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[Keyword] least-squares algorithm(5hit)

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  • Adaptive Line Enhancers on the Basis of Least-Squares Algorithm for a Single Sinusoid Detection

    Koji MATSUURA  Eiji WATANABE  Akinori NISHIHARA  

     
    PAPER

      Vol:
    E82-A No:8
      Page(s):
    1536-1543

    This paper proposes adaptive line enhancers with new coefficient update algorithms on the basis of least-square-error criteria. Adaptive algorithms by least-squares are known to converge faster than stochastic-gradient ones. However they have high computational complexity due to matrix inversion. To avoid matrix inversion the proposed algorithms adapt only one coefficient to detect one sinusoid. Both FIR and IIR types of adaptive algorithm are presented, and the techniques to reduce the influence of additive noise is described in this paper. The proposed adaptive line enhancers have simple structures and show excellent convergence characteristics. While the convergence of gradient-based algorithms largely depend on their stepsize parameters, the proposed ones are free from them.

  • A Clustering-Based Method for Fuzzy Modeling

    Ching-Chang WONG  Chia-Chong CHEN  

     
    PAPER-Image Processing,Computer Graphics and Pattern Recognition

      Vol:
    E82-D No:6
      Page(s):
    1058-1065

    In this paper, a clustering-based method is proposed for automatically constructing a multi-input Takagi-Sugeno (TS) fuzzy model where only the input-output data of the identified system are available. The TS fuzzy model is automatically generated by the process of structure identification and parameter identification. In the structure identification step, a clustering method is proposed to provide a systematic procedure to partition the input space so that the number of fuzzy rules and the shapes of fuzzy sets in the premise part are determined from the given input-output data. In the parameter identification step, the recursive least-squares algorithm is applied to choose the parameter values in the consequent part from the given input-output data. Finally, two examples are used to illustrate the effectiveness of the proposed method.

  • Multi-Band Decomposition of the Linear Prediction Error Applied to Adaptive AR Spectral Estimation

    Fernando Gil V. RESENDE Jr.  Keiichi TOKUDA  Mineo KANEKO  Akinori NISHIHARA  

     
    PAPER-Digital Signal Processing

      Vol:
    E80-A No:2
      Page(s):
    365-376

    A new structure for adaptive AR spectral estimation based on multi-band decomposition of the linear prediction error is introduced and the mathematical background for the soulution of the related adaptive filtering problem is derived. The presented structure gives rise to AR spectral estimates that represent the true underlying spectrum with better fidelity than conventional LS methods by allowing an arbitrary trade-off between variance of spectral estimates and tracking ability of the estimator along the frequency spectrum. The linear prediction error is decomposed through a filter bank and components of each band are analyzed by different window lengths, allowing long windows to track slowly varying signals and short windows to observe fastly varying components. The correlation matrix of the input signal is shown to satisfy both time-update and order-update properties for rectangular windowing functions, and an RLS algorithm based on each property is presented. Adaptive forward and backward relations are used to derive a mathematical framework that serves as a basis for the design of fast RLS alogorithms. Also, computer experiments comparing the performance of conventional and the proposed multi-band methods are depicted and discussed.

  • Adaptive AR Spectral Estimation Based on Wavelet Decomposition of the Linear Prediction Error

    Fernando Gil V. RESENDE Jr.  Keiichi TOKUDA  Mineo KANEKO  

     
    PAPER-Digital Signal Processing

      Vol:
    E79-A No:5
      Page(s):
    665-673

    A new adaptive AR spectral estimation method is proposed. While conventional least-squares methods use a single windowing function to analyze the linear prediction error, the proposed method uses a different window for each frequency band of the linear prediction error to define a cost function to be meinemized. With this approach, since time and frequency resolutions can be traded off throughout the frequency spectrum, an improvement on the precision of the estimates is achieved. In this paper, a wavelet-like time-frequency resolution grid is used so that low-frequency components of the linear prediction error are analyzed through long windows and high-frequency components are analyzed through short ones. To solve the optimization problem for the new cost function, special properties of the correlation matrix are used to derive an RLS algorithm on the order of M2, where M is the number of parameters of the AR model. Computer simulations comparing the performance of conventional RLS and the proposed methods are shown. In particular, it can be observed that the wavelet-based spectral estimation method gives fine frequency resolution at low frequencies and sharp time resolution at high frequencies, while with conventional methods it is possible to obtain only one of these characteristics.

  • Estimation of ARMAX Systems and Strictly Positive Real Condition

    Jianming LU  Takashi YAHAGI  Jianting CAO  

     
    LETTER-Digital Signal Processing

      Vol:
    E78-A No:5
      Page(s):
    641-643

    This letter presents new estimation algorithm of ARMAX systems which do not always satisfy the strictly positive real (SPR) condition. We show how estimated parameters can converge to their true values based on the overparameterized system. Finally, the results of computer simulation are presented to illustrate the effectiveness of the proposed method.