Search results for: Recursive leastsquares

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 blind equalizer, Recursive leastsquares, Adaptive Filtering, Convergence analysis.

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Authors: Ju-Hong Lee, Chong-Jia Ciou, Yuan-Hau Yang

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This paper deals with the problem of two-dimensional (2-D) recursive doubly complementary (DC) digital filter design. We present a structure of 2-D recursive DC filters by using 2-D symmetric half-plane (SHP) recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive DC digital lattice filter is that the resulting 2-D SHP recursive DC digital lattice filter provides better performance than the existing 2-D SHP recursive DC digital filter. Moreover, the proposed structure possesses a favorable 2-D DC half-band (DC-HB) property that allows about half of the 2-D SHP recursive DALF’s coefficients to be zero. This leads to considerable savings in computational burden for implementation. To ensure the stability of a designed 2-D SHP recursive DC digital lattice filter, some necessary constraints on the phase of the 2-D SHP recursive DALF during the design process are presented. Design of a 2-D diamond-shape decimation/interpolation filter is presented for illustration and comparison.

Keywords: All-pass digital filter, doubly complementary, lattice structure, symmetric half-plane digital filter, sampling rate conversion.

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Authors: Snezhana G. Gocheva-Ilieva, Ivan H. Feschiev

Abstract:

In this study integral form and new recursive formulas for Favard constants and some connected with them numeric and Fourier series are obtained. The method is based on preliminary integration of Fourier series which allows for establishing finite recursive representations for the summation. It is shown that the derived recursive representations are numerically more effective than known representations of the considered objects.

Keywords: Effective summation of series, Favard constants, finite recursive representations, Fourier series

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Authors: V.K.Ananthashayana, Geetha.K.S

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In this paper, a recursive algorithm for the computation of 2-D DCT using Ramanujan Numbers is proposed. With this algorithm, the floating-point multiplication is completely eliminated and hence the multiplierless algorithm can be implemented using shifts and additions only. The orthogonality of the recursive kernel is well maintained through matrix factorization to reduce the computational complexity. The inherent parallel structure yields simpler programming and hardware implementation and provides log 1 2 3 2 N N-N+ additions and N N 2 log 2 shifts which is very much less complex when compared to other recent multiplierless algorithms.

Keywords: DCT, Multilplerless, Ramanujan Number, Recursive.

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Authors: Ju-Hong Lee, Chong-Jia Ciou

Abstract:

This paper deals with the problem of two-dimensional (2-D) recursive two-channel quincunx quadrature mirror filter (QQMF) banks design. The analysis and synthesis filters of the 2-D recursive QQMF bank are composed of 2-D recursive digital allpass lattice filters (DALFs) with symmetric half-plane (SHP) support regions. Using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters, we facilitate the design of the proposed QQMF bank. For finding the coefficients of the 2-D recursive SHP DALFs, we present a structure of 2-D recursive digital allpass filters by using 2-D SHP recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive QQMF bank is that the resulting 2-D recursive QQMF bank provides better performance than the existing 2-D recursive QQMF banks. Simulation results are also presented for illustration and comparison.

Keywords: All-pass digital filter, doubly complementary, lattice structure, symmetric half-plane digital filter, quincunx QMF bank.

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Authors: Han Yu, Dan C. Marinescu, Annie S. Wu, Howard Jay Siegel

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In this paper, we introduce an effective strategy for subgoal division and ordering based upon recursive subgoals and combine this strategy with a genetic-based planning approach. This strategy can be applied to domains with conjunctive goals. The main idea is to recursively decompose a goal into a set of serializable subgoals and to specify a strict ordering among the subgoals. Empirical results show that the recursive subgoal strategy reduces the size of the search space and improves the quality of solutions to planning problems.

Keywords: Planning, recursive subgoals, Sliding-tile puzzle, subgoal interaction, genetic algorithms.

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Authors: Georgia Garani

Abstract:

A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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Authors: Ahmed Abbas Helmy, M. R. M. Rizk, Mohamed El-Sayed

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A model predictive controller based on recursive learning is proposed. In this SISO adaptive controller, a model is automatically updated using simple recursive equations. The identified models are then stored in the memory to be re-used in the future. The decision for model update is taken based on a new control performance index. The new controller allows the use of simple linear model predictive controllers in the control of nonlinear time varying processes.

Keywords: Adaptive control, model predictive control, dynamic matrix control, online model identification

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Authors: O. P. Sharma, V. Janyani, S. Sancheti

Abstract:

Inter-symbol interference if not taken care off may cause severe error at the receiver and the detection of signal becomes difficult. An adaptive equalizer employing Recursive Least Squares algorithm can be a good compensation for the ISI problem. In this paper performance of communication link in presence of Least Mean Square and Recursive Least Squares equalizer algorithm is analyzed. A Model of communication system having Quadrature amplitude modulation and Rician fading channel is implemented using MATLAB communication block set. Bit error rate and number of errors is evaluated for RLS and LMS equalizer algorithm, due to change in Signal to Noise Ratio (SNR) and fading component gain in Rician fading Channel.

Keywords: Least mean square (LMS), Recursive least squares(RLS), Adaptive equalization, Bit error rate (BER), Rician fading channel, Quadrature Amplitude Modulation (QAM), Signal to noiseratio (SNR).

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Authors: Chang Lee Shu-Jung, Mei-Se Chien, Chien-Chiang Lee, Hui-Ting Hu

Abstract:

This paper applies recursive cointegration analysis to examine the dynamic changes in Feldstein-Horioka saving-investment (S-I) coefficients across China and the ASEAN-5 countries over time. To the extent that the S-I coefficients measure international capital mobility, the main empirical results are as follows. The recursive trace statistics show that the investment- savings nexus varies in these six countries. There is no cointegration between investment and savings in three countries (China, Malaysia, and Singapore), which means that the mobility of the capital markets in the three is high and that domestic investment in them will be financed by the global pool of capital. As to the other three countries (Indonesia, Thailand, and Philippines), there is cointegration between investment and savings for part of the sample period in the three, including before 2002 for Thailand, before 2001 for Indonesia, and before 2002 for Philippines. This shows these three countries achieved highly mobile and open capital markets later.

Keywords: Investment, savings, recursive cointegration test, ASEAN, China.

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Authors: Hongkui Li, Tongli Lu , Jianwu Zhang

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This paper focuses on developing an estimation method of clutch drag torque in wet DCT. The modelling of clutch drag torque is investigated. As the main factor affecting the clutch drag torque, dynamic viscosity of oil is discussed. The paper proposes an estimation method of clutch drag torque based on recursive least squares by utilizing the dynamic equations of gear shifting synchronization process. The results demonstrate that the estimation method has good accuracy and efficiency.

Keywords: Clutch drag torque, wet DCT, dynamic viscosity, recursive least squares.

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Authors: Václav Sadílek, Miroslav Vořechovský

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The paper deals with the classical fiber bundle model of equal load sharing, sometimes referred to as the Daniels’ bundle or the democratic bundle. Daniels formulated a multidimensional integral and also a recursive formula for evaluation of the strength cumulative distribution function. This paper describes three algorithms for evaluation of the recursive formula and also their implementations with source codes in the Python high-level programming language. A comparison of the algorithms are provided with respect to execution time. Analysis of orders of magnitudes of addends in the recursion is also provided.

Keywords: Daniels bundle model, equal load sharing, Python, mpmath.

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Authors: Ju-Hong Lee, Yi-Lin Shieh

Abstract:

This paper deals with the optimal design of two-channel recursive parallelogram quadrature mirror filter (PQMF) banks. The analysis and synthesis filters of the PQMF bank are composed of two-dimensional (2-D) recursive digital all-pass filters (DAFs) with nonsymmetric half-plane (NSHP) support region. The design problem can be facilitated by using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters. For finding the coefficients of the 2-D recursive NSHP DAFs, we appropriately formulate the design problem to result in an optimization problem that can be solved by using a weighted least-squares (WLS) algorithm in the minimax (L_∞) optimal sense. The designed 2-D recursive PQMF bank achieves perfect magnitude response and possesses satisfactory phase response without requiring extra phase equalizer. Simulation results are also provided for illustration and comparison.

Keywords: Parallelogram Quadrature Mirror Filter Bank, Doubly Complementary Filter, Nonsymmetric Half-Plane Filter, Weighted Least Squares Algorithm, Digital All-Pass Filter.

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Authors: Peichen Zhao

Abstract:

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted penalty function is then given. Finally, we give two examples of ruin quantities to illustrate applications of the recursive formula and the asymptotic estimate for penalty function.

Keywords: Discounted penalty function, compound binomial process, recursive formula, discrete renewal equation, asymptotic estimate.

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Authors: Tae Kyung Kim, Hee Suk Seo

Abstract:

Sensor networks are often deployed in unattended environments, thus leaving these networks vulnerable to false data injection attacks in which an adversary injects forged reports into the network through compromised nodes, with the goal of deceiving the base station or depleting the resources of forwarding nodes. Several research solutions have been recently proposed to detect and drop such forged reports during the forwarding process. Each design can provide the equivalent resilience in terms of node compromising. However, their energy consumption characteristics differ from each other. Thus, employing only a single filtering scheme for a network is not a recommendable strategy in terms of energy saving. It's very important the threshold determination for message authentication to identify. We propose the recursive contract net protocols which less energy level of terminal node in wireless sensor network.

Keywords: Data filtering, recursive CNP, simulation.

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Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

Power Spectral Density (PSD) computed by taking the Fourier transform of auto-correlation functions (Wiener-Khintchine Theorem) gives better result, in case of noisy data, as compared to the Periodogram approach. However, the computational complexity of Wiener-Khintchine approach is more than that of the Periodogram approach. For the computation of short time Fourier transform (STFT), this problem becomes even more prominent where computation of PSD is required after every shift in the window under analysis. In this paper, recursive version of the Wiener-Khintchine theorem has been derived by using the sliding DFT approach meant for computation of STFT. The computational complexity of the proposed recursive Wiener-Khintchine algorithm, for a window size of N, is O(N).

Keywords: Power Spectral Density (PSD), Wiener-KhintchineTheorem, Periodogram, Short Time Fourier Transform (STFT), TheSliding DFT.

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Authors: Jiann-Ming Wu, Hsiao-Chang Chen, Chun-Chang Wu, Pei-Hsun Hsu

Abstract:

This work explores blind image deconvolution by recursive function approximation based on supervised learning of neural networks, under the assumption that a degraded image is linear convolution of an original source image through a linear shift-invariant (LSI) blurring matrix. Supervised learning of neural networks of radial basis functions (RBF) is employed to construct an embedded recursive function within a blurring image, try to extract non-deterministic component of an original source image, and use them to estimate hyper parameters of a linear image degradation model. Based on the estimated blurring matrix, reconstruction of an original source image from a blurred image is further resolved by an annealed Hopfield neural network. By numerical simulations, the proposed novel method is shown effective for faithful estimation of an unknown blurring matrix and restoration of an original source image.

Keywords: Blind image deconvolution, linear shift-invariant(LSI), linear image degradation model, radial basis functions (rbf), recursive function, annealed Hopfield neural networks.

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Authors: Ming-Hui Lee, Iau-Teh Wang

Abstract:

The innovative fuzzy estimator is used to estimate the ground motion acceleration of the retaining structure in this study. The Kalman filter without the input term and the fuzzy weighting recursive least square estimator are two main portions of this method. The innovation vector can be produced by the Kalman filter, and be applied to the fuzzy weighting recursive least square estimator to estimate the acceleration input over time. The excellent performance of this estimator is demonstrated by comparing it with the use of difference weighting function, the distinct levels of the measurement noise covariance and the initial process noise covariance. The availability and the precision of the proposed method proposed in this study can be verified by comparing the actual value and the one obtained by numerical simulation.

Keywords: Earthquake, Fuzzy Estimator, Kalman Filter, Recursive Least Square Estimator.

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Authors: Fenglong Guo, Dingcheng Wang

Abstract:

This paper studies ruin probabilities in two discrete-time risk models with premiums, claims and rates of interest modelled by three autoregressive moving average processes. Generalized Lundberg inequalities for ruin probabilities are derived by using recursive technique. A numerical example is given to illustrate the applications of these probability inequalities.

Keywords: Lundberg inequality, NWUC, Renewal recursive technique, Ruin probability

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Authors: Nahid-Al-Masood, Jubaer Ahmed, Amina Hasan Abedin, S. R. Deeba, Faeza Hafiz, Mahmuda Begum

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An electric utility-s main concern is to plan, design, operate and maintain its power supply to provide an acceptable level of reliability to its users. This clearly requires that standards of reliability be specified and used in all three sectors of the power system, i.e., generation, transmission and distribution. That is why reliability of a power system is always a major concern to power system planners. This paper presents the reliability analysis of Bangladesh Power System (BPS). Reliability index, loss of load probability (LOLP) of BPS is evaluated using recursive algorithm and considering no de-rated states of generators. BPS has sixty one generators and a total installed capacity of 5275 MW. The maximum demand of BPS is about 5000 MW. The relevant data of the generators and hourly load profiles are collected from the National Load Dispatch Center (NLDC) of Bangladesh and reliability index 'LOLP' is assessed for the period of last ten years.

Keywords: Recursive algorithm, LOLP, forced outage rate, cumulative probability.

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Authors: Hong Son Hoang, Remy Baraille

Abstract:

The (sub)-optimal soolution of linear filtering problem with correlated noises is considered. The special recursive form of the class of filters and criteria for selecting the best estimator are the essential elements of the design method. The properties of the proposed filter are studied. In particular, for Markovian observation noise, the approximate filter becomes an optimal Gevers-Kailath filter subject to a special choice of the parameter in the class of given linear recursive filters.

Keywords: Linear dynamical system, filtering, minimum meansquare filter, correlated noise

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Authors: M.Asif, M.R.Arshad, P.A.Wilson

Abstract:

In this paper, a simple active contour based visual tracking algorithm is presented for outdoor AGV application which is currently under development at the USM robotic research group (URRG) lab. The presented algorithm is computationally low cost and able to track road boundaries in an image sequence and can easily be implemented on available low cost hardware. The proposed algorithm used an active shape modeling using the B-spline deformable template and recursive curve fitting method to track the current orientation of the road.

Keywords: Active contour, B-spline, recursive curve fitting.

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Authors: Dursun Aydın, Bilgin Senel

Abstract:

In this paper, the sum of squares in linear regression is reduced to sum of squares in semi-parametric regression. We indicated that different sums of squares in the linear regression are similar to various deviance statements in semi-parametric regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the semi-parametric regression model. Then, it is made an application in order to support the theory of the linear regression and semi-parametric regression. In this way, study is supported with a simulated data example.

Keywords: Semi-parametric regression, Penalized LeastSquares, Residuals, Deviance, Smoothing Spline.

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Authors: Hsun Su, Yuan-Kang Shih, Shin-Shin Kao

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Many well-known interconnection networks, such as kary n-cubes, recursive circulant graphs, generalized recursive circulant graphs, circulant graphs and so on, are shown to belong to the family of cycle composition networks. Recently, various studies about mutually independent hamiltonian cycles, abbreviated as MIHC-s, on interconnection networks are published. In this paper, using an improved construction method, we obtain MIHC-s on cycle composition networks with a much weaker condition than the known result. In fact, we established the existence of MIHC-s in the cycle composition networks and the result is optimal in the sense that the number of MIHC-s we constructed is maximal.

Keywords: Hamiltonian cycle, k-ary n-cube, cycle composition networks, mutually independent.

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Authors: Alina Mirza, Sumrin M. Kabir, Shahzad A. Sheikh

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The Orthogonal Frequency Division Multiplexing (OFDM) with high data rate, high spectral efficiency and its ability to mitigate the effects of multipath makes them most suitable in wireless application. Impulsive noise distorts the OFDM transmission and therefore methods must be investigated to suppress this noise. In this paper, a State Space Recursive Least Square (SSRLS) algorithm based adaptive impulsive noise suppressor for OFDM communication system is proposed. And a comparison with another adaptive algorithm is conducted. The state space model-dependent recursive parameters of proposed scheme enables to achieve steady state mean squared error (MSE), low bit error rate (BER), and faster convergence than that of some of existing algorithm.

Keywords: OFDM, Impulsive Noise, SSRLS, BER.

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Authors: Anosh Arshad Sundhu, Francesco Giordano, Giacomo Della Croce, Maurizio Arnone

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Digital Twin (DT) is a technology that generates a virtual representation of a physical system or process, enabling real-time monitoring, analysis, and simulation. DT of an Electrical Distribution System (EDS) can perform online analysis by integrating the static and real-time data in order to show the current grid status and predictions about the future status to the Distribution System Operator (DSO), producers and consumers. DT technology for EDS also offers the opportunity to DSO to test hypothetical scenarios. This paper discusses the development of a DT of an EDS by Smart Grid Controller (SGC) application, which is developed using open-source libraries and languages. The developed application can be integrated with Supervisory Control and Data Acquisition System (SCADA) of any EDS for creating the DT. The paper shows the performance of developed tools inside the application, tested on real EDS for grid observability, Smart Recursive Load Flow (SRLF) calculation and state estimation of loads in MV feeders.

Keywords: Digital Twin, Distribution System Operator, Electrical Distribution System, Smart Grid Controller, Supervisory Control and Data Acquisition System, Smart Recursive Load Flow.

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Authors: Hadi Sadoghi Yazdi, Mehri Sadoghi Yazdi, Mohammad Reza Mohammadi

Abstract:

This paper is concerned with studying the forgetting factor of the recursive least square (RLS). A new dynamic forgetting factor (DFF) for RLS algorithm is presented. The proposed DFF-RLS is compared to other methods. Better performance at convergence and tracking of noisy chirp sinusoid is achieved. The control of the forgetting factor at DFF-RLS is based on the gradient of inverse correlation matrix. Compared with the gradient of mean square error algorithm, the proposed approach provides faster tracking and smaller mean square error. In low signal-to-noise ratios, the performance of the proposed method is superior to other approaches.

Keywords: Forgetting factor, RLS, Inverse correlation matrix, human motion analysis.

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Authors: Jyh-Da Wei, Hsin-Chen Tsai

Abstract:

This work presents a novel means of extracting fixedlength parameters from voice signals, such that words can be recognized in linear time. The power and the zero crossing rate are first calculated segment by segment from a voice signal; by doing so, two feature sequences are generated. We then construct an FIR system across these two sequences. The parameters of this FIR system, used as the input of a multilayer proceptron recognizer, can be derived by recursive LSE (least-square estimation), implying that the complexity of overall process is linear to the signal size. In the second part of this work, we introduce a weighting factor λ to emphasize recent input; therefore, we can further recognize continuous speech signals. Experiments employ the voice signals of numbers, from zero to nine, spoken in Mandarin Chinese. The proposed method is verified to recognize voice signals efficiently and accurately.

Keywords: Speech Recognition, FIR system, Recursive LSE, Multilayer Perceptron

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Authors: Yeqing Guan, Fen Yang

Abstract:

To learn about China-s future energy demand, this paper first proposed GM(1,1) model group based on recursive solutions of parameters estimation, setting up a general solving-algorithm of the model group. This method avoided the problems occurred on the past researches that remodeling, loss of information and large amount of calculation. This paper established respectively all-data-GM(1,1), metabolic GM(1,1) and new information GM (1,1)model according to the historical data of energy consumption in China in the year 2005-2010 and the added data of 2011, then modeling, simulating and comparison of accuracies we got the optimal models and to predict. Results showed that the total energy demand of China will be 37.2221 billion tons of equivalent coal in 2012 and 39.7973 billion tons of equivalent coal in 2013, which are as the same as the overall planning of energy demand in The 12th Five-Year Plan.

Keywords: energy demands, GM(1, 1) model group, least square estimation, prediction

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Authors: Ethar H. Khalil, Bahaa I. Kazem

Abstract:

In this work a software simulation model has been proposed for two driven wheels mobile robot path planning; that can navigate in dynamic environment with static distributed obstacles. The work involves utilizing Bezier curve method in a proposed N order matrix form; for engineering the mobile robot path. The Bezier curve drawbacks in this field have been diagnosed. Two directions: Up and Right function has been proposed; Probability Recursive Function (PRF) to overcome those drawbacks. PRF functionality has been developed through a proposed; obstacle detection function, optimization function which has the capability of prediction the optimum path without comparison between all feasible paths, and N order Bezier curve function that ensures the drawing of the obtained path. The simulation results that have been taken showed; the mobile robot travels successfully from starting point and reaching its goal point. All obstacles that are located in its way have been avoided. This navigation is being done successfully using the proposed PRF techniques.

Keywords: Mobile robot, path planning, Bezier curve.

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