Adaptive Spectral Estimation

x(n) + e(n)

z-1 z-1 z -1 z -1

W1 W2 WL

Σ
y(n)

LMS Algorithm

The above is in the form of an adaptive one-step linear predictor.

∧ 1 1
Qx (ω;n ) = L = ; w 0 (n) = (−1)
|1− Σ w l (n)exp(− jωl) |2 | −FT{w l (n)} |2
l=1

FT = Fourier Transform of L+1 points

∧
€ ;n) >50 criterion for identifying ω as the instantaneous frequency of a narrowband component in x(n).
Q x( ω
Alternatively, simply pick the local peak and avoid sensitivity to the specific choice of a threshold.

α A2
L = 4 and µ = ; r(0) = c + σ2
L r (0) 2

As a discrete approximation to FT {wl(n)}, use FFT { w0,...,wL,0, . . . ,0 } where the sequence { w0,...,wL }
has been augmented with zeros to a total length of N = 128.

FM signal buried in white noise:

ωc n(n)

ø (n) x(n)
ω dm(n) + cos( ) Ac +
z-1

I. For tone modulation

⎧ n ⎫
x(n) = Ac cos⎨ω c n + ω d Σ cos(ω sk)⎬ + n(n) = Ac cos{2πf c n + β sin(2πf sn)} + n(n)
⎩ k= 0 ⎭
ω f
β = d = d ; n(n) a zero mean, white, Gaussian noise sequence with variance σ 2
ωs fs
€
ω (n) = instantaneous frequency = ω c + ω d cos (ω sn)

€
 A. Slow FM
π π π
L = 4; ω c = ; ωs = ; ωd =
4 64 8
2
A
For CNR = c2 = 20 dB, 10 dB, and 0 dB and α = 0.10 and 0.40, plot: (1) x(n) (just CNR = 20
2σ
dB case), (2) true instantaneous frequency vs. n, and (3) estimated instantaneous frequency vs. n.
The length of x(n) sequence should be N=128 and a frequency estimate should be made at every
sample.

B. Fast FM
π π π
L = 4; ω c = ; ωs = ; ωd =
4 16 8
For CNR = 20 dB and α = 0.10 and 0.40, plot: (1) x(n), (2) true instantaneous frequency vs. n,
and (3) estimated instantaneous frequency vs. n. The length of x(n) sequence should be N=128
and a frequency estimate should be made at every sample.

II. For step modulation (Example: Frequency shift keying)

⎧⎪ n ⎫⎪
x(n) = Ac cos⎨ω cn + ω d
⎪⎩
Σ m(k) ⎬ + n(n)
⎪⎭
k =0
m(n) = +1

ω (n) = instantaneous frequency = ω c+ ω d

2
n(n) a zero mean, white, Gaussian noise sequence with variance σ

A. Single Step
⎧ +1, n=0,...,31
π π ⎪
L = 4 ; ωc = ; ω d = ; m(n) = ⎨
4 8 ⎪
⎩−1, n=32,...127

For CNR = 20 dB and α = 0.10 and 0.40, plot: (1) x(n), (2) true instantaneous frequency vs. n,
and (3) estimated instantaneous frequency vs. n. The length of x(n) sequence should be N=128
and a frequency estimate should be made at every sample.

Additionally, for the two cases above, solve for the zeros of the prediction error filter every
N’ = 8 samples and plot them in the complex z-plane (optional).

Note: For the true/estimated instantaneous frequency plots in IA, IB, and IIA, plot them on top of one another
with the true as a solid line and the estimates as either a dashed or dotted line or as symbols. Check correct
operation of the adaptive spectral estimator initially by using a test signal consisting of a constant frequency
sinusoid buried in noise.

References

[1] L. Griffiths, “Rapid Measurement of Digital Instantaneous Frequency,” IEEE Trans. Acoustics,
Speech, and Signal Processing, ASSP-23 (2): 207-222 (1975).
[2] J.R. Treichler, “Transient and Convergent Behavior of the Adaptive Line Enhancer”, IEEE
Trans. Acoustics, Speech, and Signal Processing, ASSP-27 (1): 53-62 (1979).
[3] W.S. Hodgkiss and J.A. Presley, “Adaptive Tracking of Multiple Sinusoids Whose Power Levels
are Widely Separated,” IEEE Trans. Circuits and Systems CAS-28(6): 550-561 (1981).
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