A highly modular adaptive lattice algorithm for multichannel least squares filtering

In this paper a highly modular adaptive lattice algorithm for multichannel least squares FIR filtering and multivariable system identification is presented. Multichannel filters with different number of delay elements per input channel are allowed. The main features of the proposed multichannel adaptive lattice least squares algorithm is the use of scalar only operations, multiplications/divisions and additions, and the local communication which enables the development of a fully pipelining architecture. The tracking capability and the numerical stability and accuracy of the proposed technique are illustrated by simulations

Recursive Least Squares Filtering Algorithms for On-Line Viscoelastic Characterization of Biosamples

The mechanical characterization of biological samples is a fundamental issue in biology and related fields, such as tissue and cell mechanics, regenerative medicine and diagnosis of diseases. In this paper, a novel approach for the identification of the stiffness and damping coefficients of biosamples is introduced. According to the proposed method, a MEMS-based microgripper in operational condition is used as a measurement tool. The mechanical model describing the dynamics of the gripper-sample system considers the pseudo-rigid body model for the microgripper, and the Kelvin–Voigt constitutive law of viscoelasticity for the sample. Then, two algorithms based on recursive least square (RLS) methods are implemented for the estimation of the mechanical coefficients, that are the forgetting factor based RLS and the normalised gradient based RLS algorithms. Numerical simulations are performed to verify the effectiveness of the proposed approach. Results confirm the feasibility of the method that enables the ability to perform simultaneously two tasks: sample manipulation and parameters identification

Near Field Probe Correction using Least Squares Filtering Algorithm

International audienceThe deconvolution technique is widely used for probe correction in the near field technique measurement. However, the measurement noise makes the result obtained by this method inefficient and requires the use of a very low noise measurement facility. In this paper, we present a method to improve the probe correction accuracy by an inverse filtering approach that takes into account the statistical characteristics of the measurement noise using the constrained least squares filtering algorithm (CLSF). Computations with EM software data of two different structures illustrate the reliability of the method

On recursive least-squares filtering algorithms and implementations

In many real-time signal processing applications, fast and numerically stable algorithms for solving least-squares problems are necessary and important. In particular, under non-stationary conditions, these algorithms must be able to adapt themselves to reflect the changes in the system and take appropriate adjustments to achieve optimum performances. Among existing algorithms, the QR-decomposition (QRD)-based recursive least-squares (RLS) methods have been shown to be useful and effective for adaptive signal processing. In order to increase the speed of processing and achieve high throughput rate, many algorithms are being vectorized and/or pipelined to facilitate high degrees of parallelism. A time-recursive formulation of RLS filtering employing block QRD will be considered first. Several methods, including a new non-continuous windowing scheme based on selectively rejecting contaminated data, were investigated for adaptive processing. Based on systolic triarrays, many other forms of systolic arrays are shown to be capable of implementing different algorithms. Various updating and downdating systolic algorithms and architectures for RLS filtering are examined and compared in details, which include Householder reflector, Gram-Schmidt procedure, and Givens rotation. A unified approach encompassing existing square-root-free algorithms is also proposed. For the sinusoidal spectrum estimation problem, a judicious method of separating the noise from the signal is of great interest. Various truncated QR methods are proposed for this purpose and compared to the truncated SVD method. Computer simulations provided for detailed comparisons show the effectiveness of these methods. This thesis deals with fundamental issues of numerical stability, computational efficiency, adaptivity, and VLSI implementation for the RLS filtering problems. In all, various new and modified algorithms and architectures are proposed and analyzed; the significance of any of the new method depends crucially on specific application

Covariance-based least-squares filtering algorithm under Markovian measurement delays

This paper addresses the least-squares linear filtering problem of signals from measurements which may be randomly delayed by one or two sampling times. The delays are modelled by a homogeneous discrete-time Markov chain to capture the dependence between them. Assuming that the evolution equation generating the signal is not available and that only the first- and second-order moments of the processes involved in the observation model are known, a recursive filtering algorithm is derived using an innovation approach. Recursive formulas for the filtering error variances are also obtained to measure the precision of the proposed estimators.This research is supported by Ministerio de Economía y Competitividad and Fondo Europeo de Desarrollo Regional FEDER (grant no. MTM2014-52291-P)

Nonlinear least-squares filtering and frequency modulation

"August 25, 1960." Issued also as a thesis, M.I.T. Dept. of Electrical Engineering, August 22, 1960.Bibliography: p.48-49.Army Signal Corps Contract DA36-039-sc-78108. Dept. of the Army Task 3-99-20-001 and Project 3-99-00-000.Arthur Dickson Hause

Least-Squares Filtering Algorithm in Sensor Networks with Noise Correlation and Multiple Random Failures in Transmission

This paper addresses the least-squares centralized fusion estimation problem of discrete-time random signals from measured outputs, which are perturbed by correlated noises. These measurements are obtained by different sensors, which send their information to a processing center, where the complete set of data is combined to obtain the estimators. Due to random transmission failures, some of the data packets processed for the estimation may either contain only noise (uncertain observations), be delayed (randomly delayed observations), or even be definitely lost (random packet dropouts). These multiple random transmission uncertainties are modelled by sequences of independent Bernoulli random variables with different probabilities for the different sensors. By an innovation approach and using the last observation that successfully arrived when a packet is lost, a recursive algorithm is designed for the filtering estimation problem. The proposed algorithm is easily implemented and does not require knowledge of the signal evolution model, as only the first- and second-order moments of the processes involved are used. A numerical simulation example illustrates the feasibility of the proposed estimators and shows how the probabilities of the multiple random failures influence their performance