An LMS style variable tap-length algorithm for structure adaptation

Searching for the optimum tap-length that best balances the complexity and steady-state performance of an adaptive filter has attracted attention recently. Among existing algorithms that can be found in the literature, two of which, namely the segmented filter (SF) and gradient descent (GD) algorithms, are of particular interest as they can search for the optimum tap-length quickly. In this paper, at first, we carefully compare the SF and GD algorithms and show that the two algorithms are equivalent in performance under some constraints, but each has advantages/disadvantages relative to the other. Then, we propose an improved variable tap-length algorithm using the concept of the pseudo fractional tap-length (FT). Updating the tap-length with instantaneous errors in a style similar to that used in the stochastic gradient [or least mean squares (LMS)] algorithm, the proposed FT algorithm not only retains the advantages from both the SF and the GD algorithms but also has significantly less complexity than existing algorithms. Both performance analysis and numerical simulations are given to verify the new proposed algorithm.

Application of a novel optimal control algorithm to a benchmark fed-batch fermentation process

A novel algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimisation and Parameter Estimation (DISOPE) which has been designed to achieve the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimisation procedure. A method based on Broyden's ideas is used for approximating some derivative trajectories required. Ways for handling con straints on both manipulated and state variables are described. Further, a method for coping with batch-to- batch dynamic variations in the process, which are common in practice, is introduced. It is shown that the iterative procedure associated with the algorithm naturally suits applications to batch processes. The algorithm is success fully applied to a benchmark problem consisting of the input profile optimisation of a fed-batch fermentation process.

Performance analysis of the unconstrained FxLMS algorithm for active noise control

The paper analyzes the performance of the unconstrained filtered-x LMS (FxLMS) algorithm for active noise control (ANC), where we remove the constraints on the controller that it must be causal and has finite impulse response. It is shown that the unconstrained FxLMS algorithm always converges to, if stable, the true optimum filter, even if the estimation of the secondary path is not perfect, and its final mean square error is independent of the secondary path. Moreover, we show that the sufficient and necessary stability condition for the feedforward unconstrained FxLMS is that the maximum phase error of the secondary path estimation must be within 90°, which is the only necessary condition for the feedback unconstrained FxLMS. The significance of the analysis on a practical system is also discussed. Finally we show how the obtained results can guide us to design a robust feedback ANC headset.

Variable selection for financial distress classification using a genetic algorithm

This paper is concerned with the use of a genetic algorithm to select financial ratios for corporate distress classification models. For this purpose, the fitness value associated to a set of ratios is made to reflect the requirements of maximizing the amount of information available for the model and minimizing the collinearity between the model inputs. A case study involving 60 failed and continuing British firms in the period 1997-2000 is used for illustration. The classification model based on ratios selected by the genetic algorithm compares favorably with a model employing ratios usually found in the financial distress literature.

Development and application of a novel algorithm for steady-state optimising control using dynamic information

A novel optimising controller is designed that leads a slow process from a sub-optimal operational condition to the steady-state optimum in a continuous way based on dynamic information. Using standard results from optimisation theory and discrete optimal control, the solution of a steady-state optimisation problem is achieved by solving a receding-horizon optimal control problem which uses derivative and state information from the plant via a shadow model and a state-space identifier. The paper analyzes the steady-state optimality of the procedure, develops algorithms with and without control rate constraints and applies the procedure to a high fidelity simulation study of a distillation column optimisation.

Adaptive modelling with tunable RBF network using multi-innovation RLS algorithm assisted by swarm intelligence

In this paper, we propose a new on-line learning algorithm for the non-linear system identification: the swarm intelligence aided multi-innovation recursive least squares (SI-MRLS) algorithm. The SI-MRLS algorithm applies the particle swarm optimization (PSO) to construct a flexible radial basis function (RBF) model so that both the model structure and output weights can be adapted. By replacing an insignificant RBF node with a new one based on the increment of error variance criterion at every iteration, the model remains at a limited size. The multi-innovation RLS algorithm is used to update the RBF output weights which are known to have better accuracy than the classic RLS. The proposed method can produces a parsimonious model with good performance. Simulation result are also shown to verify the SI-MRLS algorithm.

A near real-time algorithm for flood detection in urban and rural areas using high resolution Synthetic Aperture Radar images

A near real-time flood detection algorithm giving a synoptic overview of the extent of flooding in both urban and rural areas, and capable of working during night-time and day-time even if cloud was present, could be a useful tool for operational flood relief management and flood forecasting. The paper describes an automatic algorithm using high resolution Synthetic Aperture Radar (SAR) satellite data that assumes that high resolution topographic height data are available for at least the urban areas of the scene, in order that a SAR simulator may be used to estimate areas of radar shadow and layover. The algorithm proved capable of detecting flooding in rural areas using TerraSAR-X with good accuracy, and in urban areas with reasonable accuracy.

Issues in the assimilation of the sources of a trace gas by inverse modelling

The problem of reconstructing the (otherwise unknown) source and sink field of a tracer in a fluid is studied by developing and testing a simple tracer transport model of a single-level global atmosphere and a dynamic data assimilation system. The source/sink field (taken to be constant over a 10-day assimilation window) and initial tracer field are analysed together by assimilating imperfect tracer observations over the window. Experiments show that useful information about the source/sink field may be determined from relatively few observations when the initial tracer field is known very accurately a-priori, even when a-priori source/sink information is biased (the source/sink a-priori is set to zero). In this case each observation provides information about the source/sink field at positions upstream and the assimilation of many observations together can reasonably determine the location and strength of a test source.

Path planning of robots in noisy workspaces using learning automata

The problem of a manipulator operating in a noisy workspace and required to move from an initial fixed position P0 to a final position Pf is considered. However, Pf is corrupted by noise, giving rise to Pˆf, which may be obtained by sensors. The use of learning automata is proposed to tackle this problem. An automaton is placed at each joint of the manipulator which moves according to the action chosen by the automaton (forward, backward, stationary) at each instant. The simultaneous reward or penalty of the automata enables avoiding any inverse kinematics computations that would be necessary if the distance of each joint from the final position had to be calculated. Three variable-structure learning algorithms are used, i.e., the discretized linear reward-penalty (DLR-P, the linear reward-penalty (LR-P ) and a nonlinear scheme. Each algorithm is separately tested with two (forward, backward) and three forward, backward, stationary) actions.