Blind equalization of nonminimum phase channels: higher order cumulant based algorithm

Higher order cumulant analysis is applied to the blind equalization of linear time-invariant (LTI) nonminimum-phase channels. The channel model is moving-average based. To identify the moving average parameters of channels, a higher-order cumulant fitting approach is adopted in which a novel relay algorithm is proposed to obtain the global solution. In addition, the technique incorporates model order determination. The transmitted data are considered as independently identically distributed random variables over some discrete finite set (e.g., set {±1, ±3}). A transformation scheme is suggested so that third-order cumulant analysis can be applied to this type of data. Simulation examples verify the feasibility and potential of the algorithm. Performance is compared with that of the noncumulant-based Sato scheme in terms of the steady state MSE and convergence rate.

Robust blind deconvolution algorithm: variance approximation and series decoupling

An alternative blind deconvolution algorithm for white-noise driven minimum phase systems is presented and verified by computer simulation. This algorithm uses a cost function based on a novel idea: variance approximation and series decoupling (VASD), and suggests that not all autocorrelation function values are necessary to implement blind deconvolution.

Simple adaptive momentum: new algorithm for training multilayer perceptrons

The speed of convergence while training is an important consideration in the use of neural nets. The authors outline a new training algorithm which reduces both the number of iterations and training time required for convergence of multilayer perceptrons, compared to standard back-propagation and conjugate gradient descent algorithms.

Four-dimensional variational data assimilation for high resolution nested models

Four-dimensional variational data assimilation (4D-Var) is used in environmental prediction to estimate the state of a system from measurements. When 4D-Var is applied in the context of high resolution nested models, problems may arise in the representation of spatial scales longer than the domain of the model. In this paper we study how well 4D-Var is able to estimate the whole range of spatial scales present in one-way nested models. Using a model of the one-dimensional advection–diffusion equation we show that small spatial scales that are observed can be captured by a 4D-Var assimilation, but that information in the larger scales may be degraded. We propose a modification to 4D-Var which allows a better representation of these larger scales.

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.

Assessment of a climate model to reproduce rainfall variability and extremes over Southern Africa

It is increasingly accepted that any possible climate change will not only have an influence on mean climate but may also significantly alter climatic variability. A change in the distribution and magnitude of extreme rainfall events (associated with changing variability), such as droughts or flooding, may have a far greater impact on human and natural systems than a changing mean. This issue is of particular importance for environmentally vulnerable regions such as southern Africa. The sub-continent is considered especially vulnerable to and ill-equipped (in terms of adaptation) for extreme events, due to a number of factors including extensive poverty, famine, disease and political instability. Rainfall variability and the identification of rainfall extremes is a function of scale, so high spatial and temporal resolution data are preferred to identify extreme events and accurately predict future variability. The majority of previous climate model verification studies have compared model output with observational data at monthly timescales. In this research, the assessment of ability of a state of the art climate model to simulate climate at daily timescales is carried out using satellite-derived rainfall data from the Microwave Infrared Rainfall Algorithm (MIRA). This dataset covers the period from 1993 to 2002 and the whole of southern Africa at a spatial resolution of 0.1° longitude/latitude. This paper concentrates primarily on the ability of the model to simulate the spatial and temporal patterns of present-day rainfall variability over southern Africa and is not intended to discuss possible future changes in climate as these have been documented elsewhere. Simulations of current climate from the UKMeteorological Office Hadley Centre’s climate model, in both regional and global mode, are firstly compared to the MIRA dataset at daily timescales. Secondly, the ability of the model to reproduce daily rainfall extremes is assessed, again by a comparison with extremes from the MIRA dataset. The results suggest that the model reproduces the number and spatial distribution of rainfall extremes with some accuracy, but that mean rainfall and rainfall variability is underestimated (over-estimated) over wet (dry) regions of southern Africa.

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.