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社団法人電子情報通信学会THEINSTITUTEOFELECTRONICS,INFORMATIONANDCOⅦUNICATIONENGINEERS
信学技報TECHNICALREPORTOFIEICE・
Cs96-138,IE96-lO7(1996-12)
バックプロパゲーション適応IIRフィルタのための
2次元LMSアルゴリズムの収束性に関する検討
マハシャダイデ 川又政征
東北大学大学院工学研究科
〒980-77仙台市青葉区荒巻字青葉
E-majl:maha@mk・ecei,tohoku・acjp
あら まし 本稿では,‘誤差方程式に基づく,バックプロパゲーション適応ⅡRフィルタのための2次元LMS
アルゴリズムを提案し,リヤプノフ安定定理を用いて,このアルゴリズムの収束性を考察する.とくに,分母分
離形2次元IIRフィルタのために適応アルゴリズムを提案し,収束性を考察する.このアルゴリズムでは,フィル
タの分母の水平セクションと垂直セクションの縦続結合に望ましい信号がバックプロパゲーションされることに
より,フィルタの係数に関してウ線形な中間誤差関数を生成する.提案したアルゴリズムの性能を明らかにするた
めシミュレーション結果を示す.しかし,望ましい信号が加法ノイズに乱されている場合は,推定値のバイアス誤
差が多いという問題点がある.そのバイアス誤差を無くすための方法を提案し,シミュレーション結果を示す.
キーワード2次元誤差方程式適応IIRフィルタ,分母分離形2次元バックプロパゲーションIIRフィルタ.
OntheConvergenceof2-DLMSAlgorithm
fbrBackpropagationAdaptivellRFilters
MahaSHADAYDEHandMasayllkiKAWAMArA
GraduateSchoolofEngineering,nhokuUniver8ity
AOba,Aramnaki,AobaFku、Sendaj980-77,Japan
E-majl:maha@mk,ccei、tohoku、acjp
Abstract
Thispaperdevelopsa2-Dextensionofthel-DstabilitytheoryapproachtoequationerroradaptivelIRfilters・Thenanalgorithmbasedontheb誠kpropagationfbrmulationof2-DequationerroradaptivelIRfilterswithseparabledenominatorfunctionisproposedanditsconvegenceanalysisisconsidered・Thisalgorithmisbasedontheconceptofb“kpropagatingthedesiredsignajthroughacascadeofthedenominatorvertica1and
horizontalpartssothattWolinearerrorfimctionscanbegenerated・Simulationresults麺epresentedtoshowthattheproposeda1gorithmconvergestotheoptima1solutionwhenthedesiredsignalisfreefromadditive
●
nmse-However,ifthedesiredsignaliscontaminatedwithadditivenoise,theproposedalgorithmresultsinbiasedestimates・Andthus,abiasremowJmethodanditssimulationresultsarepresented・
keywords 2,equationerroradaptivellRfilter,separabledenominatorbackpropagationllR・filter.
-61-
1INTRODUCTION
Inre(9entye麺sthereha烏been麺lincreasinginterestintwo-dimensiona雌MiaptiveIIRfilteralgorithmsduetotheirapplicationt⑥imageenhancementandnoise
reduction・TWomain叩proaタhestoadaptivelIRiil‐teringbasedOndi俄renterrorcriteriahfwebeencon‐
sideredsof遼.Thefirstoneisbasedontheoutputerrorfbrmulation,inwhichtheadaptivefilterisup‐dateddirectlyinanllRfbrm・COnsequentlytheme麺
squareoutput-errorisnotquadraticandmaycontajn
severalloca』mini、乱111.Thesecondappro紬isb懇edontheequati(m-errorfbrmulation・Anequ孔tion-erroradaptivellRfilterhassimil麺beh8wiortoanFIRfilter
andthemeansqu麺eequationerrorisquadr亀ticI1l.Tbshimaeta1.I51h2wcextendedthel-D伽kprop‐agationfbrmulationoftheequ孔tionerrorlIRfilters
proposedin14}totwMimensionamRfilte面swithsep‐arabledenomin孔torfmction・Tbmonitorstability§the
a1gorithminI51suggeststh乱tboththedenomin秘tor'sverticalandhorizontalparts麺edecomposedinto孔cas-cadeofse《9ondorder5ections,andhencestabilitymoni‐tOring《9anbeGasilyaXhie”dfbreaXFhl-Dse《9ond-order
section・Howwer,noconvergencean副ysisfbrthe2-DeqllatiOnerrOradaptiveIIRfilterh劇sbeenconsideredsofar・
InthispaPerwefirstdevelopa2-D唾tensi⑧nof
thel-Dstabilitytheoryappro謎htol-Dequationer迄
roradaptivellMltersconsideredi、{21.Thenaユ1a1go‐rithmsimi伽totheoneproposedin{51,butwiththedenomin乱tordecomposedintocascadeofthevertica1
andhorizontalpartsonly麺eproposedanditsconver-
gence麺l遡ysisisinvestigated・Sincetheequationerr(雁basedadaptivealgorithmsgenerallyresultin孔biased
estim孔teswhenthedesiredsigna1iscontaminatedwith
識dditivEnoise,abi殿removalmethodfbrtheproposeda1gorithmaエlditssimulationresultsareconsidered、
22-DBACKPROpAGATIONADAPTIVEIIRFILTERALGORITHM
Thel-DequationerrorlIRfiltersusingthebaXkprop-ag乱tionfbrmulationI4}canbedirectlyextendedtothe2-DcaseasshowninFi9.1.InthisstrUcture,theinputsignalu(m,"),m=0,…,M,仰=0,...,Ⅳ,ispiissed
throllghthefiltertransversalsectioM(qrI,嘘i),whilethedesiredsignaM(m,仰)isba心kpropag孔tedthrollghtheinverseofthea1l-polesectionB(9r',嘘'),where9r1and嘘’麺eusedthroughoutthispapertode‐notetimedelayoper秘torsinthehorizontalandverti戸
caldirectionrespectivelymheeqll秘tionerror侭(m,、)isgeneratedusingtheintermedi乱tesigna1sy,(m,泥)and。,(、,仰)asfbllOws:
e(m,”)=d,(m,沌)-〃,(m,卸)
=怠(qrI,嘘')d(m,,、)一A(9『',嘘')秘(m,沌),(')
wherethefilter'str麺sversalsectionA(9r1,951)andtheinverseoftheallpolesectionB(9r1,嘘I)aregivenby
jV1Ⅳ2
A(‘『!,嘘!)=EEα(#,j)9r‘嘘j (2)j=Oj=0
b
$§
q
Figurel:E《lllati《)nErr《)rFormlllatiollfbr2-DIIRFil‐ter.
M1Mコ
B(q『1噸!)=1-EE6(i,j)9「‘塀(3)爵訴o
BysllMitutingEqS.(2)麺d(3)intoEq.(1)andre‐arr皿ging,theα”orpredictionequ勘tionerrore(k)=e(、,")Caユlbewrittenasfbnows:
℃(k)=‘(m,抑)一タT(ルー1MA)=8Tや(A)一jT(ルー1Mル)
=jT(ルー1MA),(4)
whereルーmM+ndenotestheiterationnumber,and
OT={6('’0),…,6(M1,0,)…,6(M1,M2)
α(0,()),…,α(Ⅳ1,()),...,卿(jVl,jV2)1(5)
やT(A)=【例(m-',抑),…,、(m一M,,"),…,d(m-M1,”-雌)趣(m,”)・・・
u(m-Nl,”),…,1』(m-jVI,”一脇)1(6)
jT(ル)=Iih:('’0),…,6k(M,’0),・・・’6k(M,,雌),
。M0,0),…,‘iWV1,0),…,dWV1,M)}(7)
jT(k)=87-タT(ん).(8)
ThetildfDWiⅢ〕ellsedtodelM》tetheerrorintheesti‐
matedentitiesthrollghoutthisp叩⑧r、The2-DLMSEquationError(LMSEE)遡gorithm
fbrth催strll(9tllregiveninFig、1h怨thecoefficientsllPd孔tePr⑧(9edureinthefbrm:
β(ル)=8(ルー1)+ノ"(ル)や(ル),(9)
whereノ↓>Oisthepamnleter'supdatestepsize・Sincetheerrorfimctione(A)isline麺withrespecttotheco‐
efIi(ientsof9(A)themean-sqll麺e-equationerrorisaquadraticfilnctiOnwithasinglegloMminimumand
nolocalminimaI1l.Con蔦equentlyうtheconvergeIM:eoftheprocedureinEq.(9)isonlyrel孔tedtOthestep制zeノ‘,麺dhencefbrsufn《,ientlysm棚lノ‘,Eq.(9)winlmiquelyconvergewithouttheproblemofpammeterinstability・nestablishtheconditionfbrthe《9onver‐
gence,inthefbuowingse(2ti(mthest小ilityappro錘h
tothel-DequationerrorllRfilterconsideredinI2]isextendeddirectlytothe2-Dcase.
-62-
3STAmmTYnHEORyAPPROACHTO2-DADAPTIVEHRFIⅡmlBR
SUbtr“tingbothsidesofthe孔daPtivealgorithmillEq.(9)fromatimeinv狐ant9,andusingEq.(4)yield
タ(片)={1-坪(k)や(k)Tlj(ルー').('())
ThestabilityapproiM・htoadaptivep麺immeteresti‐
mationconsidersEq.(38)asatime-viiJWingsy葛tem・
Showingth乱t8→0,oreqllivalentlythatl9→0,fbr
anyfinite8(0),《:anbedonebyprovingEq.(38)tobe
gloMly麺d識ymptOticallystable・FortheerrorSystemofEq.(38),c(msiderthefbl‐
lowingLyapllnovfimction:
v(A)=タT(ん)j(A),(1')
whichiseqllaltothe勝11mmation⑥fthesqll麺ederrorsinthep麺amete齢estim孔tGs・If
△V(A)=V(ル)-V(&-1)<0 (12)
fbra』lkandV(0)isfinite,then△V(k)→0.Simil麺tothel-Dc悉e、evalll孔tingEq.(12)yield鰍
△V仏)=-似e2(ル)12-”(k)Tや(A)1.(13)
Sinfe/&isdefinedaspositive,if
O≦仏≦や(蒜町 (14)
fbrall除amsomeグE(0,2),thenEq.(12)iss孔tisfied,and△V(A)→Oimpliesthat川2(k)→O0r
e(A)=jT(ルー'MA)→0. (15)
NotethatEq.(14)implicitlyassumestha岬(A)is
boundedorthattheinput秘isboundedandB(9rlJ嘘')isstable、Moreover,Eq.(15)doesnotimplythat9→0
unlessや(A)issu缶cientlyrichsu<hthat孔no皿ero8isnotorthogonalt叩(jb)加遡M>舟(2),i、e,,orequiv‐alentlyI21Pissuffi(ientlyri('htoex(:iteeverymodeoftheplaエltsuchthaterrorsinidentifyinganyofthese
models麺eol〕servableinthepredicti⑪nGrr()r・
Simil麺tothel-DequatiOnerr⑥r,it(秘nbGe概一
ilyshownthatmillimizingthe2-D側uati()nerrorwillresultin孔unbiaAうedP麺麺netersestimatesonlyifthe
desiredsignali爵、()tcontaminatedwithadditivenoisp.
42-DLMSALGORITHMFORBACK‐
PROPAGAnIONADAPTIVEIIRFIL-
TERS1ⅣITHSEPARABLEDENOMINA-
TORFUNCTION
Thetransfbrfunctionof孔separ孔bleden()minator2-DⅢRfilteris
〃(州11=a等言鍔!y (16)
whereBl(9「')andB2(951)a近ethedenomiIl孔torhor‐izOnt拙麺dverti《9狐p麺tsrespectively,anddefined誌mlows:
M1
B!(9「!)='一E61('),「‘('7)i=l
M2
B2(嘘!)='一E62(j)嘘'.('8)j=1
Ⅲ》rsep麺abledenOminatorllRfilters,theanpolese(?-
tionB(q「1,951)inFig.1(謁迩lbedecomposedint()a(9a3(:Meofverti《?a』趣ldhoriz《mtalp麺tsasshowninFig、2.TheolltPutoftheverti《2遡partc極lbeusedasa1AintGrmedi孔tPsign乱t⑥prOdll《getheintermediat俗errore2(、,仰)whichisline麺withrespe(:ttOthe(9oeffi(:側tsoftheverti《9alP極t・Theintermedi孔teerrorfml《?tionse,(m,")趣lde2(m,仰)麺egivenby
c,(m,,、)=白,(qr1)d2(m,勉)-A(9『',嘘')狸(m,,、)('9)
e2(m,抑)=白2(婚I)。(m,抑)一y2伽,仰),(20)
where
y,(、’'2)=狐(m,加)A(9「',嘘')(2')1
12("2,")=諏雨'!("2,")(22)《12(m,,')=豆2(応')d(m,,z).(23)
Thefiltercoefficientsofthetr麺sversalpartA(9r1,嘘l)池dthedenominat()rhorizontalpartB,(qr1)a正e,,p‐dated細fbnows:
ac?(&)91(A+')=81(い-メ‘'師7両
=8,(ん)+ノ‘,e,(片)や,(jb),(24)
where,
9,=Iル,(1),…,6,(M,),α(0,0),…(25)
α(jV1,()),…,α(jV,,M)17, (26)
j,(A)=隣('),…,鉾(M1),iij,((),0),…,
aと(jv,’0),…,fiAs(Ⅳ,,jv2)lT (27)
P,(片)={m2(m-1,,2),・・・’ぬ(m-M1,”),江(、.”),…,
〃(m-jV,,仰),…,'4(m-jV,,”-M)17,. (28)
A11dthe(9《)efHcientsofthedellomin孔torverti(9a1P孔rtB2(嘘I)麺ellpdatedllsingl-DLMSalgorithmaMbl‐lows:
脚=鑑Iル‘噸淵=iMi(j)+似2忽2(ル)伽,”-j),
j=1,…,雌.(29)
B()thoftheilltermedi孔teerrorfimctionse,(、1,”)and像2(、,”)麺eline麺withrespecttotheupd孔tedpa戸rameters麺ldhG1M9ewithgood《9hoi《9eofthestepsize,
Eqs.(24)and(29)willconv燈rgetothegloMminimumwithouttheproblemofst孔bilitymonitOring・
Theerrorfim(tioninEq.(19)c麺lbewrittenasfbll《)ws:
Cl(m,")=心(m,")-97(ルー1)や,(除).(3())
Ifwedefinedthefbnowingve《9tors:
82={’一&2('),…,一MM2)]T, (31)
タ2(ル)='’一錐('),…,-鑑(M2)17,, (32)
や2(ル)=I‘(m,'、),・・・,d2(m,”-雌)}T,(33)
thenfromFig、2,.2(m,仰)c麺bewrittenas
心(m,")=ぬ(k)=鰯(ルー')や2(A),
={9J-厨(ルー'岬2(k).(34)
-63-
‘(州)='側…㈹(州-ⅧI;'㈹DiMi+'(j)=錐(j)+似2c2(ル)I。(m,”-j)-
m(ル)e・(m,'n-j)1,j=1,…,雌,(43)
where,e,(ル)i静anerrOrvectordefinedas幼nows
e,(ル)=Ic2(m,”),e2(m-1,抑)…種2(m-M1,")1,(坐)
a、,γ,(A)and通(ル)麺etwova配i小les,theirvalues麺echOselltov8LrybetwGenO孔tthebeginingoftheadaptiveprocessandincreaSegraduallytol懇e‘(k)皿de2(k)tendtobemore誠curateestimatesoftheadditivenoiseiM(ん)anM2(k)respGctively、Andthusγ,(A)皿dな(k)錘edefinedasfbllows
両(…(“綴淵),,≦鰯,≦'’㈹州=唾(い,淵{),,≦"≦'’㈹wherelllldenotestheEu《:lideannorm,伽
e2(ん)=IC。(m,”),c・(m’'@-1)…c・(m’'@一雌)1.(47)
R
Itc麺bee錨ilyBhownthat
8作j(ん)=恥2(ル),(35)
andthusbysllbstitutinginEq.(34),wecanwriteEq.(30)asfbllows
e,(m,")=j,(ルー1)γや,(A)-激ルー1)w(A).(36)
Now,subtractingbothsidesofEq.(24)fromthetimeinvaエiimt81andusingEq.(36)wehave
O,(ル)=11-ノ‘,や,(jWj(k)Tlj,(ルー')一M?(ルー1)鞄(ルM(た).(37)
Bytakingtheexpe《:tedvalueof(37)wehave
EI8i(ル)l=E{('一脚,やI(ん)や,(た)T)‘,(た一')1
-メ‘,E{鱒(ルー'沖2(た)?,側,=EIA,81(た-1)1-脚E{A2や,(A)1,(38)
AconvergenceanalysisbasedonLyapunovstabilitytheorycanbeappliedtotheiirsttermofEq.(38)anditcanbeshownthatif
。≦‘‘,≦*、(")where入,…塚denotesthemaximumeigenv5Jueof
Rや,や,=や,(ル)や,(A)T, (40)
thentheeigenvaluesofA1areallinsidetheunitcircle麺dhencethefirsttermisanasymptoticallystableandandc《)nvergetozero・ThestabilityofA2inthesecondtennofEq.(38)isrelatedtotheconvergenceofEq.(29)whichc型beconsideredasal-DLMSa1gorithmfbrtimevaエyingFIMlterwithaninputsignaM(k)andanonstationa歴ydesiredoutputy2(k).Theconvergenceanalysisandtheoptimalchoicefbrthestepsizeノj2c皿becamiedoutasdiscussedin{71.Bychoosingthestep副Ze〃,smanenOugh,theoutputy1canbeconsideredtobestationaryoverasmaJlwindow・Andthusifthestepsizeノ82satisfies
,≦似2≦*テ(")where入2m。錘denotesthemaxlmum画genvalueof
nP2や2=や2(ハル2(k)T, (42)
thenEq.(29)is翁tableandO2(ル)→OandhencethesecondterminEq.(38)isstableandwinconvergetoZerO.
The、趣ndrawb&Mkoftheequ孔tionerror-basedadap-tiveIIRfilteristhatit《Bonvergesto孔biasedestimateswhenthedesiredsignaliscontaminatedwithadditivenOise・Tbremovesuchbias,inthel-Dequationerror
adaptivellRfilterLinetal.{6]hasproposedabiasrem‐edyalgorithmwhichusetheOutpllterror調anestima戸tionfbrtheunkn⑨wn湖ditivenoise.R》rthea1gorithmproposedinSection4wecannotice(seeFig.2)thattheoutputerrore。(A)canbeusedasanestimationoftheadditivenoiseinthedesiredsignaM(ル),whiletheintermedi職teerrore2(A)canbeusedasanestimationofthe副dditivenoiseintheilltermediatesignaM2(A).Andthustheupdateproceduresin(24)麺。(29)c麺lbemodifiedaMbnows
gU 9,‘ 、)
、 、
Figure2:Eqllati《)nErrorR)rmulationfbrSep麺ableDenomin孔tor2-DIIRFilter.
5BIASREMOVALALGOmTHM
H(9「’
6SIMULAnlONRESUI/rS
Examplel:Inthisexammplethealgorithmis叩pliedtotheSystemidelltificationconfigurationasshowninFi9.3,wheretheinputisa2-DzeromeanwhiteGaus‐siansign釧ofsize250by250andunitvarlamlce・AndtheMditivenoiseissettozero・Thefbllowingsep麺缶bleden⑪minatorfimctionisused識thetr麺葛娩rfilnc‐
tiOnfbrtheunknownsystem.
1+0.89『'一().5嘘'-0.49『'痕’
,嘘')=(1-1.29「'+0.369『2)(1+0.9盛'+0.2嘘2),
E(j)
-64-
1,Fig.4weshowthec⑥nvergenceofoutputerror-basedfi、《9tiongwhi征hisdefinedasfbllows
=死圭万蔓c・(j,j)2+c。(j,j)2,0≦堪皿-1.
Insuchnoisefreecase,theproposedalgorithma1‐
w2Wsshowsfast麺dcompleteconvergencetotheopti‐m狐solution・
ExanlPle2:InthisexampleaZeromeaエ1,Unitvari‐an(?eGaussiannoisewhichisindependentoftheinpllt
sign狐isusedfbrtheadditivenoisew・Theinputsigna1麺dtheunknownSystem麺easdeiinedinExamplel・
The(9onvergenceoftheoutputerrorusingthebiasre‐movalalgorithmpmposedinSection5isshowninFi9.5.Theresultedpar6hmetersestimat鴎withandwithoutbiasremovalareshOwninI泡bleloFromtheseresults
itisde麺thatthebiasresultedfromtheadditivenoise
inthedesiredsignalwasconsiderablyredUced
nblel:ParametersEstimateSfbrEx麺nples2.
EZmSVerSalSeC
TrllevaueS
oval
|綴r《mmovw1
D(麺omin誠or
nmevnhle
with
bias
ovlhl
rfmmowhl
a(1,0)0.8
1.3065
0.8019
b,(1) b,(2)-1.2 0.36
-0.7187 -0.1135
-1.2044 0.3570
孔(0,1) a(1,1)-0.5 -0.4
-0.4841 -0.6198
--0.5233 -0.3747
b2(1) b2(2)0.9 0.2
0.9055 0.2206
0.8958 0.1998
Ex&mlple3:Inthisexampleweapplytheproposedalg⑧rithmtoa2Dad紐PtivelineenhancementasshowninFi9.6,thedesiZedsignaMistheoriginalimagelena(蔦eeFig、7)degr掴edwithzeromeanwhiteGauss伽noiseT).TheinputimageisadelaWedversionofthedesiredimageobtainedasfbllOw葛
Ⅶ(、,仰)=。(m-1,”-1).(48)
Boththeva皿?1麺cesoftheadditivenoiseUa1ldthe
theoriginalimagG;raresettoO、2.Theinputandolltplltim略esofthe2DadaptivelineEnhancementwiththeircorrespondingMe皿Squ麺eError(MSE)valuesareshowninFig、8and9rEsPectively・WherPtheMSEisdeiinedasfbnows
班SE=E{Mm,仰)-蕪(m,”)12}(49)
7CONCLUSION
Inthispaperwehfwedevelopedthe2-Dextensionofthel-DstabilityaPproaX9htdequationerroradaptivefilters,Thenthe2-DLMSalgorithmfbrseparable
denominatorllRiiltersanditsconvergencestabilityh8webeenconside顕d・Thisalgorithmisbasedontheconceptofba妃kpropagatingthedesiredsignalthroughacascadeofthedenominatorverticalandhoriz《》ntaJ
partssOthattwOline麺errorfmctionscanbegener‐帥Gd・Simul孔tionrPsllltswerecarriedollttoevalllate
theperfbrm麺ceoftheproposedalgorithm・Fornoisefreecasetheproposeda1gorithmhasconvergedtothe
Optimalsol'1tionwitholltbiasintheparametersesti-
m孔tes・However,smcetheequationerror-basedadap‐●
tivealgorithmsgenerallyresultinabiasedestimates
whenthedesiredsignalisc()ntaminatedwithadditivelloise,abiasremovalmethodhrtheproposedalgo-rithmhasbeen《9onsidered、Simnllationresultswerealso
presentedtoshowthee仇ctivenessofthismeth⑥..
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Sign副Processing,vol、40,no、1,pp、62-69,J麺1.1992.
I71S・Haykin,AdaptiveFilterTheory,NJ:Prentice‐Hall,Thirdedition,1996.
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