Atf Estimation Part1
Atf Estimation Part1
Atf Estimation Part1
Richard C. Hendriks
May 30, 2023 1
Summary of Previous Lecture
Microphone Measurement Model
d
X
x[n] = (hi ⇤ si )[n] + n[n]
i=1
d
X
x(k, l) = ai (k, l)si (k, l) + n(k, l)
i=1
• Goal: Estimate s(k, l) given x(k, l): e.g. ŝ(k, l) = E[s(k, l)|x(k, l)]
Summary of Previous Lecture
• Delay and sum beamformer
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a(k, l)
w(k, l) =
aH (k, l)a(k, l)
• MVDR beamformer
Rx 1 (k, l)a(k, l) Rn 1 (k, l)a(k, l)
w(k, l) = H 1 = H
a (k, l)Rx (k, l)a(k, l) a (k, l)Rn 1 (k, l)a(k, l)
• Multi-Channel Wiener
2
s (k, l) Rn 1 (k, l)a(k, l)
w(k, l) = 2
s (k, l) + (aH (k, l)Rn 1 (k, l)a(k, l)) 1aH (k, l)Rn 1 (k, l)a(k, l)
| {z }| {z }
Single-channel Wiener M V DR
6
Optimal Linear Multi-Channel Wiener
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w(k, l) = Rx 1 (l) 2
S,k a(k, l)
7
Optimal Linear Multi-Channel Wiener
w(k, l) = Rx 1 (k, l) 2
s (k, l)a(k, l)
can be written as
2
s (k, l) Rn 1 (k, l)a(k, l)
w(k, l) = 2
s (k, l) + (aH (k, l)Rn 1 (k, l)a(k, l)) 1 aH (k, l)Rn 1 (k, l)a(k, l)
| {z }| {z }
Single-channel Wiener M V DR
8
Optimal Linear Multi-Channel Wiener
T 1 1 A 1 uvT A 1
(A + uv ) =A
1 + vT A 1 u
1
Rx 1 (k, l)a(k, l) 2
s (k, l) = Rn (k, l) + aaH 2
s (k, l) a(k, l) s2 (k, l)
= Rn 1 (k, l)a(k, l) s2 (k, l)
2 H 1
1 s (k, l)a (k, l)Rn (k, l)a(k, l) 2
Rn (k, l)a(k, l) 1 s (k, l)
1 + s2 (k, l)aH (k, l)Rn (k, l)a(k, l)
✓ 2 H 1
◆
s (k, l)a(k, l) R n (k, l)a(k, l)
= Rn 1 (k, l)a(k, l) 1 2
s (k, l)
1 + s2 (k, l)aH (k, l)Rn 1 (k, l)a(k, l)
9
Optimal Linear Multi-Channel Wiener
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✓ 2 H 1
◆
1 s (k, l)a(k, l) R n (k, l)a(k, l) 2
= Rn (k, l)a(k, l) 1 2 H 1 s (k, l)
1 + s (k, l)a (k, l)Rn (k, l)a(k, l)
✓ 2
◆
1 s (k, l)
= Rn (k, l)a(k, l)
1 + s2 (k, l)aH (k, l)Rn 1 (k, l)a(k, l)
1
✓ H 1 2
◆
Rn (k, l)a(k, l) a (k, l)Rn (k, l)a(k, l) s (k, l)
=
aH (k, l)Rn 1 (k, l)a(k, l) 1 + s2 (k, l)aH (k, l)Rn 1 (k, l)a(k, l)
!
Rn 1 (k, l)a(k, l) 2
s (k, l)
=
aH (k, l)Rn 1 (k, l)a(k, l) aH (k, l)Rn 1 (k, l)a(k, l)
1
+ 2
s (k, l)
10
Optimal Linear Multi-Channel Wiener
2
Rn 1 (k, l)a(k, l)
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s (k, l)
w(k, l) = 2
s (k, l) + (aH (k, l)Rn 1 (k, l)a(k, l)) 1aH (k, l)Rn 1 (k, l)a(k, l)
| {z }| {z }
Single-channel Wiener M V DR
11
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Example: Multi-Channel Noise Reduction
x1 (k, l)
Passing car Babble noise
(120 degrees) (80 degrees) Target
90
60(0 degrees)
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180 0
H 1
H a (k, l)R n (k, l)x(k, l)
T (x(k, l)) = wMVDR (k, l)x(k, l) = H
a (k, l)Rn 1 (k, l)a(k, l)
14
LCMV - beamformer
15
LCMV - beamformer
with ⇤ 2 CM ⇥d
1 H 1 1
w(k, l) = Rx (k, l)⇤(k, l) ⇤ (k, l)Rx (k, l)⇤(k, l) f (k, l).
16
LCMV - beamformer
1
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1 H 1
wk = Rx (k, l)⇤(k, l) ⇤ (k, l)Rx (k, l)⇤(k, l) f (k, l).
How to use the multiple constraints?
• To steer zeros in the direction of certain noise sources.
17
Overview of Discussed filters
• Delay and sum beamformer
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a(k, l)
w(k, l) =
aH (k, l)a(k, l)
• MVDR beamformer
Rx 1 (k, l)a(k, l) Rn 1 (k, l)a(k, l)
w(k, l) = H 1 = H
a (k, l)Rx (k, l)a(k, l) a (k, l)Rn 1 (k, l)a(k, l)
• Multi-Channel Wiener
2
s (k, l) Rn 1 (k, l)a(k, l)
w(k, l) = 2
s (k, l) + (aH (k, l)Rn 1 (k, l)a(k, l)) 1aH (k, l)Rn 1 (k, l)a(k, l)
| {z }| {z }
Single-channel Wiener M V DR
18
Overview of Discussed filters
• LCMV beamformer
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1
w(k, l) = Rx 1 (k, l)⇤(k, l) ⇤H (k, l)Rx 1 (k, l)⇤(k, l) f (k, l).
19
Today
function (ATF) a.
Today:
• How to estimate a
20
Acoustic transfer function
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Assuming that all sources (si [n] and n[n]) are realizations of random
processes, we can define the cross power spectral density matrix per
frequency band k and time frame l:
E[x(k, l)xH (k, l)] = E[s(k, l)sH (k, l)] + E[n(k, l)nH (k, l)]
| {z } | {z }
target source interferers/noise
often written as
where s21 = E[|s1 (k, l)|]2 , the variance of the clean signal as received
at the reference microphone 1.
Ax = x , (A I) = 0.
Any that makes A I singular is called an eigenvalue, the corre-
sponding x is the eigenvector. It has an arbitrary norm, usually set
equal to 1.
Assume A is Hermitian.
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then
• Every eigenvalue is nonnegative:
kxk2 = xH x = xH Ax 0 ) 0
written as
A = T⇤T 1 ,
with T invertible and ⇤ diagonal.
Notice that if A is Hermitian, that the eigenvalue are real and non-
negative, and the eigenvectors are orthogonal. If the eigenvectors have
norm one,T is unitary (T 1 = TH ) and thus
A = T⇤TH .
Rs = U⇤U 1
= U⇤UH ,
In this case, ⇤ = diag s21 (k, l)ka(k, l)k2 , 0, . . . , 0 and the (scaled)
ATF is given by u1 = a(k, l)/ka(k, l)k
= U⇤UH + 2
n UU H
2 H
= U(⇤ + n I)U
where U1 2 CM ⇥r , U2 2 CM ⇥(M r)
and ⇤1 2 Cr⇥r .
U2 U1
Despite the fact that we do not know what the signal subspace is a
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R̂s = U1 ⇤1 UH
1 ,
which is identical to Rs .
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If the noise process n is not white (Rn 6= ↵IM for some ↵ > 0), we
can pre-whiten the data, assuming that Rn 0 (positive definite)
1
where Rn is the (unique) Hermitian square root of Rn .
2
1
Consider the transformed process ñ = Rn n. The process ñ is spa-
2
tially white:
1 1
H H
Rñ = E(ññ ) = Rn E(nn )Rñ
2 2
= IM
1 1
1. Compute Rn and pre-whiten the data: x̃ = Rn x
2 2
⇣ ⌘
2. Compute the EVD Rx̃ = Ũ ⇤ ˜ + IM ŨH , truncate the M r
smallest eigenvalues and reduce the remaining ones by one.
˜ 1 ŨH
3. Estimate R̂s̃ = Ũ1 ⇤ 1
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If rank (Rs (k, l)) = 1, the ATF for spatially non-white noise can thus
be obtained by selecting the principle eigenvector from R̂s or from
1/2
Rn Ũ1
May 30, 2023 40
Generalised eigenvalue decomposition
Remarks:
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1
• The explicit use of Rn may result in a loss of accuracy in the
2
data
• Can be avoided by working directly with Rx and Rn