The system identification and generalized predictive control of a class of multiple input multiple output models are studied. The generalized predictive control problem with unknown parameters is first addressed by fi...
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The system identification and generalized predictive control of a class of multiple input multiple output models are studied. The generalized predictive control problem with unknown parameters is first addressed by finding a control sequence for control performance as a goal. Then, the unknown parameters of the models are estimated by a new stochastic gradient algorithm providing high estimation accuracy. Third, the generalized predictive control problem is formulated to a quadratic programming problem with linear inequality constraints. Finally, the constrained quadratic programming problem is solved through a generalized projection neural network with simple structure and small number of neurons, while previous projection neural networks have complex structure and require more neurons. Numerical simulations are provided to reinforce our theoretical results.
This work addresses parameter estimation of a class of neural systems with limit cycles. An identification model is formulated based on the discretized neural model. To estimate the parameter vector in the identificat...
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This work addresses parameter estimation of a class of neural systems with limit cycles. An identification model is formulated based on the discretized neural model. To estimate the parameter vector in the identification model, the recursive least-squares and stochastic gradient algorithms including their multi-innovation versions by introducing an innovation vector are proposed. The simulation results of the FitzHugh-Nagumo model indicate that the proposed algorithms perform according to the expected effectiveness.
The performance analysis of the recursive algorithms for the multivariate systems with an autoregressive moving average noise process is still open. This paper analyzes the convergence of two recursive identification ...
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The performance analysis of the recursive algorithms for the multivariate systems with an autoregressive moving average noise process is still open. This paper analyzes the convergence of two recursive identification algorithms, the multivariate recursive generalized extended least squares algorithm and the multivariate generalized extended stochastic gradient algorithm, for pseudo-linear multivariate systems and proves that the parameter estimation errors consistently converge to zero under persistent excitation conditions. The simulation results show that the proposed algorithms work well. Copyright (C) 2015 JohnWiley & Sons, Ltd.
The least mean square methods include two typical parameter estimation algorithms, which are the projection algorithm and the stochastic gradient algorithm, the former is sensitive to noise and the latter is not capab...
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The least mean square methods include two typical parameter estimation algorithms, which are the projection algorithm and the stochastic gradient algorithm, the former is sensitive to noise and the latter is not capable of tracking the time-varying parameters. On the basis of these two typical algorithms, this study presents a generalised projection identification algorithm (or a finite data window stochasticgradient identification algorithm) for time-varying systems and studies its convergence by using the stochastic process theory. The analysis indicates that the generalised projection algorithm can track the time-varying parameters and requires less computational effort compared with the forgetting factor recursive least squares algorithm. The way of choosing the data window length is stated so that the minimum parameter estimation error upper bound can be obtained. The numerical examples are provided.
In this paper, we propose a novel stochastic gradient algorithm for efficient adaptive filtering. The basic idea is to sparsity the initial error vector and maximize the benefits from the sparsification under computat...
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In this paper, we propose a novel stochastic gradient algorithm for efficient adaptive filtering. The basic idea is to sparsity the initial error vector and maximize the benefits from the sparsification under computational constraints. To this end, we formulate the task of algorithm-design as a constrained optimization problem and derive its (non-trivial) closed-form solution. The computational constraints, are formed by focusing on the fact that the energy of the sparsified error vector concentrates at the first few components. The numerical examples demonstrate that the proposed algorithm achieves the convergence as fast as the computationally expensive method based on the optimization without the computational constraints.
In this paper, we propose a class of methods for compensating for the Doppler distortions of the underwater acoustic channel for differentially coherent detection of orthogonal frequency-division multiplexing (OFDM) s...
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In this paper, we propose a class of methods for compensating for the Doppler distortions of the underwater acoustic channel for differentially coherent detection of orthogonal frequency-division multiplexing (OFDM) signals. These methods are based on multiple fast Fourier transform (FFT) demodulation, and are implemented as partial (P), shaped (S), fractional (F), and Taylor (T) series expansion FFT demodulation. They replace the conventional FFT demodulation with a few FFTs and a combiner. The input to each FFT is a specific transformation of the input signal, and the combiner performs weighted summation of the FFT outputs. The four methods differ in the choice of the pre-FFT transformation (P, S, F, T), while the rest of the receiver remains identical across these methods. We design an adaptive algorithm of stochasticgradient type to learn the combiner weights for differentially coherent detection. The algorithm is cast into the multichannel framework to take advantage of spatial diversity. The receiver is also equipped with an improved synchronization technique for estimating the dominant Doppler shift and resampling the signal before demodulation. An additional technique of carrier sliding is introduced to aid in the post-FFT combining process when residual Doppler shift is nonnegligible. Synthetic data, as well as experimental data from a recent mobile acoustic communication experiment (few kilometers in shallow water, 10.5-15.5-kHz band) are used to demonstrate the performance of the proposed methods, showing significant improvement over conventional detection techniques with or without intercarrier interference equalization (5-7 dB on average over multiple hours), as well as improved bandwidth efficiency [ability to support up to 2048 quadrature phase-shift keying (QPSK) modulated carriers].
Adaptive power allocation (PA) algorithms with different criteria for a cooperative multiple-input multiple-output network equipped with distributed space-time coding are proposed and evaluated. Joint constrained opti...
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Adaptive power allocation (PA) algorithms with different criteria for a cooperative multiple-input multiple-output network equipped with distributed space-time coding are proposed and evaluated. Joint constrained optimisation algorithms to determine the PA parameters and the receive filter are proposed for each transmitted symbol in each link, as well as the channel coefficients matrix. Linear receive filter and maximum-likelihood detection are considered with amplify-and-forward and decode-and-forward cooperation strategies. In these proposed algorithms, the elements in the PA matrices are optimised at the destination node and then transmitted back to the relay nodes via a feedback channel. The effects of the feedback errors are considered. Linear minimum mean square error expressions and the PA matrices depend on each other and are updated iteratively. stochastic gradient algorithms are developed with reduced computational complexity. Simulation results show that the proposed algorithms obtain significant performance gains as compared with existing PA schemes.
This paper is concerned with the iteration identification algorithm for Hammerstein model with complex-valued input for the fact that the existing algorithms are not valid for complex input. Based on the stochastic gr...
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ISBN:
(纸本)9781510804166
This paper is concerned with the iteration identification algorithm for Hammerstein model with complex-valued input for the fact that the existing algorithms are not valid for complex input. Based on the stochastic gradient algorithm, the extended stochastic gradient algorithm is proposed by defining new cost function for complex input. The extended hierarchical multi-innovation stochastic gradient algorithm is proposed by introducing multi-innovation identification theory and hierarchical principle to the extended stochastic gradient algorithm. Experimental simulations show that the extended hierarchical multi-innovation stochastic gradient algorithm has better performance than the extended stochastic gradient algorithm at the expense of computational complexity.
To improve performance of nonlinear adaptive filter based on radius basis function (RBF) networks, a generalized combination scheme is proposed for nonlinear dynamic system identification in this paper. The nonlinear ...
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To improve performance of nonlinear adaptive filter based on radius basis function (RBF) networks, a generalized combination scheme is proposed for nonlinear dynamic system identification in this paper. The nonlinear filter proposed is constructed by the convex combination of multiple RBF networks (MCRBF). Its adaptive algorithm with different step sizes is derived by the gradient descent rule, and can overcome the contradiction between convergence speed and precision of the stochasticgradient (SG) algorithm for RBF networks, which is imposed by the selection of a fixed value for the adaption step. Computer simulations demonstrate that the performance of the nonlinear filter proposed is superior to the RBF for nonlinear dynamic system identification in terms of convergence speed, steady state error and tracking capability. Crown Copyright (C) 2012 Published by Elsevier Ltd. All rights reserved.
Motivated by the work of Erdogmus and Principe, we use the error (h, phi)-entropy as the supervised adaptation criterion. Several properties of the (h, phi)-entropy criterion and the connections with traditional error...
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Motivated by the work of Erdogmus and Principe, we use the error (h, phi)-entropy as the supervised adaptation criterion. Several properties of the (h, phi)-entropy criterion and the connections with traditional error criteria are investigated. By a kernel estimate approach, we obtain the nonparametric estimator of the instantaneous (h, phi)-entropy. Then, we develop the general stochastic information gradientalgorithm, and derive the approximate upper bound for the step size in the adaptive linear neuron training. Moreover, the (h, phi) pair are optimized to improve the performance of the proposed algorithm. For the finite impulse response identification with white Gaussian input and noise, the exact optimum phi function is derived. Finally, simulation experiments verify the results and demonstrate the noticeable performance improvement that may be achieved by the optimum (h, phi)-entropy criterion.
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