Search results for: Step method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8714

Search results for: Step method

8714 Mathematical Reconstruction of an Object Image Using X-Ray Interferometric Fourier Holography Method

Authors: M. K. Balyan

Abstract:

The main principles of X-ray Fourier interferometric holography method are discussed. The object image is reconstructed by the mathematical method of Fourier transformation. The three methods are presented – method of approximation, iteration method and step by step method. As an example the complex amplitude transmission coefficient reconstruction of a beryllium wire is considered. The results reconstructed by three presented methods are compared. The best results are obtained by means of step by step method.

Keywords: Dynamical diffraction, hologram, object image, X-ray holography.

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8713 Fifth Order Variable Step Block Backward Differentiation Formulae for Solving Stiff ODEs

Authors: S.A.M. Yatim, Z.B. Ibrahim, K.I. Othman, F. Ismail

Abstract:

The implicit block methods based on the backward differentiation formulae (BDF) for the solution of stiff initial value problems (IVPs) using variable step size is derived. We construct a variable step size block methods which will store all the coefficients of the method with a simplified strategy in controlling the step size with the intention of optimizing the performance in terms of precision and computation time. The strategy involves constant, halving or increasing the step size by 1.9 times the previous step size. Decision of changing the step size is determined by the local truncation error (LTE). Numerical results are provided to support the enhancement of method applied.

Keywords: Backward differentiation formulae, block backwarddifferentiation formulae, stiff ordinary differential equation, variablestep size.

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8712 A Method for Improving the Embedded Runge Kutta Fehlberg 4(5)

Authors: Sunyoung Bu, Wonkyu Chung, Philsu Kim

Abstract:

In this paper, we introduce a method for improving the embedded Runge-Kutta-Fehlberg4(5) method. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. These solution and error are obtained by solving an initial value problem whose solution has the information of the error at each integration step. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. For the assessment of the effectiveness, EULR problem is numerically solved.

Keywords: Embedded Runge-Kutta-Fehlberg method, Initial value problem.

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8711 Step Method for Solving Nonlinear Two Delays Differential Equation in Parkinson’s Disease

Authors: H. N. Agiza, M. A. Sohaly, M. A. Elfouly

Abstract:

Parkinson's disease (PD) is a heterogeneous disorder with common age of onset, symptoms, and progression levels. In this paper we will solve analytically the PD model as a non-linear delay differential equation using the steps method. The step method transforms a system of delay differential equations (DDEs) into systems of ordinary differential equations (ODEs). On some numerical examples, the analytical solution will be difficult. So we will approximate the analytical solution using Picard method and Taylor method to ODEs.

Keywords: Parkinson's disease, Step method, delay differential equation, simulation.

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8710 Steepest Descent Method with New Step Sizes

Authors: Bib Paruhum Silalahi, Djihad Wungguli, Sugi Guritman

Abstract:

Steepest descent method is a simple gradient method for optimization. This method has a slow convergence in heading to the optimal solution, which occurs because of the zigzag form of the steps. Barzilai and Borwein modified this algorithm so that it performs well for problems with large dimensions. Barzilai and Borwein method results have sparked a lot of research on the method of steepest descent, including alternate minimization gradient method and Yuan method. Inspired by previous works, we modified the step size of the steepest descent method. We then compare the modification results against the Barzilai and Borwein method, alternate minimization gradient method and Yuan method for quadratic function cases in terms of the iterations number and the running time. The average results indicate that the steepest descent method with the new step sizes provide good results for small dimensions and able to compete with the results of Barzilai and Borwein method and the alternate minimization gradient method for large dimensions. The new step sizes have faster convergence compared to the other methods, especially for cases with large dimensions.

Keywords: Convergence, iteration, line search, running time, steepest descent, unconstrained optimization.

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8709 On the Sphere Method of Linear Programming Using Multiple Interior Points Approach

Authors: Job H. Domingo, Carolina Bancayrin-Baguio

Abstract:

The Sphere Method is a flexible interior point algorithm for linear programming problems. This was developed mainly by Professor Katta G. Murty. It consists of two steps, the centering step and the descent step. The centering step is the most expensive part of the algorithm. In this centering step we proposed some improvements such as introducing two or more initial feasible solutions as we solve for the more favorable new solution by objective value while working with the rigorous updates of the feasible region along with some ideas integrated in the descent step. An illustration is given confirming the advantage of using the proposed procedure.

Keywords: Interior point, linear programming, sphere method, initial feasible solution, feasible region, centering and descent steps, optimal solution.

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8708 Character Segmentation Method for a License Plate with Topological Transform

Authors: Jaedo Kim, Youngjoon Han, Hernsoo Hahn

Abstract:

This paper propose the robust character segmentation method for license plate with topological transform such as twist,rotation. The first step of the proposed method is to find a candidate region for character and license plate. The character or license plate must be appeared as closed loop in the edge image. In the case of detecting candidate for character region, the evaluation of detected region is using topological relationship between each character. When this method decides license plate candidate region, character features in the region with binarization are used. After binarization for the detected candidate region, each character region is decided again. In this step, each character region is fitted more than previous step. In the next step, the method checks other character regions with different scale near the detected character regions, because most license plates have license numbers with some meaningful characters around them. The method uses perspective projection for geometrical normalization. If there is topological distortion in the character region, the method projects the region on a template which is defined as standard license plate using perspective projection. In this step, the method is able to separate each number region and small meaningful characters. The evaluation results are tested with a number of test images.

Keywords: License Plate Detection, Character Segmentation, Perspective Projection, Topological Transform.

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8707 On the Efficiency of Five Step Approximation Method for the Solution of General Third Order Ordinary Differential Equations

Authors: N. M. Kamoh, M. C. Soomiyol

Abstract:

In this work, a five step continuous method for the solution of third order ordinary differential equations was developed in block form using collocation and interpolation techniques of the shifted Legendre polynomial basis function. The method was found to be zero-stable, consistent and convergent. The application of the method in solving third order initial value problem of ordinary differential equations revealed that the method compared favorably with existing methods.

Keywords: Shifted Legendre polynomials, third order block method, discrete method, convergent.

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8706 Numerical Method Based On Initial Value-Finite Differences for Free Vibration of Stepped Thickness Plates

Authors: Ahmed M. Farag, Wael F. Mohamed, Atef A. Ata, Burhamy M. Burhamy

Abstract:

The main objective of the present paper is to derive an easy numerical technique for the analysis of the free vibration through the stepped regions of plates. Based on the utilities of the step by step integration initial values IV and Finite differences FD methods, the present improved Initial Value Finite Differences (IVFD) technique is achieved. The first initial conditions are formulated in convenient forms for the step by step integrations while the upper and lower edge conditions are expressed in finite difference modes. Also compatibility conditions are created due to the sudden variation of plate thickness. The present method (IVFD) is applied to solve the fourth order partial differential equation of motion for stepped plate across two different panels under the sudden step compatibility in addition to different types of end conditions. The obtained results are examined and the validity of the present method is proved showing excellent efficiency and rapid convergence.

Keywords: Vibrations, Step by Step Integration, Stepped plate, Boundary.

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8705 Numerical Solution of Second-Order Ordinary Differential Equations by Improved Runge-Kutta Nystrom Method

Authors: Faranak Rabiei, Fudziah Ismail, S. Norazak, Saeid Emadi

Abstract:

In this paper we developed the Improved Runge-Kutta Nystrom (IRKN) method for solving second order ordinary differential equations. The methods are two step in nature and require lower number of function evaluations per step compared with the existing Runge-Kutta Nystrom (RKN) methods. Therefore, the methods are computationally more efficient at achieving the higher order of local accuracy. Algebraic order conditions of the method are obtained and the third and fourth order method are derived with two and three stages respectively. The numerical results are given to illustrate the efficiency of the proposed method compared to the existing RKN methods.

Keywords: Improved Runge-Kutta Nystrom method, Two step method, Second-order ordinary differential equations, Order conditions

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8704 Introducing a Platform for Encryption Algorithms

Authors: Ahmad Habibizad Navin, Yasaman Hashemi, Omid Mirmotahari

Abstract:

In this paper, we introduce a novel platform encryption method, which modify its keys and random number generators step by step during encryption algorithms. According to complexity of the proposed algorithm, it was safer than any other method.

Keywords: Decryption, Encryption, Algorithm, security.

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8703 Robot Vision Application based on Complex 3D Pose Computation

Authors: F. Rotaru, S. Bejinariu, C. D. Niţâ, R. Luca, I. Pâvâloi, C. Lazâr

Abstract:

The paper presents a technique suitable in robot vision applications where it is not possible to establish the object position from one view. Usually, one view pose calculation methods are based on the correspondence of image features established at a training step and exactly the same image features extracted at the execution step, for a different object pose. When such a correspondence is not feasible because of the lack of specific features a new method is proposed. In the first step the method computes from two views the 3D pose of feature points. Subsequently, using a registration algorithm, the set of 3D feature points extracted at the execution phase is aligned with the set of 3D feature points extracted at the training phase. The result is a Euclidean transform which have to be used by robot head for reorientation at execution step.

Keywords: features correspondence, registration algorithm, robot vision, triangulation method.

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8702 A TIPSO-SVM Expert System for Efficient Classification of TSTO Surrogates

Authors: Ali Sarosh, Dong Yun-Feng, Muhammad Umer

Abstract:

Fully reusable spaceplanes do not exist as yet. This implies that design-qualification for optimized highly-integrated forebody-inlet configuration of booster-stage vehicle cannot be based on archival data of other spaceplanes. Therefore, this paper proposes a novel TIPSO-SVM expert system methodology. A non-trivial problem related to optimization and classification of hypersonic forebody-inlet configuration in conjunction with mass-model of the two-stage-to-orbit (TSTO) vehicle is solved. The hybrid-heuristic machine learning methodology is based on two-step improved particle swarm optimizer (TIPSO) algorithm and two-step support vector machine (SVM) data classification method. The efficacy of method is tested by first evolving an optimal configuration for hypersonic compression system using TIPSO algorithm; thereafter, classifying the results using two-step SVM method. In the first step extensive but non-classified mass-model training data for multiple optimized configurations is segregated and pre-classified for learning of SVM algorithm. In second step the TIPSO optimized mass-model data is classified using the SVM classification. Results showed remarkable improvement in configuration and mass-model along with sizing parameters.

Keywords: TIPSO-SVM expert system, TIPSO algorithm, two-step SVM method, aerothermodynamics, mass-modeling, TSTO vehicle.

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8701 A Self Organized Map Method to Classify Auditory-Color Synesthesia from Frontal Lobe Brain Blood Volume

Authors: Takashi Kaburagi, Takamasa Komura, Yosuke Kurihara

Abstract:

Absolute pitch is the ability to identify a musical note without a reference tone. Training for absolute pitch often occurs in preschool education. It is necessary to clarify how well the trainee can make use of synesthesia in order to evaluate the effect of the training. To the best of our knowledge, there are no existing methods for objectively confirming whether the subject is using synesthesia. Therefore, in this study, we present a method to distinguish the use of color-auditory synesthesia from the separate use of color and audition during absolute pitch training. This method measures blood volume in the prefrontal cortex using functional Near-infrared spectroscopy (fNIRS) and assumes that the cognitive step has two parts, a non-linear step and a linear step. For the linear step, we assume a second order ordinary differential equation. For the non-linear part, it is extremely difficult, if not impossible, to create an inverse filter of such a complex system as the brain. Therefore, we apply a method based on a self-organizing map (SOM) and are guided by the available data. The presented method was tested using 15 subjects, and the estimation accuracy is reported.

Keywords: Absolute pitch, functional near-infrared spectroscopy, prefrontal cortex, synesthesia.

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8700 Alternating Implicit Block FDTD Method For Scalar Wave Equation

Authors: N. M. Nusi, M. Othman, M. Suleiman, F. Ismail, N. Alias

Abstract:

In this paper, an alternating implicit block method for solving two dimensional scalar wave equation is presented. The new method consist of two stages for each time step implemented in alternating directions which are very simple in computation. To increase the speed of computation, a group of adjacent points is computed simultaneously. It is shown that the presented method increase the maximum time step size and more accurate than the conventional finite difference time domain (FDTD) method and other existing method of natural ordering.

Keywords: FDTD, Scalar wave equation, alternating direction implicit (ADI), alternating group explicit (AGE), asymmetric approximation.

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8699 Constant Order Predictor Corrector Method for the Solution of Modeled Problems of First Order IVPs of ODEs

Authors: A. A. James, A. O. Adesanya, M. R. Odekunle, D. G. Yakubu

Abstract:

This paper examines the development of one step, five hybrid point method for the solution of first order initial value problems. We adopted the method of collocation and interpolation of power series approximate solution to generate a continuous linear multistep method. The continuous linear multistep method was evaluated at selected grid points to give the discrete linear multistep method. The method was implemented using a constant order predictor of order seven over an overlapping interval. The basic properties of the derived corrector was investigated and found to be zero stable, consistent and convergent. The region of absolute stability was also investigated. The method was tested on some numerical experiments and found to compete favorably with the existing methods.

Keywords: Interpolation, Approximate Solution, Collocation, Differential system, Half step, Converges, Block method, Efficiency.

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8698 Generalized Chebyshev Collocation Method

Authors: Junghan Kim, Wonkyu Chung, Sunyoung Bu, Philsu Kim

Abstract:

In this paper, we introduce a generalized Chebyshev collocation method (GCCM) based on the generalized Chebyshev polynomials for solving stiff systems. For employing a technique of the embedded Runge-Kutta method used in explicit schemes, the property of the generalized Chebyshev polynomials is used, in which the nodes for the higher degree polynomial are overlapped with those for the lower degree polynomial. The constructed algorithm controls both the error and the time step size simultaneously and further the errors at each integration step are embedded in the algorithm itself, which provides the efficiency of the computational cost. For the assessment of the effectiveness, numerical results obtained by the proposed method and the Radau IIA are presented and compared.

Keywords: Generalized Chebyshev Collocation method, Generalized Chebyshev Polynomial, Initial value problem.

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8697 Step Height Calibration Using Hamming Window Band-Pass Filter

Authors: Dahi Ghareab Abdelsalam Ibrahim

Abstract:

Axial and lateral measurements of a step depth standard are presented. The axial measurement is performed based on the ISO 5436 profile analysis. The lateral measurement is performed based on the Hamming window band-pass filter method. The method is applied to calibrate a groove structure of a step depth standard of 60 nm. For the axial measurement, the computed results show that the depth of the groove structure is 59.7 ± 0.6 nm. For the lateral measurement, the computed results show that the difference between the two line edges of the groove structure is 151.7 ± 2.5 nm. The method can be applied to any step height/depth regardless of the sharpness of the line edges.

Keywords: Hamming window, band-pass filter, metrology, interferometry.

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8696 Classifier Combination Approach in Motion Imagery Signals Processing for Brain Computer Interface

Authors: Homayoon Zarshenas, Mahdi Bamdad, Hadi Grailu, Akbar A. Shakoori

Abstract:

In this study we focus on improvement performance of a cue based Motor Imagery Brain Computer Interface (BCI). For this purpose, data fusion approach is used on results of different classifiers to make the best decision. At first step Distinction Sensitive Learning Vector Quantization method is used as a feature selection method to determine most informative frequencies in recorded signals and its performance is evaluated by frequency search method. Then informative features are extracted by packet wavelet transform. In next step 5 different types of classification methods are applied. The methodologies are tested on BCI Competition II dataset III, the best obtained accuracy is 85% and the best kappa value is 0.8. At final step ordered weighted averaging (OWA) method is used to provide a proper aggregation classifiers outputs. Using OWA enhanced system accuracy to 95% and kappa value to 0.9. Applying OWA just uses 50 milliseconds for performing calculation.

Keywords: BCI, EEG, Classifier, Fuzzy operator, OWA.

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8695 Seven step Adams Type Block Method With Continuous Coefficient For Periodic Ordinary Differential Equation

Authors: Olusheye Akinfenwa

Abstract:

We consider the development of an eight order Adam-s type method, with A-stability property discussed by expressing them as a one-step method in higher dimension. This makes it suitable for solving variety of initial-value problems. The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveals that it is highly competitive with existing methods in the literature.

Keywords: Block Adam's type Method; Periodic Ordinary Differential Equation; Stability.

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8694 Load Discontinuity in Shock Response and Its Remedies

Authors: Shuenn-Yih Chang, Chiu-Li Huang

Abstract:

It has been shown that a load discontinuity at the end of an impulse will result in an extra impulse and hence an extra amplitude distortion if a step-by-step integration method is employed to yield the shock response. In order to overcome this difficulty, three remedies are proposed to reduce the extra amplitude distortion. The first remedy is to solve the momentum equation of motion instead of the force equation of motion in the step-by-step solution of the shock response, where an external momentum is used in the solution of the momentum equation of motion. Since the external momentum is a resultant of the time integration of external force, the problem of load discontinuity will automatically disappear. The second remedy is to perform a single small time step immediately upon termination of the applied impulse while the other time steps can still be conducted by using the time step determined from general considerations. This is because that the extra impulse caused by a load discontinuity at the end of an impulse is almost linearly proportional to the step size. Finally, the third remedy is to use the average value of the two different values at the integration point of the load discontinuity to replace the use of one of them for loading input. The basic motivation of this remedy originates from the concept of no loading input error associated with the integration point of load discontinuity. The feasibility of the three remedies are analytically explained and numerically illustrated.

Keywords: Dynamic analysis, load discontinuity, shock response, step-by-step integration

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8693 A Shape Optimization Method in Viscous Flow Using Acoustic Velocity and Four-step Explicit Scheme

Authors: Yoichi Hikino, Mutsuto Kawahara

Abstract:

The purpose of this study is to derive optimal shapes of a body located in viscous flows by the finite element method using the acoustic velocity and the four-step explicit scheme. The formulation is based on an optimal control theory in which a performance function of the fluid force is introduced. The performance function should be minimized satisfying the state equation. This problem can be transformed into the minimization problem without constraint conditions by using the adjoint equation with adjoint variables corresponding to the state equation. The performance function is defined by the drag and lift forces acting on the body. The weighted gradient method is applied as a minimization technique, the Galerkin finite element method is used as a spatial discretization and the four-step explicit scheme is used as a temporal discretization to solve the state equation and the adjoint equation. As the interpolation, the orthogonal basis bubble function for velocity and the linear function for pressure are employed. In case that the orthogonal basis bubble function is used, the mass matrix can be diagonalized without any artificial centralization. The shape optimization is performed by the presented method.

Keywords: Shape Optimization, Optimal Control Theory, Finite Element Method, Weighted Gradient Method, Fluid Force, Orthogonal Basis Bubble Function, Four-step Explicit Scheme, Acoustic Velocity.

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8692 Parallel Direct Integration Variable Step Block Method for Solving Large System of Higher Order Ordinary Differential Equations

Authors: Zanariah Abdul Majid, Mohamed Suleiman

Abstract:

The aim of this paper is to investigate the performance of the developed two point block method designed for two processors for solving directly non stiff large systems of higher order ordinary differential equations (ODEs). The method calculates the numerical solution at two points simultaneously and produces two new equally spaced solution values within a block and it is possible to assign the computational tasks at each time step to a single processor. The algorithm of the method was developed in C language and the parallel computation was done on a parallel shared memory environment. Numerical results are given to compare the efficiency of the developed method to the sequential timing. For large problems, the parallel implementation produced 1.95 speed-up and 98% efficiency for the two processors.

Keywords: Numerical methods, parallel method, block method, higher order ODEs.

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8691 Statistical Evaluation of Nonlinear Distortion using the Multi-Canonical Monte Carlo Method and the Split Step Fourier Method

Authors: Ioannis Neokosmidis, Nikos Gkekas, Thomas Kamalakis, Thomas Sphicopoulos

Abstract:

In high powered dense wavelength division multiplexed (WDM) systems with low chromatic dispersion, four-wave mixing (FWM) can prove to be a major source of noise. The MultiCanonical Monte Carlo Method (MCMC) and the Split Step Fourier Method (SSFM) are combined to accurately evaluate the probability density function of the decision variable of a receiver, limited by FWM. The combination of the two methods leads to more accurate results, and offers the possibility of adding other optical noises such as the Amplified Spontaneous Emission (ASE) noise.

Keywords: Monte Carlo, Nonlinear optics, optical crosstalk, Wavelength-division Multiplexing (WDM).

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8690 Implicit Two Step Continuous Hybrid Block Methods with Four Off-Steps Points for Solving Stiff Ordinary Differential Equation

Authors: O. A. Akinfenwa, N.M. Yao, S. N. Jator

Abstract:

In this paper, a self starting two step continuous block hybrid formulae (CBHF) with four Off-step points is developed using collocation and interpolation procedures. The CBHF is then used to produce multiple numerical integrators which are of uniform order and are assembled into a single block matrix equation. These equations are simultaneously applied to provide the approximate solution for the stiff ordinary differential equations. The order of accuracy and stability of the block method is discussed and its accuracy is established numerically.

Keywords: Collocation and Interpolation, Continuous HybridBlock Formulae, Off-Step Points, Stability, Stiff ODEs.

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8689 STEP-NC-Compliant Systems for the Manufacturing Environment

Authors: Yusri Yusof

Abstract:

The paper provides a literature review of the STEPNC compliant research around the world. The first part of this paper focuses on projects based on STEP compliance followed by research and development in this area based on machining operations. Review the literature relating to relevant STEP standards and application in the area of turning centers. This research will review the various research work, carried out from the evolution of STEP-NC of the CNC manufacturing activities. The paper concludes with discussion of the applications in this particular area.

Keywords: STEP-NC, CNC, Machining and Turning.

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8688 On-line and Off-line POD Assisted Projective Integral for Non-linear Problems: A Case Study with Burgers-Equation

Authors: Montri Maleewong, Sirod Sirisup

Abstract:

The POD-assisted projective integration method based on the equation-free framework is presented in this paper. The method is essentially based on the slow manifold governing of given system. We have applied two variants which are the “on-line" and “off-line" methods for solving the one-dimensional viscous Bergers- equation. For the on-line method, we have computed the slow manifold by extracting the POD modes and used them on-the-fly along the projective integration process without assuming knowledge of the underlying slow manifold. In contrast, the underlying slow manifold must be computed prior to the projective integration process for the off-line method. The projective step is performed by the forward Euler method. Numerical experiments show that for the case of nonperiodic system, the on-line method is more efficient than the off-line method. Besides, the online approach is more realistic when apply the POD-assisted projective integration method to solve any systems. The critical value of the projective time step which directly limits the efficiency of both methods is also shown.

Keywords: Projective integration, POD method, equation-free.

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8687 Application of a SubIval Numerical Solver for Fractional Circuits

Authors: Marcin Sowa

Abstract:

The paper discusses the subinterval-based numerical method for fractional derivative computations. It is now referred to by its acronym – SubIval. The basis of the method is briefly recalled. The ability of the method to be applied in time stepping solvers is discussed. The possibility of implementing a time step size adaptive solver is also mentioned. The solver is tested on a transient circuit example. In order to display the accuracy of the solver – the results have been compared with those obtained by means of a semi-analytical method called gcdAlpha. The time step size adaptive solver applying SubIval has been proven to be very accurate as the results are very close to the referential solution. The solver is currently able to solve FDE (fractional differential equations) with various derivative orders for each equation and any type of source time functions.

Keywords: Numerical method, SubIval, fractional calculus, numerical solver, circuit analysis.

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8686 A Force-directed Graph Drawing based on the Hierarchical Individual Timestep Method

Authors: T. Matsubayashi, T. Yamada

Abstract:

In this paper, we propose a fast and efficient method for drawing very large-scale graph data. The conventional force-directed method proposed by Fruchterman and Rheingold (FR method) is well-known. It defines repulsive forces between every pair of nodes and attractive forces between connected nodes on a edge and calculates corresponding potential energy. An optimal layout is obtained by iteratively updating node positions to minimize the potential energy. Here, the positions of the nodes are updated every global timestep at the same time. In the proposed method, each node has its own individual time and time step, and nodes are updated at different frequencies depending on the local situation. The proposed method is inspired by the hierarchical individual time step method used for the high accuracy calculations for dense particle fields such as star clusters in astrophysical dynamics. Experiments show that the proposed method outperforms the original FR method in both speed and accuracy. We implement the proposed method on the MDGRAPE-3 PCI-X special purpose parallel computer and realize a speed enhancement of several hundred times.

Keywords: visualization, graph drawing, Internet Map

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8685 Minimal Residual Method for Adaptive Filtering with Finite Termination

Authors: Noor Atinah Ahmad, Shazia Javed

Abstract:

We present a discussion of three adaptive filtering algorithms well known for their one-step termination property, in terms of their relationship with the minimal residual method. These algorithms are the normalized least mean square (NLMS), Affine Projection algorithm (APA) and the recursive least squares algorithm (RLS). The NLMS is shown to be a result of the orthogonality condition imposed on the instantaneous approximation of the Wiener equation, while APA and RLS algorithm result from orthogonality condition in multi-dimensional minimal residual formulation. Further analysis of the minimal residual formulation for the RLS leads to a triangular system which also possesses the one-step termination property (in exact arithmetic)

Keywords: Adaptive filtering, minimal residual method, projection method.

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