• Title/Summary/Keyword: Unbiased Constraint

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UNBIASED ADAPTIVE DECISION FEEDBACK EQUALIZATION

  • Shin, Hyun-Chool;Song, Woo-Jin
    • Proceedings of the IEEK Conference
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    • 2000.09a
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    • pp.65-68
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    • 2000
  • It is well-known that the decision rule in the mini-mum mean-squares-error decision feedback equalizer(MMSE-DFE) is biased, and therefore suboptimum with respect to error probability. We present a new family of algorithms that solve the bias problem in the adaptive DFE. A novel constraint, called the constant-norm con-straint, is introduced unifying the quadratic constraint and the monic one. A new cost function based on the constant-norm constraint and Lagrange multiplier is defined. Minimizing the cost function gives birth to a new family of unbiased adaptive DFE. The simula-tion results demonstrate that the proposed method in-deed produce unbiased solution in the presence of noise while keeping very simple both in computation and im-plementation.

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[ $H_2/H_{\infty}$ ] FIR Filters for Discrete-time State Space Models

  • Lee Young-Sam;Han Soo-Hee;Kwon Wook-Hyun
    • International Journal of Control, Automation, and Systems
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    • v.4 no.5
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    • pp.645-652
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    • 2006
  • In this paper a new type of filter, called the $H_2/H_{\infty}$ FIR filter, is proposed for discrete-time state space signal models. The proposed filter requires linearity, unbiased property, FIR structure, and independence of the initial state information in addition to the performance criteria in both $H_2$ and $H_{infty}$ sense. It is shown that $H_2,\;H_{\infty}$, and $H_2/H_{\infty}$ FIR filter design problems can be converted into convex programming problems via linear matrix inequalities (LMIs) with a linear equality constraint. Simulation studies illustrate that the proposed FIR filter is more robust against temporary uncertainties and has faster convergence than the conventional IIR filters.

An Optimal Fixed-lag FIR Smoother for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 고정 시간 지연 FIR 평활기)

  • Kwon, Bo-Kyu;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.20 no.1
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    • pp.1-5
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    • 2014
  • In this paper, we propose an optimal fixed-lag FIR (Finite-Impulse-Response) smoother for a class of discrete time-varying state-space signal models. The proposed fixed-lag FIR smoother is linear with respect to inputs and outputs on the recent finite horizon and estimates the delayed state so that the variance of the estimation error is minimized with the unbiased constraint. Since the proposed smoother is derived with system inputs, it can be adapted to feedback control system. Additionally, the proposed smoother can give more general solution than the optimal FIR filter, because it reduced to the optimal FIR filter by setting the fixed-lag size as zero. A numerical example is presented to illustrate the performance of the proposed smoother by comparing with an optimal FIR filter and a conventional fixed-lag Kalman smoother.

Design of a Mixed $H_2/H_{\infty}$ Filter Using Convex Optimization (컨벡스 최적화를 이용한 혼합 $H_2/H_{\infty}$ 필터의 설계)

  • Jin, Seung-Hee;Ra, Won-Sang;Yoon, Tae-Sung;Park, Jin-Bae;Choi, Yoon-Ho
    • Proceedings of the KIEE Conference
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    • 1998.07b
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    • pp.750-753
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    • 1998
  • This paper gives a simple parameterization of all stable unbiased filters to solve the suboptimal mixed $H_2/H_{\infty}$ filtering problem. Using the central filter, mixed $H_2/H_{\infty}$ filter is designed which minimizes the upper bound for the $H_2$ norm of the transfer matrix from a white noise to the estimation error subject to an $H_{\infty}$ norm constraint on the transfer matrix from an energy-bounded noise to the estimation error. The problem of finding suitable estimator gain can be converted into a convex optimization problem involving linear matrix inequalities.

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Minimax Filter for Continuous-Time State Space Models (연속형 상태 방정식에 대한 최소최대 필터)

  • Kwon, Wook-Hyun;Han, Soo-Hee
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.1976-1978
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    • 2001
  • In this paper, a new robust deadbeat minimax FIR filter (DMFF) is proposed for continuous-time state space signal models. Linearity, deadbeat property, FIR structure, and independence of the initial state information will be required in advance, in addition to a performance index of the worst case gain between the disturbance and the current estimation error. The proposed DMFF is obtained by directly minimizing a performance index with the deadbeat constraint. The proposed DMFF is represented first in a standard FIR form and then in an iterative form. The DMFF will be shown to be used also for the IIR structure. It is shown that the DMFF is similar in form to the existing receding horizon unbiased FIR filter (RHUFF) with some noise covariances. The former is a deterministic filter, while the latter is a stochastic filter.

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A Study on Bias Effect on Model Selection Criteria in Graphical Lasso

  • Choi, Young-Geun;Jeong, Seyoung;Yu, Donghyeon
    • Quantitative Bio-Science
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    • v.37 no.2
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    • pp.133-141
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    • 2018
  • Graphical lasso is one of the most popular methods to estimate a sparse precision matrix, which is an inverse of a covariance matrix. The objective function of graphical lasso imposes an ${\ell}_1$-penalty on the (vectorized) precision matrix, where a tuning parameter controls the strength of the penalization. The selection of the tuning parameter is practically and theoretically important since the performance of the estimation depends on an appropriate choice of tuning parameter. While information criteria (e.g. AIC, BIC, or extended BIC) have been widely used, they require an asymptotically unbiased estimator to select optimal tuning parameter. Thus, the biasedness of the ${\ell}_1$-regularized estimate in the graphical lasso may lead to a suboptimal tuning. In this paper, we propose a two-staged bias-correction procedure for the graphical lasso, where the first stage runs the usual graphical lasso and the second stage reruns the procedure with an additional constraint that zero estimates at the first stage remain zero. Our simulation and real data example show that the proposed bias correction improved on both edge recovery and estimation error compared to the single-staged graphical lasso.

PROPERTIES OF DUST IN VARIOUS ENVIRONMENTS OF NEARBY GALAXIES

  • Kaneda, Hidehiro;Kokusho, Takuma;Yamada, Rika;Ishihara, Daisuke;Oyabu, Shinki;Kondo, Toru;Yamagishi, Mitsuyoshi;Yasuda, Akiko;Onaka, Takashi;Suzuki, Toyoaki
    • Publications of The Korean Astronomical Society
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    • v.32 no.1
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    • pp.135-139
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    • 2017
  • We have performed systematic studies of the properties of dust in various environments of nearby galaxies with AKARI. The unique capabilities of AKARI, such as near-infrared (near-IR) spectroscopy combined with all-sky coverage in the mid- and far-IR, enable us to study processing of dust, particularly carbonaceous grains includings polycyclic aromatic hydrocarbons (PAHs), for unbiased samples of nearby galaxies. In this paper, we first review our recent results on individual galaxies, highlighting the uniqueness of AKARI data for studies of nearby galaxies. Then we present results of our systematic studies on nearby starburst and early-type galaxies. From the former study based on the near-IR spectroscopy and mid-IR all-sky survey data, we find that the properties of PAHs change systematically from IR galaxies to ultraluminous IR galaxies, depending on the IR luminosity of a galaxy or galaxy population. From the latter study based on the mid- and far-IR all-sky survey data, we find that there is a global correlation between the amounts of dust and old stars in early-type galaxies, giving an observational constraint on the origin of the dust.

A New Formulation of the Reconstruction Problem in Neutronics Nodal Methods Based on Maximum Entropy Principle (노달방법의 중성자속 분포 재생 문제에의 최대 엔트로피 원리에 의한 새로운 접근)

  • Na, Won-Joon;Cho, Nam-Zin
    • Nuclear Engineering and Technology
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    • v.21 no.3
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    • pp.193-204
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    • 1989
  • This paper develops a new method for reconstructing neutron flux distribution, that is based on the maximum entropy Principle in information theory. The Probability distribution that maximizes the entropy Provides the most unbiased objective Probability distribution within the known partial information. The partial information are the assembly volume-averaged neutron flux, the surface-averaged neutron fluxes and the surface-averaged neutron currents, that are the results of the nodal calculation. The flux distribution on the boundary of a fuel assembly, which is the boundary condition for the neutron diffusion equation, is transformed into the probability distribution in the entropy expression. The most objective boundary flux distribution is deduced using the results of the nodal calculation by the maximum entropy method. This boundary flux distribution is then used as the boundary condition in a procedure of the imbedded heterogeneous assembly calculation to provide detailed flux distribution. The results of the new method applied to several PWR benchmark problem assemblies show that the reconstruction errors are comparable with those of the form function methods in inner region of the assembly while they are relatively large near the boundary of the assembly. The incorporation of the surface-averaged neutron currents in the constraint information (that is not done in the present study) should provide better results.

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$H_2$, $H_{\infty}$, and mixed $H_2/H_{\infty}$ FIR Filters for Discrete-time State Space Models

  • Lee, Young-Sam;Jung, Soo-Yul;Seo, Joong-Eon;Han, Soo-Hee;Kwon, Wook-Hyun
    • Proceedings of the IEEK Conference
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    • 2003.11a
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    • pp.401-404
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    • 2003
  • In this paper, $H_2$, $H_{\infty}$, and mixed $H_2/H_{\infty}$ FIR filters are newly proposed for discrete-time state space signal models. The proposed filters require linearity, unbiased property, FIR structure, and independence of the initial state information in addition to the performance criteria in both $H_2$ and $H_{\infty}$ sense. It is shown that $H_2$, $H_{\infty}$, and mixed $H_2/H_{\infty}$ FIR filter design problems can be converted into convex programming problems via linear matrix inequalities (LMIs) with a linear equality constraint. Simulation studies illustrat that the proposed FIR filter is more robust against uncertainties and has faster convergence than the conventional IIR filters. the conventional IIR filters.

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A Digital Phase-locked Loop design based on Minimum Variance Finite Impulse Response Filter with Optimal Horizon Size (최적의 측정값 구간의 길이를 갖는 최소 공분산 유한 임펄스 응답 필터 기반 디지털 위상 고정 루프 설계)

  • You, Sung-Hyun;Pae, Dong-Sung;Choi, Hyun-Duck
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.4
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    • pp.591-598
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    • 2021
  • The digital phase-locked loops(DPLL) is a circuit used for phase synchronization and has been generally used in various fields such as communication and circuit fields. State estimators are used to design digital phase-locked loops, and infinite impulse response state estimators such as the well-known Kalman filter have been used. In general, the performance of the infinite impulse response state estimator-based digital phase-locked loop is excellent, but a sudden performance degradation may occur in unexpected situations such as inaccuracy of initial value, model error, and disturbance. In this paper, we propose a minimum variance finite impulse response filter with optimal horizon for designing a new digital phase-locked loop. A numerical method is introduced to obtain the measured value interval length, which is an important parameter of the proposed finite impulse response filter, and to obtain a gain, the covariance matrix of the error is set as a cost function, and a linear matrix inequality is used to minimize it. In order to verify the superiority and robustness of the proposed digital phase-locked loop, a simulation was performed for comparison and analysis with the existing method in a situation where noise information was inaccurate.