| 1. |
- Gillberg, Jonas, et al.
(author)
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Frequency-Domain Continuous-Time AR Modeling Using Non-Uniformly Sampled Measurements
- 2004
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Reports (other academic/artistic)abstract
- A frequency domain approach to continuous-time auto regressive (AR) signal modeling is proposed. The algorithm allows for data pre-filtering as opposed to conventional AR modelling in the time domain. We illustrate the method by extracting resonance frequencies from data from a real-life application.
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| 2. |
- Gillberg, Jonas, et al.
(author)
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Frequency Domain Identification of Continuous-Time ARMA Models : Interpolation and Non-uniform Sampling
- 2004
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Reports (other academic/artistic)abstract
- In this paper is discussed how to estimate irregularly sampled continuous-time ARMA models in the frequency domain. In the process, the model output signal is assumed to be piecewise constant or piecewise linear, and an approximation of the continuous-time Fourier transform is calculated. ML-estimation in the frequency domain is then used to obtain parameter estimates.
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| 3. |
- Gillberg, Jonas, et al.
(author)
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Frequency-Domain Identification of Continuous-Time ARMA Models from Sampled Data
- 2004
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Reports (other academic/artistic)abstract
- This paper treats identification of continuous-time output error (OE) models based on sampled data. The exact method for doing this is well known both for data given in the time and frequency domains. This approach becomes some-what complex, especially for non-uniformly sampled data. We study various ways to approximate the exact method for reasonably fast sampling. While an objective is to gain insights into the non-uniform sampling case, this paper only gives explicit results for uniform sampling.
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| 4. |
- Gillberg, Jonas, 1975-, et al.
(author)
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Frequency-Domain Identification of Continuous-Time Output Error Models from Sampled Data
- 2004
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Reports (other academic/artistic)abstract
- This paper treats identification of continuous-time output error (OE) models based on sampled data. The exact method for doing this is well known both for data given in the time and frequency domains. This approach becomes somewhat complex, especially for non-uniformly sampled data. We study various ways to approximate the exact method for reasonably fast sampling. While an objective is to gain insights into the non-uniform sampling case, this paper only gives explicit results for uniform sampling.
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| 5. |
- Gillberg, Jonas, 1975-
(author)
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Methods for Frequency Domain Estimation of Continuous-Time Models
- 2004
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Licentiate thesis (other academic/artistic)abstract
- Approaching parameter estimation from the discrete-time domain is the dominating paradigm in system identification. Identification of continuous-time models on the other hand is motivated by the fact that modelling of physical systems often take place in continuous-time. For many practical applications there is also a genuine interest in the parameters connected to these physical models. In the black-box discrete-time modelling framework however, the identified parameters often lack a physical interpretation.Uniform sampling has also been a standard assumption. A single sensor delivering measurements at a constant rate has been considered as the ideal situation. With the advent of networked asynchronous sensors the validity of this assumption has however changed. In fields such as economics and finance, uniform sampling might not be practically possible. This indicates a need for methods coping with non-uniform sampling.In the first part of this thesis the problem of estimation of irregularly sampled continuous-time ARMA models in the frequency domain is treated. In this process, the mode! output is assumed to be piecewise constant or piecewise linear, and an approximation of the continuous-time spectral density is calculated. Maximum Likelihood estimation in the frequency domain is then used to obtain parameter estimates. Rules of thumb concerning the mode! bias and variance are derived and used in order to select the frequencies to be used in estimation. Finally, the methods are applied to a tire pressure estimation problem.The second part ofthe thesis treats frequency domain identification of continuoustime ARMA and OE models for uniformly sampled data. Here the end objective is to inspire improved interpolation schemes which excel over the piecewise-linear and piecewise-constant approximations used in the first part. The result is a method which estimates the continuous-time spectrum/Fourier transform from its discretetime counterpart.
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| 6. |
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| 7. |
- Hansson, Anders, et al.
(author)
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Polynomial Complexity for a Nesterov-Todd Potential-Reduction Method with Inexact Search Directions
- 2003
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In: Proceedings of the 42nd IEEE Conference on Decision and Control. - 0780379241 ; , s. 3824-3829 vol.4
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Conference paper (peer-reviewed)abstract
- In this paper is discussed how to efficiently solve semidefinite programs related to the Kalman-Yakubovich-Popov lemma. We consider a potential-reduction method where Nesterov-Todd search directions are computed inexactly by applying a preconditioned conjugate gradient method to the Schur complement equation. An efficient preconditioner based on Lyapunov equations is derived. We give a proof of polynomial convergence for this interior point method.
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| 8. |
- Wallin, Ragnar, et al.
(author)
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A Decomposition Approach for Solving KYP-SDPs
- 2004
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Reports (other academic/artistic)abstract
- Semidefinite programs originating from the Kalman-Yakubovich-Popov lemma are convex optimization problems and there exist polynomial time algorithms that solve them. However, the number of variables is often very large making the computational time extremely long. Algorithms more efficient than general purpose solvers are thus needed. In this paper a generalized Benders decomposition algorithm is applied to the problem to improve efficiency.
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| 9. |
- Westberg, Lars, 1973, et al.
(author)
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Association between a polymorphism of the 5-HT2C receptor and weight loss in teenage girls.
- 2002
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In: Neuropsychopharmacology : official publication of the American College of Neuropsychopharmacology. - 0893-133X. ; 26:6, s. 789-93
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Journal article (peer-reviewed)abstract
- Receptors of the 5-HT2C subtype are assumed to be involved in the influence of serotonin on food intake. A polymorphism in the coding region of the gene for this receptor, resulting in a cysteine to serine substitution, has been reported. Fifty-seven somatically healthy teenage girls displaying weight loss and 91 normal-weight girls of the same age, all recruited by means of a population-based screening study, were compared with respect to this polymorphism. Subjects in the weight loss group displayed a higher frequency of the serine allele than those in the comparison group (23.7% vs. 7.7%, p =.0001). Seventy-two percent of the weight loss girls fulfilled the diagnostic criteria of anorexia nervosa, whereas 28% did not; when these two groups were separately analyzed, both differed significantly from controls with respect to serine allele frequency. The results support the notion that the studied gene may be involved in the regulation of food intake in young women.
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