基于foc自适应滤波器的改进方差混沌时间序列预测

Syed Saiq Hussain, Muhammad Kashif Majeedy, M. A. Abbasi, M. H. S. Siddiqui, Zaheer Abbas Baloch, Muhammad Ahmed Khan
{"title":"基于foc自适应滤波器的改进方差混沌时间序列预测","authors":"Syed Saiq Hussain, Muhammad Kashif Majeedy, M. A. Abbasi, M. H. S. Siddiqui, Zaheer Abbas Baloch, Muhammad Ahmed Khan","doi":"10.1109/ICEEST48626.2019.8981686","DOIUrl":null,"url":null,"abstract":"An improved normalized fractional least mean square (iNFLMS) has been proposed in this study. Least mean square (LMS) and fractional LMS (FLMS) are both prone to the problem of sensitivity to the input. In the proposed algorithm, the sensitivity of the FLMS to the input is reduced by normalization. The summation of the fractional and conventional gradients is made convex to obtain better convergence rate and keeping minimum error in steady state. To make the algorithm less computationally expensive, the gamma function is now absorbed into the fractional learning rate. Through the experiment it is quite clear that the efficacy of the proposed method is promising considering the parameters of steady-state error and convergence rate when compared to that of LMS, FLMS, MFLMS and NFLMS algorithm.","PeriodicalId":201513,"journal":{"name":"2019 4th International Conference on Emerging Trends in Engineering, Sciences and Technology (ICEEST)","volume":"136 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Improved Varient for FOC-based Adaptive Filter for Chaotic Time Series Prediction\",\"authors\":\"Syed Saiq Hussain, Muhammad Kashif Majeedy, M. A. Abbasi, M. H. S. Siddiqui, Zaheer Abbas Baloch, Muhammad Ahmed Khan\",\"doi\":\"10.1109/ICEEST48626.2019.8981686\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"An improved normalized fractional least mean square (iNFLMS) has been proposed in this study. Least mean square (LMS) and fractional LMS (FLMS) are both prone to the problem of sensitivity to the input. In the proposed algorithm, the sensitivity of the FLMS to the input is reduced by normalization. The summation of the fractional and conventional gradients is made convex to obtain better convergence rate and keeping minimum error in steady state. To make the algorithm less computationally expensive, the gamma function is now absorbed into the fractional learning rate. Through the experiment it is quite clear that the efficacy of the proposed method is promising considering the parameters of steady-state error and convergence rate when compared to that of LMS, FLMS, MFLMS and NFLMS algorithm.\",\"PeriodicalId\":201513,\"journal\":{\"name\":\"2019 4th International Conference on Emerging Trends in Engineering, Sciences and Technology (ICEEST)\",\"volume\":\"136 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-12-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2019 4th International Conference on Emerging Trends in Engineering, Sciences and Technology (ICEEST)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICEEST48626.2019.8981686\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2019 4th International Conference on Emerging Trends in Engineering, Sciences and Technology (ICEEST)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICEEST48626.2019.8981686","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1

摘要

本文提出了一种改进的归一化分数最小均方(iNFLMS)算法。最小均方(LMS)和分数均方(FLMS)都容易出现对输入敏感的问题。在该算法中,通过归一化降低了FLMS对输入的灵敏度。将分数阶梯度与常规梯度的和作凸求和,以获得更好的收敛速度和保持稳态误差最小。为了降低算法的计算成本,伽马函数现在被吸收到分数学习率中。通过实验,对比LMS、FLMS、MFLMS和NFLMS算法的稳态误差和收敛速率参数,表明本文方法的有效性是有希望的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Improved Varient for FOC-based Adaptive Filter for Chaotic Time Series Prediction
An improved normalized fractional least mean square (iNFLMS) has been proposed in this study. Least mean square (LMS) and fractional LMS (FLMS) are both prone to the problem of sensitivity to the input. In the proposed algorithm, the sensitivity of the FLMS to the input is reduced by normalization. The summation of the fractional and conventional gradients is made convex to obtain better convergence rate and keeping minimum error in steady state. To make the algorithm less computationally expensive, the gamma function is now absorbed into the fractional learning rate. Through the experiment it is quite clear that the efficacy of the proposed method is promising considering the parameters of steady-state error and convergence rate when compared to that of LMS, FLMS, MFLMS and NFLMS algorithm.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信