Adaptive Filtering For Biomedical Applications
Adaptive Filtering For Biomedical Applications
F I LT E R I N G F O R
BIOMEDICAL
A P P L I C AT I O N S
• Correlation of two signals is the convolution between one signal with the functional
inverse version of the other signal.
CONVOLUTION VS
C O R R E L AT I O N
( C O N T D . . )
AUTO-
C O R R E L AT I O N
CROSS-
C O R R E L AT I O N
O P T I M A L F I LT E R I N G
• Optimal filtering is a means of adaptive extraction of a weak desired
signal in the presence of noise and interfering signals.
• The common methods for designing optimal filter under constrains in the
transfer function are, the Wiener method, the discrete-time Fourier
transform (DFT) method, the least mean square (LMS) method, and
the recursive least squares (RLS) method.
• Wiener filter are mean square error – optimal stationary linear filter for signal
degraded by additive noise. Wiener filter is a filter used to produce an
estimate of a desired or target random process by linear time-
invariant (LTI).
• A FIR filter whose output y[n] best approximates the desired signal d[n] in the
sense that the mean square norm of the error is minimised is called the
optimum FIR Wiener filter.
• In the previous slide, the signal x(n) is the signal extracted from a patient’s
body that must be filtered. This signal consists of two components, one is the
desired component (i.e.) the signal we want to measure: v(n), and the other is
the noise component which we want to remove: m(n)
• The signal r(n) is the reference input signal which is fed to the adaptive filter
model to get an output signal y(n). The model is constructed in such a way
that the output signal y(n) is as close as possible to the noise component of
x(n) (i.e.) m(n)
• Now by subtracting y(n) from x(n) the error signal e(n) will be close to the
desired component of the measured signal (i.e.) v(n) and in this way we filter
out the noise from the measured signal
A D A P T I V E F I LT E R I N G ( C O N T D … )
• But there are 2 important conditions for the adaptive filter to function
properly
• The first condition is that the desired component v(n) and the noise
component m(n) must be uncorrelated
• The second condition is that the reference signal r(n) must be uncorrelated
with the desired component v(n), but it should be correlated with the noise
component m(n).
• So in the end, our desired signal cam be estimated as:
• Where is the approximate desired component of the input signal x(n). We use
here since no filter is perfect
A D A P T I V E F I LT E R I N G ( C O N T D … )
• Now the aim of adaptive filtering, which is based on optimal filtering is to reduce
the mean square error, so for the adaptive filter model:
• The final term becomes zero since v(n) is uncorrelated with y(n) and has zero mean
A D A P T I V E F I LT E R I N G ( C O N T D … )
• Now since our aim is to minimize the noise, we try and minimize the mean
square error
A D A P T I V E F I LT E R I N G ( C O N T D … )
• Now that we’ve reduced the mean square error, we will take a closer look at
the adaptive filter
A D A P T I V E F I LT E R I N G ( C O N T D … )
• Now from the previous slide, we can represent all those elements in an Mx1
matrix form for computational ease
Least Mean
Squares (LMS)
TYPES OF
ADAPTIVE
F I LT E R I N G
Recursive Least
Squares (RLS)
L M S A D A P T I V E F I LT E R I N G
The weights in the above equation are updated using steepest descent algorithm:
µ is the step size and delta is the gradient of the squared error with respect to the weight
Cross-multiplying the
denominator in the previous k
equation and rearranging terms
RLS CONTD.