Adaptive weighted least squares algorithm for Volterra signal modeling

IEEE Transactions on Circuits and Systems I: Fundamental Theory and Applications

Volumn 47, Issue 4, 2000, Pages 545-554

  Chan, Steven C K ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; CONSTRAINT THEORY; LAGRANGE MULTIPLIERS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; MATHEMATICAL PROGRAMMING; NEURAL NETWORKS; RECURSIVE FUNCTIONS;

LEAST SQUARE ESTIMATION; NONLINEAR SIGNAL MODELING; VOLTERRA SYSTEM;

SIGNAL PROCESSING;

EID: 0033740499     PISSN: 10577122     EISSN: None     Source Type: Journal    
DOI: 10.1109/81.841856     Document Type: Article

References (38)

1. K.I. Kim and E.J. Powers, "A digital method of modeling quadratically nonlinear systems with a general random input," IEEE Trans. Acoust., Speech, Signal Processing, vol. 36, pp. 1758-1769, Nov. 1988.
2. Y.C. Kim and E.J. Powers, "Digital bispectral analysis of self-excited fluctuation spectra," Phys. Fluids, vol. 21, no. 8, pp. 1452-1453, Aug. 1978.
3. K. Kim, S.B. Kim, E.J. Powers, R. W. Miksad, and F. J. Fischer, "Adaptive second-order Volterra filtering and its application to second-order drift phenomena," IEEE J. Oceanic Eng., vol. 19, pp. 183-192, Apr. 1994.
4. S.B. Kim and E.J. Powers, "Orthogonalised frequency domain Volterra model for non-Gaussian inputs," Proc. Inst. Elect. Eng. , pt. F, vol. 140, no. 6, pp. 40209, Dec. 1993.
5. E. Biglieri, S. Barberis, and M. Catena, "Analysis and compensation of nonlinearities in digital transmission systems," IEEE J. Select. Areas Commun., vol. 6, pp. 42-51, Jan. 1988.
6. C.H. Tseng and E.J. Powers, "Identification of nonlinear channels in digital transmission systems," in Proc. IEEE Signal Processing Workshop Higher Order Statistics, June 1993, pp. 4215. [7] J. D. Taft and N. K. Böse, "Quadratic linear filters for signal detection," IEEE Trans. Signal Processing, vol. 39, pp. 2537-2539, Nov. 1991.
7. P. Chevalier and B. Picinbono, "Optimal linear-quadratic array for de-tection," in Proc. IEEE Int. Conf. Acoustics, Speech, Signal Processing, May 1989, pp. 2826-2829.
8. B. Picinbono and P. Duvaut, "Optimal linear-quadratic systems for detection and estimation," IEEE Trans. Inform. Theory, vol. 34, pp. 304-311, Mar. 1988.
9. G.L. Sicuranza, "Quadratic filters for signal processing," Proc. IEEE, vol. 80, pp. 1263-1285, Aug. 1992.
10. J.N. Lin and R. Unbehauen, "2-D adaptive Volterra filter for 2-D nonlinear channel equalization and image restoration," Electron. Lett., vol. 28, no. 2, pp. 180-182, Jan. 1992.
11. G. Ramponi and G.L. Sicuranza, "Quadratic digital filters for image processing," IEEE Trans. Acoust., Speech, Signal Processing, vol. 36, pp. 937-939, June 1988.
12. _, "Adaptive nonlinear prediction of tv image sequences," Electron. Lett., vol. 25, no. 8, pp. 526-527, Apr. 1989.
13. R.J.P. DeFigueiredo and S. C. Matz, "Exponential nonlinear Volterra filters for contrast sharpening in noisy images," in Proc. IEEE Int. Conf. Acoustics, Speech, Signal Processing, Oct. 1996, vol. 4, pp. 2263-2266.
14. V.J. Mathews, "Orthogonaliztion of Gaussian signals for Volterra system identification," in Proc. Sixth IEEE Digital Signal Processing Workshop, 1994, pp. 105-108.
15. P.J. Antsaklis, "Neural networks for control systems," IEEE Trans. Neural Networks, no. 2, pp. 242-244, June 1990.
16. K.S. Narendra and K. Parthasarathy, "Identification and control of dynamical systems using neural networks," IEEE Trans. Neural Networks, vol. 1, pp. 4-27, Mar. 1990.
17. D.H. Nguyen and B. Widrow, "Neural networks for self-learning control systems," IEEE Contr. Syst. Mag., vol. 10, no. 3, pp. 18-23, Apr. 1990.
18. J.G. Kuschewski, S. Hui, and S.H. Zak, "Application of feedforward neural networks to dynamical system identification and control," IEEE Trans. Contr. Syst. Technol., vol. 1, pp. 3719, Mar. 1993.
19. H. Lee, Y. Park, K. Mehrotra, C. Mohan, and S. Ranka, "Nonlinear system identification using recurrent networks," Proc. IEEE Int. Conf. Neural Networks, vol. 3, pp. 2410-2415, 1991.
20. E.N. Sanchez, "Dynamic neural networks for nonlinear systems identification," Proc. IEEE33rd Conf. Decision Control, vol. 3, pp. 2480-2481, Dec. 1994.
21. S.R. Chu, R. Shoureshi, and M. Tenorio, "Neural networks for system identification," IEEE Contr. Syst. Mag., pp. 31-35, Apr. 1990.
22. S. Zhang and A.G. Constantinides, "Lagrange programming neural networks," IEEE Trans. Circuit Syst. II, vol. 39, pp. 441152, July 1992.
23. T. Stathaki and A.G. Constantinides, "Lagrange programming neural networks for blind Volterra system modeling," Proc. ICNN Int. Conf. Neural Networks, vol. 2, Nov. 1995.
24. M. Nagamatu and T. Yanaru, "Lagrangian method for satisfiability problems of propositional calculus," in Proc. IEEE Second Int. Two-Stream Conf. Artificial Neural Networks Expert Systems, 1995, pp. 71-74.
25. S. Lu and T. Basar, "Robust nonlinear system identification using neural network models," in Proc. IEEE 34th Conf. Decision Control, Dec. 1995, pp. 1840-1845.
26. T. Koh and E.J. Powers, "Second-order Volterra filtering and its application to nonlinear system identification," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-33, pp. 1445-1455, Dec. 1985.
27. M.J. Coker and D.N. Simkins, "A nonlinear adaptive noise canceller," in Proc. IEEE Int. Conf. Acoustics, Speech, Signal Processing, Apr. 1980, pp. 470-473.
28. P. Koukoulas and N. Kalouptsidis, "Nonlinear system identification using Gaussian inputs," IEEE Trans. Signal Processing, vol. 43, pp. 1831-1842, Aug. 1995.
29. V J. Mathews and J. Lee, "A fast recursive least-squares second order Volterra filter," in Proc. IEEE Int. Conf. Acoustics, Speech, Signal Processing ICASSP, Apr. 1988, pp. 1383-1386.
30. C.E. Davila, A.J. Welch, and H. J. Rylander III, "A second-order adaptive Volterra filter with rapid convergence," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-35, pp. 1259-1263, Sept. 1987.
31. J. Lee and V.J. Mathews, "A fast recursive least squares adaptive second-order Volterra filter and its performance analysis," IEEE Trans. Signal Processing, vol. 41, pp. 1087-1102, Mar. 1993.
32. J.M. Cioffi and T. Kailath, "Fast, recursive-least-squares transversal filters for adaptive filtering," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-32, pp. 304-337, Apr. 1984.
33. O.M. Macchi and N.J. Bershad, "Adaptive recovery of a chirped sinusoid in noise-Part 1 : Performance of the RLS algorithm," IEEE Trans. Signal Processing, vol. 39, pp. 583-594, Mar. 1991.
34. N.J. Bershad and O.M. Macchi, "Adaptive recovery of a chirped sinusoid in noise-Part 2: Performance of the LMS algorithm," IEEE Trans. Signal Processing, vol. 39, pp. 595-602, Mar. 1991.
35. O. Macchi, N. Bershad, and M. Mboup, "Steady-state superiority of LMS over LS for time-varying line enhancer in noisy environment," Proc. Inst. Elect. Eng. , pt. F, vol. 138, no. 4, pp. 354-360, Aug. 91.
36. O. Nerrand, P. Roussel-Ragot, L. Personnaz, G. Dreyfus, S. Marcos, O. Macchi, and C. Vignat, "Neural network training schemes for nonlinear adaptive filtering and modeling," Proc. Int. Joint Conf. Neural Networks 91, vol. l,pp. 8-14, July 1991.
37. S.S. Haykin, Adaptive Filter Theory, 3rd ed. Englewood Cliffs, NJ: Prentice-Hall, 1995.
38. D.G. Luenberger, Linear and Nonlinear Programming, 2nd ed. Reading, MA: Addison-Wesley, 1984.