Convergence bounds of an SMI/Gram-Schmidt canceler in colored noise

The performance of the sampled matrix inversion (SMI) adaptive algorithm in colored noise is investigated using the Gram-Schmidt (GS) canceler as an analysis tool. Lower and upper bounds of average convergence are derived, indicating that average convergence slows as the input time samples become correlated. When the input samples are uncorrelated, the fastest SMI algorithm convergence occurs. When the input samples are correlated then the convergence bounds depend on the number of channels N, the number of samples per channels K , and the eigenvalues associated with K×K correlation matrix of the samples in a given channel. This matrix is assumed identical for all channels     

Comments, with reply, on 'convergence properties of Gram-Schmidt and SMI adaptive algorithms' by K. Gerlach and F.F. Kretschmer, Jr

The commenter summarizes Q-R decomposition techniques for solving the least squares (LS) problem and comments on associated aspects of the work presented by K. Gerlach and F.F. Kretschmer, Jr. (ibid., vol.267, no.1, Jan.90). In response to the commenter's statement that the statistical properties of the LS that determine the convergence performance are well known. Gerlach and Kretschmer assert that this is true only under the assumptions that have been used in the past to analyze the convergence performance of the canceler and for only a limited number of convergence performance measures. Gerlach and Kretschmer also address the commenter's points on overmatching degrees of freedom.<>     

Performance comparisons of modified SMI and GLR algorithms

Adaptive filtering for signal detection in colored interference of unknown statistics is addressed. The detection performance of a modified version of the well-known sample matrix inversion (SMI) algorithm, called the modified SMI (MSMI), is compared with that of the generalized likelihood ratio (GLR) algorithm in colored Gaussian interference. The performance sensitivity of the MSMI and GLR in colored Weibull and log-normal interference is studied via simulation. It is found that there is almost no need to use the more complicated GLR algorithm in Gaussian interference, while in Weibull or log-normal interference the GLR should be preferable to the MSMI     

Application of Gram-Schmidt algorithm to fully adaptive arrays

The Gram-Schmidt orthogonalization (GSO) algorithm has excellent numerical performance and is readily applicable to systolic implementations such as in a field of adaptive cancellation systems. A modified GSO algorithm for a fully adaptive array is proposed and computer simulations show that the proposed algorithm gives superior performance. A systolic implementation of the proposed GSO algorithm for fully adaptive array is presented. A feedback mode GSO algorithm for use with analog weights is also presented and has been shown to have excellent performance in the presence of weight errors     

On adaptive multiband signal detection with the SMI algorithm

In a nonstationary and/or nonhomogeneous interference environment, an adaptive system for target detection may suffer a severe performance degradation due to the lack of a sufficient amount of data from which the system can learn (estimate) the statistics of the environment. The detection performance of an adaptive system, which employs a frequency diversity (multiband) signaling waveform and a multiband sample matrix inversion algorithm (SMI), is analyzed. By comparison with the corresponding single-band system under the chosen system constraint, it is shown that the multiband system can significantly outperform the single band when the amount of data available from a single frequency band is severely limited by the environment     

Convergence Rate of the Extended SMI Algorithm for Narrowband Adaptive Arrays

An extended sample matrix inversion (SMI) algorithm can be used for minimizing the mse (mean-squared error) between the output of an N-element adaptive array and a desired reference signal. This algorithm is shown to yield mse within 3 dB of minimum (on the average) after (2N - 1) observations of the antenna element outputs.     

Phase-only LMS and perturbation adaptive algorithms

The author defines a phase-only gradient-based adaptive algorithm analogous to the least mean square (LMS) algorithm. Two phase-only perturbation algorithms are then defined. It is shown that the gradient for the perturbation algorithms can be obtained by cross-correlating binary perturbation sequences, that are applied to the adaptive phases, with the resulting instantaneous output power or voltage. It is also shown that a single set of phase-only adaptive weights can be used to simultaneously null interference in multiple output beams. Simulation results are presented for all of the new algorithms. The phase-only perturbation techniques eliminate the need for element level receivers and support low cost retrofitting of adaptive nulling on phased arrays by using conventional beamsteering circuits to apply the adaptive weights     

Space-time adaptive processing and adaptive arrays: specialcollection of papers

Space-time adaptive processing (STAP) and related adaptive array techniques hold tremendous potential for improving sensor performance by exploiting signal diversity. Such methods have important application in radar, sonar, and communication systems. Recent advances in digital signal processing technology now provide the computational means to field STAP-based systems. The objective of this special collection of papers is to examine the current state-of-the art in STAP technology and explore the remaining obstacles, practical issues and novel techniques required to implement STAP-based radar, sonar or communication systems     

Optimal and adaptive reduced-rank STAP

This paper is concerned with issues and techniques associated with the development of both optimal and adaptive (data dependent) reduced-rank signal processing architectures. Adaptive algorithms for 1D beamforming, 2D space-time adaptive processing (STAP), and 3D STAP for joint hot and cold clutter mitigation are surveyed. The following concepts are then introduced for the first time (other than workshop and conference records) and evaluated in a signal-dependent versus signal independent context: (1) the adaptive processing “region-of-convergence” as a function of sample support and rank, (2) a new variant of the cross-spectral metric (CSM) that retains dominant mode estimation in the direct-form processor (DFP) structure, and (3) the robustness of the proposed methods to the subspace “leakage” problem arising in many real-world applications. A comprehensive performance comparison is conducted both analytically and via Monte Carlo simulation which clearly demonstrates the superior theoretical compression performance of signal-dependent rank-reduction, its broader region-of-convergence, and its inherent robustness to subspace leakage     

一种修正的Mann迭代算法的强收敛性

设H是一Hilbert空间,C为H的非空闭凸子集,T：C→C为一非扩张映射。在假设零元素θ∈C的情况下采用正则化思想,提出了一种不涉及投影算子的Mann迭代修正算法来逼近T的不动点,证明了算法的强收敛性。     

Architectures and algorithms for track association and fusion

Target tracking using multiple sensors can provide better performance than using a single sensor. One approach to multiple target tracking with multiple sensors is to first perform single sensor tracking and then fuse the tracks from the different sensors. Two processing architectures for track fusion are presented: sensor to sensor track fusion, and sensor to system track fusion. Technical issues related to the statistical correlation between track estimation errors are discussed. Approaches for associating the tracks and combining the track state estimates of associated tracks that account for this correlation are described and compared by both theoretical analysis and Monte Carlo simulations     

关于粘滞迭代的一个强收敛定理

在一致光滑的Banach空间E中,C是E中非空闭凸子集,f：C→C是压缩映像,T：D→C是非扩张映像且不动点集合F（T）非空,x0∈C是任一初始点,由粘滞迭代xn＋1=αnf（xn）＋（1-αn）Txn构造的序列{xn}在｜Tzn-xn-zn-xn｜=0（βa）条件下强收敛于T在C中的不动点。     

On the Convergence of Iterative Orthogonalization Processes

Polar decomposition of matrices is used here to investigate the convergence properties of iterative orthogonalization processes. It is shown that, applying this decomposition, the investigation of a general iterative process of a certain form can be reduced to the investigation of a scalar iterative process which is simple. Three known iterative orthogonalization processes, which are special cases of the general process, are analyzed, their convergence rate (order) is determined, and their range of convergence is established in terms of the spectral radius of the modulus of the matrix which is being orthogonalyzed.     

Parameterization and adaptive control of space robot systems

In space application, robot system are subject to unknown or unmodeled dynamics, for example, in the tasks of transporting an unknown payload or catching an unmodeled moving object. We discuss the parameterization problem in dynamic structure and adaptive control of a space robot system with an attitude-controlled base to which the robot is attached. We first derive the system kinematic and dynamic equations based on Lagrangian dynamics and the linear momentum conservation law. Based on the dynamic model developed, we discuss the problem of linear parameterization in term of dynamic parameters, and find that in joint space, the dynamics can be linearized by a set of combined dynamic parameters; however, in inertial space linear parameterization is impossible in general. Then we propose an adaptive control scheme in joint space, and present a simulation study to demonstrate its effectiveness and computational procedure. Because most takes are specified in inertial space instead of joint space, we discuss the issues associated to adaptive control in inertial space and identify two potential problem: unavailability of joint trajectory because the mapping from inertial space trajectory is dynamic-dependent and subject to uncertainty; and nonlinear parameterization in inertial space. We approach the problem by making use of the proposed joint space adaptive controller and updating the joint trajectory by the estimated dynamic parameters and given trajectory in inertial space     

Two CFAR algorithms for interfering targets and nonhomogeneousclutter

The greatest-of-order statistics estimator (GOOSE) constant false alarm rate (CFAR) and the censored greatest-of (CGO) CFAR are described. Both are designed to accommodate interfering targets in the reference window as well as control false alarms in the presence of clutter boundaries. Both succeed in accomplishing these tasks although the CGO-CFAR is preferred as it has a designed graceful degradation as the number of interfering targets exceeds the number of samples censored. The advantage of the GOOSE-CFAR is a theoretical one in that one can derive analytical results for clutter boundary analysis and thus not have to resort to simulations     

牛顿迭代收敛的加速

基于Newton迭代法单根的二阶收敛性和重根的线性收敛性,提出了加速牛顿迭代收敛的思想。利用反函数的性质,取Taylor展开式的前三项进行迭代;并利用差商代替导数的方法,构造出更高收敛阶的迭代公式。大量的数值实验结果表明,本文算法理论上的推导是完全可行的,且有效地提高了迭代公式的收敛速度。     

磁流变阻尼器缓冲控制方法研究

磁流变阻尼器是一种新型的智能驱动装置,正被广泛地应用于生产生活的各个领域.由于磁流变阻尼器的阻尼力性能呈强非线性,因此建立有效的控制方法,并对其实施控制,在磁流变阻尼器的应用中起着至关重要的作用.本文对磁流变阻尼器在不同应用场合的缓冲控制方法进行了系统的回顾,分析了各种控制算法的优缺点,并对磁流变阻尼器控制过程中的难点和该项技术的发展趋势进行了分析.     

Hamilton正则方程半解析法的收敛和对称分析

近年来,Hamilton正则方程半解析法在工程问题上的应用越来越广泛,但至今未见有关这种方法收敛性和对称性问题研究的文献。基于Hamilton正则方程的半解析法理论,通过变分原理详细推导了Hamiltonian元素的固支和简支边界公式及对称边界公式。多个实例的数值研究表明：随着网格加密,Hamilton正则方程半解析法的收敛速度快于一般传统位移有限元法,对称解法的效率明显优于整体解法。     

Performance analysis of bearing-only target location algorithms

The performance of two well-known bearing-only location techniques, the maximum likelihood (ML) and the Stansfield estimators, is examined. Analytical expressions are obtained for the bias and the covariance matrix of the estimation error, which permit performance comparison for any case of interest. It is shown that the Stansfield algorithm provides biased estimates even for large numbers of measurements, in contrast with the ML method. The RMS error of the Stansfield technique is not necessarily larger than the RMS of the ML technique. However, it is shown that the ML technique is superior to the Stansfield method when the number of measurements is large enough. Simulation results verify the predicted theoretical performance     

Convergence analysis for inexact mechanization of Kalman filtering

A computational aspect of real-time estimation is considered, in which the estimation algorithm to be used has the standard optimal Kalman filtering structure, but the actual inverse matrix within the Kalman gain is replaced by an expedient approximation at each instant. In real-time applications, most Kalman filtering schemes are approximate to a degree as a consequence of numerical roundoff matrix inversion. The convergence properties and error estimates of such schemes are obtained to provide a theoretical basis for gauging the utility of using the above approximations of the Kalman gain matrix at each time instant. A new exponentially convergent scheme is also suggested for approximating the inverse matrix within the Kalman gain. Conditions are determined under which online approximate matrix inversion can be eliminated as the cause of Kalman filter divergence in real-time implementations