| 1. |
- González, R. A., et al.
(författare)
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Optimal enforcement of causality in non-parametric transfer function estimation
- 2017
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Ingår i: IEEE Control Systems Letters. - : Institute of Electrical and Electronics Engineers Inc.. - 2475-1456. ; 1:2, s. 268-273
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Tidskriftsartikel (refereegranskat)abstract
- Traditionally, non-parametric impulse and frequency response functions are estimated by taking the ratio of power spectral density estimates. However, this approach may often lead to non-causal estimates. In this letter, we derive a closed form expression for the impulse response estimator by smoothed empirical transfer function estimate, which allows optimal enforcement of causality on non-parametric estimators based on spectral analysis. The new method is shown to be asymptotically unbiased and of minimum covariance in a positive semidefinite sense among a broad class of linear estimators. Numerical simulations illustrate the performance of the new estimator.
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| 2. |
- Olofsson, K. Erik J., et al.
(författare)
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Predictor-based multivariable closed-loop system identification of the EXTRAP T2R reversed field pinch external plasma response
- 2011
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Ingår i: Plasma Physics and Controlled Fusion. - : IOP Publishing. - 0741-3335 .- 1361-6587. ; 53:8, s. 084003-
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Tidskriftsartikel (refereegranskat)abstract
- The usage of computationally feasible overparametrized and nonregularized system identification signal processing methods is assessed for automated determination of the full reversed-field pinch external plasma response spectrum for the experiment EXTRAP T2R. No assumptions on the geometry of eigenmodes are imposed. The attempted approach consists of high-order autoregressive exogenous estimation followed by Markov block coefficient construction and Hankel matrix singular value decomposition. It is seen that the obtained 'black-box' state-space models indeed can be compared with the commonplace ideal magnetohydrodynamics (MHD) resistive thin-shell model in cylindrical geometry. It is possible to directly map the most unstable autodetected empirical system pole to the corresponding theoretical resistive shell MHD eigenmode.
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| 3. |
- Abdalmoaty, Mohamed R., 1986-, et al.
(författare)
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Identification of a Class of Nonlinear Dynamical Networks⁎
- 2018
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Ingår i: IFAC-PapersOnLine. - : Elsevier B.V.. - 2405-8963. ; 51:15, s. 868-873
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Tidskriftsartikel (refereegranskat)abstract
- Identification of dynamic networks has attracted considerable interest recently. So far the main focus has been on linear time-invariant networks. Meanwhile, most real-life systems exhibit nonlinear behaviors; consider, for example, two stochastic linear time-invariant systems connected in series, each of which has a nonlinearity at its output. The estimation problem in this case is recognized to be challenging, due to the analytical intractability of both the likelihood function and the optimal one-step ahead predictors of the measured nodes. In this contribution, we introduce a relatively simple prediction error method that may be used for the estimation of nonlinear dynamical networks. The estimator is defined using a deterministic predictor that is nonlinear in the known signals. The estimation problem can be defined using closed-form analytical expressions in several non-trivial cases, and Monte Carlo approximations are not necessarily required. We show, that this is the case for some block-oriented networks with no feedback loops and where all the nonlinear modules are polynomials. Consequently, the proposed method can be applied in situations considered challenging by current approaches. The performance of the estimation method is illustrated on a numerical simulation example.
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| 4. |
- Ramírez, Jaime A., et al.
(författare)
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Aportes a la Teoría y la Implementación del Método LSCR
- 2010
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Ingår i: RIAI - Revista Iberoamericana de Automatica e Informatica Industrial. - 1697-7912. ; 7:3, s. 83-94
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Tidskriftsartikel (refereegranskat)abstract
- The LSCR method (Leave-out-Sign-dominant-Correlation-Regions) provides confidence regions for the parameters of a system by evaluating a set of correlation functions calculated for the available data. To do the approximation for the whole region, the procedure must be repeated for each value of the parameter vector. The main attributes of LSCR are its validity for a finite set of data and the scarce assumptions on the noise. However, the procedure needs much computational effort, which limits its application to very simple cases. In this work some theoretical aspects of the LSCR method are improved and some implementation alternatives are suggested. It is also compared, in terms of computational effort, with Bootstrap, another way to obtain confidence regions.
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| 5. |
- Rojas, Cristian R., 1980-, et al.
(författare)
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Equivalence between Transfer-Matrix and Observed-State Feedback Control
- 2006
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Ingår i: IEE Proceedings - Control Theory and Applications. - : Institution of Engineering and Technology (IET). - 1350-2379 .- 1359-7035. ; 153:2, s. 147-155
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Tidskriftsartikel (refereegranskat)abstract
- An observed-state feedback is built for a given multiple input-multiple Output (MIMO) control loop, where the controller is specified in transfer-matrix form. This contribution solves for the first time, for MIMO systems, the classical problem of finding a feedback gain and an observer gain such that the observed-state feedback control loop has the same sensitivity as that provided by a one-degree-of-freedom classical control loop.
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| 6. |
- Rojas, Ricardo A., et al.
(författare)
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The inverse of sampling revisited
- 2001
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Ingår i: Proceedings of the IASTED Conference on Intelligent Systems and Control (ISC-2001).
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Konferensbidrag (refereegranskat)
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| 7. |
- Agüero, Juan C., et al.
(författare)
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Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
- 2012
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Ingår i: Automatica. - : Elsevier BV. - 0005-1098 .- 1873-2836. ; 48:4, s. 632-637
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Tidskriftsartikel (refereegranskat)abstract
- In this paper, we study the accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation. We present a frequency-domain representation for the information matrix for general linear MIMO models. We show that the variance of estimated parametric models for linear MIMO systems satisfies a fundamental integral trade-off. This trade-off is expressed as a multivariable 'water-bed' effect. An extension to spectral estimation is also discussed.
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| 8. |
- Bjurgert, Johan, et al.
(författare)
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On Adaptive Boosting for System Identification
- 2018
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Ingår i: IEEE Transactions on Neural Networks and Learning Systems. - : Institute of Electrical and Electronics Engineers (IEEE). - 2162-237X .- 2162-2388. ; 29:9, s. 4510-4514
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Tidskriftsartikel (refereegranskat)abstract
- In the field of machine learning, the algorithm Adaptive Boosting has been successfully applied to a wide range of regression and classification problems. However, to the best of the authors' knowledge, the use of this algorithm to estimate dynamical systems has not been exploited. In this brief, we explore the connection between Adaptive Boosting and system identification, and give examples of an identification method that makes use of this connection. We prove that the resulting estimate converges to the true underlying system for an output-error model structure under reasonable assumptions in the large sample limit and derive a bound of the model mismatch for the noise-free case.
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| 9. |
- Djehiche, Boualem, 1962-, et al.
(författare)
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Finite impulse response models : A non-asymptotic analysis of the least squares estimator
- 2021
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Ingår i: Bernoulli. - : Bernoulli Society for Mathematical Statistics and Probability. - 1350-7265 .- 1573-9759. ; 27:2, s. 976-1000
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Tidskriftsartikel (refereegranskat)abstract
- We consider a finite impulse response system with centered independent sub-Gaussian design covariates and noise components that are not necessarily identically distributed. We derive non-asymptotic near-optimal estimation and prediction bounds for the least squares estimator of the parameters. Our results are based on two concentration inequalities on the norm of sums of dependent covariate vectors and on the singular values of their covariance operator that are of independent value on their own and where the dependence arises from the time shift structure of the time series. These results generalize the known bounds for the independent case.
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| 10. |
- Ebadat, Afrooz, et al.
(författare)
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Applications Oriented Input Design for Closed-Loop System Identification : a Graph-Theory Approach
- 2014
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Ingår i: 2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC). - : IEEE. - 9781467360906 ; , s. 4125-4130
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Konferensbidrag (refereegranskat)abstract
- A new approach to experimental design for identification of closed-loop models is presented. The method considers the design of an experiment by minimizing experimental cost, subject to probabilistic bounds on the input and output signals, and quality constraints on the identified model. The input and output bounds are common in many industrial processes due to physical limitations of actuators. The aforementioned constraints make the problem non-convex. By assuming that the experiment is a realization of a stationary process with finite memory and finite alphabet, we use results from graph-theory to relax the problem. The key feature of this approach is that the problem becomes convex even for non-linear feedback systems. A numerical example shows that the proposed technique is an attractive alternative for closed-loop system identification.
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