The step-size procedure is very important for solving optimization problems. The Armijo step-size rule, the Armijo-Goldstein step-size rule and the Wolfe-Powell step-size rule are three well-known line search methods....The step-size procedure is very important for solving optimization problems. The Armijo step-size rule, the Armijo-Goldstein step-size rule and the Wolfe-Powell step-size rule are three well-known line search methods. On the basis of the above three types of line search methods and the idea of the proximal point methods, a new class of step-size rules was proposed. Instead of a single objective function f, f ＋1/2（x - xk）^TBk（x-Xk） was used as the merit function in iteration k, where Sk is a given symmetric positive definite matrix. The existence of the steplength for the new rules was proved. Some convergence properties were also discussed.展开更多
To meet the requirements of quick positioning of mobile terminals from base stations(BSs)or third-party devices,as well as to improve the convergence speed and reduce the steady state maladjustment of the least mean s...To meet the requirements of quick positioning of mobile terminals from base stations(BSs)or third-party devices,as well as to improve the convergence speed and reduce the steady state maladjustment of the least mean square(LMS)method,a new logarithmic-sigmoid variable step-size LMS(LG-SVSLMS)was proposed and applied to estimate the direction of arrival(DOA)of orthogonal frequency division multiple access(OFDMA)signals.Based on the proposed LG-SVSLMS,a non-blind DOA estimation system for OFDMA signals was constructed.The proposed LG-SVSLMS adopts a new multi-parameter step-size update function which combines the sigmoid function and the logarithmic function.It controls the adjustment magnitude of step-size during the initial and steady state phases of the LMS method to achieve both a high convergence speed and low steady state maladjustment.Finally,simulation was conducted to verify the performance of the LG-SVSLMS.The simulation results show that the non-blind DOA estimation system based on the LG-SVSLMS can accurately estimate the DOA of the target signal in the scenario where interference signals from multi-source and multi-path fading signals arrive at the third-party devices asynchronously with the target signal,and the estimation deviation is within±3°.The non-blind DOA estimation for OFDMA signals with the proposed LG-SVSLMS is of great significance for the instant positioning technology of mobile terminals based on the adaptive antenna array.展开更多
We extend two adaptive step-size methods for solving two-dimensional or multi-dimensional generalized nonlinear Schr ¨odinger equation(GNLSE): one is the conservation quantity error adaptive step-control method(R...We extend two adaptive step-size methods for solving two-dimensional or multi-dimensional generalized nonlinear Schr ¨odinger equation(GNLSE): one is the conservation quantity error adaptive step-control method(RK4IP-CQE), and the other is the local error adaptive step-control method(RK4IP-LEM). The methods are developed in the vector form of fourthorder Runge–Kutta iterative scheme in the interaction picture by converting a vector equation in frequency domain. By simulating the supercontinuum generated from the high birefringence photonic crystal fiber, the calculation accuracies and the efficiencies of the two adaptive step-size methods are discussed. The simulation results show that the two methods have the same global average error, while RK4IP-LEM spends more time than RK4IP-CQE. The decrease of huge calculation time is due to the differences in the convergences of the relative photon number error and the approximated local error between these two adaptive step-size algorithms.展开更多
We present a new least-mean-square algorithm of adaptive filtering to improve the signal to noise ratio for magneto-cardiography data collected with high-temperature SQUID-based magnetometers. By frequently adjusting ...We present a new least-mean-square algorithm of adaptive filtering to improve the signal to noise ratio for magneto-cardiography data collected with high-temperature SQUID-based magnetometers. By frequently adjusting the adaptive parameter a go systematic optimum values in the course of the programmed procedure, the convergence is accelerated with a highest speed and the minimum steady-state error is obtained simultaneously. This algorithm may be applied to eliminate other non-steady relevant noises as well.展开更多
To solve the contradiction between convergence rate and steady-state error in least mean square (LMS) algorithm, basing on independence assumption, this paper proposes and proves the optimal step-size theorem from the...To solve the contradiction between convergence rate and steady-state error in least mean square (LMS) algorithm, basing on independence assumption, this paper proposes and proves the optimal step-size theorem from the view of minimizing mean squared error (MSE). The theorem reveals the one-to-one mapping between the optimal step-size and MSE. Following the theorem, optimal variable step-size LMS (OVS-LMS) model, describing the theoretical bound of the convergence rate of LMS algorithm, is constructed. Then we discuss the selection of initial optimal step-size and updating of optimal step-size at the time of unknown system changing. At last an optimal step-size LMS algorithm is proposed and tested in various environments. Simulation results show the proposed algorithm is very close to the theoretical bound.展开更多
With independence assumption, this paper proposes and proves the superior step-size theorem on least mean square (LMS) algorithm, from the view of minimizing mean squared error (MSE). Following the theorem we construc...With independence assumption, this paper proposes and proves the superior step-size theorem on least mean square (LMS) algorithm, from the view of minimizing mean squared error (MSE). Following the theorem we construct a parallel variable step-size LMS filters algorithm. The theoretical model of the proposed algorithm is analyzed in detail. Simulations show the proposed theoretical model is quite close to the optimal variable step-size LMS (OVS-LMS) model. The experimental learning curves of the proposed algorithm also show the fastest convergence and fine tracking performance. The proposed algorithm is therefore a good realization of the OVS-LMS model.展开更多
In this paper, a new step-size skill for a projection and contraction method([10]) for linear programming is generalized to an iterative method([22]) for solving nonlinear projection equation. For linear programming, ...In this paper, a new step-size skill for a projection and contraction method([10]) for linear programming is generalized to an iterative method([22]) for solving nonlinear projection equation. For linear programming, our scheme is the same as that of([10]). For complementarity problem and related problems, we give an improved algorithm by considering the new step-size skill and ALGORITHM B discussed in [22]. Numerical results are provided.展开更多
Implicit-explicit （IMEX） linear multistep methods are popular techniques for solving partial differential equations （PDEs） with terms of different types. While fixed timestep versions of such schemes have been dev...Implicit-explicit （IMEX） linear multistep methods are popular techniques for solving partial differential equations （PDEs） with terms of different types. While fixed timestep versions of such schemes have been developed and studied, implicit-explicit schemes also naturally arise in general situations where the temporal smoothness of the solution changes. In this paper we consider easily implementable variable step-size implicit-explicit （VSIMEX） linear multistep methods for time-dependent PDEs. Families of order-p, pstep VSIMEX schemes are constructed and analyzed, where p ranges from 1 to 4. The corresponding schemes are simple to implement and have the property that they reduce to the classical IMEX schemes whenever constant time step-sizes are imposed. The methods are validated on the Burgers＇ equation. These results demonstrate that by varying the time step-size, VSIMEX methods can outperform their fixed time step counterparts while still maintaining good numerical behavior.展开更多
This paper proposes a robust adaptive filter based on the exponent sin cost to improve the capability against Gaussian or multiple types of non-Gaussian noises of the adaptive filtering algorithm when dealing with tim...This paper proposes a robust adaptive filter based on the exponent sin cost to improve the capability against Gaussian or multiple types of non-Gaussian noises of the adaptive filtering algorithm when dealing with time-varying/time-invariant linear systems function exponent sin(ExpSin).Then a variable step-size(VSS)-ExpSin algorithm is extended further.Besides,the stepsize,the convergence,and the steady-state performance of the proposed algorithm are validated experimentally.The Monte Carlo simulation results of linear system identification illustrate the principle and efficiency of this proposed adaptive filtering algorithm.Results suggest that the proposed adaptive filtering algorithm has superior performance when estimating the unknown linear systems under multiple-types measurement noises.展开更多
In this work,we analyze the three-step backward differentiation formula(BDF3)method for solving the Allen-Cahn equation on variable grids.For BDF2 method,the discrete orthogonal convolution(DOC)kernels are positive,th...In this work,we analyze the three-step backward differentiation formula(BDF3)method for solving the Allen-Cahn equation on variable grids.For BDF2 method,the discrete orthogonal convolution(DOC)kernels are positive,the stability and convergence analysis are well established in[Liao and Zhang,Math.Comp.,90(2021),1207–1226]and[Chen,Yu,and Zhang,arXiv:2108.02910,2021].However,the numerical analysis for BDF3 method with variable steps seems to be highly nontrivial due to the additional degrees of freedom and the non-positivity of DOC kernels.By developing a novel spectral norm inequality,the unconditional stability and convergence are rigorously proved under the updated step ratio restriction rk:=τk/τk−1≤1.405 for BDF3 method.Finally,numerical experiments are performed to illustrate the theoretical results.To the best of our knowledge,this is the first theoretical analysis of variable steps BDF3 method for the Allen-Cahn equation.展开更多
Non-uniform step-size distribution is implemented for split-step based nonlinear compensation in singlechannel 112-Gb/s 16 quadrature amplitude modulation （QAM） transmission. Numerical simulations of the system incl...Non-uniform step-size distribution is implemented for split-step based nonlinear compensation in singlechannel 112-Gb/s 16 quadrature amplitude modulation （QAM） transmission. Numerical simulations of the system including a 20 × 80 km uncompensated link are performed using logarithmic step size distribution to compensate signal distortions. 50% of reduction in number of steps with respect to using constant step sizes is observed. The performance is further improved by optimizing nonlinear calculating position （NLCP） in case of using constant step sizes while NLCP optimization becomes unnecessary when using logarithmic step sizes, which reduces the computational effort due to uniformly distributed nonlinear phase for all successive steps.展开更多
This work is devoted to asymptotic properties of a sign-error adaptive filtering algorithm with constant step size. Under much weaker conditions than those that appear in the literature, we obtain convergence and rate...This work is devoted to asymptotic properties of a sign-error adaptive filtering algorithm with constant step size. Under much weaker conditions than those that appear in the literature, we obtain convergence and rate of convergence by using weak convergence methods. An example is provided to demonstrate the performance of the algorithm.展开更多
基金Project supported by the National Natural Science Foundation of China（Grant No.10161002）, and the Natural Science Foundation of Guangxi Province （Grant No.0135004）
文摘The step-size procedure is very important for solving optimization problems. The Armijo step-size rule, the Armijo-Goldstein step-size rule and the Wolfe-Powell step-size rule are three well-known line search methods. On the basis of the above three types of line search methods and the idea of the proximal point methods, a new class of step-size rules was proposed. Instead of a single objective function f, f ＋1/2（x - xk）^TBk（x-Xk） was used as the merit function in iteration k, where Sk is a given symmetric positive definite matrix. The existence of the steplength for the new rules was proved. Some convergence properties were also discussed.
基金The Social Development Projects of Jiangsu Science and Technology Department(No.BE2018704)the Technological Innovation Projects of Ministry of Public Security of China(No.20170001)。
文摘To meet the requirements of quick positioning of mobile terminals from base stations(BSs)or third-party devices,as well as to improve the convergence speed and reduce the steady state maladjustment of the least mean square(LMS)method,a new logarithmic-sigmoid variable step-size LMS(LG-SVSLMS)was proposed and applied to estimate the direction of arrival(DOA)of orthogonal frequency division multiple access(OFDMA)signals.Based on the proposed LG-SVSLMS,a non-blind DOA estimation system for OFDMA signals was constructed.The proposed LG-SVSLMS adopts a new multi-parameter step-size update function which combines the sigmoid function and the logarithmic function.It controls the adjustment magnitude of step-size during the initial and steady state phases of the LMS method to achieve both a high convergence speed and low steady state maladjustment.Finally,simulation was conducted to verify the performance of the LG-SVSLMS.The simulation results show that the non-blind DOA estimation system based on the LG-SVSLMS can accurately estimate the DOA of the target signal in the scenario where interference signals from multi-source and multi-path fading signals arrive at the third-party devices asynchronously with the target signal,and the estimation deviation is within±3°.The non-blind DOA estimation for OFDMA signals with the proposed LG-SVSLMS is of great significance for the instant positioning technology of mobile terminals based on the adaptive antenna array.
基金supported by the National Key Research and Development Program of China (Grant Nos. 2021YFC2201803 and 2020YFC2200104)。
文摘We extend two adaptive step-size methods for solving two-dimensional or multi-dimensional generalized nonlinear Schr ¨odinger equation(GNLSE): one is the conservation quantity error adaptive step-control method(RK4IP-CQE), and the other is the local error adaptive step-control method(RK4IP-LEM). The methods are developed in the vector form of fourthorder Runge–Kutta iterative scheme in the interaction picture by converting a vector equation in frequency domain. By simulating the supercontinuum generated from the high birefringence photonic crystal fiber, the calculation accuracies and the efficiencies of the two adaptive step-size methods are discussed. The simulation results show that the two methods have the same global average error, while RK4IP-LEM spends more time than RK4IP-CQE. The decrease of huge calculation time is due to the differences in the convergences of the relative photon number error and the approximated local error between these two adaptive step-size algorithms.
文摘We present a new least-mean-square algorithm of adaptive filtering to improve the signal to noise ratio for magneto-cardiography data collected with high-temperature SQUID-based magnetometers. By frequently adjusting the adaptive parameter a go systematic optimum values in the course of the programmed procedure, the convergence is accelerated with a highest speed and the minimum steady-state error is obtained simultaneously. This algorithm may be applied to eliminate other non-steady relevant noises as well.
基金This work was supported in part by the National Fundamental Research Program(Grant No.G1998030406)the National Natural Science Foundation of China(Grant No.69972020)by the State Key Lab on Microwave and Digital Communications,Department of Electronics Engineering,Tsinghua University.
文摘To solve the contradiction between convergence rate and steady-state error in least mean square (LMS) algorithm, basing on independence assumption, this paper proposes and proves the optimal step-size theorem from the view of minimizing mean squared error (MSE). The theorem reveals the one-to-one mapping between the optimal step-size and MSE. Following the theorem, optimal variable step-size LMS (OVS-LMS) model, describing the theoretical bound of the convergence rate of LMS algorithm, is constructed. Then we discuss the selection of initial optimal step-size and updating of optimal step-size at the time of unknown system changing. At last an optimal step-size LMS algorithm is proposed and tested in various environments. Simulation results show the proposed algorithm is very close to the theoretical bound.
文摘With independence assumption, this paper proposes and proves the superior step-size theorem on least mean square (LMS) algorithm, from the view of minimizing mean squared error (MSE). Following the theorem we construct a parallel variable step-size LMS filters algorithm. The theoretical model of the proposed algorithm is analyzed in detail. Simulations show the proposed theoretical model is quite close to the optimal variable step-size LMS (OVS-LMS) model. The experimental learning curves of the proposed algorithm also show the fastest convergence and fine tracking performance. The proposed algorithm is therefore a good realization of the OVS-LMS model.
文摘In this paper, a new step-size skill for a projection and contraction method([10]) for linear programming is generalized to an iterative method([22]) for solving nonlinear projection equation. For linear programming, our scheme is the same as that of([10]). For complementarity problem and related problems, we give an improved algorithm by considering the new step-size skill and ALGORITHM B discussed in [22]. Numerical results are provided.
基金supported by an NSERC Canada Postgraduate Scholarshipsupported by a grant from NSERC Canada
文摘Implicit-explicit （IMEX） linear multistep methods are popular techniques for solving partial differential equations （PDEs） with terms of different types. While fixed timestep versions of such schemes have been developed and studied, implicit-explicit schemes also naturally arise in general situations where the temporal smoothness of the solution changes. In this paper we consider easily implementable variable step-size implicit-explicit （VSIMEX） linear multistep methods for time-dependent PDEs. Families of order-p, pstep VSIMEX schemes are constructed and analyzed, where p ranges from 1 to 4. The corresponding schemes are simple to implement and have the property that they reduce to the classical IMEX schemes whenever constant time step-sizes are imposed. The methods are validated on the Burgers＇ equation. These results demonstrate that by varying the time step-size, VSIMEX methods can outperform their fixed time step counterparts while still maintaining good numerical behavior.
文摘This paper proposes a robust adaptive filter based on the exponent sin cost to improve the capability against Gaussian or multiple types of non-Gaussian noises of the adaptive filtering algorithm when dealing with time-varying/time-invariant linear systems function exponent sin(ExpSin).Then a variable step-size(VSS)-ExpSin algorithm is extended further.Besides,the stepsize,the convergence,and the steady-state performance of the proposed algorithm are validated experimentally.The Monte Carlo simulation results of linear system identification illustrate the principle and efficiency of this proposed adaptive filtering algorithm.Results suggest that the proposed adaptive filtering algorithm has superior performance when estimating the unknown linear systems under multiple-types measurement noises.
基金supported by the Science Fund for Distinguished Young Scholars of Gansu Province(Grant No.23JRRA1020)the Fundamental Research Funds for the Central Universities(Grant No.lzujbky-2023-06).
文摘In this work,we analyze the three-step backward differentiation formula(BDF3)method for solving the Allen-Cahn equation on variable grids.For BDF2 method,the discrete orthogonal convolution(DOC)kernels are positive,the stability and convergence analysis are well established in[Liao and Zhang,Math.Comp.,90(2021),1207–1226]and[Chen,Yu,and Zhang,arXiv:2108.02910,2021].However,the numerical analysis for BDF3 method with variable steps seems to be highly nontrivial due to the additional degrees of freedom and the non-positivity of DOC kernels.By developing a novel spectral norm inequality,the unconditional stability and convergence are rigorously proved under the updated step ratio restriction rk:=τk/τk−1≤1.405 for BDF3 method.Finally,numerical experiments are performed to illustrate the theoretical results.To the best of our knowledge,this is the first theoretical analysis of variable steps BDF3 method for the Allen-Cahn equation.
基金funding of the Erlangen Graduate School in Advanced Optical Technologies (SAOT) by the German National Science Foundation(DFG) in the framework of the excellence initiative
文摘Non-uniform step-size distribution is implemented for split-step based nonlinear compensation in singlechannel 112-Gb/s 16 quadrature amplitude modulation （QAM） transmission. Numerical simulations of the system including a 20 × 80 km uncompensated link are performed using logarithmic step size distribution to compensate signal distortions. 50% of reduction in number of steps with respect to using constant step sizes is observed. The performance is further improved by optimizing nonlinear calculating position （NLCP） in case of using constant step sizes while NLCP optimization becomes unnecessary when using logarithmic step sizes, which reduces the computational effort due to uniformly distributed nonlinear phase for all successive steps.
基金The first author was supported in part by the National Science Foundation of USA(Grant No. DMS-9877090), and the second author was supported in part by the National Key Project of China and the National Natural Science Foundation of China.
文摘This work is devoted to asymptotic properties of a sign-error adaptive filtering algorithm with constant step size. Under much weaker conditions than those that appear in the literature, we obtain convergence and rate of convergence by using weak convergence methods. An example is provided to demonstrate the performance of the algorithm.
