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Bernard Vau

Publications and source records attributed to Bernard Vau.

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Recursive identification with regularization and on-line hyperparameters estimation

This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The performance of this novel scheme is compared with that of the recursive least squares algorithm in simulation.

stat.ME

Speeding up VSLMS adaptation algorithms using dynamic adaptation gain: Analysis and Applications

The paper explores the use of dynamic adaptation gain/step size (DAG) for improving the adaptation transient performance of variable step-size LMS (VS-LMS) adaptation algorithms. A generic form for the implementation of the DAG within the VS-LMS algorithms is provided. The properties of the VS-LMS algorithms using dynamic adaptation gain are discussed in detail. Stability issues in deterministic environment and convergence properties in stochastic environment are examined. A transient performance analysis is proposed. Criteria for the selection of the coefficients of the DAG filter are provided.The potential of the VS-LMS adaptation algorithms using a DAG is then illustrated by simulation results (adaptive line enhancer, filter identification) and experimental results obtained on a relevant adaptive active noise attenuation system.

math.OC

Dynamic variable step size LMS adaptation algorithms -- Application to adaptive feedforward noise attenuation

The paper explores in detail the use of dynamic adaptation gain/step size (DAG) for improving the adaptation transient performance of variable step-size LMS (VS-LMS) adaptation algorithms. A generic form for the implementation of the DAG within the VS-LMS algorithms is provided. Criteria for the selection of the coefficients of the DAG filter which is required to be a strictly positive real transfer operator are given. The potential of the VS-LMS adaptation algorithms using a DAG is then illustrated by experimental results obtained on a relevant adaptive active noise attenuation system.

math.OC

Pseudo-linear regression identification based on generalized orthonormal transfer functions: Convergence conditions and bias distribution

In this paper we generalize three identification recursive algorithms belonging to the pseudo-linear class, by introducing a predictor established on a generalized orthonormal function basis. Contrary to the existing identification schemes that use such functions, no constraint on the model poles is imposed. Not only this predictor parameterization offers the opportunity to relax the convergence conditions of the associated recursive schemes, but it entails a modification of the bias distribution linked to the basis poles. This result is specific to pseudo-linear regression properties, and cannot be transposed to most of prediction error method algorithms. A detailed bias distribution is provided, using the concept of equivalent prediction error, which reveals strong analogies between the three proposed schemes, corresponding to ARMAX, Output Error and a generalization of ARX models. That leads to introduce an indicator of the basis poles location effect on the bias distribution in the frequency domain. As shown by the simulations, the said basis poles play the role of tuning parameters, allowing to manage the model fit in the frequency domain, and allowing efficient identification of fast sampled or stiff discrete-time systems.

eess.SY

Some remarks on the bias distribution analysis of discrete-time identification algorithms based on pseudo-linear regressions

In 1998, A. Karimi and I.D. Landau published in the journal "Systems and Control letters" an article entitled "Comparison of the closed-loop identification methods in terms of bias distribution". One of its main purposes was to provide a bias distribution analysis in the frequency domain of closed-loop output error identification algorithms that had been recently developed. The expressions provided in that paper are only valid for prediction error identification methods (PEM), not for pseudo-linear regression (PLR) ones, for which we give the correct frequency domain bias analysis, both in open- and closed-loop. Although PLR was initially (and is still) considered as an approximation of PEM, we show that it gives better results at high frequencies.

eess.SY