Contribuições à modelagem estocástica de algoritmos adaptativos normalizados

Tese (doutorado) - Universidade Federal de Santa Catarina, Centro Tecnológico, Programa de Pós-Graduação em Engenharia Elétrica, Florianópolis, 2015.Este trabalho de pesquisa trata da modelagem estocástica de três algoritmos adaptativos bem conhecidos da literatura, a saber: o algoritmo NLMS (normalized least-mean-square), o algoritmo IAF PNLMS (individual-activation-factor proportionate NLMS) e o algoritmo TDLMS (transform-domain least-mean-square). Particularmente para o algoritmo NLMS, um modelo estocástico analítico é obtido levando em conta um ambiente não estacionário e sinais de entrada gaussianos complexos. Baseado nas expressões de modelo, o impacto dos parâmetros do algoritmo sobre o seu desempenho é discutido, evidenciando algumas das características de rastreamento do algoritmo NLMS frente ao ambiente não estacionário considerado. Para o algoritmo IAF-PNLMS, assumindo um ambiente estacionário, um modelo estocástico mais preciso do que os até então disponíveis na literatura é apresentado, considerando sinais de entrada gaussianos correlacionados tanto complexos quanto reais. Com respeito ao algoritmo TDLMS, um modelo estocástico melhorado é derivado focando em um ambiente não estacionário e sinais de entrada gaussianos correlacionados reais. A partir das expressões de modelo obtidas, o impacto dos parâmetros do algoritmo TDLMS sobre o seu desempenho é discutido. Resultados de simulação para diferentes cenários de operação são mostrados, confirmando a precisão dos modelos estocásticos propostos tanto na fase transitória quanto em regime permanente.Abstract : This research work focuses on the stochastic modeling of three well-known adaptive algorithms from the literature, namely: the normalized least-mean-square (NLMS) algorithm, the individual-activation-factor proportionate NLMS (IAF-PNLMS) algorithm, and the transform-domain least-mean-square (TDLMS) algorithm. Particularly for the NLMS algorithm, an analytical stochastic model is obtained taking into account a nonstationary environment and complex-valued Gaussian input data. Based on the obtained model expressions, the impact of the algorithm parameters on its performance is discussed, clarifying some of the tracking properties of the NLMS algorithm vis-à-vis the nonstationary environment considered. For the IAF-PNLMS algorithm, assuming a stationary environment, a more accurate stochastic model than those available so far in the literature is presented considering both complex- and real-valued Gaussian correlated input data. Regarding the TDLMS algorithm, an improved stochastic model is derived focusing on a nonstationary environment and real-valued Gaussian correlated input data. From the obtained model expressions, the impact of the TDLMS algorithm parameters on its performance is discussed. Simulation results for different operating scenarios are shown, confirming the accuracy of the proposed stochastic models for both transient and steady-state phases

An affine combination of two LMS adaptive filters - Transient mean-square analysis

This paper studies the statistical behavior of an affine combination of the outputs of two LMS adaptive filters that simultaneously adapt using the same white Gaussian inputs. The purpose of the combination is to obtain an LMS adaptive filter with fast convergence and small steady-state mean-square deviation (MSD). The linear combination studied is a generalization of the convex combination, in which the combination factor $\lambda(n)$ is restricted to the interval $(0,1)$. The viewpoint is taken that each of the two filters produces dependent estimates of the unknown channel. Thus, there exists a sequence of optimal affine combining coefficients which minimizes the MSE. First, the optimal unrealizable affine combiner is studied and provides the best possible performance for this class. Then two new schemes are proposed for practical applications. The mean-square performances are analyzed and validated by Monte Carlo simulations. With proper design, the two practical schemes yield an overall MSD that is usually less than the MSD's of either filter

Equalization Methods in Digital Communication Systems

Tato práce je psaná v angličtině a je zaměřená na problematiku ekvalizace v digitálních komunikačních systémech. Teoretická část zahrnuje stručné pozorování různých způsobů návrhu ekvalizérů. Praktická část se zabývá implementací nejčastěji používaných ekvalizérů a s jejich adaptačními algoritmy. Cílem praktické části je porovnat jejich charakteristiky a odhalit činitele, které ovlivňují kvalitu ekvalizace. V rámci problematiky ekvalizace jsou prozkoumány tři typy ekvalizérů. Lineární ekvalizér, ekvalizér se zpětnou vazbou a ML (Maximum likelihood) ekvalizér. Každý ekvalizér byl testován na modelu, který simuloval reálnou přenosovou soustavu s komplexním zkreslením, která je složena z útlumu, mezisymbolové interference a aditivního šumu. Na základě implenentace byli určeny charakteristiky ekvalizérů a stanoveno že optimální výkon má ML ekvalizér. Adaptační algoritmy hrají významnou roli ve výkonnosti všech zmíněných ekvalizérů. V práci je nastudována skupina stochastických algoritmů jako algoritmus nejmenších čtverců(LMS), Normalizovaný LMS, Variable step-size LMS a algoritmus RLS jako zástupce deterministického přístupu. Bylo zjištěno, že RLS konverguje mnohem rychleji, než algoritmy založené na LMS. Byly nastudovány činitele, které ovlivnili výkon popisovaných algoritmů. Jedním z důležitých činitelů, který ovlivňuje rychlost konvergence a stabilitu algoritmů LMS je parametr velikosti kroku. Dalším velmi důležitým faktorem je výběr trénovací sekvence. Bylo zjištěno, že velkou nevýhodou algoritmů založených na LMS v porovnání s RLS algoritmy je, že kvalita ekvalizace je velmi závislá na spektrální výkonové hustotě a a trénovací sekvenci.The thesis is focused on the problem of equalization in digital communication systems. Theoretical part includes brief observation of different approaches of equalizer designing. The practical part deals with implementation of the most often used equalizers and their adaptation algorithms. The aim of practical part is to make a comparison characteristic of different type of equalizers and reveal factors that influence the quality of equalization. Within a framework of the problem of equalization three types of equalizers were researched: linear equalizers, decision feedback equalizers (DFE) and maximum likelihood equalizers (ML). Each equalizer was tested on the model which approximates the real transmission system with complex distortion consisted of attenuation, intersymbol interference and additive noise. The comparison characteristics of equalizers were revealed on the basis of implementation. It was ascertained that ML equalizer has the optimum performance among three equalizers. The adaptation algorithm play significant role in performance of mentioned equalizers. Two groups of algorithms were studied: stochastic and deterministic. The first one includes following algorithms: least-mean-square algorithm (LMS), normalized LMS algorithm (NLMS) and variable step-size LMS algorithm (VSLMS). The second one is represented by RLS algorithm. It was determined that RLS algorithm converges much faster than LMS-based algorithms. The several factors that influenced the performance of all algorithms were studied. One of the most important factors that influences the speed of convergence and stability of the LMS algorithm is step-size parameter. Another very important factor is selecting the training sequence. The big disadvantage of LMS-based algorithms compare to RLS-based algorithms was found: the quality of equalization is highly dependent on the power spectral density of the training sequence.