Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16

Search results for: convergence analysis

16 A Transform Domain Function Controlled VSSLMS Algorithm for Sparse System Identification

Authors: Cemil Turan, Mohammad Shukri Salman

Abstract:

The convergence rate of the least-mean-square (LMS) algorithm deteriorates if the input signal to the filter is correlated. In a system identification problem, this convergence rate can be improved if the signal is white and/or if the system is sparse. We recently proposed a sparse transform domain LMS-type algorithm that uses a variable step-size for a sparse system identification. The proposed algorithm provided high performance even if the input signal is highly correlated. In this work, we investigate the performance of the proposed TD-LMS algorithm for a large number of filter tap which is also a critical issue for standard LMS algorithm. Additionally, the optimum value of the most important parameter is calculated for all experiments. Moreover, the convergence analysis of the proposed algorithm is provided. The performance of the proposed algorithm has been compared to different algorithms in a sparse system identification setting of different sparsity levels and different number of filter taps. Simulations have shown that the proposed algorithm has prominent performance compared to the other algorithms.

Keywords: Adaptive Filtering, sparse system identification, TD-LMS algorithm, VSSLMS algorithm

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15 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function

Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Simulation, diffusion process, discrete sampling, bi-parameters weibull density function, likelihood estimation method, stochastic diffusion equation, trends functions

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14 An Efficient Iterative Updating Method for Damped Structural Systems

Authors: Jiashang Jiang

Abstract:

Model updating is an inverse eigenvalue problem which concerns the modification of an existing but inaccurate model with measured modal data. In this paper, an efficient gradient based iterative method for updating the mass, damping and stiffness matrices simultaneously using a few of complex measured modal data is developed. Convergence analysis indicates that the iterative solutions always converge to the unique minimum Frobenius norm symmetric solution of the model updating problem by choosing a special kind of initial matrices.

Keywords: Model Updating, iterative algorithm, Optimal approximation, damped structural system

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13 On Algebraic Structure of Improved Gauss-Seidel Iteration

Authors: O. M. Bamigbola, A. A. Ibrahim

Abstract:

Analysis of real life problems often results in linear systems of equations for which solutions are sought. The method to employ depends, to some extent, on the properties of the coefficient matrix. It is not always feasible to solve linear systems of equations by direct methods, as such the need to use an iterative method becomes imperative. Before an iterative method can be employed to solve a linear system of equations there must be a guaranty that the process of solution will converge. This guaranty, which must be determined apriori, involve the use of some criterion expressible in terms of the entries of the coefficient matrix. It is, therefore, logical that the convergence criterion should depend implicitly on the algebraic structure of such a method. However, in deference to this view is the practice of conducting convergence analysis for Gauss- Seidel iteration on a criterion formulated based on the algebraic structure of Jacobi iteration. To remedy this anomaly, the Gauss- Seidel iteration was studied for its algebraic structure and contrary to the usual assumption, it was discovered that some property of the iteration matrix of Gauss-Seidel method is only diagonally dominant in its first row while the other rows do not satisfy diagonal dominance. With the aid of this structure we herein fashion out an improved version of Gauss-Seidel iteration with the prospect of enhancing convergence and robustness of the method. A numerical section is included to demonstrate the validity of the theoretical results obtained for the improved Gauss-Seidel method.

Keywords: Convergence, Gauss-Seidel iteration, algebraic structure, Linear system of equations

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12 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations

Authors: N. Ebrahimi, J. Rashidinia

Abstract:

In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.

Keywords: convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations

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11 Convergence Analysis of an Alternative Gradient Algorithm for Non-Negative Matrix Factorization

Authors: Chenxue Yang, Mao Ye, Zijian Liu, Tao Li, Jiao Bao

Abstract:

Non-negative matrix factorization (NMF) is a useful computational method to find basis information of multivariate nonnegative data. A popular approach to solve the NMF problem is the multiplicative update (MU) algorithm. But, it has some defects. So the columnwisely alternating gradient (cAG) algorithm was proposed. In this paper, we analyze convergence of the cAG algorithm and show advantages over the MU algorithm. The stability of the equilibrium point is used to prove the convergence of the cAG algorithm. A classic model is used to obtain the equilibrium point and the invariant sets are constructed to guarantee the integrity of the stability. Finally, the convergence conditions of the cAG algorithm are obtained, which help reducing the evaluation time and is confirmed in the experiments. By using the same method, the MU algorithm has zero divisor and is convergent at zero has been verified. In addition, the convergence conditions of the MU algorithm at zero are similar to that of the cAG algorithm at non-zero. However, it is meaningless to discuss the convergence at zero, which is not always the result that we want for NMF. Thus, we theoretically illustrate the advantages of the cAG algorithm.

Keywords: Stability, Convergence, equilibrium point, Non-negative matrix factorizations, cAG algorithm

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10 On Convergence Property of MINRES Method for Solving a Complex Shifted Hermitian Linear System

Authors: Guiding Gu, Guo Liu

Abstract:

We discuss the convergence property of the minimum residual (MINRES) method for the solution of complex shifted Hermitian system (αI + H)x = f. Our convergence analysis shows that the method has a faster convergence than that for real shifted Hermitian system (Re(α)I + H)x = f under the condition Re(α) + λmin(H) > 0, and a larger imaginary part of the shift α has a better convergence property. Numerical experiments show such convergence properties.

Keywords: complex shifted linear system, Hermitian matrix, MINRES method

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9 On the Modeling and State Estimation for Dynamic Power System

Authors: A. Thabet, M. Boutayeb, M. N. Abdelkrim

Abstract:

This paper investigates a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation (DAE) models using the extended Kalman filter. The method involves the use of a transformation from a DAE to ordinary differential equation (ODE). A relevant dynamic power system model using decoupled techniques will be proposed. The estimation technique consists of a state estimator based on the EKF technique as well as the local stability analysis. High performances are illustrated through a simulation study applied on IEEE 13 buses test system.

Keywords: Power System, extended Kalman filter, convergence analysis, Dynamic decoupled model, Time computing

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8 Alternative Convergence Analysis for a Kind of Singularly Perturbed Boundary Value Problems

Authors: Jiming Yang

Abstract:

A kind of singularly perturbed boundary value problems is under consideration. In order to obtain its approximation, simple upwind difference discretization is applied. We use a moving mesh iterative algorithm based on equi-distributing of the arc-length function of the current computed piecewise linear solution. First, a maximum norm a posteriori error estimate on an arbitrary mesh is derived using a different method from the one carried out by Chen [Advances in Computational Mathematics, 24(1-4) (2006), 197-212.]. Then, basing on the properties of discrete Green-s function and the presented posteriori error estimate, we theoretically prove that the discrete solutions computed by the algorithm are first-order uniformly convergent with respect to the perturbation parameter ε.

Keywords: green's function, convergence analysis, Moving mesh, singularly perturbed, equi-distribution

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7 Convergence Analysis of the Generalized Alternating Two-Stage Method

Authors: Guangbin Wang, Liangliang Li, Fuping Tan

Abstract:

In this paper, we give the generalized alternating twostage method in which the inner iterations are accomplished by a generalized alternating method. And we present convergence results of the method for solving nonsingular linear systems when the coefficient matrix of the linear system is a monotone matrix or an H-matrix.

Keywords: Convergence, Linear System, Generalized alternating two-stage method

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6 Non-Polynomial Spline Solution of Fourth-Order Obstacle Boundary-Value Problems

Authors: Jalil Rashidinia, Reza Jalilian

Abstract:

In this paper we use quintic non-polynomial spline functions to develop numerical methods for approximation to the solution of a system of fourth-order boundaryvalue problems associated with obstacle, unilateral and contact problems. The convergence analysis of the methods has been discussed and shown that the given approximations are better than collocation and finite difference methods. Numerical examples are presented to illustrate the applications of these methods, and to compare the computed results with other known methods.

Keywords: Convergence, Quintic non-polynomial spline, Boundary formula, Obstacle problems

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5 An Expectation of the Rate of Inflation According to Inflation-Unemployment Interaction in Croatia

Authors: Zdravka Aljinović, Snježana Pivac, Boško Šego

Abstract:

According to the interaction of inflation and unemployment, expectation of the rate of inflation in Croatia is estimated. The interaction between inflation and unemployment is shown by model based on three first-order differential i.e. difference equations: Phillips relation, adaptive expectations equation and monetary-policy equation. The resulting equation is second order differential i.e. difference equation which describes the time path of inflation. The data of the rate of inflation and the rate of unemployment are used for parameters estimation. On the basis of the estimated time paths, the stability and convergence analysis is done for the rate of inflation.

Keywords: Unemployment, Inflation, Differencing, time path

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4 On the Fast Convergence of DD-LMS DFE Using a Good Strategy Initialization

Authors: Y.Ben Jemaa, M.Jaidane

Abstract:

In wireless communication system, a Decision Feedback Equalizer (DFE) to cancel the intersymbol interference (ISI) is required. In this paper, an exact convergence analysis of the (DFE) adapted by the Least Mean Square (LMS) algorithm during the training phase is derived by taking into account the finite alphabet context of data transmission. This allows us to determine the shortest training sequence that allows to reach a given Mean Square Error (MSE). With the intention of avoiding the problem of ill-convergence, the paper proposes an initialization strategy for the blind decision directed (DD) algorithm. This then yields a semi-blind DFE with high speed and good convergence.

Keywords: convergence speed, Adaptive decision feedback equalizer, PerformanceAnalysis, Finite Alphabet Case, Ill-Convergence

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3 Analysis of Blind Decision Feedback Equalizer Convergence: Interest of a Soft Decision

Authors: S. Cherif, S. Marcos, M. Jaidane

Abstract:

In this paper the behavior of the decision feedback equalizers (DFEs) adapted by the decision-directed or the constant modulus blind algorithms is presented. An analysis of the error surface of the corresponding criterion cost functions is first developed. With the intention of avoiding the ill-convergence of the algorithm, the paper proposes to modify the shape of the cost function error surface by using a soft decision instead of the hard one. This was shown to reduce the influence of false decisions and to smooth the undesirable minima. Modified algorithms using the soft decision during a pseudo-training phase with an automatic switch to the properly tracking phase are then derived. Computer simulations show that these modified algorithms present better ability to avoid local minima than conventional ones.

Keywords: convergence analysis, Blind DFEs, decision-directed algorithm, constant modulus algorithm, cost function analysis, soft decision

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2 Quartic Nonpolynomial Spline Solutions for Third Order Two-Point Boundary Value Problem

Authors: Talaat S. El-Danaf

Abstract:

In this paper, we develop quartic nonpolynomial spline method for the numerical solution of third order two point boundary value problems. It is shown that the new method gives approximations, which are better than those produced by other spline methods. Convergence analysis of the method is discussed through standard procedures. Two numerical examples are given to illustrate the applicability and efficiency of the novel method.

Keywords: Quartic nonpolynomial spline, Two-point boundary value problem

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1 Convergence Analysis of a Prediction based Adaptive Equalizer for IIR Channels

Authors: Miloje S. Radenkovic, Tamal Bose

Abstract:

This paper presents the convergence analysis of a prediction based blind equalizer for IIR channels. Predictor parameters are estimated by using the recursive least squares algorithm. It is shown that the prediction error converges almost surely (a.s.) toward a scalar multiple of the unknown input symbol sequence. It is also proved that the convergence rate of the parameter estimation error is of the same order as that in the iterated logarithm law.

Keywords: Adaptive Filtering, convergence analysis, Adaptive blind equalizer, Recursive leastsquares

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