A Robust Variable Step Size Fractional Least Mean Square (RVSS-FLMS) Algorithm

In this paper, we propose an adaptive framework for the variable step size of the fractional least mean square (FLMS) algorithm. The proposed algorithm named the robust variable step size-FLMS (RVSS-FLMS), dynamically updates the step size of the FLMS to achieve high convergence rate with low steady state error. For the evaluation purpose, the problem of system identification is considered. The experiments clearly show that the proposed approach achieves better convergence rate compared to the FLMS and adaptive step-size modified FLMS (AMFLMS).Comment: 15 pages, 3 figures, 13th IEEE Colloquium on Signal Processing & its Applications (CSPA 2017

Chaotic Time Series Prediction using Spatio-Temporal RBF Neural Networks

Due to the dynamic nature, chaotic time series are difficult predict. In conventional signal processing approaches signals are treated either in time or in space domain only. Spatio-temporal analysis of signal provides more advantages over conventional uni-dimensional approaches by harnessing the information from both the temporal and spatial domains. Herein, we propose an spatio-temporal extension of RBF neural networks for the prediction of chaotic time series. The proposed algorithm utilizes the concept of time-space orthogonality and separately deals with the temporal dynamics and spatial non-linearity(complexity) of the chaotic series. The proposed RBF architecture is explored for the prediction of Mackey-Glass time series and results are compared with the standard RBF. The spatio-temporal RBF is shown to out perform the standard RBFNN by achieving significantly reduced estimation error.Comment: Published in: 2018 3rd International Conference on Emerging Trends in Engineering, Sciences and Technology (ICEEST). arXiv admin note: substantial text overlap with arXiv:1908.0132