• Title/Summary/Keyword: Least-Mean-Square

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Alternative robust estimation methods for parameters of Gumbel distribution: an application to wind speed data with outliers

  • Aydin, Demet
    • Wind and Structures
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    • v.26 no.6
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    • pp.383-395
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    • 2018
  • An accurate determination of wind speed distribution is the basis for an evaluation of the wind energy potential required to design a wind turbine, so it is important to estimate unknown parameters of wind speed distribution. In this paper, Gumbel distribution is used in modelling wind speed data, and alternative robust estimation methods to estimate its parameters are considered. The methodologies used to obtain the estimators of the parameters are least absolute deviation, weighted least absolute deviation, median/MAD and least median of squares. The performances of the estimators are compared with traditional estimation methods (i.e., maximum likelihood and least squares) according to bias, mean square deviation and total mean square deviation criteria using a Monte-Carlo simulation study for the data with and without outliers. The simulation results show that least median of squares and median/MAD estimators are more efficient than others for data with outliers in many cases. However, median/MAD estimator is not consistent for location parameter of Gumbel distribution in all cases. In real data application, it is firstly demonstrated that Gumbel distribution fits the daily mean wind speed data well and is also better one to model the data than Weibull distribution with respect to the root mean square error and coefficient of determination criteria. Next, the wind data modified by outliers is analysed to show the performance of the proposed estimators by using numerical and graphical methods.

A Study on DCT Hierarchical LMS DFE Algorithm to Improve the Performance of ATSC Digital TV Broadcasting (ATSC 디지털 TV 방송수신 성능개선을 위한 DCT 계층적 LMS DFE 알고리즘 연구)

  • 김재욱;서종수
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.28 no.7A
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    • pp.529-536
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    • 2003
  • In this Paper, a new DCT HLMS DFE(Discrete Cosine Transform Hierarchical Least Mean Square Decision Feedback Equalizer) algorithm is proposed to improve the convergence speed and MSE(Mean Square Error) performance of a receive channel equalizer in ATSC(Advanced Television System Committee) 8VSB(Vestigial Side Band) digital terrestrial TV system. The proposed algorithm reduces the eigenvalue range of input data autocorrelation by transforming LMS (Least Mean Square) DFE into the subfilter of hierarchical structure. Moreover, the use of DCT and power estimation algorithm makes it possible to reduce the eigenvalue deviation of input data which results from distortion and delay of the receive signal in the miulti-path environment. Simulation results show that proposed DCT HLMS DFE has SNR improvement of approximately 3.8dB, 5dB and 2dB as compared to LMS DFE when the equalized symbol error rate is 0.2 in ATTC defined digital terrestrial TV broadcasting channels A, B and F, respectively.

Optimization of Detection Method Using a Moving Average Estimator for Speech Enhancement (음성강화를 위한 이동 평균 예측량 기반의 검출방법 최적화)

  • Lee, Soo-Jeong;Shin, Kye-Hyeon;Kim, Soon-Hyob
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.44 no.3
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    • pp.97-104
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    • 2007
  • Adaptive echo canceller(AEC) has become an important component in speech communication systems, including mobile phones and speech recognition. In these applications, the acoustic echo path has a long impulse response. We propose a moving-averge least mean square(MVLMS) algorithm with a detection method for acoustic echo cancellation. Using, the result of the tests that used colored input models clearly shows that the MVLMS detection algorithm has convergence performance superior to the least mean square(LMS) detection algorithm alone. Although the computational complexity of the new MVLMS algorithm is only slightly greater than that of the standard LMS detection algorithm, the new algorithm confers a significant improvement in stability.

A Study on the to Shorten of Early Decay Time in the Reverberation Curve Using MINT (MINT법을 이용한 실내 잔향곡선의 초기감쇠시간 단축에 관한 연구)

  • 차경환
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.1
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    • pp.37-41
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    • 2002
  • In this paper, we made shorter EDT(early decay time) of room reverberation curve using multiple-channel. The speech signal was processed inverse filtering with full-band and sub-band in the basis MINT, and then the multiple-channel adaptive filters were used LMS (Least Mean Square) and NLMS (Normalized Least Mean Square) algorithm. Experimental results, we could get 1/3 of time reduction at 20dB level in the reverberation curve using full-band NLMS when two microphones were used. Also, it is shown that the speech articulation was improved 80% from the test listeners with the speech, which was to shorten EDT by MINT in the subjective assessments using real room impulse response.

Multi-channel normalized FxLMS algorithm for active noise control (능동 소음 제어를 위한 정규화된 다채널 FxLMS 알고리즘)

  • Chung, Ik Joo
    • The Journal of the Acoustical Society of Korea
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    • v.35 no.4
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    • pp.280-287
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    • 2016
  • In this paper, we propose a normalization algorithm that can be applied to adaptive filters for multi-channel active noise control. The FxLMS (Filtered-x Least Mean Square) algorithm for the single-channel active noise control can be normalized in the same way as the NLMS (Normalized Least Mean Square) algorithm, whereas in case of the multi-channel active noise control, the single-channel normalization for the FxLMS algorithm cannot be extended to the normalization for the multi-channel FxLMS algorithm straightforwardly. First, we adopt a generalized normalization algorithm for the multi-channel FxLMS algorithm based on the principle of minimal disturbance and then, proposed a normalized algorithm considering only diagonal elements to avoid computation for matrix inversion. We carried out performance comparisons of the proposed algorithm with other algorithms without normalization. It is shown that the proposed algorithm presents better convergence characteristics under non-stationary environments.

A Study on Adaptive Interference Canceller of Wireless Repeater for Wideband Code Division Multiple Access System (WCDMA시스템 무선 중계기의 적응간섭제거기에 관한 연구)

  • Han, Yong-Sik;Yang, Woon-Geun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.13 no.7
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    • pp.1321-1327
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    • 2009
  • In this paper, as the mobile communication service is widely used and the demand for wireless repeaters is rapidly increasing because of the easiness of extending service areas. But a wireless repeater has a problem the oscillation due to feedback signal. We proposed a new hybrid interference canceller using the adaptive filter with CMA(Constant Modulus Algorithm)-Grouped LMS(Least Mean Square) algorithm in the adaptive interference canceller. The proposed interference canceller has better channel adaptive performance and a lower MSE(Mean Square Error) than conventional structure because it uses the cancellation method of Grouped LMS algorithm. The proposed detector uses the LMS algorithms with two different step size to reduce mean square error and to obtain fast convergence. This structure reduces the number of iterations for the same MSE performance and hardware complexity compared to conventional nonlinear interference canceller.

Implementation of adaptive filters using fast hadamard transform (고속하다마드 변환을 이용한 적응 필터의 구현)

  • 곽대연;박진배;윤태성
    • 제어로봇시스템학회:학술대회논문집
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    • 1997.10a
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    • pp.1379-1382
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    • 1997
  • We introduce a fast implementation of the adaptive transversal filter which uses least-mean-square(LMS) algorithm. The fast Hadamard transform(FHT) is used for the implementation of the filter. By using the proposed filter we can get the significant time reduction in computatioin over the conventional time domain LMS filter at the cost of a little performance. By computer simulation, we show the comparison of the propsed Hadamard-domain filter and the time domain filter in the view of multiplication time, mean-square error and robustness for noise.

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A Comparative Study of the Parameter Estimation Method about the Software Mean Time Between Failure Depending on Makeham Life Distribution (메이크헴 수명분포에 의존한 소프트웨어 평균고장간격시간에 관한 모수 추정법 비교 연구)

  • Kim, Hee Cheul;Moon, Song Chul
    • Journal of Information Technology Applications and Management
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    • v.24 no.1
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    • pp.25-32
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    • 2017
  • For repairable software systems, the Mean Time Between Failure (MTBF) is used as a measure of software system stability. Therefore, the evaluation of software reliability requirements or reliability characteristics can be applied MTBF. In this paper, we want to compare MTBF in terms of parameter estimation using Makeham life distribution. The parameter estimates used the least square method which is regression analyzer method and the maximum likelihood method. As a result, the MTBF using the least square method shows a non-decreased pattern and case of the maximum likelihood method shows a non-increased form as the failure time increases. In comparison with the observed MTBF, MTBF using the maximum likelihood estimation is smallerd about difference of interval than the least square estimation which is regression analyzer method. Thus, In terms of MTBF, the maximum likelihood estimation has efficient than the regression analyzer method. In terms of coefficient of determination, the mean square error and mean error of prediction, the maximum likelihood method can be judged as an efficient method.

An algebraic step size least mean fourth algorithm for acoustic communication channel estimation (음향 통신 채널 추정기를 이용한 대수학적 스텝크기 least mean fourth 알고리즘)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.35 no.1
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    • pp.55-62
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    • 2016
  • The least-mean fourth (LMF) algorithm is well known for its fast convergence and low steady-state error especially in non-Gaussian noise environments. Recently, there has been increasing interest in the least mean square (LMS) algorithms with variable step size. It is because the variable step-size LMS algorithms have shown to outperform the conventional fixed step-size LMS in the various situations. In this paper, a variable step-size LMF algorithm is proposed, which adopts an algebraic optimal step size as a variable step size. It is expected that the proposed algorithm also outperforms the conventional fixed step-size LMF. The superiority of the proposed algorithm is confirmed by the simulations in the time invariant and time variant channels.

Interference Cancellation Based on Adaptive Signal Processing for MIMO RF Repeaters (MIMO RF 중계기를 위한 적응 신호처리 기반의 간섭 제거)

  • Lee, Kyu-Bum;Choi, Ji-Hoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.35 no.9C
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    • pp.735-742
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    • 2010
  • In this paper, we propose adaptive algorithms for interference cancellation in RF repeaters with multiple transmit and receive antennas. When multiple antennas are used in a repeater, the imperfect isolation between transmit and receive antennas causes the feedback interference which is modeled as multi-input multi-output (MIMO) channel. To remove the feedback interference, we derive the least mean square (LMS) algorithm and the recursive least squares (RLS) algorithm for interference cancellation based on adaptive signal processing techniques. Through computer simulations for the proposed algorithms, we analyze the convergence characteristics and compare the steady-state performance for interference cancellation.