• Title/Summary/Keyword: recursive matrix method

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A study on the Improved Convergence Characteristic over Weight Updating of Recycling Buffer RLS Algorithm (재순환 버퍼 RLS 알고리즘에서 가중치 갱신을 이용한 개선된 수렴 특성에 관한 연구)

  • 나상동
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.5B
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    • pp.830-841
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    • 2000
  • We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-1, we may compute the updated estimate of this vector at iteration a upon the arrival of new data. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. In this paper, we propose new tap weight updated RLS algorithm in adaptive transversal filter with data-recycling buffer structure. We prove that convergence speed of learning curve of RLS algorithm with data-recycling buffer is faster than it of exiting RL algorithm to mean square error versus iteration number. Also the resulting rate of convergence is typically an order of magnitude faster than the simple LMS algorithm. We show that the number of desired sample is portion to increase to converge the specified value from the three dimension simulation result of mean square error according to the degree of channel amplitude distortion and data-recycle buffer number. This improvement of convergence character in performance, is achieved at the (B+1)times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

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Mean Square Projection Error Gradient-based Variable Forgetting Factor FAPI Algorithm (평균 제곱 투영 오차의 기울기에 기반한 가변 망각 인자 FAPI 알고리즘)

  • Seo, YoungKwang;Shin, Jong-Woo;Seo, Won-Gi;Kim, Hyoung-Nam
    • Journal of the Institute of Electronics and Information Engineers
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    • v.51 no.5
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    • pp.177-187
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    • 2014
  • This paper proposes a fast subspace tracking methods, which is called GVFF FAPI, based on FAPI (Fast Approximated Power Iteration) method and GVFF RLS (Gradient-based Variable Forgetting Factor Recursive Lease Squares). Since the conventional FAPI uses a constant forgetting factor for estimating covariance matrix of source signals, it has difficulty in applying to non-stationary environments such as continuously changing DOAs of source signals. To overcome the drawback of conventioanl FAPI method, the GVFF FAPI uses the gradient-based variable forgetting factor derived from an improved means square error (MSE) analysis of RLS. In order to achieve the decreased subspace error in non-stationary environments, the GVFF-FAPI algorithm used an improved forgetting factor updating equation that can produce a fast decreasing forgetting factor when the gradient is positive and a slowly increasing forgetting factor when the gradient is negative. Our numerical simulations show that GVFF-FAPI algorithm offers lower subspace error and RMSE (Root Mean Square Error) of tracked DOAs of source signals than conventional FAPI based MUSIC (MUltiple SIgnal Classification).

An Efficient Adaptive Digital Filtering Algorithm for Identification of Second Order Volterra Systems (이차 볼테라 시스템 인식을 위한 효율적인 적응 디지탈 필터링 알고리즘)

  • Hwang, Y.S.;Mathews, V.J.;Cha, I.W.;Youn, D.H.
    • The Journal of the Acoustical Society of Korea
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    • v.7 no.4
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    • pp.98-109
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    • 1988
  • This paper introduces an adaptive nonlinear filtering algorithm that uses the sequential regression(SER) method to update the second order Volterra filter coefficients in a recursive way. Conventionally, the SER method has been used to invert large matrices which result from direct application of Wiener filter theory to the Volterra filter. However, the algorithm proposed in this paper uses the SER approach to update the least squares solution which is derived for Gaussian input signals. In such an algorithm, the size of the matrix to be inverted is smaller than that of conventional approaches, and hence the proposed method is computationally simpler than conventional nonlinear system identification techniques. Simulation results are presented to demonstrate the performance of the proposed algorithm.

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Improvement of the Linear Predictive Coding with Windowed Autocorrelation (윈도우가 적용된 자기상관에 의한 선형예측부호의 개선)

  • Lee, Chang-Young;Lee, Chai-Bong
    • The Journal of the Korea institute of electronic communication sciences
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    • v.6 no.2
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    • pp.186-192
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    • 2011
  • In this paper, we propose a new procedure for improvement of the linear predictive coding. To reduce the error power incurred by the coding, we interchanged the order of the two procedures of windowing on the signal and linear prediction. This scheme corresponds to LPC extraction with windowed autocorrelation. The proposed method requires more calculational time because it necessitates matrix inversion on more parameters than the conventional technique where an efficient Levinson-Durbin recursive procedure is applicable with smaller parameters. Experimental test over various speech phonemes showed, however, that our procedure yields about 5 % less power distortion compared to the conventional technique. Consequently, the proposed method in this paper is thought to be preferable to the conventional technique as far as the fidelity is concerned. In a separate study of speaker-dependent speech recognition test for 50 isolated words pronounced by 40 people, our approach yielded better performance too.

The Improvement of Convergence Characteristic using the New RLS Algorithm in Recycling Buffer Structures

  • Kim, Gwang-Jun;Kim, Chun-Suck
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.7 no.4
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    • pp.691-698
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    • 2003
  • We extend the sue of the method of least square to develop a recursive algorithm for the design of adaptive transversal filters such that, given the least-square estimate of this vector of the filter at iteration n-l, we may compute the updated estimate of this vector at iteration n upon the arrival of new data. We begin the development of the RLS algorithm by reviewing some basic relations that pertain to the method of least squares. Then, by exploiting a relation in matrix algebra known as the matrix inversion lemma, we develop the RLS algorithm. An important feature of the RLS algorithm is that it utilizes information contained in the input data, extending back to the instant of time when the algorithm is initiated. In this paper, we propose new tap weight updated RLS algorithm in adaptive transversal filter with data-recycling buffer structure. We prove that convergence speed of learning curve of RLS algorithm with data-recycling buffer is faster than it of exiting RLS algorithm to mean square error versus iteration number. Also the resulting rate of convergence is typically an order of magnitude faster than the simple LMS algorithm. We show that the number of desired sample is portion to increase to converge the specified value from the three dimension simulation result of mean square error according to the degree of channel amplitude distortion and data-recycle buffer number. This improvement of convergence character in performance, is achieved at the B times of convergence speed of mean square error increase in data recycle buffer number with new proposed RLS algorithm.

Research on Speed Estimation Method of Induction Motor based on Improved Fuzzy Kalman Filtering

  • Chen, Dezhi;Bai, Baodong;Du, Ning;Li, Baopeng;Wang, Jiayin
    • Journal of international Conference on Electrical Machines and Systems
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    • v.3 no.3
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    • pp.272-275
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    • 2014
  • An improved fuzzy Kalman filtering speed estimation scheme was proposed by means of measuring stator side voltage and current value based on vector control state equation of induction motor. The designed fuzzy adaptive controller conducted recursive online correction of measurement noise covariance matrix by monitoring the ratio of theory residuals and actual residuals to make it approach real noise level gradually, allowing the filter to perform optimal estimation to improve estimation accuracy of EKF. Meanwhile, co-simulation scheme based on MATLAB and Ansoft was proposed in order to improve simulation accuracy. Field-circuit coupling problems of induction motor under the action of vector control were solved and the parameter optimization accuracy was improved dramatically. The simulation and experimental results show that this algorithm has a strong ability to inhibit the random measurement noise. It is able to estimate motor speed accurately, and has superior static and dynamic characteristics.

Closed Integral Form Expansion for the Highly Efficient Analysis of Fiber Raman Amplifier (라만증폭기의 효율적인 성능분석을 위한 라만방정식의 적분형 전개와 수치해석 알고리즘)

  • Choi, Lark-Kwon;Park, Jae-Hyoung;Kim, Pil-Han;Park, Jong-Han;Park, Nam-Kyoo
    • Korean Journal of Optics and Photonics
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    • v.16 no.3
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    • pp.182-190
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    • 2005
  • The fiber Raman amplifier(FRA) is a distinctly advantageous technology. Due to its wider, flexible gain bandwidth, and intrinsically lower noise characteristics, FRA has become an indispensable technology of today. Various FRA modeling methods, with different levels of convergence speed and accuracy, have been proposed in order to gain valuable insights for the FRA dynamics and optimum design before real implementation. Still, all these approaches share the common platform of coupled ordinary differential equations(ODE) for the Raman equation set that must be solved along the long length of fiber propagation axis. The ODE platform has classically set the bar for achievable convergence speed, resulting exhaustive calculation efforts. In this work, we propose an alternative, highly efficient framework for FRA analysis. In treating the Raman gain as the perturbation factor in an adiabatic process, we achieved implementation of the algorithm by deriving a recursive relation for the integrals of power inside fiber with the effective length and by constructing a matrix formalism for the solution of the given FRA problem. Finally, by adiabatically turning on the Raman process in the fiber as increasing the order of iterations, the FRA solution can be obtained along the iteration axis for the whole length of fiber rather than along the fiber propagation axis, enabling faster convergence speed, at the equivalent accuracy achievable with the methods based on coupled ODEs. Performance comparison in all co-, counter-, bi-directionally pumped multi-channel FRA shows more than 102 times faster with the convergence speed of the Average power method at the same level of accuracy(relative deviation < 0.03dB).