Stochastic Analysis of the LMS Algorithm for System Identification with Subspace Inputs

This paper studies the behavior of the low rank LMS adaptive algorithm for the general case in which the input transformation may not capture the exact input subspace. It is shown that the Independence Theory and the independent additive noise model are not applicable to this case. A new theoretical model for the weight mean and fluctuation behaviors is developed which incorporates the correlation between successive data vectors (as opposed to the Independence Theory model). The new theory is applied to a network echo cancellation scheme which uses partial-Haar input vector transformations. Comparison of the new model predictions with Monte Carlo simulations shows good-to-excellent agreement, certainly much better than predicted by the Independence Theory based model available in the literature

Echo Cancellation : the generalized likelihood ratio test for double-talk vs. channel change

Echo cancellers are required in both electrical (impedance mismatch) and acoustic (speaker-microphone coupling) applications. One of the main design problems is the control logic for adaptation. Basically, the algorithm weights should be frozen in the presence of double-talk and adapt quickly in the absence of double-talk. The optimum likelihood ratio test (LRT) for this problem was studied in a recent paper. The LRT requires a priori knowledge of the background noise and double-talk power levels. Instead, this paper derives a generalized log likelihood ratio test (GLRT) that does not require this knowledge. The probability density function of a sufficient statistic under each hypothesis is obtained and the performance of the test is evaluated as a function of the system parameters. The receiver operating characteristics (ROCs) indicate that it is difficult to correctly decide between double-talk and a channel change, based upon a single look. However, detection based on about 200 successive samples yields a detection probability close to unity (0.99) with a small false alarm probability (0.01) for the theoretical GLRT model. Application of a GLRT-based echo canceller (EC) to real voice data shows comparable performance to that of the LRT-based EC given in a recent paper

Stochastic analysis of an error power ratio scheme applied to the affine combination of two LMS adaptive filters

The affine combination of two adaptive filters that simultaneously adapt on the same inputs has been actively investigated. In these structures, the filter outputs are linearly combined to yield a performance that is better than that of either filter. Various decision rules can be used to determine the time-varying parameter for combining the filter outputs. A recently proposed scheme based on the ratio of error powers of the two filters has been shown by simulation to achieve nearly optimum performance. The purpose of this paper is to present a first analysis of the statistical behavior of this error power scheme for white Gaussian inputs. Expressions are derived for the mean behavior of the combination parameter and for the adaptive weight mean-square deviation. Monte Carlo simulations show good to excellent agreement with the theoretical predictions

An affine combination of two LMS adaptive filters - Transient mean-square analysis

This paper studies the statistical behavior of an affine combination of the outputs of two LMS adaptive filters that simultaneously adapt using the same white Gaussian inputs. The purpose of the combination is to obtain an LMS adaptive filter with fast convergence and small steady-state mean-square deviation (MSD). The linear combination studied is a generalization of the convex combination, in which the combination factor $\lambda(n)$ is restricted to the interval $(0,1)$. The viewpoint is taken that each of the two filters produces dependent estimates of the unknown channel. Thus, there exists a sequence of optimal affine combining coefficients which minimizes the MSE. First, the optimal unrealizable affine combiner is studied and provides the best possible performance for this class. Then two new schemes are proposed for practical applications. The mean-square performances are analyzed and validated by Monte Carlo simulations. With proper design, the two practical schemes yield an overall MSD that is usually less than the MSD's of either filter

Optimal Interest Rate Rules in Inflation Targeting Frameworks

This work describes the main characteristics of an inflation targeting regime and derives the optimal solution for interest rates according to an original methodology for two models based on the Phillips and IS curves containing general exogenous variables and a complete loss-function.

Transport on exploding percolation clusters

We propose a simple generalization of the explosive percolation process [Achlioptas et al., Science 323, 1453 (2009)], and investigate its structural and transport properties. In this model, at each step, a set of q unoccupied bonds is randomly chosen. Each of these bonds is then associated with a weight given by the product of the cluster sizes that they would potentially connect, and only that bond among the q-set which has the smallest weight becomes occupied. Our results indicate that, at criticality, all finite-size scaling exponents for the spanning cluster, the conducting backbone, the cutting bonds, and the global conductance of the system, change continuously and significantly with q. Surprisingly, we also observe that systems with intermediate values of q display the worst conductive performance. This is explained by the strong inhibition of loops in the spanning cluster, resulting in a substantially smaller associated conducting backbone.Comment: 4 pages, 4 figure

Guest Editorial

[Excerpt] The 13th European Meeting on Ferroelectricity (EMF-13) has welcomed participants to Portugal for the first time in the history of these meetings. EMF-13 was held, from 28th June to 3rd July 2015, in the Faculty of Sciences of the University of Porto. The conference has been organized by the group “Polarized Materials and Functional Nanostructures” of the Materials Physics Institute, IFIMUP-IN, (IN - Institute of Nanoscience and Nanotechnology), in the Physics and Astronomy Department of the Faculty of Sciences, University of Porto. The Local Organizing Committee included members of the Universities of Porto, Minho and Aveiro. Three hundred and sixty six attendees from thirty four countries in Europe, Asia, America, and Africa were fully registered at EMF-13 meeting. These participants took active part in the sessions and informal discussions that had place along the 5 days of the meeting. Five plenary talks, given by Vladimir Fridkin, David Field, Annette Bussmann-Holder, Manuel Bibes, and Stephen Rowley, sixty invited talks, and one hundred thirty five oral contributions covered a wide number of topics ranging from basic research to new characterization techniques or novel applications of ferroelectrics and related materials. Complementary to the program of the meeting, a one day satellite workshop on “Inelastic scattering in ferroic materials” took place on Sunday 28th. [...]info:eu-repo/semantics/publishedVersio

Seasonal variations of the vagile fauna associated with Ectopleura crocea (Cnidaria, Hydrozoa) in El Rompido marina (Huelva)

El desarrollo urbano en las zonas costeras se ha visto incrementado notablemente en los últimos años, resultando en un mayor número de estructuras artificiales en los ambientes marinos. Diversos organismos han sido capaces de colonizar las superficies de estos nuevos hábitats, incluyendo al hidrozoo Ectopleura crocea (Agassiz, 1862). Se estudió la epifauna asociada a esta especie a lo largo de un año en Puerto Marina, El Rompido, Huelva, con el objetivo de describir su composición y fluctuaciones temporales. En total, se encontraron 22 especies, mayoritariamente crustáceos anfípodos, siendo los más abundantes Stenothoe tergestina (Nebeski, 1881) y Apocorophium acutum (Chevreux, 1908). No se encontraron diferencias significativas a lo largo del ciclo anual en los valores de abundancia y diversidad, si bien se detectaron cambios en la composición faunística. En general, la diversidad de especies encontrada en Ectopleura crocea fue menor que la citada en otros estudios en hábitats naturales. Se sugiere que ello puede ser debido a características intrínsecas del hábitat artificial, tales como una menor heterogeneidad de sus superficies o a un mayor estrés ambiental. Por ello, para contrastar la consistencia a lo largo del tiempo y la causa de tales patrones, sería necesario estudios futuros que abarcasen un mayor rango temporal.Urban development in coastal areas has increased considerably in recent years, which has resulted in a larger number of artificial structures in coastal marine environments. However, various organisms have been able to colonize the surfaces of these new habitats, including the hydrozoan Ectopleura crocea (Agassiz, 1862). We studied the epifauna associated with this species over a year in Puerto Marina, El Rompido, Huelva, with the objective of describing its composition and temporal fluctuations. In total, 22 species were found, mostly amphipod crustaceans, the most abundant of these being Stenothoe tergestina (Nebeski, 1881) and Apocorophium acutum (Chevreux, 1908). No significant differences were found between the abundance and diversity of epifauna throughout the year, although changes in epifauna composition were detected over time. In general, the diversity found on Ectopleura crocea in the present study was lower than that reported by other studies in natural habitats. It is suggested that this could be due to intrinsic characteristics of the artificial habitat, such as lower heterogeneity of its surfaces or greater environmental stress. To contrast consistency over time and the causes of these patterns future studies carried out over a larger time period will be necessar