| 1. |
- Bottegal, Giulio, et al.
(författare)
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A new kernel-based approach to system identification with quantized output data
- 2017
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Ingår i: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 85, s. 145-152
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Tidskriftsartikel (refereegranskat)abstract
- In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This serves as a starting point to cast our system identification problem into a Bayesian framework. We employ Markov Chain Monte Carlo methods to provide an estimate of the system. In particular, we design two methods based on the so-called Gibbs sampler that allow also to estimate the kernel hyperparameters by marginal likelihood maximization via the expectation-maximization method. Numerical simulations show the effectiveness of the proposed scheme, as compared to the state-of-the-art kernel-based methods when these are employed in system identification with quantized data. (C) 2017 Elsevier Ltd. All rights reserved.
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| 2. |
- Bottegal, Giulio, et al.
(författare)
-
Bayesian kernel-based system identification with quantized output data
- 2015
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Ingår i: IFAC-PapersOnLine. - : Elsevier. - 2405-8963. ; 48:28, s. 455-460
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Tidskriftsartikel (refereegranskat)abstract
- In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. This serves as a starting point to cast our system identification problem into a Bayesian framework. We employ Markov Chain Monte Carlo (MCMC) methods to provide an estimate of the system. In particular, we show how to design a Gibbs sampler which quickly converges to the target distribution. Numerical simulations show a substantial improvement in the accuracy of the estimates over state-of-the-art kernel-based methods when employed in identification of systems with quantized data.
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| 3. |
- Bottegal, Giulio, et al.
(författare)
-
Blind system identification using kernel-based methods
- 2015
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Ingår i: IFAC-PapersOnLine. - : Elsevier. - 2405-8963.
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Konferensbidrag (refereegranskat)abstract
- We propose a new method for blind system identification (BSI). Resorting to a Gaussian regression framework, we model the impulse response of the unknown linear system as a realization of a Gaussian process. The structure of the covariance matrix (or kernel) of such a process is given by the stable spline kernel, which has been recently introduced for system identification purposes and depends on an unknown hyperparameter. We assume that the input can be linearly described by few parameters. We estimate these parameters, together with the kernel hyperparameter and the noise variance, using an empirical Bayes approach. The related optimization problem is efficiently solved with a novel iterative scheme based on the Expectation-Maximization (EM) method. In particular, we show that each iteration consists of a set of simple update rules. Through some numerical experiments we show that the proposed method give very promising performance.
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| 4. |
- Bottegal, Giulio, 1984-, et al.
(författare)
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On the variance of identified SIMO systems with spatially correlated output noise
- 2014
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Ingår i: Proceedings of the IEEE Conference on Decision and Control. - : IEEE conference proceedings. ; , s. 2636-2641
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Konferensbidrag (refereegranskat)abstract
- In this paper, we study the problem of evaluating the accuracy of identified linear single-input multi-output (SIMO) dynamical models, where the disturbances affecting the output measurements are spatially correlated. Assuming that the input is an observed white noise sequence, we provide an expression for the covariance matrix of the parameter estimates when weighted least-squares (WLS) are adopted to identify the parameters. Then, we show that, by describing one of the subsystems composing the SIMO structure using less parameters than the other subsystems, substantial improvement on the accuracy of the estimates of some parameters can be obtained. The amount of such an improvement depends critically on the covariance matrix of the output noise and we provide a condition on the noise correlation structure under which the mentioned model parametrization gives the lowest variance in the identified model. We illustrate the derived results through some numerical experiments.
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| 5. |
- Bottegal, Giulio, et al.
(författare)
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Outlier robust kernel-based system identification using l1-Laplace techniques
- 2015
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Ingår i: 2015 54th IEEE Conference on Decision and Control. - : Institute of Electrical and Electronics Engineers (IEEE). ; , s. 2109-2114
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Konferensbidrag (refereegranskat)abstract
- Regularized kernel-based methods for system identification have gained popularity in recent years. However, current formulations are not robust with respect to outliers. In this paper, we study possible solutions to robustify kernel-based methods that rely on modeling noise using the Laplacian probability density function (pdf). The contribution of this paper is two-fold. First, we introduce a new outlier robust kernel-based system identification method. It exploits the representation of Laplacian pdfs as scale mixture of Gaussians. The hyperparameters characterizing the problem are chosen using a new maximum a posteriori estimator whose solution is computed using a novel iterative scheme based on the expectation-maximization method. The second contribution of the paper is the review of two other robust kernel-based methods. The three methods are compared by means of numerical experiments, which show that all of them give substantial performance improvements compared to standard kernel-based methods for linear system identification.
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| 6. |
- Bottegal, Giulio, et al.
(författare)
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Outlier robust system identification : A Bayesian kernel-based approach
- 2014
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Ingår i: IFAC Proceedings Volumes (IFAC-PapersOnline). - : IFAC Papers Online. - 9783902823625 ; , s. 1073-1078
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Konferensbidrag (refereegranskat)abstract
- In this paper, we propose an outlier-robust regularized kernel-based method for linear system identification. The unknown impulse response is modeled as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline kernel, which encodes information on regularity and exponential stability. To build robustness to outliers, we model the measurement noise as realizations of independent Laplacian random variables. The identification problem is cast in a Bayesian framework, and solved by a new Markov Chain Monte Carlo (MCMC) scheme. In particular, exploiting the representation of the Laplacian random variables as scale mixtures of Gaussians, we design a Gibbs sampler which quickly converges to the target distribution. Numerical simulations show a substantial improvement in the accuracy of the estimates over state-of-the-art kernel-based methods.
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| 7. |
- Ebadat, Afrooz, et al.
(författare)
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Blind identification strategies for room occupancy estimation
- 2015
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Ingår i: 2015 European Control Conference (ECC). - Piscataway, NJ : IEEE Communications Society. - 9783952426937 ; , s. 1315-1320
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Konferensbidrag (refereegranskat)abstract
- We propose and test on real data a two-tier estimation strategy for inferring occupancy levels from measurements of CO2 concentration and temperature levels. The first tier is a blind identification step, based either on a frequentist Maximum Likelihood method, implemented using non-linear optimization, or on a Bayesian marginal likelihood method, implemented using a dedicated Expectation-Maximization algorithm. The second tier resolves the ambiguity of the unknown multiplicative factor, and returns the final estimate of the occupancy levels. The overall procedure addresses some practical issues of existing occupancy estimation strategies. More specifically, first it does not require the installation of special hardware, since it uses measurements that are typically available in many buildings. Second, it does not require apriori knowledge on the physical parameters of the building, since it performs system identification steps. Third, it does not require pilot data containing measured real occupancy patterns (i.e., physically counting people for some periods, a typically expensive and time consuming step), since the identification steps are blind.
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| 8. |
- Ebadat, Afrooz, et al.
(författare)
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Multi-room occupancy estimation through adaptive gray-box models
- 2015
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Ingår i: IEEE 54th Annual Conference on Decision and Control (CDC). - Piscataway, NJ : IEEE Communications Society. - 9781479978861 ; , s. 3705-3711, s. 3705-3711
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Konferensbidrag (refereegranskat)abstract
- We consider the problem of estimating the occupancy level in buildings using indirect information such as CO2 concentrations and ventilation levels. We assume that one of the rooms is temporarily equipped with a device measuring the occupancy. Using the collected data, we identify a gray-box model whose parameters carry information about the structural characteristics of the room. Exploiting the knowledge of the same type of structural characteristics of the other rooms in the building, we adjust the gray-box model to capture the CO2 dynamics of the other rooms. Then the occupancy estimators are designed using a regularized deconvolution approach which aims at estimating the occupancy pattern that best explains the observed CO2 dynamics. We evaluate the proposed scheme through extensive simulation using a commercial software tool, IDA-ICE, for dynamic building simulation.
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| 9. |
- Everitt, Niklas, et al.
(författare)
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An empirical Bayes approach to identification of modules in dynamic networks
- 2018
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Ingår i: Automatica. - : PERGAMON-ELSEVIER SCIENCE LTD. - 0005-1098 .- 1873-2836. ; 91, s. 144-151
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Tidskriftsartikel (refereegranskat)abstract
- We present a new method of identifying a specific module in a dynamic network, possibly with feedback loops. Assuming known topology, we express the dynamics by an acyclic network composed of two blocks where the first block accounts for the relation between the known reference signals and the input to the target module, while the second block contains the target module. Using an empirical Bayes approach, we model the first block as a Gaussian vector with covariance matrix (kernel) given by the recently introduced stable spline kernel. The parameters of the target module are estimated by solving a marginal likelihood problem with a novel iterative scheme based on the Expectation-Maximization algorithm. Additionally, we extend the method to include additional measurements downstream of the target module. Using Markov Chain Monte Carlo techniques, it is shown that the same iterative scheme can solve also this formulation. Numerical experiments illustrate the effectiveness of the proposed methods.
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| 10. |
- Everitt, Niklas, et al.
(författare)
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Identification of modules in dynamic networks : An empirical Bayes approach
- 2016
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Ingår i: 2016 IEEE 55th Conference on Decision and Control, CDC 2016. - : Institute of Electrical and Electronics Engineers (IEEE). - 9781509018376 ; , s. 4612-4617
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Konferensbidrag (refereegranskat)abstract
- We address the problem of identifying a specific module in a dynamic network, assuming known topology. We express the dynamics by an acyclic network composed of two blocks where the first block accounts for the relation between the known reference signals and the input to the target module, while the second block contains the target module. Using an empirical Bayes approach, we model the first block as a Gaussian vector with covariance matrix (kernel) given by the recently introduced stable spline kernel. The parameters of the target module are estimated by solving a marginal likelihood problem with a novel iterative scheme based on the Expectation Maximization algorithm. Numerical experiments illustrate the effectiveness of the proposed method.
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