Goal: Automatically eliminate unwanted interference in
a signal.
The object is to subtract out as much of the noise as possible.
Example 1: Engine noise cancellation in automobiles
The firewall attenuates and filters the noise reaching the
listener's ear, so it is not the same as
n
k
'
n
k
'
. There is also a delay due to acoustic propagation
in the air. For maximal cancellation, an adaptive filter
is thus needed to make
n
k
'
n
k
'
as similar as possible to the delayed
n
k
n
k
.
Problem 1
What conditions must we impose upon the microphone
locations for this to work? (Think causality and physics!)
Analysis of the interference cancellor
E
ε
k
2=E
s
k
+
n
k
-
y
k
2=E
s
k
2+2E
s
k
n
k
-
y
k
+E
n
k
-
y
k
2
ε
k
2
s
k
n
k
y
k
2
s
k
2
2
s
k
n
k
y
k
n
k
y
k
2
We assume
s
k
s
k
,
n
k
n
k
, and
n
k
'
n
k
'
are zero-mean signals, and that
s
k
s
k
is independent of
n
k
n
k
and
n
k
'
n
k
'
. Then
E
s
k
n
k
-
y
k
=E
s
k
E
n
k
-
y
k
=0
s
k
n
k
y
k
s
k
n
k
y
k
0
E
ε
k
2=E
s
k
2+E
n
k
-
y
k
2
ε
k
2
s
k
2
n
k
y
k
2
Since the input signal has no information about
s
k
s
k
in it, minimizing
E
ε
k
2
ε
k
2
can only affect the second term, which is the
standard Wiener filtering problem, with solution
W=
R
n
'
n
'
-1
P
n
n
'
W
R
n
'
n
'
P
n
n
'
"A good introduction in adaptive filters, a major DSP application."