Self-excited oscillations of a ducted flame, bunting in the wake of a bluff-body flame-holder, are considered. The non-linear kinematic model used here to describe these oscillations calculates the influence of the ve...
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Self-excited oscillations of a ducted flame, bunting in the wake of a bluff-body flame-holder, are considered. The non-linear kinematic model used here to describe these oscillations calculates the influence of the velocity fluctuations on the shape of the flame surface, and hence on the heat release rate. It is easy and quick to vary parameters in our model, and therefore a theoretical and numerical adaptive control strategy is developed, aiming at eliminating the flame instabilities. The control is based on an IIR filter, its coefficients being optimised by the lms algorithm Some system identification (SI) is necessary because the output of the adaptive filter does not interfere directly with the combustion oscillations, but only through a transfer function. Our control strategy, carried out with an on-line SI, gives very satisfactory results, and several new ideas are developed. Firstly it is shown that, in the lms algorithm running the controller, a term, usually neglected without mathematical justification, must be included in the gradient estimate in order to suppress the oscillations. Secondly, a new lms-based on-line SI procedure, using an additional random noise and global quantities available in an experiment, is described and tested successfully in our numerical simulation. Finally, an efficient method to overcome the IIR instability is implemented, and our controller proves successful at reducing the pressure oscillations both under varying operating conditions and in the presence of a background noise.
A computationally simple algorithm is devised for unbiased autoregressive (AR) modelling in the presence of white noise, assuming that the power ratio of the AR driving source and the measurement noise is known. Conve...
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A computationally simple algorithm is devised for unbiased autoregressive (AR) modelling in the presence of white noise, assuming that the power ratio of the AR driving source and the measurement noise is known. Convergence analysis of the proposed method is included and simulation results are presented to validate the theoretical derivations as M ell as to evaluate its estimation performance.
Sparsity property has long been exploited to improve the performance of least mean square (lms) based identification of sparse systems, in the form of l0-norm or l1-norm constraint. However, there is a lack of theoret...
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Sparsity property has long been exploited to improve the performance of least mean square (lms) based identification of sparse systems, in the form of l0-norm or l1-norm constraint. However, there is a lack of theoretical investigations regarding the optimum norm constraint for specific system with different sparsity. This paper presents an approach by seeking the tradeoff between the sparsity exploitation effect of norm constraint and the estimation bias it produces, from which a novel algorithm is derived to modify the cost function of classic lms algorithm with a non-uniform norm (p-norm like) penalty. This modification is equivalent to impose a sequence of l0-norm or l1-norm zero attraction elements on the iteration according to the relative value of each filter coefficient among all the entries. The superiorities of the proposed method including improved convergence rate as well as better tolerance upon different sparsity are demonstrated by numerical simulations.
The recently proposed low-complexity reduction-by-composition least-mean-square (lms) algorithm (RClms) costs only half multiplications compared to that of the conventional direct-form lms algorithm (Dlms), This work ...
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The recently proposed low-complexity reduction-by-composition least-mean-square (lms) algorithm (RClms) costs only half multiplications compared to that of the conventional direct-form lms algorithm (Dlms), This work intends to characterize its properties and conditions for mean and mean-square convergence. Closed-form mean-square error (MSE) as a function of the lms step-size mu and an extra compensation step-size alpha are derived, which are slightly larger than that of the Dlms algorithm. It is shown, when mu is small enough and alpha is properly chosen, the RClms algorithm has comparable performance to that of the Dlms algorithm. Simple working rules and ranges for alpha and mu to make such comparability are provided. For the algorithm to converge, a tight hound for alpha is also derived. The derived properties and conditions are verified by simulations.
The feature least-mean-square (F-lms) algorithm has already been introduced to exploit hidden sparsity in lowpass and highpass systems. In this paper, by proposing the extended F-lms (EF-lms) algorithm, we boosted the...
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The feature least-mean-square (F-lms) algorithm has already been introduced to exploit hidden sparsity in lowpass and highpass systems. In this paper, by proposing the extended F-lms (EF-lms) algorithm, we boosted the F-lms algorithm to exploit hidden sparsity in more general systems, thosewhich are neither lowpass nor highpass. To this end, by means of the so-called feature matrix, we reveal the hidden sparsity in coefficients and utilize the l(1)-norm to exploit the exposed sparsity. As a result, the EF-lms algorithm will improve the convergence rate and the steady-state mean-squared error (MSE) as compared to the traditional least-mean-square algorithm. Moreover, in thiswork, we analyze the convergence behavior of the coefficient vector and the steady-state MSE performance of the EF-lms algorithm. Through synthetic and real-world experiments, it has been seen that the EF-lms algorithm can improve the convergence rate and the steady-state MSE whenever the hidden sparsity is revealed.
In this paper, a two step-size lms algorithm, called dual lms (Dlms) algorithm, is proposed for adaptive FIR filtering. The new algorithm operates as if two lms algorithms are working in cooperation, where the transit...
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In this paper, a two step-size lms algorithm, called dual lms (Dlms) algorithm, is proposed for adaptive FIR filtering. The new algorithm operates as if two lms algorithms are working in cooperation, where the transition threshold between the two lms algorithms and their step sizes are optimally chosen to yield the most rapid convergence under an initial and desired mean-square error. Over the range of interest in practical applications, it is shown via analysis and numerical evaluation that the worst-case initial mean-square error can be used to estimate the optimum switching instant from the first lms algorithm to the second one. As compared to the original lms algorithm, the Dlms algorithm gains a great improvement in convergence performance with little increase in hardware complexity. Computer simulation is employed to show the effectiveness of the algorithm.
Subband adaptive filtering with an lms-type algorithm has been considered as a possible alternative to the conventional fullband adaptive filtering. However, its convergence behavior has not yet been sufficiently anal...
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Subband adaptive filtering with an lms-type algorithm has been considered as a possible alternative to the conventional fullband adaptive filtering. However, its convergence behavior has not yet been sufficiently analyzed. In this paper, an approximate expression for the convergence behavior of the cancellation error of the critically sampled subband adaptive digital filters (ADF) is presented. It is represented in the frequency domain and enables us to infer whether the subband ADF is efficient in terms of convergence speed. Computer simulations are presented to see the validity of the expression. (C) 2001 Elsevier Science B.V. All rights reserved.
This paper studies the stochastic behavior of the lms algorithm for a system identification framework when the input signal is a cyclostationary colored Gaussian process. The unknown system is modeled by the standard ...
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This paper studies the stochastic behavior of the lms algorithm for a system identification framework when the input signal is a cyclostationary colored Gaussian process. The unknown system is modeled by the standard random walk model. Well-known results for the lms algorithm are extended to the cyclostationary case and used for predicting the mean-square weight deviation (MSD) and excess meansquare error (EMSE) behavior of the algorithm. Monte Carlo simulations provide strong support for the theory. (C) 2019 Elsevier B.V. All rights reserved.
In all books and papers on adaptive filtering, the input autocorrelation matrix R-xx is always considered positive definite and hence the theoretical Wiener-Hopf normal equations (R(xx)h = r(xd)) have a unique solutio...
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In all books and papers on adaptive filtering, the input autocorrelation matrix R-xx is always considered positive definite and hence the theoretical Wiener-Hopf normal equations (R(xx)h = r(xd)) have a unique solution h = h(opt) ("there is only a single global optimum", [B. Widrow, S. Stearns, Adaptive Signal Processing, Prentice-Hall, 1985, p. 21]) due to the invertibility of R-xx (i.e., it is full-rank). But what if R-xx is positive semi-definite and not full-rank? In this case the Wiener-Hopf normal equations are still consistent but with an infinite number of possible solutions. Now it is well known that the filter coefficients of the least mean square (lms), stochastic gradient algorithm, converge (in the mean) to the unique Wiener-Hopf solution (h(opt)) when R-xx is full-rank. In this paper, we will show that even when R-xx is not full-rank it is still possible to predict the (convergence) behaviour of the lms algorithm based upon knowledge of R-xx, r(xd) and the initial conditions of the filter coefficients. (C) 2009 Elsevier B.V. All rights reserved.
This paper presents an analysis of lms-driven adaptive filters based on stochastic stability theory. Previous work in this area is critically reviewed, and the nature of convergence of sequences of random variables an...
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This paper presents an analysis of lms-driven adaptive filters based on stochastic stability theory. Previous work in this area is critically reviewed, and the nature of convergence of sequences of random variables and of stochastic stability are discussed. In applying a theorem of Kushner to the lms adaptive filter, it is found that the system is initially exponentially stable with the excess mean square error tending to zero. However, eventually a point in the convergence process is reached beyond which further convergence cannot be guaranteed. With the system in a state of dynamic equilibrium, an expression is derived for an upper bound to the residual mean square error. The compromise involved in balancing the conflicting requirements of fast rate of convergence and low steady-state residual error is examined and the effect of inadequate filter length is considered. The theoretical assertions are supported by a set of computer simulation experiments. Dargestellt wird die Analyse eines adaptiven Filters, das nach dem Kriterium kleinster Fehlerleistung gesteuert wird, auf der Basis einer stochastichen Stabilitäts-Beschreibung. Ältere Arbeiten hierzu werden kritisch beleuchtet, und die Art der Konvergenz stochastischer Folgen und der stochastischen Stabilität werden diskutiert. Wenn man ein Theorem von Kushner auf das Filter anwendet, so läßt sich zeigen, daß das System zunächst ‘exponentiell stabil’ ist und daß der quadratische Fehler gegen Null strebt. Schließlich wird jedoch ein Punkt des Konvergenzvorgangs erreicht, nach dem eine weitere Konvergenz nicht garantiert werden kann: Das System befindet sich im Zustand eines dynamischen Gleichgewichts. Hier läßt sich eine obere Schranke für den verbleibenden quadratischen Fehler herleiten. Zwischen den widersprüchlichen Anforderungen einer raschen Konvergenz und eines kleinen Fehlers im eingeschwungenen Zustand ist ein Kompromiß zu treffen; es wird untersucht, und die Auswirkung eines nicht angepaßten Filters wird be
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