Lattice algorithms for recursive least squares adaptive second-order volterra filtering

Journal ArticleThis paper presents two computationally efficient recursive least-square (RLS) lattice algorithms for adaptive nonlinear filtering based on a truncated second-order Volterra system model. The lattice formulation transforms the nonlinear filtering problem into an equivalent multichannel, linear filtering problem and then generalizes the lattice solution to the nonlinear filtering problem. One of the algorithms is a direct extension of the conventional RLS lattice adaptive linear filtering algorithm to the nonlinear case. The other algorithms is based on the QR decomposition of the prediction error covariance matrices using orthogonal transformations. Several experiments demonstrating and comparing the properties of the two algorithms in finite and "infinite" precision environments are included in the paper. The results indicate that both the algorithms retain the fast convergence behavior of the RLS Volterra filters and are numerically stable

Efficient block-adaptive parallel-cascade quadratic filters

Journal ArticleAbstract-This brief presents computationally efficient block-adaptive algorithms for quadratic filters employing parallel-cascade realizations of the system model. Parallel-cascade realizations implement higher order Volterra systems using a parallel connection of multiplicative combinations of lower order systems. Such realizations are modular and therefore well-suited for very large scale integrate circuit implementation. They also permit efficient approximations of truncated Volterra systems. Mixed frequency- and time-domain realizations of the least-mean-square (LMS) adaptive filter, as well as that of a normalized LMS adaptive filter, are presented in this brief. The adaptive normalized LMS parallel-cascade quadratic filter has the advantages of computational simplicity and superior performance over its direct form, and unnormalized adaptive parallel-cascade counterparts

Lattice and QR decomposition-based algorithms for recursive least squares adaptive nonlinear filters

Journal ArticleThis paper presents a lattice structure for adaptive Volterra systems. The stucture is applicable to arbitrary planes of support of the Volterra kernels. A fast least squares lattice and a fast QR-lattice adaptive nonlinear filtering algorithms based on the lattice structure are also presented. These algorithms share the fast convergence property of fast least squares transversal Volterra filters; however, unlike the transversal filters they do not suffer from numerical instability

Lattice and QR decomposition-based algorithms for recursive least squares adaptive nonlinear filters

Journal ArticleThis paper presents a lattice structure for adaptive Volterra systems. The stucture is applicable to arbitrary planes of support of the Volterra kernels. A fast least squares lattice and a fast QR-lattice adaptive nonlinear filtering algorithms based on the lattice structure are also presented. These algorithms share the fast convergence property of fast least squares transversal Volterra filters; however, unlike the transversal filters they do not suffer from numerical instability

Tree-Structured Nonlinear Adaptive Signal Processing

In communication systems, nonlinear adaptive filtering has become increasingly popular in a variety of applications such as channel equalization, echo cancellation and speech coding. However, existing nonlinear adaptive filters such as polynomial (truncated Volterra series) filters and multilayer perceptrons suffer from a number of problems. First, although high Order polynomials can approximate complex nonlinearities, they also train very slowly. Second, there is no systematic and efficient way to select their structure. As for multilayer perceptrons, they have a very complicated structure and train extremely slowly Motivated by the success of classification and regression trees on difficult nonlinear and nonparametfic problems, we propose the idea of a tree-structured piecewise linear adaptive filter. In the proposed method each node in a tree is associated with a linear filter restricted to a polygonal domain, and this is done in such a way that each pruned subtree is associated with a piecewise linear filter. A training sequence is used to adaptively update the filter coefficients and domains at each node, and to select the best pruned subtree and the corresponding piecewise linear filter. The tree structured approach offers several advantages. First, it makes use of standard linear adaptive filtering techniques at each node to find the corresponding Conditional linear filter. Second, it allows for efficient selection of the subtree and the corresponding piecewise linear filter of appropriate complexity. Overall, the approach is computationally efficient and conceptually simple. The tree-structured piecewise linear adaptive filter bears some similarity to classification and regression trees. But it is actually quite different from a classification and regression tree. Here the terminal nodes are not just assigned a region and a class label or a regression value, but rather represent: a linear filter with restricted domain, It is also different in that classification and regression trees are determined in a batch mode offline, whereas the tree-structured adaptive filter is determined recursively in real-time. We first develop the specific structure of a tree-structured piecewise linear adaptive filter and derive a stochastic gradient-based training algorithm. We then carry out a rigorous convergence analysis of the proposed training algorithm for the tree-structured filter. Here we show the mean-square convergence of the adaptively trained tree-structured piecewise linear filter to the optimal tree-structured piecewise linear filter. Same new techniques are developed for analyzing stochastic gradient algorithms with fixed gains and (nonstandard) dependent data. Finally, numerical experiments are performed to show the computational and performance advantages of the tree-structured piecewise linear filter over linear and polynomial filters for equalization of high frequency channels with severe intersymbol interference, echo cancellation in telephone networks and predictive coding of speech signals

Adaptive noise cancellation using multichannel lattice structure.

This thesis presents a multichannel adaptive noise cancellation technique (MCLS) for cancelling the noise over nonlinear transmission channel. The technique applies to the situation in which the reference signal and noisy primary signal are collected simultaneously. The coefficients of the multichannel multiple regression transversal filter are modified adaptively according to the backward prediction error vector generated from the multichannel adaptive lattice predictor. This multichannel adaptive noise cancellation procedure involves the NLMS adaptive algorithm. The performance of the new technique using different types of transmission channels, different types of reference inputs and different types of noise-free primary inputs are examined analytically. The new approach is experimentally shown to have better noise cancellation performance than the existing single-channel adaptive lattice noise cancellation algorithm (SCLS) over nonlinear transmission channel case, especially in low input SNR situation.Dept. of Electrical and Computer Engineering. Paper copy at Leddy Library: Theses & Major Papers - Basement, West Bldg. / Call Number: Thesis2004 .X54. Source: Masters Abstracts International, Volume: 43-01, page: 0288. Adviser: H. K. Kwan. Thesis (M.A.Sc.)--University of Windsor (Canada), 2004

Control-Relevant System Identification using Nonlinear Volterra and Volterra-Laguerre Models

One of the key impediments to the wide-spread use of nonlinear control in industry is the availability of suitable nonlinear models. Empirical models, which are obtained from only the process input-output data, present a convenient alternative to the more involved fundamental models. An important advantage of the empirical models is that their structure can be chosen so as to facilitate the controller design problem. Many of the widely used empirical model structures are linear, and in some cases this basic model formulation may not be able to adequately capture the nonlinear process dynamics. One of the commonly used nonlinear dynamic empirical model structures is the Volterra model, and this work develops a systematic approach to the identification of third-order Volterra and Volterra-Laguerre models from process input-output data.First, plant-friendly input sequences are designed that exploit the Volterra model structure and use the prediction error variance (PEV) expression as a metric of model fidelity. Second, explicit estimator equations are derived for the linear, nonlinear diagonal, and higher-order sub-diagonal kernels using the tailored input sequences. Improvements in the sequence design are also presented which lead to a significant reduction in the amount of data required for identification. Finally, the third-order off-diagonal kernels are estimated using a cross-correlation approach. As an application of this technique, an isothermal polymerization reactor case study is considered.In order to overcome the noise sensitivity and highly parameterized nature of Volterra models, they are projected onto an orthonormal Laguerre basis. Two important variables that need to be selected for the projection are the Laguerre pole and the number of Laguerre filters. The Akaike Information Criterion (AIC) is used as a criterion to determine projected model quality. AIC includes contributions from both model size and model quality, with the latter characterized by the sum-squared error between the Volterra and the Volterra-Laguerre model outputs. Reduced Volterra-Laguerre models were also identified, and the control-relevance of identified Volterra-Laguerre models was evaluated in closed-loop using the model predictive control framework. Thus, this work presents a complete treatment of the problem of identifying nonlinear control-relevant Volterra and Volterra-Laguerre models from input-output data

Gray-level Texture Characterization Based on a New Adaptive

In this paper, we propose a new nonlinear exponential adaptive two-dimensional (2-D) filter for texture characterization. The filter coefficients are updated with the Least Mean Square (LMS) algorithm. The proposed nonlinear model is used for texture characterization with a 2-D Auto-Regressive (AR) adaptive model. The main advantage of the new nonlinear exponential adaptive 2-D filter is the reduced number of coefficients used to characterize the nonlinear parametric models of images regarding the 2-D second-order Volterra model. Whatever the degree of the non-linearity, the problem results in the same number of coefficients as in the linear case. The characterization efficiency of the proposed exponential model is compared to the one provided by both 2-D linear and Volterra filters and the cooccurrence matrix method. The comparison is based on two criteria usually used to evaluate the features discriminating ability and the class quantification. Extensive experiments proved that the exponential model coefficients give better results in texture discrimination than several other parametric features even in a noisy context