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Nonlinear Interpolating Filters

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Nonlinear Interpolating Filters

ACM Interpolator

Nonlinear interpolative interference suppression filters have been developed in [425]. We next derive the interpolating ACM filter. We consider the density of the current state conditioned on previous and following states. We have

Equation 7.60

graphics/07equ060.gif


Equation 7.61

graphics/07equ061.gif


where in (7.60) we made the approximation that, conditioned on in, graphics/404fig01.gif and graphics/404fig02.gif are independent. The second term in (7.61) is independent of in. If it is assumed (analogously to what is done in the ACM filter) that the two densities in the numerator of the first term in (7.61) are Gaussian, the interpolated estimate is also Gaussian. Therefore, if we assume that the densities are (where f indicates the forward prediction and b indicates the backward prediction)

graphics/404equ05.gif


the interpolated estimate is still Gaussian:

Equation 7.62

graphics/07equ062.gif


with

Equation 7.63

graphics/07equ063.gif


Equation 7.64

graphics/07equ064.gif


While the mean and variance of the interpolated estimate at each sample n can be computed via the equations above, recall that the forward and backward means and variances are determined by the nonlinear ACM filter recursions.

Simulation Examples

The equations above can be used for both the linear Kalman filter and the ACM filter to generate interpolative predictions from the forward and backward predicted estimates. As in the ACM prediction filter, we have approximated the conditional densities as being Gaussian, although the observation noise is not Gaussian. The filters are run forward on a block of data and then backward on the same data. The two results are combined to form the interpolated prediction via (7.63)–(7.64).

Simulations were run on the same AR model for interference as that given in Section 7.2. Figure 7.8 gives results for interpolative filtering over predictive filtering for the known statistics case. The filters were run forward and backward for all 1500 points in the block. Interpolator SINR gain was calculated over the middle 500 points (when both forward and backward predictors were in steady state).

Figure 7.8. Performance of Kalman interpolator– and ACM interpolator–based NBI suppression methods.

graphics/07fig08.gif

Adaptive Nonlinear Block Interpolator

Recall that the ACM predictor uses the interference prediction at time n, graphics/392equ02.gif, to generate a prediction of the observation less the spread spectrum signal graphics/401equ03.gif. This estimate graphics/401equ03.gif is used in subsequent samples to generate new interference predictions. Since the estimates of graphics/404fig04.gif are not available for > 0 at time n (i.e., samples that occur after the current one), the ACM filter cannot be cast directly in the interpolator structure. However, an approach similar to the one for the known-statistics ACM interpolator can be used. In this approach the data are segmented into blocks and run through a forward filter of length L to give predictions graphics/405equ01.gif and graphics/405equ02.gif. The same data are run through a backward adaptive ACM filter with a separate tap-weight vector, also of length L, to generate estimates graphics/405equ04.gif and graphics/405equ03.gif. After these calculations are made for the entire block, the data are combined to form an interpolated prediction according to

Equation 7.65

graphics/07equ065.gif


Equation 7.66

graphics/07equ066.gif


The next block of data follows the same procedure. However, when the next block is initialized, the previous tap weights are used to start the forward predictor, and the interpolated predictions {graphics/401equ03.gif} are used to initialize the forward prediction. This "head start" on the adaptation can only take place in the forward direction. We do not have any information on the following block of data to give us insight into the backward prediction. Therefore, the backward prediction is less reliable than the forward prediction. To compensate for this effect, consecutive blocks are overlapped, with the overlap being used to allow the backward predictor some startup time to begin good predictions of the spread-spectrum signal [381, 425].

Simulation Examples

Results for the same simulation when the statistics are unknown are given in Fig. 7.9. The adaptive interpolator had a block length of 250 samples, with 100 samples being overlapped. That is, for each block of 250 samples, 150 interpolated estimates were made. For the case of known statistics, the ACM predictor already performs well, and there is little margin for improvement via use of an interpolator. The adaptive filter shows greater margin for improvement, on which the interpolator capitalizes. However, in either case, the interpolator does offer improved phase characteristics and some performance gain at the cost of additional complexity and a delay in processing.

Figure 7.9. Performance of linear interpolator– and nonlinear interpolator–based NBI suppression methods.

graphics/07fig09.gif

A number of further results have been developed using and expanding the ideas discussed above. For example, performance analysis methods have been developed for both predictive [537] and interpolative [538] nonlinear suppression filters. Predictive filters for the further situation in which the ambient noise {N(t)} has impulsive components have been developed in [133]. The multiuser case, in which K > 1, has been considered in [425]. Further results can be found in [11, 15, 238, 535, 536].


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