Invited paper Application of the least mean fourth (LMF) adaptive algorithm to signals associated with gaussian noise

This paper considers the applicability of the least mean fourth (LM F) power gradient adaptation criteria with 'advantage' for signals associated with gaussian noise, the associated noise power estimate not being known. The proposed method, as an adaptive spectral estimator, is found to provide superior performance than the least mean square (LMS) adaptation for the same (or even lower) speed of convergence for signals having sufficiently high signal-to-gaussian noise ratio. The results include comparison of the performance of the LMS-tapped delay line, LMF-tapped delay line, LMS-lattice and LMF-lattice algorithms, with the Burg's block data method as reference. The signals, like sinusoids with noise and stochastic signals like EEG, are considered in this study.

Optimal Parameter Trajectory Estimation in Parameterized SDEs: An Algorithmic Procedure

We consider the problem of estimating the optimal parameter trajectory over a finite time interval in a parameterized stochastic differential equation (SDE), and propose a simulation-based algorithm for this purpose. Towards this end, we consider a discretization of the SDE over finite time instants and reformulate the problem as one of finding an optimal parameter at each of these instants. A stochastic approximation algorithm based on the smoothed functional technique is adapted to this setting for finding the optimal parameter trajectory. A proof of convergence of the algorithm is presented and results of numerical experiments over two different settings are shown. The algorithm is seen to exhibit good performance. We also present extensions of our framework to the case of finding optimal parameterized feedback policies for controlled SDE and present numerical results in this scenario as well.

A mechanism for the west-north-west movement of monsoon depressions

The monsoon depressions intensify over the Bay of Bengal, move in a west-north-west (WNW) direction and dissipate over the Indian continent. No convincing physical explanation for their observed movement has so far been arrived at, but here, I suggest why the maximum precipitation occurs in the western sector of the depression and propose a feedback mechanism for the WNW movement of the depressions. We assume that a heat source is created over the Bay of Bengal due to organization of cumulus convection by the initial instability. In a linear sense, heating at this latitude (20° N), produces an atmospheric response mainly in the form of a stationary Rossby–gravity wave to the west of the heat source. The low-level vorticity (hence the frictional convergence) and the vertical velocity associated with the steady-state response is such that the maximum moisture convergence (and precipitation) is expected to occur in the WNW sector at a later time. Thus, the heat source moves to the WNW sector at a later time and the feedback continues resulting in the WNW movement of the depressions.