Least-squares design of digital fractional-order operators

In this paper we develop a method for obtaining digital rational approximations to fractional-order operators of type s^y, where y e R. The proposed method is based on the least-squares (LS) minimization between the impulse response of the fractional Euler/Tustin operators and the digital rational-fraction approximation. We make a comparison with other approaches and the results reveal that the LS method gives superior approximations. The effectiveness of the method is demonstrated both in the time and frequency domains through an illustrative example.N/

Least-squares multirate FIR filters

The authors propose a new least-squares design procedure for multirate FIR filters with any desired shape of the (band-limited) frequency response. The aliasing, inherent in such systems, is implicitly taken into account in the approximation criterion

Design of FIR digital filters with prescribed flatness and peak error constraints using second-order cone programming

This paper studies the design of digital finite impulse response (FIR) filters with prescribed flatness and peak design error constraints using second-order cone programming (SOCP). SOCP is a powerful convex optimization method, where linear and convex quadratic inequality constraints can readily be incorporated. It is utilized in this study for the optimal minimax and least squares design of linear-phase and low-delay (LD) FIR filters with prescribed magnitude flatness and peak design error. The proposed approach offers more flexibility than traditional maximally-flat approach for the tradeoff between the approximation error and the degree of design freedom. Using these results, new LD specialized filters such as digital differentiators, Hilbert Transformers, Mth band filters and variable digital filters with prescribed magnitude flatness constraints can also be derived. © 2005 IEEE.published_or_final_versio

A new least-squares approach to differintegration modeling

Signal Processing, Vol. 86, nº 10In this paper a new least-squares (LS) approach is used to model the discrete-time fractional differintegrator. This approach is based on a mismatch error between the required response and the one obtained by the difference equation defining the auto-regressive, moving-average (ARMA) model. In minimizing the error power we obtain a set of suitable normal equations that allow us to obtain the ARMA parameters. This new LS is then applied to the same examples as in [R.S. Barbosa, J.A. Tenreiro Machado, I.M. Ferreira, Least-squares design of digital fractional-order operators, FDA’2004 First IFAC Workshop on Fractional Differentiation and Its Applications, Bordeaux, France, July 19–21, 2004, P. Ostalczyk, Fundamental properties of the fractional-order discrete-time integrator, Signal Processing 83 (2003) 2367–2376] so performance comparisons can be drawn. Simulation results show that both magnitude frequency responses are essentially identical. Concerning the modeling stability, both algorithms present similar limitations, although for different ARMA model orders

Recursive Model Selection for GNSS-Combined Precise Point Positioning Algorithms

The accuracy of Global Positioning algorithms can be improved by incorporating observations from the satellites of multiple Global Navigation Satellite Systems (GNSS). To best utilize these observations, inter-system biases must be modeled. A unified observational model is proposed which accounts for these factors for an arbitrary number of GNSS. The Bayesian Information Criterion (BIC) may be imposed upon the unified model to balance data-fitting degree with model complexity among candidate models for a given satellite configuration scenario. A simple formulation is derived for the change to the Weighted Sum Squared Residuals (WSSR) outcome caused by modifying the least-squares design matrix to accomodate additional ISB parameters. The process of updating WSSR is shown to be $O(n^2)$, allowing a low-cost determination of the information entropy between any two candidate models. With this computationally cheap parameter selection process and a set of GNSS-heterogeneous observations, the form of the unified model with the highest expected accuracy may be efficiently selected, at a stage before matrix inversion is performed

Stochastic collocation on unstructured multivariate meshes

Collocation has become a standard tool for approximation of parameterized systems in the uncertainty quantification (UQ) community. Techniques for least-squares regularization, compressive sampling recovery, and interpolatory reconstruction are becoming standard tools used in a variety of applications. Selection of a collocation mesh is frequently a challenge, but methods that construct geometrically "unstructured" collocation meshes have shown great potential due to attractive theoretical properties and direct, simple generation and implementation. We investigate properties of these meshes, presenting stability and accuracy results that can be used as guides for generating stochastic collocation grids in multiple dimensions.Comment: 29 pages, 6 figure

Minimax passband group delay nonlinear FIR filter design without imposing desired phase response

In this paper, a nonlinear phase finite impulse response (FIR) filter is designed without imposing a desired phase response. The maximum passband group delay of the filter is minimized subject to a positivity constraint on the passband group delay response of the filter as well as a specification on the maximum absolute difference between the desired magnitude square response and the designed magnitude square response over both the passband and the stopband. This filter design problem is a nonsmooth functional ine-quality constrained optimization problem. To tackle this problem, first, the one norm functional inequality constraint of the optimization problem is approximated by a smooth function so that the nonsmooth functional inequality con-strained optimization problem is approximated as a noncon-vex functional inequality constrained optimization problem. Then, a modified filled function method is applied for find-ing the global minimum of the nonconvex optimization prob-lem. Computer numerical simulation results show that our designed nonlinear phase peak constrained FIR filter could achieve lower minimum passband group delay than those of existing designs