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Member Since: January 10, 2012

Country: United States

  • Very cool! I think it would help if you just explicitly wrote the update rules for an LMS filter, as this is one of the few times the math is simpler than the English (at least for me). If we just start with some initial guess at the filter H, we get our guess y_pred = H * x. All we do is:

    err = y - y_pred H(n+1) = H(n) + mu * err * x

    Where mu is just some scaling factor so we don't overshoot dramatically or something. Written that way, a scary concept like "adaptive filtering" seems really simple!

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