A Novel Family of Adaptive Filtering Algorithms Based on The Logarithmic Cost

We introduce a novel family of adaptive filtering algorithms based on a relative logarithmic cost. The new family intrinsically combines the higher and lower order measures of the error into a single continuous update based on the error amount. We introduce important members of this family of algorithms such as the least mean logarithmic square (LMLS) and least logarithmic absolute difference (LLAD) algorithms that improve the convergence performance of the conventional algorithms. However, our approach and analysis are generic such that they cover other well-known cost functions as described in the paper. The LMLS algorithm achieves comparable convergence performance with the least mean fourth (LMF) algorithm and extends the stability bound on the step size. The LLAD and least mean square (LMS) algorithms demonstrate similar convergence performance in impulse-free noise environments while the LLAD algorithm is robust against impulsive interferences and outperforms the sign algorithm (SA). We analyze the transient, steady state and tracking performance of the introduced algorithms and demonstrate the match of the theoretical analyzes and simulation results. We show the extended stability bound of the LMLS algorithm and analyze the robustness of the LLAD algorithm against impulsive interferences. Finally, we demonstrate the performance of our algorithms in different scenarios through numerical examples.Comment: Submitted to IEEE Transactions on Signal Processin

Two Channel Estimation Methods for MIMO-OFDM System

Adaptive Filter is a part of the modern communication system. The applications of the adaptive filters are channel equalization, noise cancellation, system identification and adaptive beam forming. So the proper implementation of adaptive filter is a great deal. The intersymbol interference (ISI) caused by the multipath in band limited frequency selective time dispersion channel distort the transmitted signal.  In this paper, we have concentrated on modifying the algorithm for the adaptive filter. The proposed VSS-LLMS and Modified Variable Step Size Leaky LMS (MVSS-LLMS) which improves the channel estimation in the noisy environment. Also we compared the results of our proposed algorithms with the LMS, RLS and VLLMS and observed that it improves in computational complexity and Bit Error Rate (BER) performance. Keywords: Adaptive Channel Estimation, Adaptive filter, LMS, RLS, VLLMS and MVSS-LLM

Characterizing and correcting for the effect of sensor noise in the dynamic mode decomposition

Dynamic mode decomposition (DMD) provides a practical means of extracting insightful dynamical information from fluids datasets. Like any data processing technique, DMD's usefulness is limited by its ability to extract real and accurate dynamical features from noise-corrupted data. Here we show analytically that DMD is biased to sensor noise, and quantify how this bias depends on the size and noise level of the data. We present three modifications to DMD that can be used to remove this bias: (i) a direct correction of the identified bias using known noise properties, (ii) combining the results of performing DMD forwards and backwards in time, and (iii) a total least-squares-inspired algorithm. We discuss the relative merits of each algorithm, and demonstrate the performance of these modifications on a range of synthetic, numerical, and experimental datasets. We further compare our modified DMD algorithms with other variants proposed in recent literature

Distributed detection, localization, and estimation in time-critical wireless sensor networks

In this thesis the problem of distributed detection, localization, and estimation (DDLE) of a stationary target in a fusion center (FC) based wireless sensor network (WSN) is considered. The communication process is subject to time-critical operation, restricted power and bandwidth (BW) resources operating over a shared communication channel Buffering from Rayleigh fading and phase noise. A novel algorithm is proposed to solve the DDLE problem consisting of two dependent stages: distributed detection and distributed estimation. The WSN performs distributed detection first and based on the global detection decision the distributed estimation stage is performed. The communication between the SNs and the FC occurs over a shared channel via a slotted Aloha MAC protocol to conserve BW. In distributed detection, hard decision fusion is adopted, using the counting rule (CR), and sensor censoring in order to save power and BW. The effect of Rayleigh fading on distributed detection is also considered and accounted for by using distributed diversity combining techniques where the diversity combining is among the sensor nodes (SNs) in lieu of having the processing done at the FC. Two distributed techniques are proposed: the distributed maximum ratio combining (dMRC) and the distributed Equal Gain Combining (dEGC). Both techniques show superior detection performance when compared to conventional diversity combining procedures that take place at the FC. In distributed estimation, the segmented distributed localization and estimation (SDLE) framework is proposed. The SDLE enables efficient power and BW processing. The SOLE hinges on the idea of introducing intermediate parameters that are estimated locally by the SNs and transmitted to the FC instead of the actual measurements. This concept decouples the main problem into a simpler set of local estimation problems solved at the SNs and a global estimation problem solved at the FC. Two algorithms are proposed for solving the local problem: a nonlinear least squares (NLS) algorithm using the variable projection (VP) method and a simpler gird search (GS) method. Also, Four algorithms are proposed to solve the global problem: NLS, GS, hyperspherical intersection method (HSI), and robust hyperspherical intersection (RHSI) method. Thus, the SDLE can be solved through local and global algorithm combinations. Five combinations are tied: NLS2 (NLS-NLS), NLS-HSI, NLS-RHSI, GS2, and GS-N LS. It turns out that the last algorithm combination delivers the best localization and estimation performance. In fact , the target can be localized with less than one meter error. The SNs send their local estimates to the FC over a shared channel using the slotted-Aloha MAC protocol, which suits WSNs since it requires only one channel. However, Aloha is known for its relatively high medium access or contention delay given the medium access probability is poorly chosen. This fact significantly hinders the time-critical operation of the system. Hence, multi-packet reception (MPR) is used with slotted Aloha protocol, in which several channels are used for contention. The contention delay is analyzed for slotted Aloha with and without MPR. More specifically, the mean and variance have been analytically computed and the contention delay distribution is approximated. Having theoretical expressions for the contention delay statistics enables optimizing both the medium access probability and the number of MPR channels in order to strike a trade-off between delay performance and complexity

Decorrelation of Neutral Vector Variables: Theory and Applications

In this paper, we propose novel strategies for neutral vector variable decorrelation. Two fundamental invertible transformations, namely serial nonlinear transformation and parallel nonlinear transformation, are proposed to carry out the decorrelation. For a neutral vector variable, which is not multivariate Gaussian distributed, the conventional principal component analysis (PCA) cannot yield mutually independent scalar variables. With the two proposed transformations, a highly negatively correlated neutral vector can be transformed to a set of mutually independent scalar variables with the same degrees of freedom. We also evaluate the decorrelation performances for the vectors generated from a single Dirichlet distribution and a mixture of Dirichlet distributions. The mutual independence is verified with the distance correlation measurement. The advantages of the proposed decorrelation strategies are intensively studied and demonstrated with synthesized data and practical application evaluations