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Linear Filter (linear + filter)
Selected AbstractsAdaptive group detection for DS/CDMA systems over frequency-selective fading channels,EUROPEAN TRANSACTIONS ON TELECOMMUNICATIONS, Issue 3 2003Stefano Buzzi In this paper we consider the problem of group detection for asynchronous Direct-Sequence Code Division Multiple Access (DS/CDMA) systems operating over frequency-selective fading channels. A two-stage near-far resistant detection structure is proposed. The first stage is a linear filter, aimed at suppressing the effect of the unwanted user signals, while the second stage is a non-linear block, implementing a maximum likelihood detection rule on the set of desired user signals. As to the linear stage, we consider both the Zero-Forcing (ZF) and the Minimum Mean Square Error (MMSE) approaches; in particular, based on the amount of prior knowledge on the interference parameters which is available to the receiver and on the affordable computational complexity, we come up with several receiving structures, which trade system performance for complexity and needed channel state information. We also present adaptive implementations of these receivers, wherein only the parameters from the users to be decoded are assumed to be known. The case that the channel fading coefficients of the users to be decoded are not known a priori is also considered. In particular, based on the transmission of pilot signals, we adopt a least-squares criterion in order to obtain estimates of these coefficients. The result is thus a fully adaptive structure, which can be implemented with no prior information on the interfering signals and on the channel state. As to the performance assessment, the new receivers are shown to be near-far resistant, and simulation results confirm their superiority with respect to previously derived detection structures. Copyright © 2003 AEI. [source] Robust H, filtering for switched linear discrete-time systems with polytopic uncertaintiesINTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, Issue 6 2006Lixian Zhang Abstract In this paper, the problem of robust H, filtering for switched linear discrete-time systems with polytopic uncertainties is investigated. Based on the mode-switching idea and parameter-dependent stability result, a robust switched linear filter is designed such that the corresponding filtering error system achieves robust asymptotic stability and guarantees a prescribed H, performance index for all admissible uncertainties. The existence condition of such filter is derived and formulated in terms of a set of linear matrix inequalities (LMIs) by the introduction of slack variables to eliminate the cross coupling of system matrices and Lyapunov matrices among different subsystems. The desired filter can be constructed by solving the corresponding convex optimization problem, which also provides an optimal H, noise-attenuation level bound for the resultant filtering error system. A numerical example is given to show the effectiveness and the potential of the proposed techniques. Copyright © 2006 John Wiley & Sons, Ltd. [source] ,, filtering for discrete-time linear systems with Markovian jumping parameters,,INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 14 2003Carlos E. de Souza Abstract This paper investigates the problem of ,, filtering for discrete-time linear systems with Markovian jumping parameters. It is assumed that the jumping parameter is available. This paper develops necessary and sufficient conditions for designing a discrete-time Markovian jump linear filter which ensures a prescribed bound on the ,2 -induced gain from the noise signals to the estimation error. The proposed filter design is given in terms of linear matrix inequalities. Copyright © 2003 John Wiley & Sons, Ltd. [source] Robust ,, filtering for uncertain Markovian jump linear systems,INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 5 2002Carlos E. de Souza Abstract This paper investigates the problem of ,, filtering for a class of uncertain Markovian jump linear systems. The uncertainty is assumed to be norm-bounded and appears in all the matrices of the system state-space model, including the coefficient matrices of the noise signals. It is also assumed that the jumping parameter is available. We develop a methodology for designing a Markovian jump linear filter that ensures a prescribed bound on the ,2 -induced gain from the noise signals to the estimation error, irrespective of the uncertainty. The proposed design is given in terms of linear matrix inequalities. Copyright © 2002 John Wiley & Sons, Ltd. [source] A light-tailed conditionally heteroscedastic model with applications to river flowsJOURNAL OF TIME SERIES ANALYSIS, Issue 1 2008Péter Elek Abstract., A conditionally heteroscedastic model, different from the more commonly used autoregressive moving average,generalized autoregressive conditionally heteroscedastic (ARMA-GARCH) processes, is established and analysed here. The time-dependent variance of innovations passing through an ARMA filter is conditioned on the lagged values of the generated process, rather than on the lagged innovations, and is defined to be asymptotically proportional to those past values. Designed this way, the model incorporates certain feedback from the modelled process, the innovation is no longer of GARCH type, and all moments of the modelled process are finite provided the same is true for the generating noise. The article gives the condition of stationarity, and proves consistency and asymptotic normality of the Gaussian quasi-maximum likelihood estimator of the variance parameters, even though the estimated parameters of the linear filter contain an error. An analysis of six diurnal water discharge series observed along Rivers Danube and Tisza in Hungary demonstrates the usefulness of such a model. The effect of lagged river discharge turns out to be highly significant on the variance of innovations, and nonparametric estimation approves its approximate linearity. Simulations from the new model preserve well the probability distribution, the high quantiles, the tail behaviour and the high-level clustering of the original series, further justifying model choice. [source] Cones perform a non-linear transformation on natural stimuliTHE JOURNAL OF PHYSIOLOGY, Issue 3 2010D. Endeman Visual information in natural scenes is distributed over a broad range of intensities and contrasts. This distribution has to be compressed in the retina to match the dynamic range of retinal neurons. In this study we examined how cones perform this compression and investigated which physiological processes contribute to this operation. M- and L-cones of the goldfish were stimulated with a natural time series of intensities (NTSI) and their responses were recorded. The NTSI displays an intensity distribution which is skewed towards the lower intensities and has a long tail into the high intensity region. Cones transform this skewed distribution into a more symmetrical one. The voltage responses of the goldfish cones were compared to those of a linear filter and a non-linear biophysical model of the photoreceptor. The results show that the linear filter under-represents contrasts at low intensities compared to the actual cone whereas the non-linear biophysical model performs well over the whole intensity range used. Quantitative analysis of the two approaches indicates that the non-linear biophysical model can capture 91 ± 5% of the coherence rate (a biased measure of information rate) of the actual cone, where the linear filter only reaches 48 ± 8%. These results demonstrate that cone photoreceptors transform an NTSI in a non-linear fashion. The comparison between current clamp and voltage clamp recordings and analysis of the behaviour of the biophysical model indicates that both the calcium feedback loop in the outer segment and the hydrolysis of cGMP are the major components that introduce the specific non-linear response properties found in the goldfish cones. [source] System identification of instrumented bridge systemsEARTHQUAKE ENGINEERING AND STRUCTURAL DYNAMICS, Issue 7 2003Yalin Arici Abstract Several recorded motions for seven bridge systems in California during recent earthquakes were analysed using parametric and non-parametric system identification (SI) methods. The bridges were selected considering the availability of an adequate array of accelerometers and accounting for different structural systems, materials, geometry and soil types. The results of the application of SI methods included identification of modal frequencies and damping ratios. Excellent fits of the recorded motion in the time domain were obtained using parametric methods. The multi-input/single-output SI method was a suitable approach considering the instrumentation layout for these bridges. Use of the constructed linear filters for prediction purposes was also demonstrated for three bridge systems. Reasonable prediction results were obtained considering the various limitations of the procedure. Finally, the study was concluded by identifying the change of the modal frequencies and damping of a particular bridge system in time using recursive filters. Copyright © 2003 John Wiley & Sons, Ltd. [source] Adaptive least mean squares block Volterra filtersINTERNATIONAL JOURNAL OF CIRCUIT THEORY AND APPLICATIONS, Issue 4 2001Tarek I. Haweel Abstract Adaptive filtering has found many applications in situations where the underlying signals are changing or unknown. While linear filters are simple from implementation and conceptual points of view, many signals are non-linear in nature. Non-linear filters based on truncated Volterra expansions can effectively model a large number of systems. Unfortunately, the resulting input auto-moment matrix is ill conditioned, which results in a slow convergence rate. This paper proposes a class of block adaptive Volterra filters in which the input sequences are Hadamard transformed to improve the condition number of the input auto-moment matrix and consequently improve the convergence rate. This is achieved by the decorrelation effect produced by the orthogonality of the transform. Since Hadamard transformation employs only ±1's, the additional required computational and implementation burdens are few. The effect of additive white Gaussian noise is introduced. Simulation experiments are given to illustrate the improved performance of the proposed method over the conventional Volterra LMS method. Copyright © 2001 John Wiley & Sons, Ltd. [source] Exponential H, filtering for switched linear systems with interval time-varying delayINTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 5 2009Dong Wang Abstract This paper deals with the problem of exponential H, filtering for a class of continuous-time switched linear system with interval time-varying delay. The time delay under consideration includes two cases: one is that the time delay is differentiable and bounded with a constant delay-derivative bound, whereas the other is that the time delay is continuous and bounded. Switched linear filters are designed to ensure that the filtering error systems under switching signal with average dwell time are exponentially stable with a prescribed H, noise attenuation level. Based on the free-weighting matrix approach and the average dwell technology, delay-dependent sufficient conditions for the existence of such a filter are derived and formulated in terms of linear matrix inequalities (LMIs). By solving that corresponding LMIs, the desired filter parameterized matrices and the minimal average dwell time are obtained. Finally, two numerical examples are presented to demonstrate the effectiveness of the developed results. Copyright © 2008 John Wiley & Sons, Ltd. [source] Relationships Among Control Charts Used with Feedback ControlQUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Issue 8 2006George Runger Abstract Feedback control is common in modern manufacturing processes and there is a need to combine statistical process control in such systems. Typical types of assignable causes are described and fault signatures are calculated. A fault signature can be attenuated by the controller and an implicit confounding among faults of different types is discussed. Furthermore, the relationships between various control statistics are developed. Control charts have been proposed previously for deviations from target and for control adjustments. We describe why one or the other can be effective in some cases, but that neither directly incorporates the magnitude (or signature) of an assignable cause. Various disturbance models and control schemes, both optimal and non-optimal, are included in a mathematically simple model that obtains results through properties of linear filters. We provide analytical results for a widely-used model of feedback control. Copyright © 2006 John Wiley & Sons, Ltd. [source] A variational method for orographic filtering in NWP and climate modelsTHE QUARTERLY JOURNAL OF THE ROYAL METEOROLOGICAL SOCIETY, Issue 619 2006I. C. Rutt Abstract Numerical models of the atmosphere are known to experience problems with near-grid-scale orographic forcing, particularly the formation of spurious grid-point storms. These problems can seriously undermine the accuracy and stability of model integrations, so possible methods for reducing them are of interest. Previous studies indicate that filtering the orographic field is effective in addressing these issues, and they motivate this work. Two potential disadvantages of orographic filtering are the loss of height from important barrier ridges and the adjustment of sea points to non-zero height. To counter these effects, a new variational filtering method is developed, which emulates a class of linear filters but allows the imposition of other conditions on the filtered orography. The properties of the method are explored analytically and confirmed in practice. A representative range of filtered/constrained orographies are then evaluated in a global, nonlinear shallow-water model, under a variety of flow regimes. The results indicate that the benefits of orographic filtering increase as the flow becomes more nonlinear and more balanced; since atmospheric flows are generally more nonlinear and more balanced than the model used here, this evidence is taken to support the use of orographic filtering in an NWP context. The benefits of extra filtering constraints are weakly supported, but they need further evaluation. © Royal Meteorological Society, 2006. The contribution of A. Staniforth is Crown copyright. [source] | ||||||||||