Fixed-lag blind equalization and sequence estimation in digital communications systems using sequential importance sampling

We present methods for fixed-lag smoothing using Sequential Importance sampling (SIS) on a discrete non-linear, non-Gaussian state space system with unknown parameters. Our particular application is in the field of digital communication systems. Each input data point is taken from a finite set of symbols. We represent transmission media as a fixed filter with a finite impulse response (FIR), hence a discrete state-space system is formed. Conventional Markov chain Monte Carlo (MCMC) techniques such as the Gibbs sampler are unsuitable for this task because they can only perform processing on a batch of data. Data arrives sequentially, so it would seem sensible to process it in this way. In addition, many communication systems are interactive, so there is a maximum level of latency that can be tolerated before a symbol is decoded. We will demonstrate this method by simulation and compare its performance to existing techniques.

BEHAVIOUR OF FIXED CANTILEVER WALLS SUBJECT TO LATERAL SHAKING.

A programme of research on the seismic behaviour of retaining walls has been under way at Cambridge since 1981. Centrifuge tests have presently been conducted both on cantilever walls and isolated mass walls, retaining dry sands of varying grading and density. This paper is devoted to the modelling of fixed-base cantilever walls retaining Leighton Buzzard (14/25) sand of relative density 99% with a horizontal surface level with the crest of the wall. The base of the centrifuge container was used to fix the walls, and to provide a rigid lower boundary for the sand. No attempt was made to inhibit the propagation of compression waves from the side of the container opposite the inside face of the model wall. The detailed analysis of dynamic deflections and bending moments was made difficult by the anelastic nature of reinforced concrete, and the difficulty of measuring bending strains thereon. A supplementary programme of well-instrumented tests on Dural walls of similar stiffness, including the modelling of models, was therefore carried out. Refs.

Application of the fixed point method for solution in time stepping finite element analysis using the inverse vector Jiles-Atherton model

An implementation of the inverse vector Jiles-Atherton model for the solution of non-linear hysteretic finite element problems is presented. The implementation applies the fixed point method with differential reluctivity values obtained from the Jiles-Atherton model. Differential reluctivities are usually computed using numerical differentiation, which is ill-posed and amplifies small perturbations causing large sudden increases or decreases of differential reluctivity values, which may cause numerical problems. A rule based algorithm for conditioning differential reluctivity values is presented. Unwanted perturbations on the computed differential reluctivity values are eliminated or reduced with the aim to guarantee convergence. Details of the algorithm are presented together with an evaluation of the algorithm by a numerical example. The algorithm is shown to guarantee convergence, although the rate of convergence depends on the choice of algorithm parameters. © 2011 IEEE.

Linear regression under fixed-rank constraints: A Riemannian approach

In this paper, we tackle the problem of learning a linear regression model whose parameter is a fixed-rank matrix. We study the Riemannian manifold geometry of the set of fixed-rank matrices and develop efficient line-search algorithms. The proposed algorithms have many applications, scale to high-dimensional problems, enjoy local convergence properties and confer a geometric basis to recent contributions on learning fixed-rank matrices. Numerical experiments on benchmarks suggest that the proposed algorithms compete with the state-of-the-art, and that manifold optimization offers a versatile framework for the design of rank-constrained machine learning algorithms. Copyright 2011 by the author(s)/owner(s).

Regression on fixed-rank positive semidefinite matrices: A Riemannian approach

The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The mathematical developments rely on the theory of gradient descent algorithms adapted to the Riemannian geometry that underlies the set of fixedrank positive semidefinite matrices. In contrast with previous contributions in the literature, no restrictions are imposed on the range space of the learned matrix. The resulting algorithms maintain a linear complexity in the problem size and enjoy important invariance properties. We apply the proposed algorithms to the problem of learning a distance function parameterized by a positive semidefinite matrix. Good performance is observed on classical benchmarks. © 2011 Gilles Meyer, Silvere Bonnabel and Rodolphe Sepulchre.

Riemannian metric and geometric mean for positive semidefinite matrices of fixed rank

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive cone and the associated natural metric. The resulting Riemannian space has strong geometrical properties: it is geodesically complete, and the metric is invariant with respect to all transformations that preserve angles (orthogonal transformations, scalings, and pseudoinversion). A meaningful approximation of the associated Riemannian distance is proposed, that can be efficiently numerically computed via a simple algorithm based on SVD. The induced mean preserves the rank, possesses the most desirable characteristics of a geometric mean, and is easy to compute. © 2009 Society for Industrial and Applied Mathematics.