Underdetermined-order recursive least-squares adaptive filtering: The concept and algorithms

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Microscopic/stochastic timesteppers and coarse control: a kinetic Monte Carlo example

Coarse timesteppers provide a bridge between microscopic / stochastic system descriptions and macroscopic tasks such as coarse stability/bifurcation computations. Exploiting this computational enabling technology, we present a framework for designing observers and controllers based on microscopic simulations, that can be used for their coarse control. The proposed methodology provides a bridge between traditional numerical analysis and control theory on the one hand and microscopic simulation on the other

On the spectral factor ambiguity of FIR energy compaction filter banks

This paper focuses on the design of signal-adapted finite-impulse response (FIR) paraunitary (PU) filter banks optimized for energy compaction (EC). The design of such filter banks has been shown in the literature to consist of the design of an optimal FIR compaction filter followed by an appropriate Karhunen-Loe/spl grave/ve transform (KLT). Despite this elegant construction, EC optimal filter banks have been shown to perform worse than common nonadapted filter banks for coding gain, contrary to intuition. Here, it is shown that this phenomenon is most likely due to the nonuniqueness of the compaction filter in terms of its spectral factors. This nonuniqueness results in a finite set of EC optimal filter banks. By choosing the spectral factor yielding the largest coding gain, it is shown that the resulting filter bank behaves more and more like the infinite-order principal components filter bank (PCFB) in terms of numerous objectives such as coding gain, multiresolution, noise reduction with zeroth-order Wiener filters in the subbands, and power minimization for discrete multitone (DMT)-type nonredundant transmultiplexers

Optimal design of magnitude responses of rational infinite impulse response filters

This correspondence considers a design of magnitude responses of optimal rational infinite impulse response (IIR) filters. The design problem is formulated as an optimization problem in which a total weighted absolute error in the passband and stopband of the filters (the error function reflects a ripple square magnitude) is minimized subject to the specification on this weighted absolute error function defined in the corresponding passband and stopband, as well as the stability condition. Since the cost function is nonsmooth and nonconvex, while the constraints are continuous, this kind of optimization problem is a nonsmooth nonconvex continuous functional constrained problem. To address this issue, our previous proposed constraint transcription method is applied to transform the continuous functional constraints to equality constraints. Then the nonsmooth problem is approximated by a sequence of smooth problems and solved via a hybrid global optimization method. The solutions obtained from these smooth problems converge to the global optimal solution of the original optimization problem. Hence, small transition bandwidth filters can be obtained

A new proportionate fast LMS/Newton algorithm for adaptive filtering

This paper proposes a new proportionate adaptive filtering algorithm which exploits the advantageous features of the generalized proportionate NLMS (GP-NLMS) algorithm and the fast LMS/Newton algorithm. By means of an efficient switching mechanism, the new algorithm works alternately between the GP-NLMS and the fast LMS/Newton algorithms in order to combine their respective advantages. The overall converging speed and steady state performance for both sparse and dispersive channels as well as tracking performance are thus significantly improved. Computer simulations on an echo cancellation problem verify the superior performance of the new algorithm over both the GP-NLMS algorithm and the conventional fast LMS/Newton algorithm. ©2005 IEEE.published_or_final_versio

A study on adaptive filtering for noise and echo cancellation.

The objective of this thesis is to investigate the adaptive filtering technique on the application of noise and echo cancellation. As a relatively new area in Digital Signal Processing (DSP), adaptive filters have gained a lot of popularity in the past several decades due to the advantages that they can deal with time-varying digital system and they do not require a priori knowledge of the statistics of the information to be processed. Adaptive filters have been successfully applied in a great many areas such as communications, speech processing, image processing, and noise/echo cancellation. Since Bernard Widrow and his colleagues introduced adaptive filter in the 1960s, many researchers have been working on noise/echo cancellation by using adaptive filters with different algorithms. Among these algorithms, normalized least mean square (NLMS) provides an efficient and robust approach, in which the model parameters are obtained on the base of mean square error (MSE). The choice of a structure for the adaptive filters also plays an important role on the performance of the algorithm as a whole. For this purpose, two different filter structures: finite impulse response (FIR) filter and infinite impulse response (IIR) filter have been studied. The adaptive processes with two kinds of filter structures and the aforementioned algorithm have been implemented and simulated using Matlab.Dept. of Electrical and Computer Engineering. Paper copy at Leddy Library: Theses & Major Papers - Basement, West Bldg. / Call Number: Thesis2005 .J53. Source: Masters Abstracts International, Volume: 44-01, page: 0472. Thesis (M.A.Sc.)--University of Windsor (Canada), 2005

Digital signal processing algorithms and structures for adaptive line enhancing

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Numerical Fitting-based Likelihood Calculation to Speed up the Particle Filter

The likelihood calculation of a vast number of particles is the computational bottleneck for the particle filter in applications where the observation information is rich. For fast computing the likelihood of particles, a numerical fitting approach is proposed to construct the Likelihood Probability Density Function (Li-PDF) by using a comparably small number of so-called fulcrums. The likelihood of particles is thereby analytically inferred, explicitly or implicitly, based on the Li-PDF instead of directly computed by utilizing the observation, which can significantly reduce the computation and enables real time filtering. The proposed approach guarantees the estimation quality when an appropriate fitting function and properly distributed fulcrums are used. The details for construction of the fitting function and fulcrums are addressed respectively in detail. In particular, to deal with multivariate fitting, the nonparametric kernel density estimator is presented which is flexible and convenient for implicit Li-PDF implementation. Simulation comparison with a variety of existing approaches on a benchmark 1-dimensional model and multi-dimensional robot localization and visual tracking demonstrate the validity of our approach.Comment: 42 pages, 17 figures, 4 tables and 1 appendix. This paper is a draft/preprint of one paper submitted to the IEEE Transaction

Adaptive Algorithms Design for Active Noise Control Systems with Disturbance at Reference and Error Microphones

Active noise control (ANC) is a popular choice for mitigating the acoustic noise in the surrounding environment resulting from industrial and medical equipment, appliances, and consumer electronics. ANC cancels the low frequency acoustic noise by generating a cancelling sound from speakers. The speakers are triggered by noise control filters and produce sound waves with the same amplitude and inverted phase to the original sound. Noise control filters are updated by adaptive algorithms. Successful applications of this technology are available in headsets, earplugs, propeller aircraft, cars and mobile phones. Since multiple applications are running simultaneously, efficiency of the adaptive control algorithms in terms of implementation, computations and performance is critical to the performance of the ANC systems. The focus of the present project is on the development of efficient adaptive algorithms that perform optimally in different configurations of ANC systems suitable for real world applications.Thesis (Ph.D.) -- University of Adelaide, School of Electrical & Electronic Engineering, 202