<< Chapter < Page Chapter >> Page >
a ^ m + 1 = [ C T W m + 1 T W m + 1 C ] - 1 C T W m + 1 T W m + 1 A d .

The vector of filter coefficients that is actually used is only partially updated using a form of adjustable step size in the following second orderlinearly weighted sum

a m + 1 = λ a ^ m + 1 + ( 1 - λ ) a m

Using this filter coefficient vector, we solve for the next error vector by going back to [link] and this defines Karlovitz's IRLS algorithm [link] .

In this algorithm, λ is a convergence parameter that takes values 0 < λ 1 . Karlovitz showed that for the proper λ , the IRLS algorithm using [link] always converges to the globally optimal L p approximation for p an even integer in the range 4 p < . At each iteration the L p error has to be minimized over λ which requires a line search. In other words, the full Karlovitz method requires a multi-dimensional weighted least squaresminimization and a one-dimensional p t h power error minimization at each iteration. Extensions of Karlovitz's work [link] show the one-dimensional minimization is not necessary but practice shows thenumber of required iterations increases considerably and robustness in lost.

Fletcher et al. [link] and later Kahng [link] independently derive the same second order iterative algorithm by applying Newton'smethod. That approach gives a formula for λ as a function of p and is discussed later in this paper. Although the iteration count for convergence of the Karlovitz method is good, indeed, perhaps the best ofall, the minimization of λ at each iteration causes the algorithm to be very slow in execution.

Newton's methods

Both the new method in section 4.3 and Lawson's method use a second order updating of the weights to obtain convergence of the basic IRLS algorithm.Fletcher et al. [link] and Kahng [link] use a linear summation for the updating similar in form to [link] but apply it to the filter coefficients in the manner of Karlovitz rather thanthe weights as Lawson did. Indeed, using our development of Karlovitz's method, we see that Kahng's method and Fletcher, Grant, andHebden's method are simply a particular choice of λ as a function of p in Karlovitz's method. They derive

λ = 1 p - 1

by using Newton's method to minimize ε in [link] to give for [link]

a m = ( a ^ m + ( p - 2 ) a m - 1 ) / ( p - 1 ) .

This defines Kahng's method which he says always converges [link] . He also notes that the summation methods in the sections Calculation of the Fourier Transform and Fourier Series using the FFT, Sampling Functions-- the Shah Function, and Down-Sampling, Subsampling, or Decimation do not have the possible restarting problem that Lawson's method theoretically does. Because Kahng's algorithm is a form ofNewton's method, its asymptotic convergence is very good but the initial convergence is poor and very sensitive to starting values.

A new robust irls method

A modification and generalization of an acceleration method suggested independently by Ekblom [link] and by Kahng [link] is developed here and combined with the Newton's method of Fletcher, Grant,and Hebden and of Kahng to give a robust, fast, and accurate IRLS algorithm [link] , [link] . It overcomes the poor initial performance of the Newton's methods and the poor final performance of the RUL algorithms.

Rather than starting the iterations of the IRLS algorithms with the actual desired value of p , after the initial L 2 approximation, the new algorithm starts with p = K * 2 where K is a parameter between one and approximately two, chosen for the particular problem specifications.After the first iteration, the value of p is increased to p = K 2 * 2 . It is increased by a factor of K at each iteration until it reaches the actual desired value. This keeps the value of p being approximated just ahead of the value achieved. This is similar to a homotopy where we varythe value of p from 2 to its final value. A small value of K gives very reliable convergence because the approximation is achieved at eachiteration but requires a large number of iterations for p to reach its final value. A large value of K gives faster convergence for most filter specifications but fails for some. The rule that is used to choose p m at the m t h iteration is

Questions & Answers

where we get a research paper on Nano chemistry....?
Maira Reply
what are the products of Nano chemistry?
Maira Reply
There are lots of products of nano chemistry... Like nano coatings.....carbon fiber.. And lots of others..
Even nanotechnology is pretty much all about chemistry... Its the chemistry on quantum or atomic level
no nanotechnology is also a part of physics and maths it requires angle formulas and some pressure regarding concepts
Preparation and Applications of Nanomaterial for Drug Delivery
Hafiz Reply
Application of nanotechnology in medicine
what is variations in raman spectra for nanomaterials
Jyoti Reply
I only see partial conversation and what's the question here!
Crow Reply
what about nanotechnology for water purification
RAW Reply
please someone correct me if I'm wrong but I think one can use nanoparticles, specially silver nanoparticles for water treatment.
yes that's correct
I think
Nasa has use it in the 60's, copper as water purification in the moon travel.
nanocopper obvius
what is the stm
Brian Reply
is there industrial application of fullrenes. What is the method to prepare fullrene on large scale.?
industrial application...? mmm I think on the medical side as drug carrier, but you should go deeper on your research, I may be wrong
How we are making nano material?
what is a peer
What is meant by 'nano scale'?
What is STMs full form?
scanning tunneling microscope
how nano science is used for hydrophobicity
Do u think that Graphene and Fullrene fiber can be used to make Air Plane body structure the lightest and strongest. Rafiq
what is differents between GO and RGO?
what is simplest way to understand the applications of nano robots used to detect the cancer affected cell of human body.? How this robot is carried to required site of body cell.? what will be the carrier material and how can be detected that correct delivery of drug is done Rafiq
analytical skills graphene is prepared to kill any type viruses .
Any one who tell me about Preparation and application of Nanomaterial for drug Delivery
what is Nano technology ?
Bob Reply
write examples of Nano molecule?
The nanotechnology is as new science, to scale nanometric
nanotechnology is the study, desing, synthesis, manipulation and application of materials and functional systems through control of matter at nanoscale
Is there any normative that regulates the use of silver nanoparticles?
Damian Reply
what king of growth are you checking .?
What fields keep nano created devices from performing or assimulating ? Magnetic fields ? Are do they assimilate ?
Stoney Reply
why we need to study biomolecules, molecular biology in nanotechnology?
Adin Reply
yes I'm doing my masters in nanotechnology, we are being studying all these domains as well..
what school?
biomolecules are e building blocks of every organics and inorganic materials.
how did you get the value of 2000N.What calculations are needed to arrive at it
Smarajit Reply
Privacy Information Security Software Version 1.1a
Got questions? Join the online conversation and get instant answers!
Jobilize.com Reply

Get the best Algebra and trigonometry course in your pocket!

Source:  OpenStax, Digital signal processing and digital filter design (draft). OpenStax CNX. Nov 17, 2012 Download for free at http://cnx.org/content/col10598/1.6
Google Play and the Google Play logo are trademarks of Google Inc.

Notification Switch

Would you like to follow the 'Digital signal processing and digital filter design (draft)' conversation and receive update notifications?