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A modified simplex based direct search optimization algorithm for adaptive transversal FIR filters.

Armaghan Mohsin1, Yazan Alsmadi2, Ali Arshad Uppal3

  • 1Department of Physics, COMSATS University Islamabad, Islamabad, Pakistan.

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|June 14, 2021
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Summary
This summary is machine-generated.

A novel optimization algorithm improves upon the Nelder-Mead (NM) method by dynamically adjusting parameters for faster convergence. This enhanced algorithm demonstrates superior performance in complex, higher-dimensional problems, including adaptive filter applications.

Keywords:
Nelder Meadadaptive filteringdirect searchoptimization

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Area of Science:

  • Optimization Algorithms
  • Computational Mathematics
  • Signal Processing

Background:

  • The Nelder-Mead (NM) method is a widely used optimization technique.
  • NM suffers from convergence issues in higher-dimensional and complex problems.
  • Existing NM implementations use fixed parameters for reflection and expansion steps.

Purpose of the Study:

  • To present a novel modified optimization algorithm combining Nelder-Mead with a gradient-based approach.
  • To address NM's convergence issues by modifying simplex regeneration and parameter selection.
  • To improve convergence speed and accuracy in higher-dimensional optimization problems.

Main Methods:

  • A modified optimization algorithm is proposed, integrating Nelder-Mead with gradient-based optimization.
  • The algorithm dynamically reshapes the simplex at each iteration based on the objective function.
  • Optimal reflection and expansion parameters are computed iteratively, with the simplex centroid regenerated at this optimum.

Main Results:

  • The modified algorithm exhibits faster convergence than the standard Nelder-Mead method for lower-dimensional problems.
  • The proposed technique shows good convergence for higher-dimensional problems, such as those with many filter taps.
  • Comparative analysis against stochastic methods like LMS and NLMS demonstrates competitive performance and improved accuracy.

Conclusions:

  • The modified optimization algorithm effectively overcomes the convergence limitations of the traditional Nelder-Mead method.
  • The technique provides a robust solution for real-time implementation in adaptive filters and complex identification problems.
  • The enhanced algorithm guarantees acceptable convergence and improved accuracy, particularly for higher-dimensional challenges.