Abstract: We present a normalized LMS (NLMS) algorithm
with robust regularization. Unlike conventional NLMS with the
fixed regularization parameter, the proposed approach dynamically
updates the regularization parameter. By exploiting a gradient
descent direction, we derive a computationally efficient and robust
update scheme for the regularization parameter. In simulation, we
demonstrate the proposed algorithm outperforms conventional NLMS
algorithms in terms of convergence rate and misadjustment error.
Abstract: We present a new subband adaptive filter (R-SAF)
which is robust against impulsive noise in system identification. To
address the vulnerability of adaptive filters based on the L2-norm
optimization criterion against impulsive noise, the R-SAF comes from
the L1-norm optimization criterion with a constraint on the energy
of the weight update. Minimizing L1-norm of the a posteriori error
in each subband with a constraint on minimum disturbance gives
rise to the robustness against the impulsive noise and the capable
convergence performance. Experimental results clearly demonstrate
that the proposed R-SAF outperforms the classical adaptive filtering
algorithms when impulsive noise as well as background noise exist.
Abstract: In this paper the problem of estimating the time delay
between two spatially separated noisy sinusoidal signals by system
identification modeling is addressed. The system is assumed to be
perturbed by both input and output additive white Gaussian noise. The
presence of input noise introduces bias in the time delay estimates.
Normally the solution requires a priori knowledge of the input-output
noise variance ratio. We utilize the cascade of a self-tuned filter with
the time delay estimator, thus making the delay estimates robust to
input noise. Simulation results are presented to confirm the superiority
of the proposed approach at low input signal-to-noise ratios.
Abstract: The nonlinear damping behavior is usually ignored in
the design of a miniature moving-coil loudspeaker. But when the
loudspeaker operated in air, the damping parameter varies with the
voice-coil displacement corresponding due to viscous air flow. The
present paper presents an identification model as inverse problem to
identify the nonlinear damping parameter in the lumped parameter
model for the loudspeaker. Theoretical results for the nonlinear
damping are verified by using laser displacement measurement
scanner. These results indicate that the damping parameter has the
greatly different nonlinearity between in air and vacuum. It is believed
that the results of the present work can be applied in diagnosis and
sound quality improvement of a miniature loudspeaker.
Abstract: The majority of existing predictors for time series are
model-dependent and therefore require some prior knowledge for the
identification of complex systems, usually involving system
identification, extensive training, or online adaptation in the case of
time-varying systems. Additionally, since a time series is usually
generated by complex processes such as the stock market or other
chaotic systems, identification, modeling or the online updating of
parameters can be problematic. In this paper a model-free predictor
(MFP) for a time series produced by an unknown nonlinear system or
process is derived using tracking theory. An identical derivation of the
MFP using the property of the Newton form of the interpolating
polynomial is also presented. The MFP is able to accurately predict
future values of a time series, is stable, has few tuning parameters and
is desirable for engineering applications due to its simplicity, fast
prediction speed and extremely low computational load. The
performance of the proposed MFP is demonstrated using the
prediction of the Dow Jones Industrial Average stock index.