In this paper, we propose a fast gradient algorithm for the problem of minimizing a differentiable (possibly nonconvex) function in Hilbert spaces. We first extend the dry friction property for convex functions to wha...
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In this paper, we propose a fast gradient algorithm for the problem of minimizing a differentiable (possibly nonconvex) function in Hilbert spaces. We first extend the dry friction property for convex functions to what we call the dry-like friction property in a nonconvex setting, and then employ a line search technique to adaptively update parameters at each iteration. Depending on the choice of parameters, the proposed algorithm exhibits subsequential convergence to a critical point or full sequential convergence to an ``approximate"" critical point of the objective function. We also establish the full sequential convergence to a critical point under the Kurdyka--\Lojasiewicz (KL) property of a merit function. Thanks to the parameters' flexibility, our algorithm can reduce to a number of existing inertial gradient algorithms with Hessian damping and dry friction. By exploiting variational properties of the Moreau envelope, the proposed algorithm is adapted to address weakly convex nonsmooth optimization problems. In particular, we extend the result on KL exponent for the Moreau envelope of a convex KL function to a broad class of KL functions that are not necessarily convex nor continuous. Simulation results illustrate the efficiency of our algorithm and demonstrate the potential advantages of combining dry-like friction with extrapolation and line search techniques.
In this paper, a distributed fixed time gradient algorithm for neurodynamic systems is proposed for solv-ing optimization problems with local inequality constraints. The algorithm is designed using fixed time theory a...
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In this paper, a distributed fixed time gradient algorithm for neurodynamic systems is proposed for solv-ing optimization problems with local inequality constraints. The algorithm is designed using fixed time theory and sliding model control techniques, where each agent has a local objective function known only to itself, and the optimal solution of each local objective function sum can be obtained in a fixed time by the information interaction between neighbors under the condition of local inequality constraints. In addition, the upper bound of the fixed time can be obtained and it is proved theoretically that the upper bound of the fixed time is independent of the initial value. Finally, the stability and effectiveness of the algorithm are verified by numerical examples.(c) 2023 Elsevier B.V. All rights reserved.
Full Waveform Inversion (FWI) is a promising method for reconstructing subsurface parameters from the full information content in the seismogram. However, FWI is facing many difficulties in practice. The lack of the s...
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Full Waveform Inversion (FWI) is a promising method for reconstructing subsurface parameters from the full information content in the seismogram. However, FWI is facing many difficulties in practice. The lack of the source wavelet information, the nonlinearity of the forward problems, and ill-posedness of the formulation all contribute to a pressing need for novel regularization techniques and fast algorithms to speed up and improve inversion results. In this paper, by making use of the variable projection method for nonlinear least squares problems, we develop a source-independent frequency-domain FWI strategy. Specifically, the source wavelet for each frequency is removed automatically using a minimum norm solution between the measured and simulated data. Therefore, the inversion process becomes source independent. In order to overcome the defects of overly smoothed edges caused by the classical Tikhonov regularization, sparsity constrained regularization is applied to FWI based on the ability of curvelets to efficiently represent geophysical images. However, non-differentiability of the objective function make it challenging to find an efficient numerical solution. By using the proximal mapping and the Barzilai-Borwein step size rule, we derive a new accelerated proximal gradient algorithm to handle such non-smooth objective functions. The numerical examples show that very good reconstruction results can be obtained by the proposed algorithm without knowledge of the source. Compared to the gradient descent method with a constant step size, the accelerated algorithm gaves a superior result with much higher resolution. (C) 2020 Elsevier B.V. All rights reserved.
A principle of construction of search algorithms on local segments of a raster area with the use of graphic images of functional voxel modeling is discussed. An algorithm for constructing gradient lines to organize ru...
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A principle of construction of search algorithms on local segments of a raster area with the use of graphic images of functional voxel modeling is discussed. An algorithm for constructing gradient lines to organize rules for local search of points is given. A principle of generation of M-images for graphical representation of search control parameters is presented. Examples of the work of the local search gradient algorithm to fill a bounded fragment of a raster area of a specified point are given.
Conventional adaptive array antenna processing must access signals on all of the array antenna elements. However, because the low-cost electronically steerable passive array radiator (ESPAR) antenna only has a single-...
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Conventional adaptive array antenna processing must access signals on all of the array antenna elements. However, because the low-cost electronically steerable passive array radiator (ESPAR) antenna only has a single-port output, all of the signals on the antenna elements cannot be observed. In this paper, a technique for adaptively controlling the loaded reactances on the passive radiators, thus forming both beam and nulls, is presented for the ESPAR antenna. The adaptive algorithm is based on the steepest gradient theory, where the reactances are sequentially perturbed to determine the gradient vector. Simulations show that the ESPAR antenna can be adaptive. The statistical performance of the output SIR of the ESPAR antenna is also given.
This paper deals with the rational approximation of specified order n to transfer functions which are assumed to be matrix-valued functions in the Hardy space for the complement of the closed unit disk endowed with th...
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This paper deals with the rational approximation of specified order n to transfer functions which are assumed to be matrix-valued functions in the Hardy space for the complement of the closed unit disk endowed with the L-2-norm. An approach is developed leading to a new algorithm, the first one to our knowledge which concerns matrix-transfer functions in L-2-norm. This approach generalizes the ideas presented in [L. Baratchart, M. Cardelli, and M. Olivi, Automatica, 27(1991), pp. 413-418] in the scalar case but involves substantial new difficulties. Using the Douglas-Shapiro-Shields factorization of transfer functions, the criterion for the rational approximation problem above is expressed in terms of inner matrix functions of McMillan degree n. These functions, which possess a manifold structure, are represented by means of local coordinate maps obtained in [D. Alpay, L. Baratchart, and A. Gombani, Oper. Theory Adv. Appl., 73(1994), pp. 30-66] from a tangential Schur algorithm and for which the coordinates range over n copies of the unit ball. A gradient algorithm is then employed to solve the approximation problem using the coordinate maps to describe the manifold locally and changing from one coordinate map to another when required. However, while processing the gradient algorithm a boundary point can be reached. It is proved that such a point can be considered as an initial point for searching for a local minimum of lower degree while a local minimum of McMillan degree k < n provides a starting point for searching for a local minimum at degree k + 1. The minimization process then pursues through different degrees. The convergence of this algorithm to a local minimum of appropriate degree is proved and demonstrated on a simple example.
This article proposes an unbiased plain gradient algorithm for a second-order adaptive IIR notch filter with constrained poles and zeros. The proposed algorithm employs removing a dominant parameter that produces inhe...
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This article proposes an unbiased plain gradient algorithm for a second-order adaptive IIR notch filter with constrained poles and zeros. The proposed algorithm employs removing a dominant parameter that produces inherent bias. By using this technique, the performances are improved with slight expense in computational complexity. In this paper, theoretical analysis for deriving the estimations of bias and mean square error (MSE) at steady state are presented in closed form. Moreover, the stability bound of the algorithm is also derived. To confirm the analytical results, the computer simulations are provided to corroborate the effectiveness of the proposed algorithm. Furthermore, the performances of the algorithm are also compared with the plain gradient (PG) and modified plain gradient (MPG) algorithms. (C) 2010 Elsevier B.V. All rights reserved.
gradient-type algorithms for adaptive infinite-impulse response (HR) notch filters are very attractive in terms of performance and computation cost as well. However, it is generally quite difficult to assess their per...
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gradient-type algorithms for adaptive infinite-impulse response (HR) notch filters are very attractive in terms of performance and computation cost as well. However, it is generally quite difficult to assess their performances analytically. There are several trials to analyze adaptive algorithms, such as the sign and the plain gradient algorithms for some types of adaptive HR notch filters, but the analysis techniques used there cannot be directly applied to different types of adaptive HR notch filters. This brief presents closed form expressions for steady-state estimation bias and mean square error (MSE) of a well known plain gradient (LMS-like) second-order adaptive HR notch filter with constrained poles and zeros. First, theoretical expressions for output signals of the notch filter and its corresponding gradient filter at their steady states are developed based on the Taylor series expansions of transfer functions of these two filters in the vicinity of the sinusoidal signal frequency. Difference equations for convergences. in the mean and mean square are then established by using of these output signals, from which the steady-state bias and MSE of the algorithm are derived. Stability bound of the algorithm is also investigated based on the difference equations. Extensive simulations are provided to support the analytical findings.
Purpose An identification scheme to identify interconnected discrete-time (DT) varying systems. Design/methodology/approach The purpose of this paper is the identification of interconnected discrete time varying syste...
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Purpose An identification scheme to identify interconnected discrete-time (DT) varying systems. Design/methodology/approach The purpose of this paper is the identification of interconnected discrete time varying systems. The proposed technique permits the division of global system to many subsystems by building a vector observation of each subsystem and then using the gradient method to identify the time-varying parameters of each subsystem. The convergence of the presented algorithm is proven under a given condition. Findings The effectiveness of the proposed technique is then shown with application to a simulation example. Originality/value In the past decade, there has been a renewed interest in interconnected systems that are multidimensional and composed of similar subsystems, which interact with their closest neighbors. In this context, the concept of parametric identification of interconnected systems becomes relevant, as it considers the estimation problem of such systems. Therefore, the identification of interconnected systems is a challenging problem in which it is crucial to exploit the available knowledge about the interconnection structure. For time-varying systems, the identification problem is much more difficult. To cope with this issue, this paper addresses the identification of DT dynamical models, composed by the interconnection of time-varying systems.
The rest-to-rest maneuver problem of a flexible space structure is a two-point boundary value problem (TPBVP) and is solved by some gradient methods. If TPBVP is strongly restricted by constraints, TBVP becomes an ill...
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The rest-to-rest maneuver problem of a flexible space structure is a two-point boundary value problem (TPBVP) and is solved by some gradient methods. If TPBVP is strongly restricted by constraints, TBVP becomes an ill-defined problem, and the solution meeting all constraints cannot be obtained. However, reasonable suboptimal solutions are often needed since real plant systems are necessary to be controlled. In order to obtain such suboptimal solutions, we have developed a modified version of the hierarchy gradient method by installing fuzzy decision logic. Constraints are classified into non-fuzzy constraints and fuzzy constraints according to their priorities. Fuzzy constraints having a trade-off relationship with each other are compromised reasonably by fuzzy decision logic. The usefulness of the proposed method is numerically and experimentally verified by applying it to the rest-to-rest slew maneuver problem of a flexible space structure, where fuzzy constraints are final time, sensitivity of residual vibration energy with respect to the structure frequency uncertainty and maximum bending moment at the root of the flexible appendage.
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