• Title/Summary/Keyword: Variable Step Size

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CANCELLATION OF ECHOES IN TELEPHONE NETWORK WITH THE ADAPTIVE STEP SIZE LATTICE FORM STRUCTURE

  • Benjangkaprasert, Chawalit;Teerasakworakun, Sirirat;Benchapornkullanij, Sirithon;Janchithapongvej, Kanok
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2002년도 ICCAS
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    • pp.87.2-87
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    • 2002
  • $\textbullet$ Introduction of an adaptive echoes canceller in telephone network and the propose $\textbullet$ The echoes canceller structure $\textbullet$The Lattice/Transversal Joint structure $\textbullet$ The propose robust variable step-size algorithm for lattice form structure $\textbullet$ Performance evaluation $\textbullet$ Simulation results $\textbullet$ Conclusion

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VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS

  • Kim, Hong-Joong;Moon, Kyoung-Sook
    • 대한수학회보
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    • 제48권2호
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    • pp.413-426
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    • 2011
  • Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

REVISING THE TRADITIONAL BACKPROPAGATION WITH THE METHOD OF VARIABLE METRIC(QUASI-NEWTON) AND APPROXIMATING A STEP SIZE

  • Choe, Sang-Woong;Lee, Jin-Choon
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
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    • pp.118-121
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    • 1998
  • In this paper, we propose another paradigm(QNBP) to be capable of overcoming Limitations of the traditional backpropagation(SDBP). QNBPis based on the method of Quasi -Newton(variable metric) with the nomalized direction vectors and computes step size through the linear search. Simulation results showed that QNBP was definitely superior to both the stochasitc SDBP and the deterministic SDBP in terms of accuracy and rate of convergence and might sumount the problem of local minima. and there was no different between DFP+SR1 and BFGS+SR1 combined algrothms in QNBP.

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Acoustic Echo Canceller using Adaptive IIR Filters with Prewhitening Method and Variable Step-Size LMS Algorithm

  • Cho, Ju Pil;Hwng, Tae Jin;Baik, Heung Ki
    • The Journal of the Acoustical Society of Korea
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    • 제16권2E호
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    • pp.14-20
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    • 1997
  • The future teleconferencing systems will need an appropriate system which controls properly the acoustic echo for the convenient communication. The conventional acoustic echo cancellation algorithms involve large adaptive filters identifying the impulse response of the echo path. The use of adaptive IIR filters appears to be a reasonable way to reduce computational complexity. Effective cancellation of acoustic echo presented in teleconferencing system requires that adaptive filters have a rapid convergence speed. One of the main problems of acoustic echo cancellation techniques is that the convergence properties degrade for an highly correlated signal input such as speech signals. By the way, the introduction of linear prediction filers onto the structure of the acoustic echo cancellation represents one approach to decorrelate the speech signal. And variable step-size LMS algorithm improves the convergence speed through a little increasing of computational complexity. In this paper, we applied these two methods to the acoustic echo canceller(AEC) and showed that these methods have better performances than the conventional AEC.

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3차 볼테라 필터링과 VSSGS-PAP 알고리즘을 이용한 배경잡음 변화에 강인한 비선형 능동소음제어 시스템 (Nonlinear ANC system robust to background noise variation by using 3rd-order Volterra filtering with a VSSGS-PAP algorithm)

  • 서재범;김경재;남상원
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2009년도 정보 및 제어 심포지움 논문집
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    • pp.70-72
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    • 2009
  • In this paper, nonlinear active noise control(ANC) of a 3rd-order Volterra system, which is robust to background noise variation, is proposed along with a variable step-size Gauss-Seidel pseudo affine projection(VSSGS-PAP) algorithm. Simulation results demonstrate that the proposed approach yields better nonlinear ANC performance in a background noise variation environment, compared with the conventional methods for the nonlinear ANC.

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반향환경에서의 가변 적응 상수를 이용한 FDICA와 여러 BSS 알고리즘과의 비교 (Comparison for the variable step-size FDICA with BSS algorithm in reverberant condition)

  • 박근수;박장식;손경식
    • 한국콘텐츠학회:학술대회논문집
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    • 한국콘텐츠학회 2005년도 춘계 종합학술대회 논문집
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    • pp.369-373
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    • 2005
  • 본 논문은 기존의 주파수 영역 독립 성분 분석(FDICA : frequency domain independent component analysis) 방법에 가변 적응 상수를 이용한 알고리즘을 제안한다. 여러 반향 환경에 대한 모의실험으로 기존의 temporal structure(TA)알고리즘, FDICA알고리즘과 비교하여 그 분리 성능을 평가하고 비교한다. 실제 녹음한 혼합 음원에 대한 분리정도를 비교 분석한다.

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전달관로 요소를 이용한 가변스텝 시뮬레이션 (Variable step size simulation using transmission line element)

  • 황운규;조승호
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2000년도 추계학술대회논문집A
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    • pp.682-687
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    • 2000
  • In this paper, the simulation methods using transmission lines are studied and realized, which are necessary in design and analysis of hydraulic control systems. The basic idea of this method is that system components are separated by transmission line element for simulation. The PI-controller can keep inductance level as low as desired. It can also handle nonlinearities and discontinuities without flag signal when restarting integration. Parallel hydraulic circuits are simulated using parallel processing algorithm. To shoe that using variable timestep size in each subsystem, simulation time can be reduced. Performance of the simulation results is compared with that of Runge Kutta method.

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가변 스텝 사이즈를 이용한 개선된 의사 인접 투사 알고리즘 (Enhanced Pseudo Affine Projection Algorithm with Variable Step-size)

  • 정익주
    • 한국음향학회지
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    • 제31권2호
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    • pp.79-86
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    • 2012
  • NLMS 알고리즘의 수렴 특성을 개선하기 위해 제안된 인접 투사 알고리즘의 성능을 향상시킨 알고리즘을 제안하였다. 기존의 인접 투사 또는 의사 인접 투사 알고리즘은 지연된 입력 신호 벡터 및 오차 신호 벡터를 기반으로 하기 때문에 복잡할 뿐만 아니라, 기존의 스칼라 오차를 기반으로 하는 LMS 형 알고리즘에서 개발된 기법을 적용하는데 어려움이 있다. 본 논문에서는 의사 인접 투사 알고리즘의 경우, 스칼라 오차 신호를 이용한다는 사실과 수렴 후 입력 신호가 오차 신호에 직교한다는 직교 원리에 근거하여 적은 연산량으로도 우수한 수렴 성능을 보이는 가변 스텝 사이즈 알고리즘을 제안하였다. 시스템 확인 모델 하에서 컴퓨터 모의 실험을 통하여 제안된 알고리즘이 기존의 알고리즘들에 비하여 적은 연산량에도 불구하고 정상 및 비정상 환경에서 수렴 특성이 우수함을 보였다.

전달관로 모델링을 이용한 유압제어 시스템의 가변 시간스텝 시뮬레이션 및 해석 (Variable Time Step Simulation and Analysis of Hydraulic Control Systems using Transmission Line Modeling)

  • 황운규;조승호
    • 대한기계학회논문집A
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    • 제26권5호
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    • pp.843-850
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    • 2002
  • This paper presents a simulation method using the transmission line modeling to reduce simulation runtime of hydraulic control systems. This method is based on separating the system components each other using the transmission line elements prior to simulation, which leads to divide the simulated system into several subsystems suitable for an even more efficient integration. It can also handle nonlinearities and discontinuities without flag signal when restarting integration. By applying variable integration timestep to parallel hydraulic circuits via parallel processing, it is shown that simulation run-time can be reduced significantly compared with that of Runge Kutta method.

제한된 제어 입력을 갖는 시스템에 대한 시간 지연 제어기의 설계 (Design of Time Delay Controller for a System with Bounded Control Inputs)

  • 송재복;변경석
    • 제어로봇시스템학회논문지
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    • 제5권2호
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    • pp.166-173
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    • 1999
  • Reference models are used in many control algorithms for improvement of transient response characteristics. They provide desired trajectories that the plant should follow Most control systems have bounded control inputs to avoid saturation of the plant. If we design the reference models that do not account for limits of the control inputs, control performance of the system may be deteriorated. In this paper a new approach of avoiding saturation by varying the reference model for TDC(time delay control) based systems subject to step changes in the reference input. In this scheme, the variable reference model is determined based on the information on control inputs and the size of the step changes in the reference inputs. This scheme was verified by application to the BLDC motor position control system in simulations and experiments. The responses of the TDC with the variable reference model showed better tracking performance than that with the fixed reference model.

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