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Adaptive Filters

LMS, RLS, frequency domain filters, affine projection filter, adaptive lattice filter

DSP System Toolbox™ offers several variations of the LMS and RLS adaptive finite impulse response (FIR) filter algorithms. While these algorithms differ in detail, they share a common operational approach, which is to minimize the error difference between the adaptive filter output and the desired signal. The mean square error (MSE) is the most commonly used metric to quantify this error. Adaptive filters are widely used in multiple applications including acoustic noise cancellation, echo cancellation, beam forming, system identification, bio medical signal enhancement, equalization of communication channels, etc. For examples illustrating some of these applications, see System Identification of FIR Filter Using LMS Algorithm, Noise Cancellation Using Sign-Data LMS Algorithm, and Inverse System Identification Using RLS Algorithm.

When the inputs are colored, the affine projection adaptive filter algorithms offered by dsp.AffineProjectionFilter object significantly improve the convergence speed over the LMS variations. For increased computational cost, adaptive lattice filter algorithm offered by dsp.AdaptiveLatticeFilter object can provide a better convergence over the LMS and RLS counterparts. You can also implement an adaptive FIR filter in the frequency domain using the dsp.FrequencyDomainAdaptiveFilter object.

The convergence performance is determined by the trajectory of the actual MSE, determined by msesim, and how it converges with the predicted MSE, determined by msepred.

Objects

dsp.BlockLMSFilterCompute output, error, and weights using block LMS adaptive algorithm
dsp.LMSFilterCompute output, error, and weights of LMS adaptive filter
dsp.RLSFilterCompute output, error and coefficients using recursive least squares (RLS) algorithm
dsp.AffineProjectionFilterCompute output, error and coefficients using affine projection (AP) Algorithm
dsp.AdaptiveLatticeFilterAdaptive lattice filter
dsp.FastTransversalFilterFast transversal least-squares FIR adaptive filter
dsp.FilteredXLMSFilterFiltered XLMS filter
dsp.FrequencyDomainAdaptiveFilterCompute output, error, and coefficients using frequency-domain FIR adaptive filter

Blocks

Block LMS FilterCompute output, error, and weights using LMS adaptive algorithm
Fast Block LMS FilterCompute output, error, and weights using LMS adaptive algorithm
Frequency-Domain Adaptive FilterCompute output, error, and coefficients using frequency domain FIR adaptive filter
Kalman FilterPredict or estimate states of dynamic systems
LMS FilterCompute output, error, and weights using LMS adaptive algorithm
LMS UpdateEstimate weights of LMS adaptive filter
RLS FilterCompute filtered output, filter error, and filter weights for given input and desired signal using RLS adaptive filter algorithm

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