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DESIGN OF IIR DIGITAL-FILTERS WITH ARBITRARY LOG MAGNITUDE FUNCTION BY WLS TECHNIQUES

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING 1990年第2期38卷 247-252页

作者： KOBAYASHI, T IMAI, S Research Laboratory of Precision Machinery and Electronics Tokyo Institute of Technology Yokohama Japan

The authors propose a technique for designing IIR (infinite impulse response) digital filters to have an arbitrary log magnitude frequency response. The technique is based on an iterative weighted least-squares (WLS) approach in the frequency domain. A weight updating procedure is introduced to obtain a nearly optimal approximation to the given log magnitude function in the least-squares sense. The weighting function is updated using the results of the previous iteration in such a way that the weighted error approximates the log magnitude error. Filter coefficients at each iteration are efficiently computed using a fast recursive algorithm for a set of linear equations derived from the WLS problem. Several design examples demonstrate the rapid convergence of the design algorithm. The algorithm is extended to equiripple approximation by means of a minor modification of the weight updating procedure.

关键词： WEIGHTING FUNCTIONS IIR digital filter recursive algorithms Linear equation Design Algorithm WLS gene optimal approximation weighted error Arbitrary iterative methods

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OPTIMAL SUBBLOCK-BY-SUBBLOCK DETECTION

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IEEE TRANSACTIONS ON COMMUNICATIONS 1995年第2-4期43卷 714-717页

作者： HOEHER, P Institute for Communications Technology German AeroSpace Research Establishment (DLR) Oberpfaffenhofen Germany

We propose a recursive algorithm to compute the joint maximum a-posteriori (MAP) probability of a subblock of N consecutive symbols (i.e., a sliding window of length N) of a finite-state discrete-time Markov process of length K greater than or equal to N observed in white noise given the whole block is received. This ''optimal subblock-by-subblock detector'' (OBBD, ''vector MAP'') is a generalization of the ''optimal symbol-by-symbol detector'' (OSSD, ''symbol-by-symbol MAP''), which is obtained for N = 1. The new algorithm improves applications with outer stage processing. This is indicated by investigating the average mutual information of a convolutional coding system. An example shows that the gain (in terms of average mutual information) by using joint probabilities could even exceed the gain by delivering soft OSSD outputs instead of hard outputs.

关键词： sliding windows Signs and symbols Finite Generalization recursive algorithms Maximum a posteriori estimation white noise convolutional coding Joint Probability sub-block Gain Markov chain

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HYBRID ALGORITHM FOR THE COMPUTATION OF THE MATRIX POLYNOMIAL I+A+CENTER-DOT-CENTER-DOT-CENTER-DOT+A(N-1)

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IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-FUNDAMENTAL THEORY AND APPLICATIONS 1995年第7期42卷 377-380页

作者： DIMITROV, V COOKLEV, T TOKYO INST TECHNOL DEPT PHYS ELECTRTOKYO 152JAPAN

In this brief, a new method for computing the matrix polynomial is proposed. The comparison demonstrates that this is the most efficient technique at the moment, Furthermore we argue that the approach is optimal in the framework of the discussed algorithms. The algorithm is recursive and it can be viewed as resulting from a new number system.

关键词： computational complexity matrix multiplication polynomial matrices hybrid algorithm matrix polynomial number system recursive algorithm recursive algorithms AN 1 counting system algorithms complexity classes Polynomial matrices Matrix multiplication

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On the convergence of linear stochastic approximation procedures

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IEEE TRANSACTIONS ON INFORMATION THEORY 1996年第4期42卷 1305-1309页

作者： Kouritzin, MA Institute for Mathematics and Its Applications University of Minnesota Minneapolis MN USA

Many stochastic approximation procedures result in a stochastic algorithm of the form (1) h(k+1) = h(k) + 1/k (b(k) - A(k)h(k)), for all k = 1, 2, 3,.... Here, {b(k), k = 1, 2, 3,...} is a R(d)-valued process, {A(k), k = 1, 2, 3,...} is a symmetric, positive semidefinite Re-dxd-valued process, and {h(k), k = 1, 2, 3,...} is a sequence of stochastic estimates which hopefully converges to (2) h corresponds to [(N - infinity)lim 1/N (k = 1)Sigma(N) EA(k)](-1).{(N --> infinity)lim 1/N (k = 1)Sigma(N) Eb(k)} (assuming everything here Is well defined). In this correspondence, we give an elementary proof which relates the almost sure convergence of {h(k), k = 1, 2, 3,...} to strong laws of large numbers for {b(k), k = 1, 2, 3,...} and {A(k), k = 1, 2, 3,...}.

关键词： almost sure convergence stochastic approximation adaptive filtering recursive algorithms dependent random variables Robbins-Monro process

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ON DEVELOPMENTAL SYSTEMS - MULTILEVEL AND PARALLEL DEVELOPMENT

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AUTOMATICA 1994年第11期30卷 1757-1760页

作者： GILLE, JC WEGRZYN, S VIDAL, P POLISH ACAD SCI INST THEORET & APPL COMP SCIPL-44100 GLIWICEPOLAND UNIV SCI & TECH LILLE FLANDRES ARTOIS CTR AUTOMATF-59655 VILLENEUVE DASCQFRANCE

A model for developmental systems consisting of elements subjected to operations grouped in a generating word was described in two previous Automatica articles. In this paper operating systems with multilevel and para... 详细信息

关键词： SYSTEM THEORY DISCRETE-TIME SYSTEMS recursive algorithms

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Reliability Assessment of Lifeline Systems with Radial Topology

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COMPUTER-AIDED CIVIL AND INFRASTRUCTURE ENGINEERING 2011年第2期26卷 111-128页

作者： Duenas-Osorio, Leonardo Rojo, Javier Rice Univ Dept Civil & Environm Engn Houston TX 77251 USA Rice Univ Dept Stat Houston TX USA

The increased susceptibility of lifeline systems to failure due to aging and external hazards requires efficient methods to quantify their reliability and related uncertainty. Monte Carlo simulation techniques for network-level reliability and uncertainty assessment usually require large computational experiments. Also, available analytical approaches apply mainly to simple network topologies, and are limited to providing average values, low order moments, or confidence bounds of reliability metrics. This study introduces a closed form technique to obtain the entire probability distribution of a reliability metric of customer service availability (CSA) for generic radial lifeline systems. A special case of this general formulation reduces to a simple sum of products equation, for which a recursive algorithm that exploits its structure is presented. This special-case algorithm computes the probability mass function (PMF) of CSA for systems with M elements in operations, relative to conventional operations, and opens the possibility of finding recursive algorithms for the general radial case. Parametric models that approximate the CSA metric are also explored and their errors quantified. The proposed radial topology reliability assessment tools and resulting probability distributions provide infrastructure owners with critical insights for informed operation and maintenance decision making under uncertainty.

关键词： topology reliability evaluation recursive algorithms Radial Probability distribution Surgery Forming techniques

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Screw and Lie group theory in multibody kinematics Motion representation and recursive kinematics of tree-topology systems

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MULTIBODY SYSTEM DYNAMICS 2018年第1期43卷 37-70页

作者： Mueller, Andreas Johannes Kepler Univ Linz Inst Robot Altenberger Str 69 A-4040 Linz Austria

After three decades of computational multibody system (MBS) dynamics, current research is centered at the development of compact and user-friendly yet computationally efficient formulations for the analysis of complex MBS. The key to this is a holistic geometric approach to the kinematics modeling observing that the general motion of rigid bodies and the relative motion due to technical joints are screw motions. Moreover, screw theory provides the geometric setting and Lie group theory the analytic foundation for an intuitive and compact MBS modeling. The inherent frame invariance of this modeling approach gives rise to very efficient recursive algorithms, for which the so-called "spatial operator algebra" is one example, and allows for use of readily available geometric data. In this paper, three variants for describing the configuration of tree-topology MBS in terms of relative coordinates, that is, joint variables, are presented: the standard formulation using body-fixed joint frames, a formulation without joint frames, and a formulation without either joint or body-fixed reference frames. This allows for describing the MBS kinematics without introducing joint reference frames and therewith rendering the use of restrictive modeling convention, such as Denavit-Hartenberg parameters, redundant. Four different definitions of twists are recalled, and the corresponding recursive expressions are derived. The corresponding Jacobians and their factorization are derived. The aim of this paper is to motivate the use of Lie group modeling and to provide a review of different formulations for the kinematics of tree-topology MBS in terms of relative (joint) coordinates from the unifying perspective of screw and Lie group theory.

关键词： Rigid bodies Multibody systems Kinematics Relative coordinates recursive algorithms Screws Lie groups Frame invariance

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Numerical experience with a recursive trust-region method for multilevel nonlinear bound-constrained optimization

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OPTIMIZATION METHODS & SOFTWARE 2010年第3期25卷 359-386页

作者： Gratton, Serge Mouffe, Melodie Sartenaer, Annick Toint, Philippe L. Tomanos, Dimitri CERFACS F-31057 Toulouse France Univ Namur Dept Math B-5000 Namur Belgium

We consider an implementation of the recursive multilevel trust-region algorithm proposed by Gratton et al. (A recursive trust-region method in infinity norm for bound-constrained nonlinear optimization, IMA J. Numer. Anal. 28(4) (2008), pp. 827-861) for bound-constrained nonlinear problems, and provide numerical experience on multilevel test problems. A suitable choice of the algorithm's parameters is identified on these problems, yielding a satisfactory compromise between reliability and efficiency. The resulting default algorithm is then compared with alternative optimization techniques such as mesh refinement and direct solution of the fine-level problem. It is also shown that its behaviour is similar to that of multigrid algorithms for linear systems.

关键词： nonlinear optimization bound-constrained problems multilevel problems simplified models recursive algorithms numerical performance

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Joint identification of plant rational models and noise distribution functions using binary-valued observations

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AUTOMATICA 2006年第4期42卷 535-547页

作者： Wang, LY Yin, GG Zhang, JF Wayne State Univ Dept Elect & Comp Engn Detroit MI 48202 USA Wayne State Univ Dept Math Detroit MI 48202 USA Chinese Acad Sci LSC Acad Math & Syst Sci Beijing 100864 Peoples R China

System identification of plants with binary-valued output observations is of importance in understanding modeling capability and limitations for systems with limited sensor information, establishing relationships between communication resource limitations and identification complexity, and studying sensor networks. This paper resolves two issues arising in such system identification problems. First, regression structures for identifying a rational model contain non-smooth nonlinearities, leading to a difficult nonlinear filtering problem. By introducing a two-step identification procedure that employs periodic signals, empirical measures, and identifiability features, rational models can be identified without resorting to complicated nonlinear searching algorithms. Second, by formulating a joint identification problem, we are able to accommodate scenarios in which noise distribution functions are unknown. Convergence of parameter estimates is established. recursive algorithms for joint identification and their key properties are further developed. (c) 2006 Elsevier Ltd. All rights reserved.

关键词： system identification estimation binary-valued observations identifiability parameter convergence recursive algorithms

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Digital TV video format conversion by extendible inverse DCT and its recursive algorithm for VLSI implementation

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IEEE TRANSACTIONS ON CONSUMER ELECTRONICS 1998年第2期44卷 240-245页

作者： Hsu, YF Chen, YC Natl Tsing Hua Univ Dept Elect Engn Hsinchu 30043 Taiwan

In this paper, video format conversion among digital TV systems using new extendible inverse DCT is developed. Based on the conventional inverse DCT, an extendible inverse DCT equation is given to provide rational ratio of interpolation. The proposed extendible inverse DCT is backward compatible to the conventional IDCT which is widely used in digital video compression standards such as MPEG. Experimental results demonstrate the preserving of edge sharpness and continuity at image interpolation. A recursive algorithm with arbitrary length for the extendible inverse DCT is also proposed. The algorithm is particularly suitable for VLSI implementation using array processing.

关键词： Inverse recursive algorithms discrete cosine transforms image interpolation Digital television EXPANDABLE Array processing format conversion backward compatible

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