• Title/Summary/Keyword: Variable Step

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An time-varying acoustic channel estimation using least squares algorithm with an average gradient vector based a self-adjusted step size and variable forgetting factor (기울기 평균 벡터를 사용한 가변 스텝 최소 자승 알고리즘과 시변 망각 인자를 사용한 시변 음향 채널 추정)

  • Lim, Jun-Seok
    • The Journal of the Acoustical Society of Korea
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    • v.38 no.3
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    • pp.283-289
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    • 2019
  • RLS (Recursive-least-squares) algorithm is known to have good convergence and excellent error level after convergence. However, there is a disadvantage that numerical instability is included in the algorithm due to inverse matrix calculation. In this paper, we propose an algorithm with no matrix inversion to avoid the instability aforementioned. The proposed algorithm still keeps the same convergence performance. In the proposed algorithm, we adopt an averaged gradient-based step size as a self-adjusted step size. In addition, a variable forgetting factor is introduced to provide superior performance for time-varying channel estimation. Through simulations, we compare performance with conventional RLS and show its equivalency. It also shows the merit of the variable forgetting factor in time-varying channels.

Blind Source Separation U sing Variable Step-Size Adaptive Algorithm in Frequency Domain

  • Park Keun-Soo;Lee Kwang-Jae;Park Jang-Sik;Son Kyung Sik
    • Journal of Korea Multimedia Society
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    • v.8 no.6
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    • pp.753-760
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    • 2005
  • This paper introduces a variable step-size adaptive algorithm for blind source separation. From the frequency characteristics of mixed input signals, we need to adjust the convergence speed regularly in each frequency bin. This algorithm varies a step-size according to the magnitude of input at each frequency bin. This guarantee of the regular convergence in each frequency bin would become more efficient in separation performances than conventional fixed step-size FDICA. Computer simulation results show the improvement of about 5 dB in signal to interference ratio (SIR) and the better separation quality.

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A Variable Step Size LMS Algorithm Using Normalized Absolute Estimation Error

  • Kim, D. W.;S. H. Han;H. K. Hong;H. B. Kang;Park, J. S.
    • Journal of Electrical Engineering and information Science
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    • v.1 no.2
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    • pp.119-124
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    • 1996
  • Variable step size LMS(VS-LMS) algorithms improve performance of LMS algorithm by means of varying the step size. This paper presents a new VS-LMS algorithm using normalized absolute estimation error. Normalizing the estimation error to the expected valus of the desired signal, we determined the step size using the relative size of estimation error, Because parameters and computational load are less, our algorithm is easy to implement in hardware. The performance of the proposed algorithm is analyzed theoretically and estimated through simulations. Based on the theoretical analysis and computer simulations, the proposed algorithm is shown to be effective compared to conventional VS-LMS algorithms.

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VARIABLE TIME-STEPPING HYBRID FINITE DIFFERENCE METHODS FOR PRICING BINARY OPTIONS

  • Kim, Hong-Joong;Moon, Kyoung-Sook
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.2
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    • pp.413-426
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    • 2011
  • Two types of new methods with variable time steps are proposed in order to valuate binary options efficiently. Type I changes adaptively the size of the time step at each time based on the magnitude of the local error, while Type II combines two uniform meshes. The new methods are hybrid finite difference methods, namely starting the computation with a fully implicit finite difference method for a few time steps for accuracy then performing a ${\theta}$-method during the rest of computation for efficiency. Numerical experiments for standard European vanilla, binary and American options show that both Type I and II variable time step methods are much more efficient than the fully implicit method or hybrid methods with uniform time steps.

A study on Variable Step Size algorithms for Convergence Speed Improvement of Frequency-Domain Adaptive Filter (주파수영역 적응필터의 수렴속도 향상을 위한 가변스텝사이즈 알고리즘에 관한 연구)

  • 정희준;오신범;이채욱
    • Proceedings of the IEEK Conference
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    • 2000.11d
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    • pp.191-194
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    • 2000
  • Frequency domain adaptive filter is effective to communication fields of many computational requirements. In this paper we propose a new variable step size algorithms which improves the convergence speed and reduces computational complexity for frequency domain adaptive filter. we compared MSE of the proposed algorithms with one of normalized FLMS using computer simulation of adaptive noise canceler based on synthesis speech.

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Compensation for Nonlinear RE Power Amplifier using a Variable Step-Size LMS algorithm

  • Kim, Hyoun kuk;Park, Ke young;Lee, Yong min
    • Proceedings of the IEEK Conference
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    • 2002.06a
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    • pp.153-156
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    • 2002
  • An adaptive predistorr is proposed to compensate for the nonlinear distortion of a high power amplifier (HPA) in 16 QAM system. It fumed out that the proposed predistorter using a variable step-size least mean square (VSSLMS) algorithm is stable and can reduce the Total Distortion (TD) to 0. 1dB at the HPA output backoff=0.0 dB.

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A Performance Evaluation of Blind Equalization Algorithma for a Variable Step-Size MSAG-GMMA (가변 스텝 크기 MSAG-GMMA 적응 블라인드 등화 알고리즘의 성능 평가)

  • Jeong, Young-Hwa
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.18 no.3
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    • pp.77-82
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    • 2018
  • This paper is concerned with the performance analysis of a modified stop-and-go generalized multi-modulus algorithm (MSAG-GMMA) adaptive blind equalization algorithm with variable step size. The proposed algorithm multiplies the fixed step size by the error signal of the decision-oriented algorithm in the equalization coefficient update equation, and changes the step size according to the error size. Also, the MSAG-GMMA having a fixed step size is operated so as to maintain a fast convergence speed from a certain threshold to a steady state by determining the error signal size of the decision-directed algorithm, and when the MSAG-GMMA to work To evaluate the performance of the proposed algorithm, we use the ensemble ISI, ensemble-averaged MSE, and equalized constellation obtained from the output of the equalizer as the performance index. Simulation results show that the proposed algorithm has faster convergence speeds than MMA, GMMA, and MSAG-GMMA and has a small residual error in steady state.

Optimal Variable Step Size for Simplified SAP Algorithm with Critical Polyphase Decomposition (임계 다위상 분해기법이 적용된 SAP 알고리즘을 위한 최적 가변 스텝사이즈)

  • Heo, Gyeongyong;Choi, Hun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.25 no.11
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    • pp.1545-1550
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    • 2021
  • We propose an optimal variable step size adjustment method for the simplified subband affine projection algorithm (Simplified SAP; SSAP) in a subband structure based on a polyphase decomposition technique. The proposed method provides an optimal step size derived to minimize the mean square deviation(MSD) at the time of updating the coefficients of the subband adaptive filter. Application of the proposed optimal step size in the SSAP algorithm using colored input signals ensures fast convergence speed and small steady-state error. The results of computer simulations performed using AR(2) signals and real voices as input signals prove the validity of the proposed optimal step size for the SSAP algorithm. Also, the simulation results show that the proposed algorithm has a faster convergence rate and good steady-state error compared to the existing other adaptive algorithms.

A study on the variable structure control method including robot operational condition (로보트 운용조건을 포함한 가변구조 제어방식에 관한 연구)

  • 이홍규;이범희;최계근
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10a
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    • pp.72-75
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    • 1988
  • Due to the fact that the set point regulation scheme by the variable structure control method concerns only the initial and final locations of a manipulator, many constraints may exist in the application of path tracking with obstracle avoidance. The variable structure parameter should be selected in the trajectory planning step by satisfying the constraints of the travel time and the path deviations This paper presents the selection algorithm of the variable structure parameters with the constraints of the system dynamics and the travel time and the path deviation. This study makes unify the trajectory planning and tracking control using the variable structure control method.

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