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This paper is concerned with the computing efficiency of model predictive control (MPC) problems for dynamical systems with both rate and amplitude constraints on the inputs. Instead of augmenting the decision variables of the underlying…
The alternating direction method of multipliers (ADMM) is a flexible method to solve a large class of convex minimization problems. Particular features are its unconditional convergence with respect to the involved step size and its direct…
Multiple time scale molecular dynamics enhances computational efficiency by updating slow motions less frequently than fast motions. However, in practice the largest outer time step possible is limited not by the physical forces but by…
Multi-time-scale stochastic approximation is an iterative algorithm for finding the fixed point of a set of $N$ coupled operators given their noisy samples. It has been observed that due to the coupling between the decision variables and…
The selective fixed-filter active noise control (SFANC) method selecting the best pre-trained control filters for various types of noise can achieve a fast response time. However, it may lead to large steady-state errors due to inaccurate…
Variance-reduced gradient estimators for policy gradient methods have been one of the main focus of research in the reinforcement learning in recent years as they allow acceleration of the estimation process. We propose a variance-reduced…
A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…
In decentralized active noise control (ANC) systems, crosstalk between multichannel secondary sources and error microphones significantly degrades control accuracy. Moreover, prefiltering reference signals in filtered-x (Fx) type algorithms…
We study the problem of minimizing a strongly convex, smooth function when we have noisy estimates of its gradient. We propose a novel multistage accelerated algorithm that is universally optimal in the sense that it achieves the optimal…
Quantum noise in a model of singly resonant frequency doubling including phase mismatch and driving in the harmonic mode is analyzed. The general formulae about the fixed points and their stability as well as the squeezing spectra…
We consider an unconstrained problem of minimizing a smooth convex function which is only available through noisy observations of its values, the noise consisting of two parts. Similar to stochastic optimization problems, the first part is…
Filtered-X LMS (FxLMS) is commonly used for active noise control (ANC), wherein the soundfield is minimized at a desired location. Given prior knowledge of the spatial region of the noise or control sources, we could improve FxLMS by…
Research in traditional Active Noise Control(ANC) often abstracts acoustic channels with band-limited filter coefficients. This is a limitation in exploring structural and positional aspects of ANC. As a solution to this, we propose the use…
We present a generalization of Nesterov's accelerated gradient descent algorithm. Our algorithm (AGNES) provably achieves acceleration for smooth convex and strongly convex minimization tasks with noisy gradient estimates if the noise…
We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…
By assigning the massive computing tasks of the traditional multichannel active noise control (MCANC) system to several distributed control nodes, distributed multichannel active noise control (DMCANC) techniques have become effective…
Accelerated algorithms have broad applications in large-scale optimization, due to their generality and fast convergence. However, their stability in the practical setting of noise-corrupted gradient oracles is not well-understood. This…
A two-step enhancement method based on spectral subtraction and phase spectrum compensation is presented in this paper for noisy speeches in adverse environments involving non-stationary noise and medium to low levels of SNR. The magnitude…
Spatially selective active noise control (ANC) hearables are designed to reduce unwanted noise from certain directions while preserving desired sounds from other directions. In previous studies, the target signal has been defined either as…
We propose a continuous-time scheme for large-scale optimization that introduces individual, adaptive momentum coefficients regulated by the kinetic energy of each model parameter. This approach automatically adjusts to local landscape…