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Widrow-Hoff Learning
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Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Dec 19, 2015

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Page 1: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Widrow-Hoff Learning

Page 2: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Outline

• 1 Introduction• 2 ADALINE Network• 3 Mean Square Error• 4 LMS Algorithm• 5 Analysis of Converge• 6 Adaptive Filtering

Page 3: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Introduction

• In 1960, Bernard Widrow and his doctoral student Marcian Hoff introduced the ADALINE (ADAptive LInear NEuron)network and LMS(Least Mean Square) algorithm.

Page 4: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Perceptron Network

• Figure: a=hardlim(Wp+b)

Page 5: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

ADALINE Network

• Figure: a=purelin(Wp+b)=Wp+b

Page 6: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Single ADALINE

Page 7: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

decision boundary

Page 8: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Mean Square Error

Page 9: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Mean Square Error(conti.)

Page 10: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Mean Square Error(conti.)

Page 11: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Error analysis

𝐹 (𝐱 )=𝑐+𝐝𝑇 𝐱+𝟏𝟐𝐱𝑻 𝐀𝐱

Page 12: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Error analysis(conti.)

d = -2h and A = 2R

= 0

definite

Page 13: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 1

Page 14: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 1(conti.)

Page 15: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 1(conti.)

Page 16: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Approximate Steepest Descent

Page 17: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Approximate Gradient

Page 18: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Approximate Gradient(conti.)

Page 19: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Approximate Gradient(conti.)

Page 20: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

LMS Algorithm

Page 21: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

LMS Algorithm (conti.)

Page 22: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 2

Page 23: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 2(conti.)

, W(0)=

Page 24: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 2(conti.)

Page 25: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 2(conti.)

Page 26: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 2(conti.)

Page 27: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Analysis of Convergence

Page 28: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Analysis of Convergence(conti.)

Page 29: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Analysis of Convergence(conti.)

Page 30: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Example 3

Page 31: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Perceptron rule V.S. LMS algorithm

Page 32: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Perceptron rule V.S. LMS algorithm(conti.)

Page 33: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Perceptron rule V.S. LMS algorithm(conti.)

Page 34: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Perceptron rule V.S. LMS algorithm(conti.)

Page 35: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Adaptive Filtering

Page 36: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Tapped Delay Line

Page 37: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Adaptive Filter

Page 38: Widrow-Hoff Learning. Outline 1 Introduction 2 ADALINE Network 3 Mean Square Error 4 LMS Algorithm 5 Analysis of Converge 6 Adaptive Filtering.

Adaptive Noise Cancellation