71,943 research outputs found
A Unifying Approach to Quaternion Adaptive Filtering: Addressing the Gradient and Convergence
A novel framework for a unifying treatment of quaternion valued adaptive
filtering algorithms is introduced. This is achieved based on a rigorous
account of quaternion differentiability, the proposed I-gradient, and the use
of augmented quaternion statistics to account for real world data with
noncircular probability distributions. We first provide an elegant solution for
the calculation of the gradient of real functions of quaternion variables
(typical cost function), an issue that has so far prevented systematic
development of quaternion adaptive filters. This makes it possible to unify the
class of existing and proposed quaternion least mean square (QLMS) algorithms,
and to illuminate their structural similarity. Next, in order to cater for both
circular and noncircular data, the class of widely linear QLMS (WL-QLMS)
algorithms is introduced and the subsequent convergence analysis unifies the
treatment of strictly linear and widely linear filters, for both proper and
improper sources. It is also shown that the proposed class of HR gradients
allows us to resolve the uncertainty owing to the noncommutativity of
quaternion products, while the involution gradient (I-gradient) provides
generic extensions of the corresponding real- and complex-valued adaptive
algorithms, at a reduced computational cost. Simulations in both the strictly
linear and widely linear setting support the approach
Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC)
We develop a novel advanced Particle Markov chain Monte Carlo algorithm that
is capable of sampling from the posterior distribution of non-linear state
space models for both the unobserved latent states and the unknown model
parameters. We apply this novel methodology to five population growth models,
including models with strong and weak Allee effects, and test if it can
efficiently sample from the complex likelihood surface that is often associated
with these models. Utilising real and also synthetically generated data sets we
examine the extent to which observation noise and process error may frustrate
efforts to choose between these models. Our novel algorithm involves an
Adaptive Metropolis proposal combined with an SIR Particle MCMC algorithm
(AdPMCMC). We show that the AdPMCMC algorithm samples complex, high-dimensional
spaces efficiently, and is therefore superior to standard Gibbs or Metropolis
Hastings algorithms that are known to converge very slowly when applied to the
non-linear state space ecological models considered in this paper.
Additionally, we show how the AdPMCMC algorithm can be used to recursively
estimate the Bayesian Cram\'er-Rao Lower Bound of Tichavsk\'y (1998). We derive
expressions for these Cram\'er-Rao Bounds and estimate them for the models
considered. Our results demonstrate a number of important features of common
population growth models, most notably their multi-modal posterior surfaces and
dependence between the static and dynamic parameters. We conclude by sampling
from the posterior distribution of each of the models, and use Bayes factors to
highlight how observation noise significantly diminishes our ability to select
among some of the models, particularly those that are designed to reproduce an
Allee effect
Adaptive interference suppression for DS-CDMA systems based on interpolated FIR filters with adaptive interpolators in multipath channels
In this work we propose an adaptive linear receiver structure based on interpolated finite impulse response (FIR) filters with adaptive interpolators for direct sequence code division multiple access (DS-CDMA) systems in multipath channels. The interpolated minimum mean-squared error (MMSE) and the interpolated constrained minimum variance (CMV) solutions are described for a novel scheme where the interpolator is rendered time-varying in order to mitigate multiple access interference (MAI) and multiple-path propagation effects. Based upon the interpolated MMSE and CMV solutions we present computationally efficient stochastic gradient (SG) and exponentially weighted recursive least squares type (RLS) algorithms for both receiver and interpolator filters in the supervised and blind modes of operation. A convergence analysis of the algorithms and a discussion of the convergence properties of the method are carried out for both modes of operation. Simulation experiments for a downlink scenario show that the proposed structures achieve a superior BER convergence and steady-state performance to previously reported reduced-rank receivers at lower complexity
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