Inter national J our nal of Electrical and Computer Engineering (IJECE) V ol. 10, No. 3, June 2020, pp. 2383 2391 ISSN: 2088-8708, DOI: 10.11591/ijece.v10i3.pp2383-2391 r 2383 Discr ete wa v elet transf orm-based RI adapti v e algorithm f or system identification Mohammad Shukri Salman 1 , Alaa Eleyan 2 , Bahaa Al-Sheikh 3 1,3 Colle ge of Engineering and T echnology , American Uni v ersity of the Middle East, K uw ait 2 Electrical and Electronic Engineering, A vrasya Uni v ersity , T rabzon, T urk e y 3 Biomedical Systems and Medical Informatics Engineering Department, Y armouk Uni v ersity , Jordan Article Inf o Article history: Recei v ed Mar 20, 2019 Re vised No v 5, 2019 Accepted No v 25, 2019 K eyw ords: Adapti v e filters Discrete w a v elet transform LMS algorithm Recursi v e in v erse algorithm System identification ABSTRA CT In this paper , we propose a ne w adapti v e filtering algorithm for system identifica- tion. The algorithm is based on the recursi v e in v erse (RI) adapt i v e algorithm which suf fers from lo w con v er gence ra tes in some applications; i.e., t he eigen v alue spread of the autocorrelation matri x is relati v ely high. The proposed algorithm applies discrete-w a v elet transform (D WT) to the input signal which, in turn, helps to o v er - come the lo w con v er gence rate of the RI algorithm with relati v ely small step-size(s). Dif ferent scenarios has been in v estig ated in dif ferent noise en vironments in system identification setting. Experiments demonstrate the adv antages of the proposed D WT recursi v e in v erse (D WT -RI) filter in terms of con v er gence rate and mean-square-error (MSE) compared to the RI, discrete cosine transform LMS (DCT -LMS), discrete- w a v elet transform LMS (D WT -LMS) and recursi v e-least-squares (RLS) algorithms under same conditions. Copyright c 2020 Insitute of Advanced Engineeering and Science . All rights r eserved. Corresponding A uthor: Mohammad Shukri Salman, Colle ge of Engineering and T echnology , American Uni v ersity of the Middle East, K uw ait. T el: +965 2225 1400, e xt: 1765 Email: mohammad.salman@aum.edu.kw 1. INTR ODUCTION Adapti v e filtering plays an essential role in man y signal processing appli cations. The least -mean- square (LMS) algorithm’ s simplicity made it v ery commonly used in adapti v e signal processing applications such as system identification [1], ec ho cancelation [2], channel equalizat ion [3, 4], and interference cancela- tion [3, 5]. The main dra wback of the LMS algorithm is that it suf fers from lo w con v er gence rate when the input signal is highly correlated. Man y LMS v ariants [6-10] had been introduced to o v ercome the limitations of the original LMS algorithm and to achie v e better performance in terms of mean-square-error (MSE) and con v er gence rate. T ransform domain v ariable step-size algorithms are ef fecti v e and performing well in highly correlated noise en vironment [7, 11]. It has been sho wn in [12] that transforming the input signal into another domain can reduce the eigen v alue spread of input signal autocorrelation matrix which, in turn, accelerates the con v er gence rate of the adapti v e filters. The discrete-w a v elet-transform LMS (D WT -LMS) [10] and the discrete-cosine transform LMS (DCT -LMS) [13] algorithms were proposed to decrease the eigen v alue spread of the autocorrelation matrix of t h e input signal. Ho we v er , due to the fix ed step-size of the LMS algorithm, these algorithms pro vide poor performance in terms of the con v er gence rate. The recursi v e-least-square (RLS) algorithm w as proposed to of fer f aster con v er gence rate, especi ally , for highly correlated input signals [6, 14, 15]. Ho we v er , it has a dis adv antage of being highly computation- J ournal homepage: http://ijece .iaescor e .com/inde x.php/IJECE Evaluation Warning : The document was created with Spire.PDF for Python.
2384 r ISSN: 2088-8708 ally comple x. The perform ance of RLS algorithm and its v ariants depends on the for getting f actor ( ) in terms of con v er gence rate, misadjustment, tracking capability and stability [16]. The for getting f actor can tak e v alues between zero and unity and needs to compromise between the abo v e mentioned performance criteria. When the for getting f actor is close to unity , the algorithm achie v es lo w misadjustment and high stability , b ut it compromises its tracking capabilities. A smaller v alue of ( ) w ould impro v e the tracking capability of the RLS algorithm [16], b ut it w ould increase the misadjustment and might af fect the stability of the algorithm. In [17] the authors in v estig ated the influence of the for getting f actor of the RLS adapti v e filter in system identification. A possible solution to o v ercome this problem is to use a v ariable for getting f actor (VFF-RLS) algorithm [18, 19]. Recursi v e in v erse (RI) algorithm [20, 21] had been proposed to o v ercome the dra wbacks and li mita- tions of the abo v e mentioned adapti v e filters. It had been sho wn that the RI algorithm performs considerably better than the LMS algorithm and its v ariants. It w as also sho wn t hat its performance, in terms of con v er - gence rate and e xcess MSE, is comparable to that of the RLS under dif ferent settings, with less computational comple xity . Ho we v er , still the RI algorithm requires a v ery small initial v alue for its step-size if the eigen v alue spread of input signal autocorrelation matrix is relati v ely high. In this paper , we introduce a solution for the aforementioned problems by proposing a ne w D WT - based RI (D WT -RI) algorithm. Applying D WT on the input signal [22, 23] will reduce the eigen v alue spread of the autocorrelation matrix [24, 25] and gi v es the user the freedom to initiate the RI algorithm with relati v ely high initial v alues for the st ep-size. This process guarantees a v ery high performance, of the algorithm, in terms of both MSE and con v er gence rate. The paper is or g anized as follo ws: In Se ction 2., a brief e xplanation of discrete w a v elet transform is co v ered. Section 3. presents the deri v ation of proposed D WT -RI algorithm. In Section 4., simulation results that compare the performance of the proposed algorithm to those of the RI, DCT -LMS, D WT -LMS and RLS algorithms, in dif ferent noise en vironments for system identification setting, are gi v en. Finally , the conclusions are dra wn in the last section. 2. DISCRETE W A VELET TRANSFORM The theory of multiresolution analysis w as firstly de v eloped by Mallat [26], to represent functions defined o v er N dimensional space. W a v elet transform is a multiresolution technique for analyzing signals. It w as de v eloped, as an alternati v e to short time F ourier transform (STFT), to o v ercome the time-frequenc y resolution problems. The D WT uses filter banks to perform the w a v elet analysis by the construction of the multiresolution time-frequenc y plane. D WT decomposes the signal into w a v elet coef ficients from which the original signal can be reconstructed ag ain. The w a v elet coef ficients represent the signal in v arious frequenc y bands [27, 28]. Figure 1 sho ws the structure of discrete w a v elet transform adapti v e filter (D WT AF). Figure 1. Structure of discrete w a v elet transform transv ersal adapti v e filter . Int J Elec & Comp Eng, V ol. 10, No. 3, June 2020 : 2383 2391 Evaluation Warning : The document was created with Spire.PDF for Python.
Int J Elec & Comp Eng ISSN: 2088-8708 r 2385 According to D WT theory , reconstruction of the original signal x ( k ) can be performed using the follo wing finite sum: x ( k ) = J 1 X j =0 X n 2 Z j ;n   j ;n ( k ) ; (1) where j ;n are the w a v elet coef ficients and   j ;n ( k ) are the w a v elet functions that form an orthogonal basis. The purpose of D WT adapti v e filter is to generate the discrete reconstruction of x j ( k ) which is the projecti v e discrete form of x ( k ) in w a v elet subspace. x j ( k ) is gi v en by: x j ( k ) = X n 2 Z j ;n   j ;n ( k ) : (2) If v j ( k ) is the approximation of projecti v e x j ( k ) , then v j ( k ) = X n 2 Z ^ j ;n   j ;n ( k ) ; (3) where ^ j ;n is the discrete approximation of the w a v elet coef ficients j ;n , ^ j ;n = X l x ( l )   j ;n ( l ) : (4) Gi v en that, h j ( l ; k ) = X n 2 Z   j ;n ( l )   j ;n ( k ) : (5) No w , substituting (4) and (5) in (3) results in v j ( k ) = X l x ( l ) h j ( l ; k ) : (6) Equation (6) is simply the discre te con v olution of the input signal x ( k ) and the filter coef ficients h j ( l ; k ) . Using Orthogonality and time-steadiness, filter indices can be re written as: h j ( l ; k ) = h j ( l k ) : (7) Therefore, v j ( k ) = X l x ( l ) h j ( l k ) : (8) 3. DISCRETE W A VELET TRANSFORM RECURSIVE INVERSE ALGORITHM 3.1. Recursi v e in v erse (RI) algorithm The optimum solution for the FIR filter coef ficients can be obtained using the W iener -Hopf equation [6]: C ( k ) = R 1 ( k ) p ( k ) ; (9) where k is the time parameter ( k = 1 ; 2 ; : : : ), C ( k ) is the filter weight v ector calculated at time k , R ( k ) is the estimate of the tap-input v ector’ s autocorrelation matrix, and p ( k ) is the estimate of the cross-correlation v ector between the desired output signal and the tap-input v ector . Recursi v e estimation of R ( k ) and p ( k ) in (9) can be obtained as follo ws; R ( k ) = R ( k 1) + x ( k ) x T ( k ) ; (10) p ( k ) = p ( k 1) + d ( k ) x ( k ) ; (11) where is the for getting f actor which is usually v ery close to unity and x ( k ) is the tap-input v ector . Discr ete wavelet tr ansform-based RI adaptive ... (Mohammad Shukri Salman) Evaluation Warning : The document was created with Spire.PDF for Python.
2386 r ISSN: 2088-8708 Using the recursi v e solution of the W iener -Hopf equation for one iteration with v ariable step size gi v es the weight update equation of the RI algorithm [20]: C ( k ) = [ I ( k ) R ( k )] C ( k 1) + ( k ) p ( k ) : (12) Where ( k ) is the v ariable step-size [20] which satisfies the con v er gence criterion [6]: ( k ) < 2 max ( R ( k )) = 1 1 k 2 max ( R xx ) = max 1 k ; (13) where max is the maximum eigen v alue of R ( k ) and R xx = E x ( k ) x T ( k ) . F or more details about deri v ation and con v er gence analysis of the RI algorithm, the reader may refer to [20]. The RI algorithm has a major adv antage compared to the RLS algorithm in that it does not require the update of the in v erse autocorrelation matrix. Also, its computational comple xity is much less than that of the RLS algorithm. Due to the update of in v erse autocorrelation matrix, RLS type algorithms may f ace numerical stability problems [29], which is not the case for the RI algorithm. 3.2. The pr oposed algorithm The performance of the RI algorithm can be impro v ed further by applying the D WT to the input s ignal. In this case, the weights update equation in (12) will become as: C ( k + 1) = [ I ( k ) R v v ( k )] C ( k ) + ( k ) p v d ( k ) : (14) where R v v ( k ) = R v v ( k 1) + v ( k ) v T ( k ) ; (15) and p v d ( k ) = p v d ( k 1) + d ( k ) v ( k ) : (16) Where v ( k ) = Wx ( k ) is the transformed input signal and W is the w a v elet transform matrix of size J N . ( k ) = 0 1 k ; (17) where 0 is a constant selected as: 0 < max = 2(1 ) max ( R v v ) and R v v = E v ( k ) v T ( k ) : The adapti v e estimation error is gi v en as: e ( k ) = d ( k ) y ( k ) ; (18) where y ( k ) = v T ( k ) C ( k ) = J 1 X j =0 v j ( k ) c j ( k ) = J 1 X j =0 X l c j ( k ) h j ( l k ) x ( l ) ; (19) where y ( k ) is the transformed v ersion of y ( k ) sho wn in Figure 2 Int J Elec & Comp Eng, V ol. 10, No. 3, June 2020 : 2383 2391 Evaluation Warning : The document was created with Spire.PDF for Python.
Int J Elec & Comp Eng ISSN: 2088-8708 r 2387 Figure 2. Block diagram of an adapti v e system identification setting 0 0.5 1 1.5 2 2.5 3 3.5 0 0.2 0.4 0.6 0.8 1 1.2 1.4 Frequency Magnitude Figure 3. Unkno wn system transfer function 4. SIMULA TION RESUL TS In the simulations, the performance of the proposed D WT -RI algorithm is compared t o those of the RI [20], DCT -LMS [9], D WT -LMS [10] and RLS [6] algorithms in the system identification setting described in Figure 2. The filter length for all algorithms is J = 16 taps and the signal-to-noise rat io (SNR) w as selected to be 30 dB for all the e xperiments. The recei v ed signal x ( k ) w as generated us ing the D WT on the signal x i ( k ) gi v en by [7]: x i ( k ) = 1 : 79 x i ( k 1) 1 : 85 x i ( k 2) + 1 : 27 x i ( k 3) 0 : 41 x i ( k 4) + v 0 ( k ) : (20) where v 0 ( k ) is a Ga ussian process with zero mean and v ariance 2 = 0 : 3849 . The unkno wn system is the bandpass filter sho wn in Figure 3. The simulation results for Gaussian and impulsi v e noise were obtained by a v eraging 100 and 300 Monte-Carlo independent runs, respecti v ely . 4.1. Additi v e white gaussian noise In order to test the performance of the proposed algorithm, the signal i s assumed to be corrupted with an additi v e white Gaussian noise (A WGN) process. Simulations were carried out with the follo wing parame- ters: F or the D WT -RI and RI algorithms: = 0 : 99 and 0 = 0 : 0013 . F or DCT -LMS algorithm: = 0 : 9985 , = 8 10 4 , = 0 : 02 , = 2 10 3 and M = 10 . F or D WT -LMS algorithm: = 0 : 02 . F or the RLS algorithm: = 0 : 99 . Figure 4 sho ws that the RI, RLS and D WT -RI algorithms con v er ge to the same Discr ete wavelet tr ansform-based RI adaptive ... (Mohammad Shukri Salman) Evaluation Warning : The document was created with Spire.PDF for Python.
2388 r ISSN: 2088-8708 MSE. Ho we v er , the D WT -RI and RLS con v er ge much f aster than the RI algorithm (950 iterations f aster). On the other hand, the DCT -LMS and D WT -LMS algorithms con v er ge to a higher MSE (mse=5dB w orse) than the other algorithms with lo w rate of con v er gence. 200 400 600 800 1000 1200 1400 10 −6 10 −5 10 −4 10 −3 10 −2 10 −1 10 0 Iteration MSE DWT−RI RLS RI DCT−LMS DWT−LMS Figure 4. The ensemble MSE for RI, RLS, DCT -LMS, D WT -LMS and D WT -RI in A WGN 200 400 600 800 1000 1200 1400 10 −7 10 −6 10 −5 10 −4 10 −3 10 −2 10 −1 10 0 Iteration MSE RI DWT−LMS DWT−RI RLS DCT−LMS Figure 5. The ensemble MSE for RI, RLS, DCT -LMS, D WT -LMS and D WT -RI in A WIN ( = 0 : 2 , = 100 ) 4.2. Additi v e white impulsi v e noise Due to man-made noise, underw ater acoustic noise, atmospheric noise, etc, the noise added to the recei v ed signal may not be modeled as Gaussian. This type of noise which has a hea vy-tailed distrib ution is characterized by outliers and may be better modeled using a Gaussian mixture model. In order to test the rob ustness of the proposed algorithm, and to study the ef fects of the impulsi v e components (outliers) o f the noise process in the system identification setting, an impulsi v e noise process is generated by the probability density function [30]: f = (1 ) G 0 ; 2 n + G 0 ;  2 n with v ariance 2 f gi v en as: 2 f = (1 ) 2 n +  2 n , where G 0 ; 2 n is a Gaussian probability density function with zero mean and v ariance 2 n that represents the nominal background noise. G 0 ;  2 n represents the impulsi v e component of the noise model, where is the probability and 1 is the strength of the impulsi v e components. (a) Firstly , the signal is assumed to be corrupted with an additi v e white impulsi v e noise (A WIN) process. The white impulsi v e noise process is generated with the parameters: = 0 : 2 and = 100 . Simulations were carried out with the follo wing parameters: F or the D WT -RI and RI algorithms: = 0 : 99 and 0 = 0 : 001 . F or DCT -LMS algorithm: = 0 : 9985 , = 8 10 4 , = 0 : 02 , = 2 10 3 and M = 10 . F or D WT -LMS algorithm: = 0 : 018 . F or the RLS algorithm: = 0 : 99 . Figure 5 sho ws that the D WT -RI and RLS algorithms con v er ge to the same MSE at the same time, The RI and DCT -LMS algorithms still con v er ge to the same MSE b ut with much lo w rate of con v er gence than those of the D WT -RI and RLS algorithms. The D WT -LMS algorithm con v er ges to much higher MSE with almost the same rate of con v er gence of those of RLS and D WT -RI algorithms. (b) Secondly , in order to emphasiz e on the capability of the proposed D WT -RI algorithm in suppressing impulsi v e noise, e v en, with high impulsi vity strength, an A WIN process is generated with the parame- ters: = 0 : 2 and = 100000 . Simulations were carried out with the follo wing parameters: F or the D WT -RI and RI algorithms: = 0 : 99 and 0 = 0 : 0001 . F or DCT -LMS algorithm: = 0 : 9985 , = 8 10 4 , = 0 : 02 , = 2 10 3 and M = 10 . F or D WT -LMS algorithm: = 0 : 018 . F or the RLS algorithm: = 0 : 99 . The RI algorithm f ails to con v er ge under these settings. Figure 6 sho ws that the RLS algorithm con v er ges to the steady-state MSE (MSE = 10 dB) after 400 time itera- tions, while the D WT -RI algorithm con v er ges to a lo wer MSE (MSE = 14 dB) than the RLS at the same time. The DCT -LMS algorithm con v er ges to a lo wer MSE t han that of the D WT -RI algorithm b ut with v ery lo w con v er gence rate, whereas the D WT -LMS al go r ithm con v er ges to a v ery high MSE. This sho ws the adv antage of domain transform in reducing the self-correlation of the input signal and con v er ging to a lo wer MSE v alues with higher con v er gence rates. Int J Elec & Comp Eng, V ol. 10, No. 3, June 2020 : 2383 2391 Evaluation Warning : The document was created with Spire.PDF for Python.
Int J Elec & Comp Eng ISSN: 2088-8708 r 2389 500 1000 1500 2000 2500 3000 10 −3 10 −2 10 −1 10 0 10 1 Iteration MSE DWT−RI RLS DCT−LMS DWT−LMS Figure 6. The ensemble MSE for RI, RLS, DCT -LMS, D WT -LMS and D WT -RI in A WIN ( = 0 : 2 , = 100000 ) 5. CONCLUSION A ne w discrete w a v elet transform based RI adapti v e filtering algorithm is proposed. The performa n c es of the D WT -RI, DCT -LMS, D WT ,LMS, RI and RLS algorithms are compared in A WGN and A WIN en viron- ments in system identification setting. Under the same conditions, the D WT -RI algori thm outperforms the aforementioned algorithms in terms of MSE and/or con v er gence rate. REFERENCES [1] M. S. Ahmad, O. K ukrer and A. Hocanin, “The ef fect of the for getting f actor on the RI adapti v e algorithm in system identification, 10th International Symposium on Signals, Cir cuits and Systems (ISSCS), pp. 1- 4, 2011. [2] C. P aleologu, J. Benesty , S. L. Grant, and C. Osterwise, “V ariable step-size NLMS algorithms for echo cancellation, 43r d Asilomar Confer ence on Signals, Systems and Computer s , pp. 633-637, 2009. [3] C. V . Sinn, and J. Gotze, “Comparati v e study of techniques to compute FIR filter weights in adap- ti v e channel equalization, IEEE International Confer ence on Acoustics, Speec h and Signal Pr ocessing (ICASSP03), v ol. 6, pp. 217-220, 2003. [4] M. S. Ahmad, O. K ukrer and A. Hocanin, An ef ficient Recurs i v e In v erse adapti v e filtering a lgorithm for channel equalization, Eur opean W ir eless Confer ence (EW 2010), pp. 88-92, 2010. [5] S. Dixit and D. Nag aria, “LMS adapt i v e filters for noise cancellation: A re vie w , International J ournal of Electrical and Computer Engineering (IJECE), v ol. 7, no. 5, pp. 2520-2529, 2017. [6] S. Haykin, Adaptive F ilter Theory , Prentice Hall, Upper Saddle Ri v er , NJ, 4 th edn., 2002. [7] R. C. Bilcu, P . K uosmanen and K. Egiazarian, A transform domain LMS adapti v e filter with v ariable step-size, IEEE Signal Pr ocessing Letter s , v ol. 9, no. 2, pp. 51-53, 2002. [8] C. P . Kw ong and E. W . Jonston, A v ariable s tep-size LMS algorithm, IEEE T r ansactions on Signal Pr ocessing , v ol. 40, pp. 1633–1642, 1992. [9] D. I. Kim and P . De W ilde, “Performance analysis of the DCT -LMS adapti v e filtering algorithm, Signal Pr ocess , v ol. 80, no. 8, pp. 1629-1654, 2000. [10] S. Hosur and A. H. T e wfik, “W a v elet transform domain adapti v e FIR filte ring, IEEE T r ansactions on Signal Pr ocessing , v ol. 45, no. 3, pp. 617–629, 1997. [11] T . Go wri, R. K umar P ., D.V .R. K oti Reddy , “Ef ficient reduction of PLI in ECG signal using ne w v ari- able step size least mean fourth adapti v e algorithm, International J ournal of Electrical and Computer Engineering (IJECE), v ol. 9, no. 1, pp. 307-313, 2019. [12] S. S. Narayan, A. M. Peterson and M. J. Narasimha, “T ransform domain LMS algorit h m , IEEE T r ans- actions on ASSP , ASSP-31, no. 3, pp. 609-615, 1983. [13] J. C. Lee and C. K. Un, “Performance of transform domain LMS adapti v e digital filters, IEEE T r ansac- tions of Acoustic, Speec h, Signal Pr ocessing , ASSP-34, no. 3, pp. 499-510, 1986. Discr ete wavelet tr ansform-based RI adaptive ... (Mohammad Shukri Salman) Evaluation Warning : The document was created with Spire.PDF for Python.
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Int J Elec & Comp Eng ISSN: 2088-8708 r 2391 Alaa Eleyan recei v ed the B.Sc. and M.Sc. de grees in Electrical Electronics Engineering from Near East Uni v ersity , Northern Cyprus, in 2002 and 2004, respecti v ely . In 2009, He finished his PhD de gree in Electrical and Electronics Engineering from Eastern Mediterranean Uni v ersity , Northern Cyprus. Currently , he is w orking as an associate professor at A vrasya Uni v ersity , T urk e y . His current research interests are computer vision, signal image processing, machine learning and robotics. He has more than 60 published journal articles and conference papers in these research fields. Bahaa Al-Sheikh recei v ed the B.Sc. de gree in Electronics Engineering from Y armouk Uni v ersity , Jordan, MSc in Electrical Engineering from Colorado State Uni v ersity , Colorado, USA, and PhD in Biomedical Engineering de gree from the Uni v ersity of Den v er , Colorado, USA, in 2000, 2005 and 2009, respecti v ely . Between 2009 and 2015, he w ork ed for Y armouk Uni v ersity as an assis- tant professor in the department of Biom edical Systems and Medical Informatics Engineeri ng and serv ed as the department chairman between 2010 and 2012. He serv ed as a part-tim e consultant for Sandhill Scientific Inc., Highlands Ranch, Col orado, USA in Biomedical Signal Processing field between 2009 and 2014. Currently , he is an Assistant Professor at the Electrical Engineering Department at the American Uni v ersity of the Middle East in K uw ait. His research interests include digital signal and image processing, biomedical systems modeling, medical instrumentation and sound source localization systems. Discr ete wavelet tr ansform-based RI adaptive ... (Mohammad Shukri Salman) Evaluation Warning : The document was created with Spire.PDF for Python.