Improving the tracking capability of adaptive filters via convex combination

As is well known, Hessian-based adaptive filters (such as the recursive-least squares algorithm (RLS) for supervised adaptive filtering, or the Shalvi-Weinstein algorithm (SWA) for blind equalization) converge much faster than gradient-based algorithms [such as the least-mean-squares algorithm (LMS) or the constant-modulus algorithm (CMA)]. However, when the problem is tracking a time-variant filter, the issue is not so clear-cut: there are environments for which each family presents better performance. Given this, we propose the use of a convex combination of algorithms of different families to obtain an algorithm with superior tracking capability. We show the potential of this combination and provide a unified theoretical model for the steady-state excess mean-square error for convex combinations of gradient- and Hessian-based algorithms, assuming a random-walk model for the parameter variations. The proposed model is valid for algorithms of the same or different families, and for supervised (LMS and RLS) or blind (CMA and SWA) algorithms.

Distributed power control algorithm for multiple access systems based on Verhulst model

In this paper the continuous Verhulst dynamic model is used to synthesize a new distributed power control algorithm (DPCA) for use in direct sequence code division multiple access (DS-CDMA) systems. The Verhulst model was initially designed to describe the population growth of biological species under food and physical space restrictions. The discretization of the corresponding differential equation is accomplished via the Euler numeric integration (ENI) method. Analytical convergence conditions for the proposed DPCA are also established. Several properties of the proposed recursive algorithm, such as Euclidean distance from optimum vector after convergence, convergence speed, normalized mean squared error (NSE), average power consumption per user, performance under dynamics channels, and implementation complexity aspects, are analyzed through simulations. The simulation results are compared with two other DPCAs: the classic algorithm derived by Foschini and Miljanic and the sigmoidal of Uykan and Koivo. Under estimated errors conditions, the proposed DPCA exhibits smaller discrepancy from the optimum power vector solution and better convergence (under fixed and adaptive convergence factor) than the classic and sigmoidal DPCAs. (C) 2010 Elsevier GmbH. All rights reserved.

Avoiding Divergence in the Shalvi-Weinstein Algorithm

The most popular algorithms for blind equalization are the constant-modulus algorithm (CMA) and the Shalvi-Weinstein algorithm (SWA). It is well-known that SWA presents a higher convergence rate than CMA. at the expense of higher computational complexity. If the forgetting factor is not sufficiently close to one, if the initialization is distant from the optimal solution, or if the signal-to-noise ratio is low, SWA can converge to undesirable local minima or even diverge. In this paper, we show that divergence can be caused by an inconsistency in the nonlinear estimate of the transmitted signal. or (when the algorithm is implemented in finite precision) by the loss of positiveness of the estimate of the autocorrelation matrix, or by a combination of both. In order to avoid the first cause of divergence, we propose a dual-mode SWA. In the first mode of operation. the new algorithm works as SWA; in the second mode, it rejects inconsistent estimates of the transmitted signal. Assuming the persistence of excitation condition, we present a deterministic stability analysis of the new algorithm. To avoid the second cause of divergence, we propose a dual-mode lattice SWA, which is stable even in finite-precision arithmetic, and has a computational complexity that increases linearly with the number of adjustable equalizer coefficients. The good performance of the proposed algorithms is confirmed through numerical simulations.

SKAN: Skin Scanner - System for Skin Cancer Detection Using Adaptive Techniques

SKAN: Skin Scanner - System for Skin Cancer Detection Using Adaptive Techniques - combines computer engineering concepts with areas like dermatology and oncology. Its objective is to discern images of skin cancer, specifically melanoma, from others that show only common spots or other types of skin diseases, using image recognition. This work makes use of the ABCDE visual rule, which is often used by dermatologists for melanoma identification, to define which characteristics are analyzed by the software. It then applies various algorithms and techniques, including an ellipse-fitting algorithm, to extract and measure these characteristics and decide whether the spot is a melanoma or not. The achieved results are presented with special focus on the adaptive decision-making and its effect on the diagnosis. Finally, other applications of the software and its algorithms are presented.

Modeling the optical constants of solids using acceptance-probability-controlled simulated annealing with an adaptive move generation procedure

The acceptance-probability-controlled simulated annealing with an adaptive move generation procedure, an optimization technique derived from the simulated annealing algorithm, is presented. The adaptive move generation procedure was compared against the random move generation procedure on seven multiminima test functions, as well as on the synthetic data, resembling the optical constants of a metal. In all cases the algorithm proved to have faster convergence and superior escaping from local minima. This algorithm was then applied to fit the model dielectric function to data for platinum and aluminum.

The application of adaptive partitioned random search in feature selection problem

Feature selection is one of important and frequently used techniques in data preprocessing. It can improve the efficiency and the effectiveness of data mining by reducing the dimensions of feature space and removing the irrelevant and redundant information. Feature selection can be viewed as a global optimization problem of finding a minimum set of M relevant features that describes the dataset as well as the original N attributes. In this paper, we apply the adaptive partitioned random search strategy into our feature selection algorithm. Under this search strategy, the partition structure and evaluation function is proposed for feature selection problem. This algorithm ensures the global optimal solution in theory and avoids complete randomness in search direction. The good property of our algorithm is shown through the theoretical analysis.

Adaptive multiscale principal components analysis for online monitoring of wastewater treatment

Fault detection and isolation (FDI) are important steps in the monitoring and supervision of industrial processes. Biological wastewater treatment (WWT) plants are difficult to model, and hence to monitor, because of the complexity of the biological reactions and because plant influent and disturbances are highly variable and/or unmeasured. Multivariate statistical models have been developed for a wide variety of situations over the past few decades, proving successful in many applications. In this paper we develop a new monitoring algorithm based on Principal Components Analysis (PCA). It can be seen equivalently as making Multiscale PCA (MSPCA) adaptive, or as a multiscale decomposition of adaptive PCA. Adaptive Multiscale PCA (AdMSPCA) exploits the changing multivariate relationships between variables at different time-scales. Adaptation of scale PCA models over time permits them to follow the evolution of the process, inputs or disturbances. Performance of AdMSPCA and adaptive PCA on a real WWT data set is compared and contrasted. The most significant difference observed was the ability of AdMSPCA to adapt to a much wider range of changes. This was mainly due to the flexibility afforded by allowing each scale model to adapt whenever it did not signal an abnormal event at that scale. Relative detection speeds were examined only summarily, but seemed to depend on the characteristics of the faults/disturbances. The results of the algorithms were similar for sudden changes, but AdMSPCA appeared more sensitive to slower changes.

Cost dependent strategy for electricity markets bidding based on adaptive reinforcement learning

Electricity markets are complex environments, involving a large number of different entities, playing in a dynamic scene to obtain the best advantages and profits. MASCEM is a multi-agent electricity market simulator to model market players and simulate their operation in the market. Market players are entities with specific characteristics and objectives, making their decisions and interacting with other players. MASCEM provides several dynamic strategies for agents’ behavior. This paper presents a method that aims to provide market players with strategic bidding capabilities, allowing them to obtain the higher possible gains out of the market. This method uses a reinforcement learning algorithm to learn from experience how to choose the best from a set of possible bids. These bids are defined accordingly to the cost function that each producer presents.

Contextual intelligent load management with ANN adaptive learning module

With the current increase of energy resources prices and environmental concerns intelligent load management systems are gaining more and more importance. This paper concerns a SCADA House Intelligent Management (SHIM) system that includes an optimization module using deterministic and genetic algorithm approaches. SHIM undertakes contextual load management based on the characterization of each situation. SHIM considers available generation resources, load demand, supplier/market electricity price, and consumers’ constraints and preferences. The paper focus on the recently developed learning module which is based on artificial neural networks (ANN). The learning module allows the adjustment of users’ profiles along SHIM lifetime. A case study considering a system with fourteen discrete and four variable loads managed by a SHIM system during five consecutive similar weekends is presented.

ECG denoising based on adaptive signal processing technique

An Electrocardiogram (ECG) monitoring system deals with several challenges related with noise sources. The main goal of this text was the study of Adaptive Signal Processing Algorithms for ECG noise reduction when applied to real signals. This document presents an adaptive ltering technique based on Least Mean Square (LMS) algorithm to remove the artefacts caused by electromyography (EMG) and power line noise into ECG signal. For this experiments it was used real noise signals, mainly to observe the di erence between real noise and simulated noise sources. It was obtained very good results due to the ability of noise removing that can be reached with this technique. A recolha de sinais electrocardiogr a cos (ECG) sofre de diversos problemas relacionados com ru dos. O objectivo deste trabalho foi o estudo de algoritmos adaptativos para processamento digital de sinal, para redu c~ao de ru do em sinais ECG reais. Este texto apresenta uma t ecnica de redu c~ao de ru do baseada no algoritmo Least Mean Square (LMS) para remo c~ao de ru dos causados quer pela actividade muscular (EMG) quer por ru dos causados pela rede de energia el ectrica. Para as experiencias foram utilizados ru dos reais, principalmente para aferir a diferen ca de performance do algoritmo entre os sinais reais e os simulados. Foram conseguidos bons resultados, essencialmente devido as excelentes caracter sticas que esta t ecnica tem para remover ru dos.

Detect and pointing algorithm's performance for a planar smart antenna array: a review

An adaptive antenna array combines the signal of each element, using some constraints to produce the radiation pattern of the antenna, while maximizing the performance of the system. Direction of arrival (DOA) algorithms are applied to determine the directions of impinging signals, whereas beamforming techniques are employed to determine the appropriate weights for the array elements, to create the desired pattern. In this paper, a detailed analysis of both categories of algorithms is made, when a planar antenna array is used. Several simulation results show that it is possible to point an antenna array in a desired direction based on the DOA estimation and on the beamforming algorithms. A comparison of the performance in terms of runtime and accuracy of the used algorithms is made. These characteristics are dependent on the SNR of the incoming signal.

Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

Automatic front-crawl temporal phase detection using adaptive filtering of inertial signals

This study introduces a novel approach for automatic temporal phase detection and inter-arm coordination estimation in front-crawl swimming using inertial measurement units (IMUs). We examined the validity of our method by comparison against a video-based system. Three waterproofed IMUs (composed of 3D accelerometer, 3D gyroscope) were placed on both forearms and the sacrum of the swimmer. We used two underwater video cameras in side and frontal views as our reference system. Two independent operators performed the video analysis. To test our methodology, seven well-trained swimmers performed three 300 m trials in a 50 m indoor pool. Each trial was in a different coordination mode quantified by the index of coordination. We detected different phases of the arm stroke by employing orientation estimation techniques and a new adaptive change detection algorithm on inertial signals. The difference of 0.2 +/- 3.9% between our estimation and video-based system in assessment of the index of coordination was comparable to experienced operators' difference (1.1 +/- 3.6%). The 95% limits of agreement of the difference between the two systems in estimation of the temporal phases were always less than 7.9% of the cycle duration. The inertial system offers an automatic easy-to-use system with timely feedback for the study of swimming.

Local-global splitting for spatiotemporal-adaptive multiscale methods

We present a novel spatiotemporal-adaptive Multiscale Finite Volume (MsFV) method, which is based on the natural idea that the global coarse-scale problem has longer characteristic time than the local fine-scale problems. As a consequence, the global problem can be solved with larger time steps than the local problems. In contrast to the pressure-transport splitting usually employed in the standard MsFV approach, we propose to start directly with a local-global splitting that allows to locally retain the original degree of coupling. This is crucial for highly non-linear systems or in the presence of physical instabilities. To obtain an accurate and efficient algorithm, we devise new adaptive criteria for global update that are based on changes of coarse-scale quantities rather than on fine-scale quantities, as it is routinely done before in the adaptive MsFV method. By means of a complexity analysis we show that the adaptive approach gives a noticeable speed-up with respect to the standard MsFV algorithm. In particular, it is efficient in case of large upscaling factors, which is important for multiphysics problems. Based on the observation that local time stepping acts as a smoother, we devise a self-correcting algorithm which incorporates the information from previous times to improve the quality of the multiscale approximation. We present results of multiphase flow simulations both for Darcy-scale and multiphysics (hybrid) problems, in which a local pore-scale description is combined with a global Darcy-like description. The novel spatiotemporal-adaptive multiscale method based on the local-global splitting is not limited to porous media flow problems, but it can be extended to any system described by a set of conservation equations.

Adaptive filtering methods for identifying cross-frequency couplings in human EEG.

Oscillations have been increasingly recognized as a core property of neural responses that contribute to spontaneous, induced, and evoked activities within and between individual neurons and neural ensembles. They are considered as a prominent mechanism for information processing within and communication between brain areas. More recently, it has been proposed that interactions between periodic components at different frequencies, known as cross-frequency couplings, may support the integration of neuronal oscillations at different temporal and spatial scales. The present study details methods based on an adaptive frequency tracking approach that improve the quantification and statistical analysis of oscillatory components and cross-frequency couplings. This approach allows for time-varying instantaneous frequency, which is particularly important when measuring phase interactions between components. We compared this adaptive approach to traditional band-pass filters in their measurement of phase-amplitude and phase-phase cross-frequency couplings. Evaluations were performed with synthetic signals and EEG data recorded from healthy humans performing an illusory contour discrimination task. First, the synthetic signals in conjunction with Monte Carlo simulations highlighted two desirable features of the proposed algorithm vs. classical filter-bank approaches: resilience to broad-band noise and oscillatory interference. Second, the analyses with real EEG signals revealed statistically more robust effects (i.e. improved sensitivity) when using an adaptive frequency tracking framework, particularly when identifying phase-amplitude couplings. This was further confirmed after generating surrogate signals from the real EEG data. Adaptive frequency tracking appears to improve the measurements of cross-frequency couplings through precise extraction of neuronal oscillations.