Stochastic Algorithms for Self-adaptive Filtering and Prediction
Stochastic algorithms for optimum and self-adaptive filtering
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Stochastic algorithms for optimum and self-adaptive filtering
Optimal adaptive filter for sampled stochastic processes with unknown parameter
The least-mean-square (LMS) adaptive filter is applied to suppress narrow-band radio-frequency interference (RFI) in wideband sythetic aperture radar (SAR) signals.
Analysis of a longitudinal pilot-induced oscillation (PIO) experienced just prior to touchdown on the final flight of the space shuttle's approach landing tests indicated that the source of the problem was a combination of poor basic handling qualities aggravated by time delays through the digital flight control computer and rate limiting of the elevator actuators due to high pilot gain. A nonlinear PIO suppression (PIOS) filter was designed and developed to alleviate the vehicle's PIO tendencies by reducing the gain in the command path. From analytical and simulator studies it was shown that the PIOS filter, in an adaptive fashion, can attenuate the command path gain without adding phase lag to the system. With the pitch attitude loop of a simulated shuttle model closed, the PIOS filter increased the gain margin by a factor of about two.
Self-adaptive solution to problem of optimal filtering, prediction, and smoothing of stochastic signals imbedded in random noise
We apply the time-domain least-mean-square (TDLMS) adaptive filter to suppress narrow-band radio-frequency interference (RFI) in wideband radars.
A review is made of recursive statistical regression techniques incorporating past or past and future observations through smoothing and Kalman filtering, respectively; with results for the cases of the Tiros-N/MSU and Nimbus-6/Scams remote sensing satellite experiments. In response to the lack of a satisfactory model for the medium sounded, which is presently a major limitation on retrieval technique performance, a novel, global approach is proposed which casts the retrieval problem into the framework of adaptive filtering. A numerical implementation of such an adaptive system is presented, with a multilayer, semi-spectral general circulation model for the atmosphere being used to fine-tune the sensor as well as the dynamical equations of a Kalman filter. It is shown that the assimilation of radiometric data becomes a straightforward subproblem.
This paper discusses the implementation of a fuzzy logic system using an ASICs design approach. The approach is based upon combining the inherent advantages of symmetric triangular membership functions and fuzzy singleton sets to obtain a novel structure for fuzzy logic system application development. The resulting structure utilizes a fuzzy static RAM to store the rule-base and the end-points of the triangular membership functions. This provides advantages over other approaches in which all sampled values of membership functions for all universes must be stored. The fuzzy coprocessor structure implements the fuzzification and defuzzification processes through a two-stage parallel pipeline architecture which is capable of executing complex fuzzy computations in less than 0.55us with an accuracy of more than 95%, thus making it suitable for a wide range of applications. Using the approach presented in this paper, a fuzzy logic rule-base can be directly downloaded via a host processor to an onchip rule-base memory with a size of 64 words. The fuzzy coprocessor's design supports up to 49 rules for seven fuzzy membership functions associated with each of the chip's two input variables. This feature allows designers to create fuzzy logic systems without the need for additional on-board memory. Finally, the paper reports on simulation studies that were conducted for several adaptive filter applications using the least mean squared adaptive algorithm for adjusting the knowledge rule-base.
A spatial domain adaptive Wiener filter for smoothing radar images corrupted by multiplicative noise is presented. The filter is optimum in a minimum mean squared error sense, computationally efficient, and preserves edges in the image better than other filters. The proposed algorithm can also be used for processing optical images with illumination variations that have a multiplicative effect.
Digital high pass filter and adaptive delta modulator for satellite acquired magnetic field data compaction
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A method for adaptive (or, optionally, nonadaptive) filtering has been developed for estimating the states of complex process systems (e.g., chemical plants, factories, or manufacturing processes at some level of abstraction) from time series of measurements of system inputs and outputs. The method is based partly on the fundamental principles of the Kalman filter and partly on the use of recurrent neural networks. The standard Kalman filter involves an assumption of linearity of the mathematical model used to describe a process system. The extended Kalman filter accommodates a nonlinear process model but still requires linearization about the state estimate. Both the standard and extended Kalman filters involve the often unrealistic assumption that process and measurement noise are zero-mean, Gaussian, and white. In contrast, the present method does not involve any assumptions of linearity of process models or of the nature of process noise; on the contrary, few (if any) assumptions are made about process models, noise models, or the parameters of such models. In this regard, the method can be characterized as one of nonlinear, nonparametric filtering. The method exploits the unique ability of neural networks to approximate nonlinear functions. In a given case, the process model is limited mainly by limitations of the approximation ability of the neural networks chosen for that case. Moreover, despite the lack of assumptions regarding process noise, the method yields minimum- variance filters. In that they do not require statistical models of noise, the neural- network-based state filters of this method are comparable to conventional nonlinear least-squares estimators.
Digital polynomial and adaptive feedback control system techniques for large launch vehicle guidance, stability, and control
The study of the Ly alpha - forest of distant (approximately greater than 3) Quasars is an important tool in obtaining a more detailed picture of the distribution of matter along the line of sight and thus of the general distribution of matter in the Universe and is therefore of important cosmological significance. Obviously, this is one of the tasks where spectral resolution plays an important role. The spectra used were obtained with the EFOSC at the ESO 3.6m telescope. Applying for the data reduction the standard Echelle procedure, as it is implemented for instance in the MIDAS-package, one uses stationary filters (e.g. median) for noise and cosmic particle event reduction in the 2-dimensional Echelle image. These filters are useful if the spatial spectrum of the noise reaches essentially higher frequencies then the highest resolution features in the image. Otherwise the resolution in the data will be degraded and the spectral lines smoothed. However, in the Echelle spectra the highest resolution is already in the range of one or a few pixels and therefore stationary filtering means always a loss of resolution. An Echelle reduction procedure on the basis of a space variable filter described which recognizes the local resolution in the presence of noise and adapts to it is developed. It was shown that this technique leads to an improvement in resolution by a factor of 2 with respect to standard procedures.
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Autofocus techniques are being designed at the Jet Propulsion Laboratory to automatically choose the filter parameters (i.e., the focus) for the digital synthetic aperture radar correlator; currently, processing relies upon interaction with a human operator who uses his subjective assessment of the quality of the processed SAR data. Algorithms were devised applying image cross-correlation to aid in the choice of filter parameters, but this method also has its drawbacks in that the cross-correlation result may not be readily interpretable. Enhanced performance of the cross-correlation techniques of JPL was hypothesized given that the images to be cross-correlated were first filtered to improve the signal-to-noise ratio for the pair of scenes. The results of experiments are described and images are shown.
A novel method is presented of identifying a state space model and a state estimator for linear stochastic systems from input and output data. The method is primarily based on the relations between the state space model and the finite difference model for linear stochastic systems derived through projection filters. It is proven that least squares identification of a finite difference model converges to the model derived from the projection filters. System pulse response samples are computed from the coefficients of the finite difference model. In estimating the corresponding state estimator gain, a z-domain method is used. First the deterministic component of the output is subtracted out, and then the state estimator gain is obtained by whitening the remaining signal. Experimental example is used to illustrate the feasibility of the method.
Singular spectrum analysis (SSA), a variant of principal component analysis, is applied to a time series of the Southern Oscillation index (SOI). The analysis filters out variability unrelated to the Southern Oscillation and separates the high-frequency, 2- to 3-year variability, including the quasi-biennial oscillation, from the lower-frequency 4- to 6-year El Nino cycle. The maximum entropy method (MEM) is applied to forecasting the prefiltered SOI. Prediction based on MEM-associated autoregresive models has useful skill for 30-36 months. A 1993-1994 La Nina event is predicted based on data through February 1992.