An FIR notch filter for adaptive filtering of a sinusoid in correlated noise

Abstract

A novel adaptive FIR filter for the estimation of a single-tone sinusoid corrupted by additive noise is described. The filter is based on an offline optimization procedure which, for a given notch frequency, computes the filter coefficients such that the frequency response is unity at that frequency and a weighted noise gain is minimized. A set of such coefficients is obtained for notch frequencies chosen at regular intervals in a given range. The filter coefficients corresponding to any frequency in the range are computed using an interpolation scheme. An adaptation algorithm is developed so that the filter tracks the sinusoid of unknown frequency. The algorithm first estimates the frequency of the sinusoid and then updates the filter coefficients using this estimate. An application of the algorithm to beamforming is included for angle-of-arrival estimation. Simulation results are presented for a sinusoid in correlated noise, and compared with those for the adaptive IIR notch filter.