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Second-order H^∞ optimal LMS and NLMS algorithms based on a second-order Markov model

IEE PROCEEDINGS-VISION IMAGE AND signal processing 2000年第3期147卷 231-237页

作者： Shahtalebi, K Gazor, S Pasupathy, S Gulak, PG Isfahan Univ Technol Dept Elect & Comp Engn Esfahan Iran Queens Univ Dept Elect & Comp Engn Kingston ON K7L 3N6 Canada Univ Toronto Dept Elect & Comp Engn Toronto ON M5S 3G4 Canada

It is shown that two algorithms obtained by simplifying a Kalman filter considered for a second-order Markov model are H-infinity suboptimal. Similar to least mean squares (LMS) and normalised LMS (NLMS) algorithms, these second order algorithms can be thought of as approximate solutions to stochastic or deterministic least squares minimisation. It is proved that second-order LMS and NLMS are exact solutions causing the maximum energy gain from the disturbances to the predicted and filtered errors to be less than one, respectively. These algorithms are implemented in two steps. Operation of the first step is like conventional LMS/NLMS algorithms and the second step consists of the estimation of the weight increment vector and prediction of weights for the next iteration. This step applies simple smoothing on the increment of the estimated weights to estimate the speed of the weights. Also they are cost-effective, robust and attractive for improving the tracking performance of smoothly time-varying models.

关键词： prediction theory least mean squares methods adaptive signal processing deterministic least squares minimisation normalised LMS algorithm Optimisation techniques stochastic least squares minimisation exact solutions weights speed estimation predicted errors least mean squares H∞ optimisation weights prediction filtered errors second-order H∞ optimal LMS algorithm Markov processes approximate solutions weight increment vector second-order Markov model filtering methods in signal processing second-order H∞ optimal NLMS algorithms least mean squares algorithm Interpolation and function approximation (numerical analysis) adaptive filtering second order algorithms second-order LMS smoothly time-varying models tracking filtering theory maximum energy gain tracking performance Kalman filter time-varying systems adaptive Kalman filters second-order NLMS signal processing theory

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Stochastic stability of the continuous-time extended Kalman filter

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IEE PROCEEDINGS-CONTROL THEORY AND APPLICATIONS 2000年第1期147卷 45-52页

作者： Reif, K Günther, S Yaz, E Unbehauen, R BMW AG D-80788 Munich Germany TEMIC GmbH D-9041 Nurnberg Germany Univ Erlangen Nurnberg Inst Theoret Fdn Elect Engn D-91058 Erlangen Germany Univ Arkansas Dept Elect Fayetteville AR 72701 USA

The error behaviour of the extended Kalman filter is analysed. It is proved that the estimation error remains bounded if the system satisfies a detectability condition and both the initial estimation error and the disturbing noise terms are small enough. Moreover, some selected cases with both bounded and unbounded estimation error are demonstrated by numerical simulations.

关键词： Kalman filters continuous-time extended Kalman filter bounded error disturbing noise unbounded error stochastic stability differential equations nonlinear filters estimation error continuous time filters Mathematical analysis state estimation Simulation, modelling and identification filtering methods in signal processing stochastic systems stability detectability condition signal processing theory

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Robust video integrator for scanning radars

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ELECTRONICS LETTERS 2000年第6期36卷 570-572页

作者： Zhang, ZJ Jiao, LC Xidian Univ Key Lab Radar Signal Proc Xian 710071 Peoples R China

A two-pole filter bank is proposed as a video integrator for scanning radars. Compared with the conventional two-pole filter, the proposed integrator is more stable: and less sensitive ca filter coefficient quantisati... 详细信息

关键词： radar theory filtering theory filtering methods in signal processing video integrator scanning radars quantisation (signal) filter coefficient quantisation pulsed radar systems computational load Radar theory two-pole filter bank

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Efficacy of Gaussian smoothing in Canny edge detector

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ELECTRONICS LETTERS 2000年第19期36卷 1615-1617页

作者： Cope, RK Rockett, PI Univ Sheffield Dept Elect & Elect Engn Sheffield S1 3JD S Yorkshire England

The authors examine the efficacy of the noise-filtering stage in the Canny edge detector using the receiver operating characteristic paradigm and find that omitting the filtering stage can give superior results. They ... 详细信息

关键词： Gaussian smoothing filtering theory filtering methods in signal processing edge detection smoothing methods Canny algorithm receiver operating characteristics noise filtering Image recognition edge detector

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Asymmetric digital subscriber line echo cancellation

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ELECTRONICS LETTERS 2000年第3期36卷 274-276页

作者： Kwon, OS Cho, GO Lee, KW Samsung Elect Co Ltd Commun & Network Lab R&D Ctr Paldal Gu Suwon Kyungki South Korea

To increase the convergence speed and reduce computational complexities associated with an echo canceller used to cancel digital subscriber loop echo responses with long tails, a new echo canceller is proposed which is composed of a cascade of a lattice and an orthogonalised infinite impulse response (TIR) (CALAOI) tilter. The proposed echo canceller was found to have a higher convergence speed and substantially reduced complexity compared with those of a conventional finite impulse response (FIR) echo canceller.

关键词： digital subscriber lines Subscriber loops Electromagnetic compatibility and interference filtering methods in signal processing IIR filters lattice filter asymmetric digital subscriber line cascade configuration orthogonal infinite impulse response filter echo cancellation CALAOI filter echo suppression convergence speed lattice filters computational complexity

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Separation method of polarisation states

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IEE PROCEEDINGS-RADAR SONAR AND NAVIGATION 2000年第2期147卷 75-79页

作者： Zhang, G Liu, Y Harbin Inst Technol Harbin 150001 Heilongjiang Peoples R China

The nonlinear polarisation-vector translation (PVT) proposed by Poelman et al, can effectively improve the interference suppression ability of a polarisation filter. But the algorithm becomes more complicated as the degree of nonlinearity increases. A separation method of polarisation states which is very simple and more suitable for realisation is put forward. It can basically improve the interference suppression capability. It is shown that the intrinsic interference suppression capability of a single-notch polarisation filter is only 50% (only half of the interference in the polarisation domain is filtered out). By using the 'polarisation states' separation method, the interference suppression capability of the filter is improved from 57.7 to 100% corresponding to different polarisation states of the desired signal.

关键词： signal processing polarisation state separation method single-notch polarisation filter nonlinear polarisation-vector translation degree of nonlinearity polarisation filter interference suppression filtering methods in signal processing notch filters

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Re-optimisation of LPC filters for multi-pulse coded excitation - Comment

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ELECTRONICS LETTERS 2000年第12期36卷 1082-1083页

作者： Hacioglu, K Eastern Mediterranean Univ Elect Elect Engn Dept G Magosa 10 Mersin Turkey

The linear predictive coder (LPC) filter re-optimization is addressed and a recursive algorithm is proposed. The algorithm that uses available speech data at the very first step has been shown to perform well. The result of the one-shot algorithm can be used to initiate the method in LPC filter optimization to significantly reduce the number of iterations.

关键词： filtering theory minimisation one-shot algorithm linear predictive coding iterative methods filtering methods in signal processing iterative algorithm recursive algorithm Optimisation techniques speech coding initialisation Speech and audio coding multi-pulse coded excitation speech data Interpolation and function approximation (numerical analysis) LPC filter re-optimisation

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Look-up table-based pulse-shaping filter design

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ELECTRONICS LETTERS 2000年第17期36卷 1505-1506页

作者： Kim, MS Kim, DI Chung, JG Lim, MS Chonbuk Natl Univ Div Elect & Informat Engn Chonju 561756 South Korea Chonbuk Natl Univ Inst Informat & Commun Chonju 561756 South Korea Chonbuk Natl Univ Elect Circuits & Syst Res Inst Chonju 561756 South Korea

An efficient pulse-shaping filter architecture for single sideband/binary phase shift keying double sideband/code division multiple access (SSB/BPSK DS/CDMA) is presented. The proposed architecture is based on linear-phase property and the look-up table method. By Synopsys simulations, it is shown that use of the proposed method can result in a reduction in the number of gates by 40.

关键词： linear-phase property filter architecture binary PSK-double sideband Synopsys simulations pulse shaping circuits binary phase shift keying single sideband filtering methods in signal processing FIR filters table lookup look-up table-based filter design SSB/BPSK-DS/CDMA Digital filters digital filters pulse-shaping filter design code division multiple access phase shift keying Multiple access communication

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Improved lower bounds on the symbol error probability for ISI channels

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IEE PROCEEDINGS-COMMUNICATIONS 2000年第6期147卷 351-354页

作者： Moqvist, P Aulin, T Chalmers Dept Comp Engn SE-41296 Gothenburg Sweden Ericsson Mobile Data Design AB SE-41266 Gothenburg Sweden

A lower bound on the symbol error probability obtained with maximum likelihood sequence detection on the intersymbol interference channel is derived. It is recognised that the bound can be substantially improved by considering every possible transmitted sequence and not only the ones generating the well-known d(min)(2). Also, a method is devised which finds the additive components of the bound using a trellis search. It is demonstrated that for many channels, using a truncated upper bound as a lower bound yields incorrect results. This might be the case even if the upper bound is truncated to its first term corresponding to d(min)(2).

关键词： signal detection ISI channels e channel is derived. It is recognised that lower bounds BPSK filtering methods in signal processing search problems Modulation and coding methods truncated upper bound intersymbol interference error statistics whitening matched filter maximum likelihood sequence detection Other topics in statistics MLSD transmitted sequence filtering theory trellis search phase shift keying matched filters maximum likelihood detection telecommunication channels intersymbol interference channel symbol error probability

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Digital chirp filter processing for improved performance of sweeping spectrum analysers

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ELECTRONICS LETTERS 2000年第16期36卷 1430-1432页

作者： Whittaker, PE Hodgart, MS Univ Surrey Surrey Space Ctr Guildford GU2 7XH Surrey England

Digital chirp filter processing is proposed as a method of improving upon the performance achieved by conventional sweeping spectrum analysers. Results of a practical demonstration are presented.

关键词： sweeping spectrum analyser filtering methods in signal processing spectral analysers Network and spectrum analysers Digital filters digital filters digital chirp filter processing chirp modulation

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