6 (Normalized Least-Mean-Square Adaptive Filters), Prentice Hall, 2002

C. Breining, A. Mader: Intelligent Control Strategies for Hands-Free Telephones, in E. Hänsler, G. Schmidt, Topics on Acoustic Echo and Noise Control – Chapter 8, Springer, 2006

Page 11: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 11Slide 11Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Control Approaches – Part 1

Adaptation Control

Scalar control approach:

Vector control approach:

Regularization

Step size

Page 12: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 12Slide 12Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Control Approaches – Part 2

Adaptation Control

Example for asparse impulseresponse

For such systemsa vector basedcontrol schemecan be advantageous.

Impulse response of the system to be identified

Example for a vector step size

Coefficient index i

Page 13: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 13Slide 13Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

How do we go on …

Adaptation Control

Problem(echo cancellation performanceduring „double talk“)

Analysis of the average system distance(taking local signals into account)

Derivation of an optimal step size(using non-measurable signals)

Estimation of the non-measurable signalcomponents (leads to an implementable control scheme)

Solution(robust echo cancellation due to step-size control)

Page 14: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 14Slide 14Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Average System Distance – Part 1

Adaptation Control

Adaptation using the NLMS algorithm (only step-size controlled) :

Assumptions:

White noise as excitation and (stationary) distortion:

Statistical independence between filter vectorand excitation vector.

Definition of the average system distance:

e(n)+

x(n)

bd(n)

y(n)

+

s(n)

b(n)

d(n)

bh(n)

+n(n)

h Time-invariant system:

Page 15: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 15Slide 15Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Average System Distance – Part 2

Adaptation Control

… Derivation during the lecture …

Page 16: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 16Slide 16Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Average System Distance – Part 3

Adaptation Control

Contraction parameter Expansion parameter

Generic approach (control scheme with step size and regularization):

Result:

Page 17: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 17Slide 17Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Contraction and Expansion Parameters

Adaptation Control

Contraction parameter :

Range:

Desired: as small as possible

Determines the speed of convergence without distortions

Expansion parameter :

Range:

Desired: as small as possible

Determines the robustness against distortions

Opposite to eachother – a commonsolution (optimization)Has to be found!

Page 18: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 18Slide 18Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Influence of the Control Parameters

Adaptation Control

Values for thecontraction and expansion parametersfor the conditions:

Contraction parameter

Step size

Step

siz

e

Step size Regularization

RegularizationRegularization

Step

siz

e

Expansion parameter

Regularization

Page 19: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 19Slide 19Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

True and Prediction System Distance

Adaptation Control

Boundary conditions of the simulation:

Excitation: white noise

Distortion: white noise

SNR: 30 dB

System distance

Distortion

Excitation

Iterations

(Simulation)(Simulation)

(Theory)(Theory)

Page 20: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 20Slide 20Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Maximum Convergence Speed – Part 1

Adaptation Control

For the special case without any distortions

and with optimal control parameters for that case

we get

Meaning that the average system distance can be reduced per adaptation step by a factor of. As a result adaptive filters with a lower amount of coefficients converge faster

than long adaptive filters.

Page 21: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 21Slide 21Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Maximum Convergence Speed – Part 2

Adaptation Control

If we want to know how long it takes to improve the filter convergence by 10 dB, we can make the following ansatz:

As on the previous slide we assumed an undisturbed adaptation process. By applying the natural logarithm we obtain

By using the following approximations

for and

we get

This means: At maximum speed of convergence it takes about 2N iterations until the average systemdistance is reduced by 10 dB.

Page 22: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 22Slide 22Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

The „10 dB per 2N“ Rule

Adaptation Control

Boundary conditions ofthe simulation: Excitation: white noise

Distortion: white noise

SNR: 30 dB

Step size: 1

Different filter lengths (500 and 1000)

Average system distance

Average system distance

Iterations

Page 23: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 23Slide 23Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Prediction of the Steady-State Convergence – Part 1

Adaptation Control

Recursion of the average system distance:

For and appropriately chosen control parameters we obtain:

Page 24: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 24Slide 24Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Prediction of the Steady-State Convergence – Part 2

Adaptation Control

By inserting the results from the previous slide we obtain:

For the adaptation without regularization we get:

Inserting these values leads to:

Page 25: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 25Slide 25Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Optimal Step Size – Motivation

Adaptation Control

Remarks:

With a large step sizeone can achieve a fast initial convergence, but only a poor steady-state performance.

With a small step size a good steady-state performance can be obtained, but only a slow initial convergence.

Solution:

Utilization of a time-variant step-size.

Estimated speedof convergence

Average system distance (only step-size control)

Estimated steady-state performance

Iterations

Page 26: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 26Slide 26Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Optimal Step Size – Derivation

Adaptation Control

… Derivation during the lecture …

Page 27: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 27Slide 27Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Optimal Step Size – Example

Adaptation Control

Computation of the step size:

with

Boundary conditions of the simulation:

Excitation: white noise

Distortion: white noise

SNR: 30 dB

Filter length: 1000 coefficients

Iterations

Time-variant step size

Average system distance

Step size = 1Step size = 0.5Step size = 0.25

Time-variant step size

Page 28: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 28Slide 28Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Estimation of the Optimal Step Size

Adaptation Control

Approximation for the optimal step size:

For white excitation we get:

Ansatz:

Short-term power of the error signal

Short-term power of the excitation signal

Estimated system distance

Page 29: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 29Slide 29Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Estimation Procedures for the Optimal Step Size – Part 1

Adaptation Control

First order IIR smoothing with different time constants for rising and falling signal edges:

Basic structure:Different time constants are used to achieve smoothing on one hand but also being able to

follow sudden signal increments quickly on the other hand.

Page 30: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 30Slide 30Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Estimation Procedures for the Optimal Step Size – Part 2

Adaptation Control

Boundary conditions of the simulation:

Excitation: speech

SNR: about 20 dB

Sample rate: 8 kHz

¯r = 0:007; ¯f = 0:002

Microphone signal

Estimated short-term power

Time in seconds

Page 31: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 31Slide 31Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Estimation Procedures for the Optimal Step Size – Part 3

Adaptation Control

Estimating the system distance:

Problem:

The coefficients are not known.

Solution:

We extend the system by an artificial delay of samples. For that part of the impulse response we have

With these so-called delay coefficients we can extrapolate the system distance:

for

Page 32: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 32Slide 32Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Estimation Procedures for the Optimal Step Size – Part 4

Adaptation Control

Structure of the system distance estimation:

Page 33: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 33Slide 33Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Estimation Procedures for the Optimal Step Size – Part 5

Adaptation Control

„Error spreading property“of the NLMS algorithm:

System error vector (magnitudes) after 0 iterations

System error vector (magnitudes) after 500 iterations

System error vector (magnitudes) after 2000 iterations

System error vector (magnitudes) after 4000 iterations

Coefficient index

Page 34: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 34Slide 34Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Estimation Procedures for the Optimal Step Size – Part 6

Adaptation Control

Boundary conditions of thesimulation:

Excitation: speech

Distortion: speech

SNR during single talk: 30 dB

Filter length: 1000 coefficients

Excitation signal

Local speech signal

Measured and estimated system distance

Step size

Iterations

Measured system distanceEstimated system distance

Page 35: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 35Slide 35Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Convergence Examples – Part 5

Application Example – Echo Cancellation

For Comparison:

Fixed step size 1.0

Fixed step size 0.1

Excitation signal

Local signal

Error signal

Microphone and error power

Time in seconds

Microphone signal

Page 36: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 36Slide 36Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Convergence Examples – Part 6

Application Example – Echo Cancellation

Controlled step size

Fixed step size (0.1)

Fixed step size (1.0)

Microphone signal

Time in seconds

Short-term microphone and error power

Page 37: Adaptive Filters Adaptation Control - dss.tf.uni-kiel.de · Slide 1 Gerhard Schmidt Christian-Albrechts-Universität zu Kiel Faculty of Engineering Electrical Engineering and Information

Slide 37Slide 37Digital Signal Processing and System Theory| Adaptive Filters | Adaptation Control

Summary and Outlook

Adaptive Filters – Adaptation Control

This week:

Introduction and Motivation

Prediction of the System Distance

Optimum Control Parameters

Estimation Schemes

Examples

Next week:

Reducing the Computational Complexity of Adaptive Filters