A new switch-mode noise-constrained transform domain NLMS adaptive filtering algorithm

The transform domain normalized least mean squares (TDNLMS) algorithm is an efficient adaptive algorithm, which offers fast convergence speed with a reasonably low arithmetic complexity. However, its convergence speed is usually limited by the fixed step-size so as to achieve a low desired misadjustment. In this paper a new switch-mode noise-constrained TDNLMS (SNC-TDNLMS) algorithm is proposed. It employs a maximum step-size mode in initial convergence and a noise-constrained mode afterwards to improve the convergence speed and steady-state performance. The mean and mean square convergence behaviors of the proposed algorithm are studied to characterize its convergence condition and steady-state excess mean square error (EMSE). Based on the theoretical results, an automatic threshold selection scheme for mode switching is developed. Computer simulations are conducted to show the effectiveness of the proposed algorithm and verify the theoretical results. © 2011 IEEE.published_or_final_versionThe 2011 IEEE International Symposium on Circuits and Systems (ISCAS), Rio de Janeiro, Brazil, 15-18 May 2011. In Proceedings of ISCAS, 2011, p. 117-12

RSSI-Based Self-Localization with Perturbed Anchor Positions

We consider the problem of self-localization by a resource-constrained mobile node given perturbed anchor position information and distance estimates from the anchor nodes. We consider normally-distributed noise in anchor position information. The distance estimates are based on the log-normal shadowing path-loss model for the RSSI measurements. The available solutions to this problem are based on complex and iterative optimization techniques such as semidefinite programming or second-order cone programming, which are not suitable for resource-constrained environments. In this paper, we propose a closed-form weighted least-squares solution. We calculate the weights by taking into account the statistical properties of the perturbations in both RSSI and anchor position information. We also estimate the bias of the proposed solution and subtract it from the proposed solution. We evaluate the performance of the proposed algorithm considering a set of arbitrary network topologies in comparison to an existing algorithm that is based on a similar approach but only accounts for perturbations in the RSSI measurements. We also compare the results with the corresponding Cramer-Rao lower bound. Our experimental evaluation shows that the proposed algorithm can substantially improve the localization performance in terms of both root mean square error and bias.Comment: Accepted for publication in 28th Annual IEEE International Symposium on Personal, Indoor and Mobile Radio Communications (IEEE PIMRC 2017

Epigraphical Projection for Solving Least Squares Anscombe Transformed Constrained Optimization Problems

This papers deals with the restoration of images corrupted by a non-invertible or ill-conditioned linear transform and Poisson noise. Poisson data typically occur in imaging processes where the images are obtained by counting particles, e.g., photons, that hit the image support. By using the Anscombe transform, the Poisson noise can be approximated by an additive Gaussian noise with zero mean and unit variance. Then, the least squares difference between the Anscombe transformed corrupted image and the original image can be estimated by the number of observations. We use this information by considering an Anscombe transformed constrained model to restore the image. The advantage with respect to corresponding penalized approaches lies in the existence of a simple model for parameter estimation. We solve the constrained minimization problem by applying a primal-dual algorithm together with a projection onto the epigraph of a convex function related to the Anscombe transform. We show that this epigraphical projection can be efficiently computed by Newton's methods with an appropriate initialization. Numerical examples demonstrate the good performance of our approach, in particular, its close behaviour with respect to the $I$-divergence constrained model

Comparison of multiple-input single-output single-user ultra-wideband systems with pre-distortion

This paper presents a performance analysis of a baseband multiple-input single-output ultra-wideband system over scenarios CM1 and CM3 of the IEEE 802.15.3a channel model, incorporating four different schemes of pre-distortion: time reversal, zero-forcing pre-equaliser, constrained least squares pre-equaliser, and minimum mean square error pre-equaliser. For the third case, a simple solution based on the steepest-descent (gradient) algorithm is adopted and compared with theoretical results. The channel estimations at the transmitter are assumed to be truncated and noisy. Results show that the constrained least squares algorithm has a good trade-off between intersymbol interference reduction and signal-to-noise ratio preservation, providing a performance comparable to the minimum mean square error method but with lower computational complexity. Copyright (C) 2011 John Wiley & Sons, Ltd.Brazilian agency National Council for Scientific Technological Development (CNPq)Brazilian agency National Council for Scientific Technological Development (CNPq) [303426/2009-8

System identification and model reduction using modulating function techniques

Weighted least squares (WLS) and adaptive weighted least squares (AWLS) algorithms are initiated for continuous-time system identification using Fourier type modulating function techniques. Two stochastic signal models are examined using the mean square properties of the stochastic calculus: an equation error signal model with white noise residuals, and a more realistic white measurement noise signal model. The covariance matrices in each model are shown to be banded and sparse, and a joint likelihood cost function is developed which links the real and imaginary parts of the modulated quantities. The superior performance of above algorithms is demonstrated by comparing them with the LS/MFT and popular predicting error method (PEM) through 200 Monte Carlo simulations. A model reduction problem is formulated with the AWLS/MFT algorithm, and comparisons are made via six examples with a variety of model reduction techniques, including the well-known balanced realization method. Here the AWLS/MFT algorithm manifests higher accuracy in almost all cases, and exhibits its unique flexibility and versatility. Armed with this model reduction, the AWLS/MFT algorithm is extended into MIMO transfer function system identification problems. The impact due to the discrepancy in bandwidths and gains among subsystem is explored through five examples. Finally, as a comprehensive application, the stability derivatives of the longitudinal and lateral dynamics of an F-18 aircraft are identified using physical flight data provided by NASA. A pole-constrained SIMO and MIMO AWLS/MFT algorithm is devised and analyzed. Monte Carlo simulations illustrate its high-noise rejecting properties. Utilizing the flight data, comparisons among different MFT algorithms are tabulated and the AWLS is found to be strongly favored in almost all facets

Correntropy Maximization via ADMM - Application to Robust Hyperspectral Unmixing

In hyperspectral images, some spectral bands suffer from low signal-to-noise ratio due to noisy acquisition and atmospheric effects, thus requiring robust techniques for the unmixing problem. This paper presents a robust supervised spectral unmixing approach for hyperspectral images. The robustness is achieved by writing the unmixing problem as the maximization of the correntropy criterion subject to the most commonly used constraints. Two unmixing problems are derived: the first problem considers the fully-constrained unmixing, with both the non-negativity and sum-to-one constraints, while the second one deals with the non-negativity and the sparsity-promoting of the abundances. The corresponding optimization problems are solved efficiently using an alternating direction method of multipliers (ADMM) approach. Experiments on synthetic and real hyperspectral images validate the performance of the proposed algorithms for different scenarios, demonstrating that the correntropy-based unmixing is robust to outlier bands.Comment: 23 page

Avery Final Report: Identification and Cross-Directional Control of Coating Processes

Coating refers to the covering of a solid with a uniform layer of liquid. Of special industrial interest is the cross-directional control of coating processes, where the cross-direction refers to the direction perpendicular to the substrate movement. The objective of the controller is to maintain a uniform coating under unmeasured process disturbances. Assumptions that are relevant to coating processes found in industry are used to develop a model for control design. We show how to identify the model from input-output data. This model is used to derive a model predictive controller to maintain flat profiles of coating across the substrate by varying the liquid flows along the cross direction. The model predictive controller computes the control action which minimizes the predicted deviation in cross-directional uniformity. The predictor combines the estimate obtained from the model with the measurement of the cross-directional uniformity to obtain a prediction for the next time step. A filter is used to obtain robustness to model error and insensitivity to measurement noise. The tuning of the noise filter and different methods for handling actuator constraints are studied in detail. The three different constraint-handling methods studied are: the weighting of actuator movements in the objective function, explicitly adding constraints to the control algorithm, i.e. constrained model predictive control, and scaling infeasible control actions calculated from an unconstrained control law to be feasible. Actuator constraints, measurement noise, model uncertainty, and the plant condition number are investigated to determine which of these limit the achievable closed loop performance. From knowledge of how these limitations affect the performance we find how the plant could be modified to improve the process uniformity. Also, because identification of model parameters is time-consuming and costly, we study how accurate the identification must be to achieve a given level of performance. The theory developed throughout the paper is rigorously verified though simulations and experiments on a pilot plant. The effect of interactions on the closed loop performance is shown to be negligible for this pilot plant. The measurement noise and the actuator constraints are shown to have the largest effect on closed loop performance