• Title/Summary/Keyword: equivalent Wiener-Hopf equation

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Wiener-Hopf Equation with Robustness to Application System (응용시스템에 강건한 Wiener-Hopf 방정식)

  • Cho, Ju-Phil;Lee, Il-Kyu;Cha, Jae-Sang
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.11 no.4
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    • pp.245-249
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    • 2011
  • In this paper, we propose an equivalent Wiener-Hopf equation. The proposed algorithm can obtain the weight vector of a TDL(tapped-delay-line) filter and the error simultaneously if the inputs are orthogonal to each other. The equivalent Wiener-Hopf equation was analyzed theoretically based on the MMSE(minimum mean square error) method. The results present that the proposed algorithm is equivalent to original Wiener-Hopf equation. In conclusion, our method can find the coefficient of the TDL (tapped-delay-line) filter where a lattice filter is used, and also when the process of Gram-Schmidt orthogonalization is used. Furthermore, a new cost function is suggested which may facilitate research in the adaptive signal processing area.

A Novel Equivalent Wiener-Hopf Equation with TDL coefficient in Lattice Structure

  • Cho, Ju-Phil;Ahn, Bong-Man;Hwang, Jee-Won
    • Journal of information and communication convergence engineering
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    • v.9 no.5
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    • pp.500-504
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    • 2011
  • In this paper, we propose an equivalent Wiener-Hopf equation. The proposed algorithm can obtain the weight vector of a TDL(tapped-delay-line) filter and the error simultaneously if the inputs are orthogonal to each other. The equivalent Wiener-Hopf equation was analyzed theoretically based on the MMSE(minimum mean square error) method. The results present that the proposed algorithm is equivalent to original Wiener-Hopf equation. The new algorithm was applied into the identification of an unknown system for evaluating the performance of the proposed method. We compared the Wiener-Hopf solution with the equivalent Wiener-Hopf solution. The simulation results were similar to those obtained in the theoretical analysis. In conclusion, our method can find the coefficient of the TDL (tapped-delay-line) filter where a lattice filter is used, and also when the process of Gram-Schmidt orthogonalization is used. Furthermore, a new cost function is suggested which may facilitate research in the adaptive signal processing area.

MMSE based Wiener-Hopf Equation

  • Cho, Juphil;Lee, Il Kyu;Cha, Jae Sang
    • International Journal of Internet, Broadcasting and Communication
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    • v.4 no.1
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    • pp.18-22
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    • 2012
  • In this paper, we propose an equivalent Wiener-Hopf equation. The proposed algorithm can obtain the weight vector of a TDL(tapped-delay-line) filter and the error simultaneously if the inputs are orthogonal to each other. The equivalent Wiener-Hopf equation was analyzed theoretically based on the MMSE(minimum mean square error) method. The results present that the proposed algorithm is equivalent to original Wiener-Hopf equation. In conclusion, our method can find the coefficient of the TDL (tapped-delay-line) filter where a lattice filter is used, and also when the process of Gram-Schmidt orthogonalization is used. Furthermore, a new cost function is suggested which may facilitate research in the adaptive signal processing area.

Research on an Equivalent Wiener-Hopf Equation (등가의 Wiener-Hopf 방정식에 관한 연구)

  • Ahn, Bong-Man;Cho, Ju-Phil
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.9C
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    • pp.743-748
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    • 2008
  • This paper makes a research on the equivalent Wiener-Hopf equation which can obtain the coefficient of TDL filter on orthogonal input signal in terms of mean square error. Using this result, we can present the coefficient and error of TDL filter directly without inverse orthogonalization process on orthogonal input signal. We make a theoretical analysis on MMSE and show an Wiener-Hopf solution and the proposed equivalent one in mathematical example simultaneously.

Investigation on Derivation of the Dual Integral Equation in the Spectral Domain from Wiener-Hopf Integral Equation (Wiener-Hopf 적분방정식으로부터 파수영역에서의 쌍적분 방정식 유도에 관한 검토)

  • 하헌태;라정웅
    • Journal of the Korean Institute of Telematics and Electronics D
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    • v.35D no.6
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    • pp.8-14
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    • 1998
  • The derivation of the dual integral equation in the spectral domain, which has total fields of the interfaces as unknowns, is investigated. It is analytically shown that the derivation of the dual integral equation is equivalent to deriving the Helmholtz-Kirchhoff integral equation from the Wiener-Hopf integral equation.

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Research on the Least Mean Square Algorithm Based on Equivalent Wiener-Hopf Equation (등가의 Wiener-Hopf 방정식을 이용한 LMS 알고리즘에 관한 연구)

  • Ahn, Bong-Man;Hwang, Jee-Won;Cho, Ju-Phil
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.5C
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    • pp.403-412
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    • 2008
  • This paper presents the methods which obtain the solution of Wiener-Hopf equation by LMS algorithm and get the coefficient of TDL filter in lattice filter directly. For this result, we apply an orthogonal input signal generated by lattice filter into an equivalent Wiener-Hopf equation and shows the scheme that can obtain the solution by using the MMSE algorithm. Conventionally, the method like aforementioned scheme can get an error and regression coefficient recursively. However, in this paper, we can obtain an error and the coefficients of TDL filter recursively. And, we make an theoretical analysis on the convergence characteristics of the proposed algorithm. Then we can see that the result is similar to conventional analysis. Also, by computer simulation, we can make sure that the proposed algorithm has an excellent performance.

Modified Gram-Schmidt Algorithm Using Equivalent Wiener-Hopf Equation (등가의 Wiener-Hopf 방정식을 이용한 수정된 Gram-Schmidt 알고리즘)

  • Ahn, Bong-Man;Hwang, Jee-Won;Cho, Ju-Phil
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.7C
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    • pp.562-568
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    • 2008
  • This paper proposes the scheme which obtain the coefficients of TDL filter and two normalization algorithms among methods which get solution of equivalent Wiener-Hopf Equation in Gram-Schmidt algorithm. Compared to the conventional NLMS algorithm, normalizes with sum of power of inputs, the presented algorithms normalize using sums of eigenvalues. Using computer simulation, we perform an system identification in an unstable environment where two poles are located in near position outside unit circle. Consequently, the proposed algorithms get the coefficients of TDL filter in Gram-Schmidt algorithm recursively and show better convergence performance than conventional NLMS algorithm.

APPROXIMATION OF SOLUTIONS FOR GENERALIZED WIENER-HOPF EQUATIONS AND GENERALIZED VARIATIONAL INEQUALITIES

  • Gu, Guanghui;Su, Yongfu
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.465-472
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    • 2010
  • The purpose of this article is to introduce a new generalized class of the Wiener-Hopf equations and a new generalized class of the variational inequalities. Using the projection technique, we show that the generalized Wiener-Hopf equations are equivalent to the generalized variational inequalities. We use this alternative equivalence to suggest and analyze an iterative scheme for finding the solution of the generalized Wiener-Hopf equations and the solution of the generalized variational inequalities. The results presented in this paper may be viewed as significant and improvement of the previously known results. In special, our results improve and extend the resent results of M.A. Noor and Z.Y.Huang[M.A. Noor and Z.Y.Huang, Wiener-Hopf equation technique for variational inequalities and nonexpansive mappings, Appl. Math. Comput.(2007), doi:10.1016/j.amc.2007.02.117].