Fixed Point Update Research Articles

Enhanced Kalman Filter Navigation Algorithm Based on Correntropy and Fixed-Point Update

The accuracy of position estimation plays a key role in many of the precise positioning applications such as category I (CAT-I) aircraft landings, survey work, etc. To improve the accuracy of position estimation, a novel kinematic positioning algorithm designated as correntropy Kalman filter (CKF) is proposed in this study. Instead of minimum mean square error (MMSE), correntropy criterion (CC) is used as the optimality criterion of CKF. The prior estimates of the state and covariance matrix are computed in CKF and a novel fixed-point algorithm is then used to update the posterior estimates. The data of a dual-frequency global positioning system (GPS) receiver located at Indian Institute of Science (IISc), Bangalore (13.021°N/77.5°E) is collected from Scripps Orbit and Permanent Array Centre (SOPAC) to implement the proposed algorithm. The results of the proposed CKF algorithm are promising and exhibit significant improvement in position estimation compared to the conventional methods.

Task-Agnostic Continual Learning Using Online Variational Bayes With Fixed-Point Updates.

Catastrophic forgetting is the notorious vulnerability of neural networks to the changes in the data distribution during learning. This phenomenon has long been considered a major obstacle for using learning agents in realistic continual learning settings. A large body of continual learning research assumes that task boundaries are known during training. However, only a few works consider scenarios in which task boundaries are unknown or not well defined: task-agnostic scenarios. The optimal Bayesian solution for this requires an intractable online Bayes update to the weights posterior. We aim to approximate the online Bayes update as accurately as possible. To do so, we derive novel fixed-point equations for the online variational Bayes optimization problem for multivariate gaussian parametric distributions. By iterating the posterior through these fixed-point equations, we obtain an algorithm (FOO-VB) for continual learning that can handle nonstationary data distribution using a fixed architecture and without using external memory (i.e., without access to previous data). We demonstrate that our method (FOO-VB) outperforms existing methods in task-agnostic scenarios. FOO-VB Pytorch implementation is available at https://github.com/chenzeno/FOO-VB.

Sparse Bayesian learning with multiple dictionaries

Sparse Bayesian learning (SBL) has emerged as a fast and competitive method to perform sparse processing. The SBL algorithm, which is developed using a Bayesian framework, approximately solves a non-convex optimization problem using fixed point updates. It provides comparable performance and is significantly faster than convex optimization techniques used in sparse processing. We propose a signal model which accounts for dictionary mismatch and the presence of errors in the weight vector at low signal-to-noise ratios. A fixed point update equation is derived which incorporates the statistics of mismatch and weight errors. We also process observations from multiple dictionaries. Noise variances are estimated using stochastic maximum likelihood. The derived update equations are studied quantitatively using beamforming simulations applied to direction-of-arrival (DoA). Performance of SBL using single- and multi-frequency observations, and in the presence of aliasing, is evaluated. SwellEx-96 experimental data demonstrates qualitatively the advantages of SBL.

Underdetermined Wideband DOA Estimation for Off-Grid Sources with Coprime Array Using Sparse Bayesian Learning.

Sparse Bayesian learning (SBL) is applied to the coprime array for underdetermined wideband direction of arrival (DOA) estimation. Using the augmented covariance matrix, the coprime array can achieve a higher number of degrees of freedom (DOFs) to resolve more sources than the number of physical sensors. The sparse-based DOA estimation can deteriorate the detection and estimation performance because the sources may be off the search grid no matter how fine the grid is. This dictionary mismatch problem can be well resolved by the SBL using fixed point updates. The SBL can automatically choose sparsity and approximately resolve the non-convex optimizaton problem. Numerical simulations are conducted to validate the effectiveness of the underdetermined wideband DOA estimation via SBL based on coprime array. It is clear that SBL can obtain good performance in detection and estimation compared to least absolute shrinkage and selection operator (LASSO), simultaneous orthogonal matching pursuit least squares (SOMP-LS) , simultaneous orthogonal matching pursuit total least squares (SOMP-TLS) and off-grid sparse Bayesian inference (OGSBI).

A general optimality criteria algorithm for a class of engineering optimization problems

An optimality criteria (OC)-based algorithm for optimization of a general class of nonlinear programming (NLP) problems is presented. The algorithm is only applicable to problems where the objective and constraint functions satisfy certain monotonicity properties. For multiply constrained problems which satisfy these assumptions, the algorithm is attractive compared with existing NLP methods as well as prevalent OC methods, as the latter involve computationally expensive active set and step-size control strategies. The fixed point algorithm presented here is applicable not only to structural optimization problems but also to certain problems as occur in resource allocation and inventory models. Convergence aspects are discussed. The fixed point update or resizing formula is given physical significance, which brings out a strength and trim feature. The number of function evaluations remains independent of the number of variables, allowing the efficient solution of problems with large number of variables.

A Class of Complex ICA Algorithms Based on the Kurtosis Cost Function

In this paper, we introduce a novel way of performing real-valued optimization in the complex domain. This framework enables a direct complex optimization technique when the cost function satisfies the Brandwood's independent analyticity condition. In particular, this technique has been used to derive three algorithms, namely, kurtosis maximization using gradient update (KM-G), kurtosis maximization using fixed-point update (KM-F), and kurtosis maximization using Newton update (KM-N), to perform the complex independent component analysis (ICA) based on the maximization of the complex kurtosis cost function. The derivation and related analysis of the three algorithms are performed in the complex domain without using any complex-real mapping for differentiation and optimization. A general complex Newton rule is also derived for developing the KM-N algorithm. The real conjugate gradient algorithm is extended to the complex domain similar to the derivation of complex Newton rule. The simulation results indicate that the fixed-point version (KM-F) and gradient version (KM-G) are superior to other similar algorithms when the sources include both circular and noncircular distributions and the dimension is relatively high.

Perturbation-Based Eigenvector Updates for On-Line Principal Components Analysis and Canonical Correlation Analysis

Principal components analysis is an important and well-studied subject in statistics and signal processing. Several algorithms for solving this problem exist, and could be mostly grouped into one of the following three approaches: adaptation based on Hebbian updates and deflation, optimization of a second order statistical criterion (like reconstruction error or output variance), and fixed point update rules with deflation. In this study, we propose an alternate approach that avoids deflation and gradient-search techniques. The proposed method is an on-line procedure based on recursively updating the eigenvector and eigenvalue matrices with every new sample such that the estimates approximately track their true values as would be calculated analytically from the current sample estimate of the data covariance matrix. The perturbation technique is theoretically shown to be applicable for recursive canonical correlation analysis, as well. The performance of this algorithm is compared with that of a structurally similar matrix perturbation-based method and also with a few other traditional methods like Sanger's rule and APEX.

Recursive Principal Components Analysis Using Eigenvector Matrix Perturbation

Principal components analysis is an important and well-studied subject in statistics and signal processing. The literature has an abundance of algorithms for solving this problem, where most of these algorithms could be grouped into one of the following three approaches: adaptation based on Hebbian updates and deflation, optimization of a second-order statistical criterion (like reconstruction error or output variance), and fixed point update rules with deflation. In this paper, we take a completely different approach that avoids deflation and the optimization of a cost function using gradients. The proposed method updates the eigenvector and eigenvalue matrices simultaneously with every new sample such that the estimates approximately track their true values as would be calculated from the current sample estimate of the data covariance matrix. The performance of this algorithm is compared with that of traditional methods like Sanger's rule and APEX, as well as a structurally similar matrix perturbation-based method.