Search results for: parameter tuning.

Authors: Shengbiao Wu, Weihua Cao, Min Wu, Can Liu

Abstract:

This paper presents an intelligent tuning method of microwave filter based on complex neural network and improved space mapping. The tuning process consists of two stages: the initial tuning and the fine tuning. At the beginning of the tuning, the return loss of the filter is transferred to the passband via the error of phase. During the fine tuning, the phase shift caused by the transmission line and the higher order mode is removed by the curve fitting. Then, an Cauchy method based on the admittance parameter (Y-parameter) is used to extract the coupling matrix. The influence of the resonant cavity loss is eliminated during the parameter extraction process. By using processed data pairs (the amount of screw variation and the variation of the coupling matrix), a tuning model is established by the complex neural network. In view of the improved space mapping algorithm, the mapping relationship between the actual model and the ideal model is established, and the amplitude and direction of the tuning is constantly updated. Finally, the tuning experiment of the eight order coaxial cavity filter shows that the proposed method has a good effect in tuning time and tuning precision.

Keywords: Microwave filter, scattering parameter (s-parameter), coupling matrix, intelligent tuning.

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Authors: Rabia Korkmaz Tan, Şebnem Bora

Abstract:

The major problem encountered when modeling complex systems with agent-based modeling and simulation techniques is the existence of large parameter spaces. A complex system model cannot be expected to reflect the whole of the real system, but by specifying the most appropriate parameters, the actual system can be represented by the model under certain conditions. When the studies conducted in recent years were reviewed, it has been observed that there are few studies for parameter tuning problem in agent based simulations, and these studies have focused on tuning parameters of a single model. In this study, an approach of parameter tuning is proposed by using metaheuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Artificial Bee Colonies (ABC), Firefly (FA) algorithms. With this hybrid structured study, the parameter tuning problems of the models in the different fields were solved. The new approach offered was tested in two different models, and its achievements in different problems were compared. The simulations and the results reveal that this proposed study is better than the existing parameter tuning studies.

Keywords: Parameter tuning, agent based modeling and simulation, metaheuristic algorithms, complex systems.

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Authors: Yoonsuh Jung

Abstract:

As DNA microarray data contain relatively small sample size compared to the number of genes, high dimensional models are often employed. In high dimensional models, the selection of tuning parameter (or, penalty parameter) is often one of the crucial parts of the modeling. Cross-validation is one of the most common methods for the tuning parameter selection, which selects a parameter value with the smallest cross-validated score. However, selecting a single value as an ‘optimal’ value for the parameter can be very unstable due to the sampling variation since the sample sizes of microarray data are often small. Our approach is to choose multiple candidates of tuning parameter first, then average the candidates with different weights depending on their performance. The additional step of estimating the weights and averaging the candidates rarely increase the computational cost, while it can considerably improve the traditional cross-validation. We show that the selected value from the suggested methods often lead to stable parameter selection as well as improved detection of significant genetic variables compared to the tradition cross-validation via real data and simulated data sets.

Keywords: Cross Validation, Parameter Averaging, Parameter Selection, Regularization Parameter Search.

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Authors: Felix Dobslaw

Abstract:

In this paper, a framework for the simplification and standardization of metaheuristic related parameter-tuning by applying a four phase methodology, utilizing Design of Experiments and Artificial Neural Networks, is presented. Metaheuristics are multipurpose problem solvers that are utilized on computational optimization problems for which no efficient problem specific algorithm exist. Their successful application to concrete problems requires the finding of a good initial parameter setting, which is a tedious and time consuming task. Recent research reveals the lack of approach when it comes to this so called parameter-tuning process. In the majority of publications, researchers do have a weak motivation for their respective choices, if any. Because initial parameter settings have a significant impact on the solutions quality, this course of action could lead to suboptimal experimental results, and thereby a fraudulent basis for the drawing of conclusions.

Keywords: Parameter-Tuning, Metaheuristics, Design of Experiments, Artificial Neural Networks.

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Authors: Sufian Ashraf Mazhari, Surendra Kumar

Abstract:

Robot manipulators are highly coupled nonlinear systems, therefore real system and mathematical model of dynamics used for control system design are not same. Hence, fine-tuning of controller is always needed. For better tuning fast simulation speed is desired. Since, Matlab incorporates LAPACK to increase the speed and complexity of matrix computation, dynamics, forward and inverse kinematics of PUMA 560 is modeled on Matlab/Simulink in such a way that all operations are matrix based which give very less simulation time. This paper compares PID parameter tuning using Genetic Algorithm, Simulated Annealing, Generalized Pattern Search (GPS) and Hybrid Search techniques. Controller performances for all these methods are compared in terms of joint space ITSE and cartesian space ISE for tracking circular and butterfly trajectories. Disturbance signal is added to check robustness of controller. GAGPS hybrid search technique is showing best results for tuning PID controller parameters in terms of ITSE and robustness.

Keywords: Controller Tuning, Genetic Algorithm, Pattern Search, Robotic Controller, Simulated Annealing.

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Authors: M. J. Lengare, R. H. Chile, L. M. Waghmare, Bhavesh Parmar

Abstract:

One of the most basic functions of control engineers is tuning of controllers. There are always several process loops in the plant necessitate of tuning. The auto tuned Proportional Integral Derivative (PID) Controllers are designed for applications where large load changes are expected or the need for extreme accuracy and fast response time exists. The algorithm presented in this paper is used for the tuning PID controller to obtain its parameters with a minimum computing complexity. It requires continuous analysis of variation in few parameters, and let the program to do the plant test and calculate the controller parameters to adjust and optimize the variables for the best performance. The algorithm developed needs less time as compared to a normal step response test for continuous tuning of the PID through gain scheduling.

Keywords: Auto tuning; gain scheduling; MIMO Processes; Optimization; PID controller; Process Control.

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Authors: Yusuke Onoue, Seiji Fujino, Norimasa Nakashima

Abstract:

The IDR(s) method based on an extended IDR theorem was proposed by Sonneveld and van Gijzen. The original IDR(s) method has excellent property compared with the conventional iterative methods in terms of efficiency and small amount of memory. IDR(s) method, however, has unexpected property that relative residual 2-norm stagnates at the level of less than 10-12. In this paper, an effective strategy for stagnation detection, stagnation avoidance using adaptively information of parameter s and improvement of convergence rate itself of IDR(s) method are proposed in order to gain high accuracy of the approximated solution of IDR(s) method. Through numerical experiments, effectiveness of adaptive tuning IDR(s) method is verified and demonstrated.

Keywords: Krylov subspace methods, IDR(s), adaptive tuning, stagnation of relative residual.

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Authors: Arnaud Nougues

Abstract:

This paper describes a two-stage methodology derived from IMC (Internal Model Control) for tuning a PID (Proportional-Integral-Derivative) controller for levels or other integrating processes in an industrial environment. Focus is ease of use and implementation speed which are critical for an industrial application. Tuning can be done with minimum effort and without the need of time-consuming open-loop step tests on the plant. The first stage of the method applies to levels only: the vessel residence time is calculated from equipment dimensions and used to derive a set of preliminary PI (Proportional-Integral) settings with IMC. The second stage, re-tuning in closed-loop, applies to levels as well as other integrating processes: a tuning correction mechanism has been developed based on a series of closed-loop simulations with model errors. The tuning correction is done from a simple closed-loop step test and application of a generic correlation between observed overshoot and integral time correction. A spin-off of the method is that an estimate of the vessel residence time (levels) or open-loop process gain (other integrating process) is obtained from the closed-loop data.

Keywords: closed-loop model identification, IMC-PID tuning method, integrating process control, on-line PID tuning adaptation

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Authors: Mathias Marquardt, Peter Dünow, Sandra Baßler

Abstract:

The paper describes the use of subspace based identification methods for auto tuning of a state space control system. The plant is an unstable but self balancing transport robot. Because of the unstable character of the process it has to be identified from closed loop input-output data. Based on the identified model a state space controller combined with an observer is calculated. The subspace identification algorithm and the controller design procedure is combined to a auto tuning method. The capability of the approach was verified in a simulation experiments under different process conditions.

Keywords: Auto tuning, balanced robot, closed loop identification, subspace identification.

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Authors: Jose D. Herrera, Mario A. Rios

Abstract:

This paper deals with the coordinated tuning of the Power System Stabilizer (PSS) controller and Power Oscillation Damping (POD) Controller of Flexible AC Transmission System (FACTS) in a multi-machine power systems. The coordinated tuning is based on the critical eigenvalues of the power system and a model reduction technique where the Hankel Singular Value method is applied. Through the linearized system model and the parameter-constrained nonlinear optimization algorithm, it can compute the parameters of both controllers. Moreover, the parameters are optimized simultaneously obtaining the gains of both controllers. Then, the nonlinear simulation to observe the time response of the controller is performed.

Keywords: Balanced realization, controllability Grammian, electromechanical oscillations, FACTS, Hankel singular values, observability Grammian, POD, PSS.

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Authors: Andreas Theissler, Ian Dear

Abstract:

The one-class support vector machine “support vector data description” (SVDD) is an ideal approach for anomaly or outlier detection. However, for the applicability of SVDD in real-world applications, the ease of use is crucial. The results of SVDD are massively determined by the choice of the regularisation parameter C and the kernel parameter  of the widely used RBF kernel. While for two-class SVMs the parameters can be tuned using cross-validation based on the confusion matrix, for a one-class SVM this is not possible, because only true positives and false negatives can occur during training. This paper proposes an approach to find the optimal set of parameters for SVDD solely based on a training set from one class and without any user parameterisation. Results on artificial and real data sets are presented, underpinning the usefulness of the approach.

Keywords: Support vector data description, anomaly detection, one-class classification, parameter tuning.

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Authors: Mansoor Ahsan, Khalid Rafique, Farrukh Mazhar

Abstract:

Unmanned Aerial Vehicles (UAVs) have gained tremendous importance, in both Military and Civil, during first decade of this century. In a UAV, onboard computer (autopilot) autonomously controls the flight and navigation of the aircraft. Based on the aircraft role and flight envelope, basic to complex and sophisticated controllers are used to stabilize the aircraft flight parameters. These controllers constitute the autopilot system for UAVs. The autopilot systems, most commonly, provide lateral and longitudinal control through Proportional-Integral-Derivative (PID) controllers or Phase-lead or Lag Compensators. Various techniques are commonly used to ‘tune’ gains of these controllers. Some techniques used are, in-flight step-by-step tuning, software-in-loop or hardware-in-loop tuning methods. Subsequently, numerous in-flight tests are required to actually ‘fine-tune’ these gains. However, an optimization-based tuning of these PID controllers or compensators, as presented in this paper, can greatly minimize the requirement of in-flight ‘tuning’ and substantially reduce the risks and cost involved in flight-testing.

Keywords: Unmanned aerial vehicle (UAV), autopilot, autonomous controls, PID controler gains tuning, optimization.

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Authors: Muhammad Abdullah Arafat, Nahrin Nowrose

Abstract:

Wireless charging of electric vehicles is becoming more and more attractive as large amount of power can now be transferred to a reasonable distance using magnetic resonance coupling method. However, proper tuning of the compensation network is required to achieve maximum power transmission. Due to the variation of coil distance from the nominal value as a result of change in tire condition, change in weight or uneven road condition, the tuning of the compensation network has become challenging. In this paper, a tuning method has been described to determine the optimum values of the compensation network in order to maximize the average output power. The simulation results show that 5.2% increase in average output power is obtained for 10% variation in coupling coefficient using the optimum values without the need of additional space and electro-mechanical components. The proposed method is applicable to both static and dynamic charging of electric vehicles.

Keywords: Coupling coefficient, electric vehicles, magnetic resonance coupling, tuning capacitor, wireless power transfer.

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Authors: Yahya Naderi, Tohid Rahimi, Babak Yousefi, Seyed Hossein Hosseini

Abstract:

Today’s modern interconnected power system is highly complex in nature. In this, one of the most important requirements during the operation of the electric power system is the reliability and security. Power and frequency oscillation damping mechanism improve the reliability. Because of power system stabilizer (PSS) low speed response against of major fault such as three phase short circuit, FACTs devise that can control the network condition in very fast time, are becoming popular. But FACTs capability can be seen in a major fault present when nonlinear models of FACTs devise and power system equipment are applied. To realize this aim, the model of multi-machine power system with FACTs controller is developed in MATLAB/SIMULINK using Sim Power System (SPS) blockiest. Among the FACTs device, Static synchronous series compensator (SSSC) due to high speed changes its reactance characteristic inductive to capacitive, is effective power flow controller. Tuning process of controller parameter can be performed using different method. But Genetic Algorithm (GA) ability tends to use it in controller parameter tuning process. In this paper firstly POD controller is used to power oscillation damping. But in this station, frequency oscillation dos not has proper damping situation. So FOD controller that is tuned using GA is using that cause to damp out frequency oscillation properly and power oscillation damping has suitable situation.

Keywords: Power oscillation damping (POD), frequency oscillation damping (FOD), Static synchronous series compensator (SSSC), Genetic Algorithm (GA).

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Authors: A. H. M. Zahirul Alam, Rafiqul Islam, Sheroz Khan

Abstract:

In this paper a tuning fork type structure of Ultra Wideband (UWB) antenna is proposed. The antenna offers excellent performance for UWB system, ranging from 3.7 GHz to 13.8 GHz. The antenna exhibits a 10 dB return loss bandwidth over the entire frequency band. The rectangular patch antenna is designed on FR4 substrate and fed with 50 ohms microstrip line by optimizing the width of partial ground, the width and position of the feedline to operate in UWB. The rectangular patch is then modified to tuning fork structure by maintaining UWB frequency range.

Keywords: Ultra wide band, antenna, microstrip, partial groundplane.

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Authors: Sufian Ashraf Mazhari, Surendra Kumar

Abstract:

This paper compares the heuristic Global Search Techniques; Genetic Algorithm, Particle Swarm Optimization, Simulated Annealing, Generalized Pattern Search, genetic algorithm hybridized with Nelder–Mead and Generalized pattern search technique for tuning of fuzzy PID controller for Puma 560. Since the actual control is in joint space ,inverse kinematics is used to generate various joint angles correspoding to desired cartesian space trajectory. Efficient dynamics and kinematics are modeled on Matlab which takes very less simulation time. Performances of all the tuning methods with and without disturbance are compared in terms of ITSE in joint space and ISE in cartesian space for spiral trajectory tracking. Genetic Algorithm hybridized with Generalized Pattern Search is showing best performance.

Keywords: Controller tuning, Fuzzy Control, Genetic Algorithm, Heuristic search, Robot control.

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Authors: W. T. A. Mohammed, M. Eltaeb, R. Kashani

Abstract:

The first bending modes of tall asymmetric structures in the two lateral X and Y-directions have two different natural frequencies. To add tuned damping to these bending modes, one needs to either a) use two pendulum-tuned mass dampers (PTMDs) with one tuning frequency, each PTMD targeting one of the bending modes, or b) use one PTMD with two tuning frequencies (one in each lateral directions). Option (a), being more massive, requiring more space, and being more expensive, is less attractive than option (b). Considering that the tuning frequency of a pendulum depends mainly on the pendulum length, one way of realizing option (b) is by constraining the swinging length of the pendulum in one direction but not in the other; such PTMD is dubbed passive Bi-PTMD. Alternatively, option (b) can be realized by actively setting the tuning frequencies of the PTMD in the two directions. In this work, accurate physical models of passive Bi-PTMD and active PTMD are developed and incorporated into the numerical model of a tall asymmetric structure. The model of PTMDs plus structure is used for a) synthesizing such PTMDs for particular applications and b) evaluating their damping effectiveness in mitigating the dynamic lateral responses of their target asymmetric structures, perturbed by wind load in X and Y-directions. Depending on how elaborate the control scheme is, the active PTMD can either be made to yield the same damping effectiveness as the passive Bi-PTMD of the same size or the passive Bi-TMD twice as massive as the active PTMD.

Keywords: Active tuned mass damper, high-rise building, multi-frequency tuning, vibration control.

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Authors: Truong Nguyen Luan Vu, Le Hieu Giang, Le Linh

Abstract:

The fractional–order proportional integral (FOPI) controller tuning rules based on the fractional calculus for the cascade control system are systematically proposed in this paper. Accordingly, the ideal controller is obtained by using internal model control (IMC) approach for both the inner and outer loops, which gives the desired closed-loop responses. On the basis of the fractional calculus, the analytical tuning rules of FOPI controller for the inner loop can be established in the frequency domain. Besides, the outer loop is tuned by using any integer PI/PID controller tuning rules in the literature. The simulation study is considered for the stable process model and the results demonstrate the simplicity, flexibility, and effectiveness of the proposed method for the cascade control system in compared with the other methods.

Keywords: Fractional calculus, fractional–order proportional integral controller, cascade control system, internal model control approach.

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Authors: Thi Nguyen, Lee Gordon-Brown, Jim Peterson, Peter Wheeler

Abstract:

An additive fuzzy system comprising m rules with n inputs and p outputs in each rule has at least t m(2n + 2 p + 1) parameters needing to be tuned. The system consists of a large number of if-then fuzzy rules and takes a long time to tune its parameters especially in the case of a large amount of training data samples. In this paper, a new learning strategy is investigated to cope with this obstacle. Parameters that tend toward constant values at the learning process are initially fixed and they are not tuned till the end of the learning time. Experiments based on applications of the additive fuzzy system in function approximation demonstrate that the proposed approach reduces the learning time and hence improves convergence speed considerably.

Keywords: Additive fuzzy system, improving convergence, parameter learning process, unsupervised learning.

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Authors: Satean Tunyasrirut, Tianchai Suksri, Arjin Numsomran, Supan Gulpanich, Kitti Tirasesth

Abstract:

This paper presents the approach to design the Auto- Tuning PID controller for interactive Water Level Process using integral step response. The Integral Step Response (ISR) is the method to model a dynamic process which can be done easily, conveniently and very efficiently. Therefore this method is advantage for design the auto tune PID controller. Our scheme uses the root locus technique to design PID controller. In this paper MATLAB is used for modeling and testing of the control system. The experimental results of the interacting water level process can be satisfyingly illustrated the transient response and the steady state response.

Keywords: Coupled-Tank, Interacting water level process, PIDController, Auto-tuning.

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Authors: A. Suleng, T. Jelstad Olsen, J. Šindler, P. Bárta

Abstract:

A dead leg is a typical subsea production system component. CFD is required to model heat transfer within the dead leg. Unfortunately its solution is time demanding and thus not suitable for fast prediction or repeated simulations. Therefore there is a need to create a thermal FEA model, mimicking the heat flows and temperatures seen in CFD cool down simulations. This paper describes the conventional way of tuning and a new automated way using parametric model order reduction (PMOR) together with an optimization algorithm. The tuned FE analyses replicate the steady state CFD parameters within a maximum error in heat flow of 6 % and 3 % using manual and PMOR method respectively. During cool down, the relative error of the tuned FEA models with respect to temperature is below 5% comparing to the CFD. In addition, the PMOR method obtained the correct FEA setup five times faster than the manually tuned FEA.

Keywords: CFD, convective heat, FEA, model tuning, subseaproduction

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Authors: A. Elragig, S. Townley, H. Dreiwi

Abstract:

In this paper we introduce a bacteria-leukocyte model with bacteria chemotaxsis. We assume that bacteria develop a tactic defence mechanism as a response to Leukocyte phagocytosis. We explore the effect of this tactic motion on Turing space in two parameter spaces. A fine tuning of bacterial chemotaxis shows a significant effect on developing a non-uniform steady state.

Keywords: Chemotaxis-diffusion driven instability, bacterial chemotaxis.

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Authors: Fotios N. Vlachos, Anastasios D. Garetsos, Nikolaos K. Uzunoglu, Efstathios D. Gotsis

Abstract:

A four element prototype phased array surface probe has been designed and constructed to improve clinical human prostate spectroscopic data. The probe consists of two pairs of adjacent rectangular coils with an optimum overlap to reduce the mutual inductance. The two pairs are positioned on the anterior and the posterior pelvic region and two couples of varactors at the input of each coil undertake the procedures of tuning and matching. The probe switches off and on automatically during the consecutive phases of the MR experiment with the use of an analog switch that is triggered by a microcontroller. Experimental tests that were carried out resulted in high levels of tuning accuracy. Also, the switching mechanism functions properly for various applied loads and pulse sequence characteristics, producing only 10 μs of latency.

Keywords: Automatic tuning, prostate imaging, phased array, spectroscopy.

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Authors: Jin-Sung Kim, Jin-Hwan Kim, Ji-Mo Park, Sung-Man Park, Won-Yong Choe, Hoon Heo

Abstract:

An optimal control of Reverse Osmosis (RO) plant is studied in this paper utilizing the auto tuning concept in conjunction with PID controller. A control scheme composing an auto tuning stochastic technique based on an improved Genetic Algorithm (GA) is proposed. For better evaluation of the process in GA, objective function defined newly in sense of root mean square error has been used. Also in order to achieve better performance of GA, more pureness and longer period of random number generation in operation are sought. The main improvement is made by replacing the uniform distribution random number generator in conventional GA technique to newly designed hybrid random generator composed of Cauchy distribution and linear congruential generator, which provides independent and different random numbers at each individual steps in Genetic operation. The performance of newly proposed GA tuned controller is compared with those of conventional ones via simulation.

Keywords: Genetic Algorithm, Auto tuning, Hybrid random number generator, Reverse Osmosis, PID controller

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Authors: H. Mansor, S. B. Mohd Noor

Abstract:

This paper presents a design method of self-tuning Quantitative Feedback Theory (QFT) by using improved deadbeat control algorithm. QFT is a technique to achieve robust control with pre-defined specifications whereas deadbeat is an algorithm that could bring the output to steady state with minimum step size. Nevertheless, usually there are large peaks in the deadbeat response. By integrating QFT specifications into deadbeat algorithm, the large peaks could be tolerated. On the other hand, emerging QFT with adaptive element will produce a robust controller with wider coverage of uncertainty. By combining QFT-based deadbeat algorithm and adaptive element, superior controller that is called selftuning QFT-based deadbeat controller could be achieved. The output response that is fast, robust and adaptive is expected. Using a grain dryer plant model as a pilot case-study, the performance of the proposed method has been evaluated and analyzed. Grain drying process is very complex with highly nonlinear behaviour, long delay, affected by environmental changes and affected by disturbances. Performance comparisons have been performed between the proposed self-tuning QFT-based deadbeat, standard QFT and standard dead-beat controllers. The efficiency of the self-tuning QFTbased dead-beat controller has been proven from the tests results in terms of controller’s parameters are updated online, less percentage of overshoot and settling time especially when there are variations in the plant.

Keywords: Deadbeat control, quantitative feedback theory (QFT), robust control, self-tuning control.

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Authors: Yu-Ting Tsai, Yu-da Lee, Jin H. Huang

Abstract:

The nonlinear damping behavior is usually ignored in the design of a miniature moving-coil loudspeaker. But when the loudspeaker operated in air, the damping parameter varies with the voice-coil displacement corresponding due to viscous air flow. The present paper presents an identification model as inverse problem to identify the nonlinear damping parameter in the lumped parameter model for the loudspeaker. Theoretical results for the nonlinear damping are verified by using laser displacement measurement scanner. These results indicate that the damping parameter has the greatly different nonlinearity between in air and vacuum. It is believed that the results of the present work can be applied in diagnosis and sound quality improvement of a miniature loudspeaker.

Keywords: Miniature loudspeaker, non-linear damping, system identification, Lumped parameter model.

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Authors: M. Massour El Aoud, M. Franceschi, M. Maher

Abstract:

The approach proposed here is oriented in the direction of fuzzy system for the analysis and the synthesis of intelligent climate controllers, the simulation of the internal climate of the greenhouse is achieved by a linear model whose coefficients are obtained by identification. The use of fuzzy logic controllers for the regulation of climate variables represents a powerful way to minimize the energy cost. Strategies of reduction and optimization are adopted to facilitate the tuning and to reduce the complexity of the controller.

Keywords: Greenhouse, fuzzy logic, optimization, gradient descent.

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Authors: Xiuqin Ma, Hongwu Qin

Abstract:

A new efficient normal parameter reduction algorithm of soft set in decision making was proposed. However, up to the present, few documents have focused on real-life applications of this algorithm. Accordingly, we apply a New Efficient Normal Parameter Reduction algorithm into real-life datasets of online shopping, such as Blackberry Mobile Phone Dataset. Experimental results show that this algorithm is not only suitable but feasible for dealing with the online shopping.

Keywords: Normal parameter reduction, Online shopping, Parameter reduction, Soft sets.

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Authors: Young-Seok Choi

Abstract:

We present a normalized LMS (NLMS) algorithm with robust regularization. Unlike conventional NLMS with the fixed regularization parameter, the proposed approach dynamically updates the regularization parameter. By exploiting a gradient descent direction, we derive a computationally efficient and robust update scheme for the regularization parameter. In simulation, we demonstrate the proposed algorithm outperforms conventional NLMS algorithms in terms of convergence rate and misadjustment error.

Keywords: Regularization, normalized LMS, system identification, robustness.

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Authors: Sa-aat Niwitpong

Abstract:

Recent articles have addressed the problem to construct the confidence intervals for the mean of a normal distribution where the parameter space is restricted, see for example Wang [Confidence intervals for the mean of a normal distribution with restricted parameter space. Journal of Statistical Computation and Simulation, Vol. 78, No. 9, 2008, 829–841.], we derived, in this paper, analytic expressions of the coverage probability and the expected length of confidence interval for the normal mean when the whole parameter space is bounded. We also construct the confidence interval for the normal variance with restricted parameter for the first time and its coverage probability and expected length are also mathematically derived. As a result, one can use these criteria to assess the confidence interval for the normal mean and variance when the parameter space is restricted without the back up from simulation experiments.

Keywords: Confidence interval, coverage probability, expected length, restricted parameter space.

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