• Title/Summary/Keyword: Variable Time Step Size

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Variable Step Size Adaptive Algorithm using Instantaneous Absolute Value Based on System Generator (시스템 제너레이터 환경에서 순시 절대값을 이용한 가변스텝사이즈 적응알고리즘)

  • Lee, Chae-Wook;Ryu, Jeong-Tak
    • Journal of Korea Society of Industrial Information Systems
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    • v.21 no.3
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    • pp.1-6
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    • 2016
  • As the convergence speed of time domain adaptive algorithm on the LMS(Least Mean Square) becomes slow when eigen value distribution width is spread, So variable step size algorithm is used widely. But it needs a lot of calculation load. In this paper we consider new algorithm, which can reduce calculations and improve convergence speed, uses instantaneous absolute value of average noise signal adapting the exponential function. For the performance of proposed algorithm is tested and simulated to system generator. As the result we show the variable step size adaptive algorithm in proportion to instantaneous absolute value is more stable and efficient than others.

A Walsh-Hadamard Transform Adaptive Filter with Time-varying Step Size (가변 스텝사이즈를 적용한 월시.아다말 적응필터)

  • 오신범;이채욱
    • Journal of Korea Society of Industrial Information Systems
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    • v.5 no.2
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    • pp.32-38
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    • 2000
  • One of the most popular algorithm in adaptive signal processing is the least mean square(LMS) algorithm. The majority of these papers examine the LMS algorithm with a constant step size. The choice of the step size reflects a tradeoff between misadjustment and the speed of adaptation. Subsequent works have discussed the issue of optimization of the step size or methods of varying the step size to improve performance. However there is as yet no detailed analysis of a variable step size algorithm that is capable of giving both the adaptation speed and the convergence. In this paper we propose a new variable step size algorithm where the step size adjustment is controlled by the gradient of error square. The proposed algorithm is performed in the Walsh-Hadamard domain in real-valued orthogonal transform because of fast convergence. The simulation results using the new algorithm for noise canceller system is described. They are compared to the results obtained by other algorithms. It is shown that the proposed algorithm produces good results compared with conventional algorithms.

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Harmonic Elimination and Reactive Power Compensation with a Novel Control Algorithm based Active Power Filter

  • Garanayak, Priyabrat;Panda, Gayadhar
    • Journal of Power Electronics
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    • v.15 no.6
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    • pp.1619-1627
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    • 2015
  • This paper presents a power system harmonic elimination using the mixed adaptive linear neural network and variable step-size leaky least mean square (ADALINE-VSSLLMS) control algorithm based active power filter (APF). The weight vector of ADALINE along with the variable step-size parameter and leakage coefficient of the VSSLLMS algorithm are automatically adjusted to eliminate harmonics from the distorted load current. For all iteration, the VSSLLMS algorithm selects a new rate of convergence for searching and runs the computations. The adopted shunt-hybrid APF (SHAPF) consists of an APF and a series of 7th tuned passive filter connected to each phase. The performance of the proposed ADALINE-VSSLLMS control algorithm employed for SHAPF is analyzed through a simulation in a MATLAB/Simulink environment. Experimental results of a real-time prototype validate the efficacy of the proposed control algorithm.

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.

Individual Variable Step-Size Subband Affine Projection Algorithm (독립 가변 스텝사이즈 부밴드 인접투사 알고리즘)

  • Choi, Hun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.3
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    • pp.443-448
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    • 2022
  • This paper presents a subband affine projection algorithm with variable step size to improve convergence performance in adaptive filtering applications with long adaptive filters and highly correlated input signals. The proposed algorithm can obtain fast convergence speed and small steady-state error by using different step sizes for each adaptive sub-filter in the subband structure to which polyphase decomposition and noble identity are applied. The step size derived to minimize the mean square error of the adaptive filter at each update time shows better convergence performance than the existing algorithm using a variable step size. In order to confirm the convergence performance of the proposed algorithm, which is superior to the existing algorithm, computer simulations are performed for mean square deviation(MSD) for AR(1) and AR(2) colored input signals considering the system identification model.

Fast Wavelet Adaptive Algorithm Based on Variable Step Size for Adaptive Noise Canceler (Adaptive Noise Canceler에 적합한 가변 스텝 사이즈 고속 웨이블렛 적응알고리즘)

  • Lee Chae-Wook;Lee Jae-Kyun
    • Journal of Korea Multimedia Society
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    • v.8 no.8
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    • pp.1051-1056
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    • 2005
  • Least mean square(LMS) algorithm is one of the most popular algorithm in adaptive signal processing because of the simplicity and the small computation. But the convergence speed of time domain adaptive algorithm is slow when the spread width of eigen values is wide. Moreover we have to choose the step size well for convergency in this paper, we use adaptive algorithm of wavelet transform. And we propose a new wavelet based adaptive algorithm of wavelet transform. And we propose a new wavelet based adaptive algorithm with variable step size, which Is linear to absolute value of error signal. We applied this algorithm to adaptive noise canceler. Simulation results are presented to compare the performance of the proposed algorithm with the usual algorithms.

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A Performance Evaluation of VSS-MMA Adaptive Equalization Algorithm using the Non-Linear Fuction of Error Signal for QAM System (QAM 시스템에서 오차 신호의 비선형 함수를 이용한 VSS-MMA 적응 등화 알고리즘의 성능 평가)

  • Lim, Seung-Gag
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.15 no.1
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    • pp.131-137
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    • 2015
  • This paper relates with the VSS-MMA (Variable Step Size-Multiple Modulus Algorithm) adaptive equalization algorithm which is possible to improving the equalization performance by use the nonlinear fuction of error signal in the MMA adaptive equalization algorithm that are used for the minimization of the intersymbol interference due to the distortion which occurs in the time dispersive channel for the transmission of QAM signal in the system.. In the conventional MMA, we obtains the tap coefficient of adaptive equalizer using the fixed step size, but in the VSS-MMA, we obtains the tap coefficient of adaptive equalizer using the variable step size based on a nonlinear function of error signal. By adapting the variable step size, it was confirmed that the improved equalization performance were obtained by computer simulation. For this, the equalizer output signal constellation, residual isi, maximum distortion, MSE and SER were used in the performace index.

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.

Variable Time Step Simulation and Analysis of Hydraulic Control Systems using Transmission Line Modeling (전달관로 모델링을 이용한 유압제어 시스템의 가변 시간스텝 시뮬레이션 및 해석)

  • Hwang, Un-Gyu;Jo, Seung-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.5
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    • pp.843-850
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    • 2002
  • This paper presents a simulation method using the transmission line modeling to reduce simulation runtime of hydraulic control systems. This method is based on separating the system components each other using the transmission line elements prior to simulation, which leads to divide the simulated system into several subsystems suitable for an even more efficient integration. It can also handle nonlinearities and discontinuities without flag signal when restarting integration. By applying variable integration timestep to parallel hydraulic circuits via parallel processing, it is shown that simulation run-time can be reduced significantly compared with that of Runge Kutta method.

Design of Time Delay Controller for a System with Bounded Control Inputs (제한된 제어 입력을 갖는 시스템에 대한 시간 지연 제어기의 설계)

  • 송재복;변경석
    • Journal of Institute of Control, Robotics and Systems
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    • v.5 no.2
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    • pp.166-173
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    • 1999
  • Reference models are used in many control algorithms for improvement of transient response characteristics. They provide desired trajectories that the plant should follow Most control systems have bounded control inputs to avoid saturation of the plant. If we design the reference models that do not account for limits of the control inputs, control performance of the system may be deteriorated. In this paper a new approach of avoiding saturation by varying the reference model for TDC(time delay control) based systems subject to step changes in the reference input. In this scheme, the variable reference model is determined based on the information on control inputs and the size of the step changes in the reference inputs. This scheme was verified by application to the BLDC motor position control system in simulations and experiments. The responses of the TDC with the variable reference model showed better tracking performance than that with the fixed reference model.

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