Adaptive AR Modeling in Gaussian/ Non-Gaussian Noise:Algorithms and Applications

博士 === 國立交通大學 === 電信工程研究所 === 86 === Adaptive autoregressive (AR) modeling is widely used in signal processingIt is well-known that the coefficients of an AR model can be easily obtained using an LMS prediction error filter. However, this filter givesa bi...

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Bibliographic Details
Main Authors: Chen, Po-Cheng, 陳柏誠
Other Authors: Wu Wen-Rong
Format: Others
Language:zh-TW
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/07732563420566643131
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Summary:博士 === 國立交通大學 === 電信工程研究所 === 86 === Adaptive autoregressive (AR) modeling is widely used in signal processingIt is well-known that the coefficients of an AR model can be easily obtained using an LMS prediction error filter. However, this filter givesa biased solution when the input signal is corrupted by additive white noise.In this thesis, we propose a new class of adaptive filter to solve the problem. This class of filters, known as the ρ-LMS filter, is derived fromthe estimation theory. The main idea is to filter the noisy input and error signal and then use the results in the LMS algorithm. Since the noise level is reduced, the bias problem will consequently be reduced. The ρ-LMS filter is linear when the noise is Gaussian, however, it becomes nonlinear when the noise is non-Gaussian. Since the general non-Gaussian filtering is difficult, we only consider the case where the noise distribution can be approximated by a Gaussian sum. Theoretical analysis of the first- and second-order statistics for the linear and nonlinear ρ-LMS filters are also presented. A fast algorithm derived from the Newton method is developed to accelerate the convergence rate of ρ-LMS filters. This leads to the fast ρ-LMS-Newton filters. Asa by- product, the ρ-LMS filter can output filtered results. This is animportant property not shared by other LMS-type filters. In other words,AR modeling and filtering are combined in a single filter. The linear ρ-LMS filter can act like a Kalman filter when noise is Gaussian, and the nonlinear ρ-LMS filter can act like a Masreliez''s filter when noise isnon-Gaussian. The proposed filters are then applied in line enhancement and active noise cancellation and satisfactory results are observed. As far asfiltering concern, there is another way to deal with the bias problem. We canuse a biased driving noise variance to compensate for the effect caused by the biased AR coefficients. When the AR order is low, this approach can yield a good suboptimal result. We use this method in speech enhancement.Noisy speech is first decomposed into subbbands. Subband signals are then modeled as low-order AR process, such that low-order Kalman filter can be applied to enhance subband signals. Enhanced subband signals are finallycombined to form the enhanced fullband speech. To identify AR coefficients,the conventional prediction-error filters are used. The performance ofthe Kalman filter with biased parameters is analyzed. This approach not only greatly reduces the computational complexity, but also achieves good performance.