Adaptive-multi-reference least means squares filter

Adaptive filters are now becoming increasingly studied for their suitability in application to complex and non-stationary signals. Many adaptive filters utilise a reference input, that is used to form an estimate of the noise in the target signal. In this paper we discuss the application of adaptive filters for high electromyography contaminated electroencephalography data. We propose the use of multiple referential inputs instead of the traditional single input. These references are formed using multiple EMG sensors during an EEG experiment, each reference input is processed and ordered through firstly determining the Pearson’s r-squared correlation coefficient, from this a weighting metric is determined and used to scale and order the reference channels according to the paradigm shown in this paper. This paper presents the use and application of the Adaptive-Multi-Reference (AMR) Least Means Square adaptive filter in the domain of electroencephalograph signal acquisition.

Parameter estimation in water-distribution systems by least squares

The weighted-least-squares method using sensitivity-analysis technique is proposed for the estimation of parameters in water-distribution systems. The parameters considered are the Hazen-Williams coefficients for the pipes. The objective function used is the sum of the weighted squares of the differences between the computed and the observed values of the variables. The weighted-least-squares method can elegantly handle multiple loading conditions with mixed types of measurements such as heads and consumptions, different sets and number of measurements for each loading condition, and modifications in the network configuration due to inclusion or exclusion of some pipes affected by valve operations in each loading condition. Uncertainty in parameter estimates can also be obtained. The method is applied for the estimation of parameters in a metropolitan urban water-distribution system in India.

OWA operators in linear regression and detection of outliers

We consider the use of Ordered Weighted Averaging (OWA) in linear regression. Our goal is to replace the traditional least squares, least absolute deviation, and maximum likelihood criteria with an OWA function of the residuals. We obtain several high breakdown robust regression methods as special cases (least median, least trimmed squares, trimmed likelihood methods). We also present new formulations of regression problem. OWA-based regression is particularly useful in the presence of outliers.

OWA operators in regression problems

We consider an application of fuzzy logic connectives to statistical regression. We replace the standard least squares, least absolute deviation, and maximum likelihood criteria with an ordered weighted averaging (OWA) function of the residuals. Depending on the choice of the weights, we obtain the standard regression problems, high-breakdown robust methods (least median, least trimmed squares, and trimmed likelihood methods), as well as new formulations. We present various approaches to numerical solution of such regression problems. OWA-based regression is particularly useful in the presence of outliers, and we illustrate the performance of the new methods on several instances of linear regression problems with multiple outliers.

Representation of thermodynamic properties of ternary systems and its application to the system silver-gold-copper at 1350 K

The article presents a generalized analytical expression for description of the integral excess Gibbs free energy of mixing of a ternary system. Twelve constants of the equation are assessed by the least mean squares regressional analysis of the experimental integral excess data of the constituent binaries; three ternary parameters are evaluated by a regressional analysis based on the partial experimental data of a component of the ternary system. The assessed values of the ternary parameters describe the nature of the ternary interaction in the system. Activities and isoactivities of the components in the Ag-Au-Cu system at 1350 K are calculated and found to be in good agreement with the experimental data. This analytical treatment is particularly useful to ternary systems where the thermodynamic data are available from different sources.

Thermodynamic properties and phase boundaries of Co O solutions

The thermodynamic properties of liquid unsaturated Co--O solutions have been determined by electrochemical measurements using (Y sub 2 O sub 3 )ThO sub 2 as solid electrolyte. The cell can be represented as, Pt. MoO sub 2 + Mo | (Y sub 2 O sub 3 )ThO sub 2 | O sub Co , tungsten, Pt, Emf of the cell was measured as a function of oxygen concentration in liquid Co at 1798, 1873 and 1973K. Least-mean squares regression analysis of the experimental data gives for the free energy of solution of diatomic oxygen in liquid Co Delta G exp 0 sub O(Co) = --84935--7.61 T ( plus/minus 400) J/g-atom and self interaction parameter for oxygen epsilon exp O sub O = --97240/T + 40.52 ( plus/minus 1) where the standard state for O is an infinitely dilute solution in which the activity is equal to atomic percent. The present data are discussed in comparison with those reported in the literature and the phase diagram for the Co--O system. 18 ref.--AA.

High Speed FPGA-based implementations of Delayed-LMS filters

A variation of the least means squares (LMS) algorithm, called the delayed LMS (DLMS) algorithm is an ideally suited to achieve highly pipelined, adaptive digital filter implementations. The paper presents an efficient method of determining the delays in the DLMS filter and then transferring these delays using retiming in order to achieve fully pipelined circuit architectures for FPGA implementation. The method has been used to derive a series of retimed delayed LMS (RDLMS) architectures, which considerable reduce the number of delays and convergence time and give superior performance in terms of throughput rate when compared to previous work. Three circuit architectures and three hardware shared versions are presented which have been implemented using the Virtex-II FPGA technology resulting in a throughout rate of 182 Msample/s.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

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.

On performance of transform domain adaptive filters with Markov-2 inputs

In this paper, the analysis for the performance of the discrete Fourier transform LMS adaptive filter (DFT-LMS) and the discrete cosine transform LMS adaptive filter (DCT-LMS) for the Markov-2 inputs is presented. To improve the convergence property of the least mean squares (LMS) adaptive filter, the DFT-LMS and DCT-LMS preprocess the inputs with the fixed orthogonal transforms and power normalization. We derive the asymptotic results for the eigenvalues and eigenvalue distributions of the preprocessed input autocorrelation matrices with DFT-LMS and DCT-LMS for Markov-2 inputs. These results explicitly show the superior decorrelation property of DCT-LMS over that of DFT-LMS, and also provide the upper bounds for the eigenvalue spreads of the finite-length DFT-LMS and DCT-LMS adaptive filters. Simulation results are demonstrated to support the analytic results.

Global non-smooth optimization in robust multivariate regression

Robust regression in statistics leads to challenging optimization problems. Here, we study one such problem, in which the objective is non-smooth, non-convex and expensive to calculate. We study the numerical performance of several derivative-free optimization algorithms with the aim of computing robust multivariate estimators. Our experiences demonstrate that the existing algorithms often fail to deliver optimal solutions. We introduce three new methods that use Powell's derivative-free algorithm. The proposed methods are reliable and can be used when processing very large data sets containing outliers.

Derivative-free optimization and neural networks for robust regression

Large outliers break down linear and nonlinear regression models. Robust regression methods allow one to filter out the outliers when building a model. By replacing the traditional least squares criterion with the least trimmed squares (LTS) criterion, in which half of data is treated as potential outliers, one can fit accurate regression models to strongly contaminated data. High-breakdown methods have become very well established in linear regression, but have started being applied for non-linear regression only recently. In this work, we examine the problem of fitting artificial neural networks (ANNs) to contaminated data using LTS criterion. We introduce a penalized LTS criterion which prevents unnecessary removal of valid data. Training of ANNs leads to a challenging non-smooth global optimization problem. We compare the efficiency of several derivative-free optimization methods in solving it, and show that our approach identifies the outliers correctly when ANNs are used for nonlinear regression.

Biomedical signal filtering for noisy environments

 Luke's work addresses issue of robustly attenuating multi-source noise from surface EEG signals using a novel Adaptive-Multiple-Reference Least-Means-Squares filter (AMR-LMS). In practice, the filter successfully removes electrical interference and muscle noise generated during movement which contaminates EEG, allowing subjects to maintain maximum mobility throughout signal acquisition and during the use of a Brain Computer Interface.

Modelagem linear e identificação do modelo dinâmico de um robô móvel com acionamento diferencial

This work presents a modelling and identification method for a wheeled mobile robot, including the actuator dynamics. Instead of the classic modelling approach, where the robot position coordinates (x,y) are utilized as state variables (resulting in a non linear model), the proposed discrete model is based on the travelled distance increment Delta_l. Thus, the resulting model is linear and time invariant and it can be identified through classical methods such as Recursive Least Mean Squares. This approach has a problem: Delta_l can not be directly measured. In this paper, this problem is solved using an estimate of Delta_l based on a second order polynomial approximation. Experimental data were colected and the proposed method was used to identify the model of a real robot