scholarly journals Second-Order Kalman Filtering Application to Fading Channels Supported by Real Data

2016 ◽  
Vol 07 (02) ◽  
pp. 61-74 ◽  
Author(s):  
Azra Kapetanovic ◽  
Redhwan Mawari ◽  
Mohamed A. Zohdy
Keyword(s):  
Fading Channels ◽  
Kalman Filtering ◽  
Real Data ◽  
Second Order

scholarly journals Meta-Descent for Online, Continual Prediction

2019 ◽  
Vol 33 ◽  
pp. 3943-3950
Author(s):  
Andrew Jacobsen ◽  
Matthew Schlegel ◽  
Cameron Linke ◽  
Thomas Degris ◽  
Adam White ◽  
...  
Keyword(s):  
Gradient Descent ◽  
Large Scale ◽  
Time Series Prediction ◽  
Real Data ◽  
Second Order ◽  
Stochastic Gradient Descent ◽  
Step Size ◽  
Vector Approximation ◽  
Prediction Problems ◽  
Stationary Problems

This paper investigates different vector step-size adaptation approaches for non-stationary online, continual prediction problems. Vanilla stochastic gradient descent can be considerably improved by scaling the update with a vector of appropriately chosen step-sizes. Many methods, including AdaGrad, RMSProp, and AMSGrad, keep statistics about the learning process to approximate a second order update—a vector approximation of the inverse Hessian. Another family of approaches use meta-gradient descent to adapt the stepsize parameters to minimize prediction error. These metadescent strategies are promising for non-stationary problems, but have not been as extensively explored as quasi-second order methods. We first derive a general, incremental metadescent algorithm, called AdaGain, designed to be applicable to a much broader range of algorithms, including those with semi-gradient updates or even those with accelerations, such as RMSProp. We provide an empirical comparison of methods from both families. We conclude that methods from both families can perform well, but in non-stationary prediction problems the meta-descent methods exhibit advantages. Our method is particularly robust across several prediction problems, and is competitive with the state-of-the-art method on a large-scale, time-series prediction problem on real data from a mobile robot.

scholarly journals Macroscopic and Multi-Scale Models for Multi-Class Vehicular Dynamics with Uneven Space Occupancy: A Case Study

Axioms ◽  
2021 ◽  
Vol 10 (2) ◽  
pp. 102
Author(s):  
Maya Briani ◽  
Emiliano Cristiani ◽  
Paolo Ranut
Keyword(s):  
Road Network ◽  
Real Data ◽  
Second Order ◽  
Heavy Vehicles ◽  
First Order ◽  
Multi Scale ◽  
Stop And Go ◽  
Scale Models ◽  
Road Space

In this paper, we propose two models describing the dynamics of heavy and light vehicles on a road network, taking into account the interactions between the two classes. The models are tailored for two-lane highways where heavy vehicles cannot overtake. This means that heavy vehicles cannot saturate the whole road space, while light vehicles can. In these conditions, the creeping phenomenon can appear, i.e., one class of vehicles can proceed even if the other class has reached the maximal density. The first model we propose couples two first-order macroscopic LWR models, while the second model couples a second-order microscopic follow-the-leader model with a first-order macroscopic LWR model. Numerical results show that both models are able to catch some second-order (inertial) phenomena such as stop and go waves. Models are calibrated by means of real data measured by fixed sensors placed along the A4 Italian highway Trieste–Venice and its branches, provided by Autovie Venete S.p.A.

Kalman Filtering Over Wireless Fading Channels

2010 ◽  
pp. 103-134
Author(s):  
Yasamin Mostofi ◽  
Alireza Ghaffarkhah
Keyword(s):  
Fading Channels ◽  
Kalman Filtering

Second-Order Measures of Performance of Dual SC Macro-Diversity System with Unbalanced BSs Exposed to CCI in Composite Fading Channels

2017 ◽  
Vol 64 (5) ◽  
pp. 702-708 ◽  
Author(s):  
Aleksandra S. Panajotovic ◽  
Nikola M. Sekulovic ◽  
Milos V. Bandjur ◽  
Mihajlo C. Stefanovic
Keyword(s):  
Fading Channels ◽  
Second Order ◽  
Composite Fading ◽  
Measures Of Performance

scholarly journals Second-order statistics of selection macro-diversity system operating over Gamma shadowed κ-μ fading channels

2011 ◽  
Vol 2011 (1) ◽  
Author(s):  
Stefan R Panić ◽  
Dušan M Stefanović ◽  
Ivana M Petrović ◽  
Mihajlo Č Stefanović ◽  
Jelena A Anastasov ◽  
...  
Keyword(s):  
Order Statistics ◽  
Fading Channels ◽  
Second Order ◽  
Second Order Statistics ◽  
System Operating
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