• Title/Summary/Keyword: Inverse orthogonalization process

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A Study on the Modified RLS Algorithm Using Orthogonal Input Vectors (직교 입력 벡터를 이용하는 수정된 RLS 알고리즘에 관한 연구)

  • Ahn, Bong Man;Kim, Kwang Woong;Ahn, Hyun Gyu;Han, Byoung Sung
    • Journal of the Korean Institute of Electrical and Electronic Material Engineers
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    • v.32 no.1
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    • pp.13-19
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    • 2019
  • This paper proposes an easy algorithm for finding tapped-delay-line (TDL) filter coefficients in an adaptive filter algorithm using orthogonal input signals. The proposed algorithm can be used to obtain the coefficients and errors of a TDL filter without using an inverse orthogonalization process for the orthogonal input signals. The form of the proposed algorithm in this paper has the advantages of being easy to use and similar to the familiar recursive least-squares (RLS) algorithm. In order to evaluate the proposed algorithm, system identification simulation of the $11^{th}$-order finite-impulse-response (FIR) filter was performed. It is shown that the convergence characteristics of the learning curve and the tracking ability of the coefficient vectors are similar to those of the conventional RLS analysis. Also, the derived equations and computer simulation results ensure that the proposed algorithm can be used in a similar manner to the Levinson-Durbin algorithm.

Research on an Equivalent Wiener-Hopf Equation (등가의 Wiener-Hopf 방정식에 관한 연구)

  • Ahn, Bong-Man;Cho, Ju-Phil
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.9C
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    • pp.743-748
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    • 2008
  • This paper makes a research on the equivalent Wiener-Hopf equation which can obtain the coefficient of TDL filter on orthogonal input signal in terms of mean square error. Using this result, we can present the coefficient and error of TDL filter directly without inverse orthogonalization process on orthogonal input signal. We make a theoretical analysis on MMSE and show an Wiener-Hopf solution and the proposed equivalent one in mathematical example simultaneously.

A PRECONDITIONER FOR THE LSQR ALGORITHM

  • Karimi, Saeed;Salkuyeh, Davod Khojasteh;Toutounian, Faezeh
    • Journal of applied mathematics & informatics
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    • v.26 no.1_2
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    • pp.213-222
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    • 2008
  • Iterative methods are often suitable for solving least squares problems min$||Ax-b||_2$, where A $\epsilon\;\mathbb{R}^{m{\times}n}$ is large and sparse. The well known LSQR algorithm is among the iterative methods for solving these problems. A good preconditioner is often needed to speedup the LSQR convergence. In this paper we present the numerical experiments of applying a well known preconditioner for the LSQR algorithm. The preconditioner is based on the $A^T$ A-orthogonalization process which furnishes an incomplete upper-lower factorization of the inverse of the normal matrix $A^T$ A. The main advantage of this preconditioner is that we apply only one of the factors as a right preconditioner for the LSQR algorithm applied to the least squares problem min$||Ax-b||_2$. The preconditioner needs only the sparse matrix-vector product operations and significantly reduces the solution time compared to the unpreconditioned iteration. Finally, some numerical experiments on test matrices from Harwell-Boeing collection are presented to show the robustness and efficiency of this preconditioner.

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