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Application of a recursive subspace identification algorithm to change detection

IFAC Proceedings Volumes 2003年第16期36卷 1357-1362页

作者： Hiroshi Oku Osaka Institute of Technology 5-16-1 Omiya Asahi-ku Osaka 535-8585 JAPAN

This paper presents a new change detection method with the aid of subspace identification. The proposed method is based on monitoring a change in variance of a statistic generated by a recursive subspace identification algorithm. An asymptotic property of the statistic is presented. Without changes during sampling, it is shown that, under relevant assumptions. the statistic converges in probability to a stack of noise vectors multiplied from the left side by a Toeplitz matrix. A numerical example illustrates that the proposed method can detect changes in the dynamics of a system, without being disturbed by changes in the dynamics of an input signal which are not our concern.

关键词： system identification subspace methods recursive algorithms instrumental variable methods fault detection statistical analysis multivariable systems

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recursive Subspace Identification Based on Projector Tracking

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IFAC Proceedings Volumes 2003年第16期36卷 1579-1584页

作者： Marco Lovera Dipartimento di Elettronica e Informazione Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano Italy

The problem of MIMO state space recursive identification is considered and analyzed using subspace model identification (SMI) techniques. In this paper the use of projection tracking techniques for the update of the observability subspace is proposed: existing results are used for the output error case and a novel instrumental variable (IV) projection tracking approach is proposed, to accommodate for arbitrary correlation of the disturbances. Simulation results show the performance achievable with the given algorithms.

关键词： Subspace methods recursive algorithms Identification algorithms State space models Tracking systems

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Efficient arbitrary sampling rate conversion with recursive calculation of coefficients

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IEEE TRANSACTIONS ON SIGNAL PROCESSING 2002年第4期50卷 854-865页

作者： Russell, AI Beckmann, PE MIT Elect Res Lab Cambridge MA 02139 USA Enuvis Inc San Francisco CA 94404 USA

In this paper, we present a novel algorithm for sampling rate conversion by an arbitrary factor. Theoretically, sampling rate conversion of a discrete-time (DT) sequence can be performed by converting the sequence to a series of continuous-time (CT) impulses. This series of impulses is filtered with a CT lowpass filter, and the output is then sampled at the desired rate. If the CT filter is chosen to have a rational transfer function. then this system can be simulated using a DT algorithm for which both computation and memory requirements are low. The DT implementation is comprised of a parallel structure, where each branch consists of a time-varying filter with one or two taps, followed by a fixed recursive filter operating at the output sampling rate. The coefficients of the time-varying filters are calculated recursively. This eliminates the need to store a large table or coefficients, as is commonly done.

关键词： irrational ratio sampling rate conversion low complexity low memory rational filters recursive algorithms

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Reconstructing the duplication history of tandemly repeated genes

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MOLECULAR BIOLOGY AND EVOLUTION 2002年第3期19卷 278-288页

作者： Elemento, O Gascuel, O Lefranc, MP LIRMM Dept Informat Fondamentale & Applicat F-34392 Montpellier France Univ Montpellier 2 CNRS UPR 1142 LIGMLab Immunogenet Mol F-34396 Montpellier 5 France

We present a noel approach to deal with the problem of reconstructing, the duplication history of tandemly repeated genes that are supposed to have arisen from unequal recombination, We first describe the mathematical model of evolution by tandem duplication and introduce duplication histories and duplication trees. We then provide a simple recursive algorithm which determines whether or not a given rooted phylogeny call be a duplication history and another algorithm that simulates the unequal recombination process and searches for the best duplication trees according to the maximum parsimony criterion. We use real data sets of human immunglobulins and T-cell receptor, to validate Our methods and algorithms. Identity between most parsimonious duplication trees and most parsimonious with additional knowledge about phlogenies for the same data. combined with the agreement with additional knowledge about sequences, such as the presence of polymorphisms, shows strong evidence that our reconstruction procedure provides good insights into the duplication histories of the loci.

关键词： Gamunex observational data recursive algorithms T lymphocyte receptor

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Simulation-based actuator selection for redundantly actuated robot mechanisms

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JOURNAL OF ROBOTIC SYSTEMS 2002年第8期19卷 379-390页

作者： Lee, YH Han, YM Iurascu, CC Park, FC Seoul Natl Univ Sch Mech & Aerosp Engn Seoul 151742 South Korea

This article presents a simulation-based strategy for sizing the actuators of a redundantly actuated robotic mechanism. The class of robotic mechanisms we consider may contain one or more closed loops and possess an arbitrary number of active and passive joints, and the number of actuators may exceed the mechanism's kinematic degrees of freedom. Our approach relies on a series of dynamic simulations of the mechanism, by applying Taguchi's method to systematically perform the simulations. To efficiently perform each of the dynamic simulations, we develop, using tools from modern screw theory, new recursive algorithms for the forward and inverse dynamics of the class of redundantly actuated mechanisms described. (C) 2002 Wiley Periodicals, Inc.

关键词： actuators recursive algorithms inverse kinematics CLOSED LOOP TOOL USE Degree of freedom Robot Dynamic simulation

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Fast computation of the Bezout and Dixon resultant matrices

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JOURNAL OF SYMBOLIC COMPUTATION 2002年第1期33卷 13-29页

作者： Chionh, EW Zhang, M Goldman, RN Natl Univ Singapore Sch Comp Singapore 117543 Singapore Rice Univ Dept Comp Sci Houston TX 77005 USA

Efficient algorithms are derived for computing the entries of the Bezout resultant matrix for two univariate polynomials of degree n and for calculating the entries of the Dixon-Cayley resultant matrix for three bivariate polynomials of bidegree (m, n). Standard methods based on explicit formulas require O(n(3)) additions and multiplications to compute all the entries of the Bezout resultant matrix. Here we present a new recursive algorithm for computing these entries that uses only O(n(2)) additions and multiplications. The improvement is even more dramatic in the bivariate setting. Established techniques based on explicit formulas require O(m(4)n(4)) additions and multiplications to calculate all the entries of the Dixon-Cayley resultant matrix. In contrast, our recursive algorithm for computing these entries uses only O(m(2)n(3)) additions and multiplications. (C) 2002 Academic Press.

关键词： recursive algorithms Resultant Polynomial entry efficient algorithm

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ASYMPTOTICALLY OPTIMAL SMOOTHING OF AVERAGED LMS FOR REGRESSION PARAMETER TRACKING

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IFAC Proceedings Volumes 2002年第1期35卷 163-168页

作者： Alexander V. Nazin Lennart Ljung Division of Automatic Control Linköping University SE-58183 Linköping Sweden Institute of Control Sciences Profsoyuznaya str. 65 117997 Moscow Russia

The sequence of estimates formed by the LMS algorithm for a standard linear regression estimation problem is considered. In this paper it is first shown that smoothing the LMS estimates using a matrix updating will lead to smoothed estimates with optimal tracking properties, also in the case the true parameters are slowly changing as a random walk. The choice of smoothing matrix should be tailored to the properties of the random walk. Second, it is shown that the same accuracy can be obtained also for a modified algorithm, SLAMS, which is based on averages and requires much less computations.

关键词： Regression Parameter estimation Random walk recursive algorithms Tracking Smoothing Mean-square error Asymptotic properties

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AIR FUEL RATIO CONTROL IN LIQUEFIED PETROLEUM GAS INJECTED SI ENGINES

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IFAC Proceedings Volumes 2002年第1期35卷 325-330页

作者： Chris Manzie Harry Watson Marimuthu Palaniswami Department of Electrical and Electronic Engineering Department of Manufacturing and Mechanical Engineering The University of Melbourne Victoria Australia 3010

Despite being one of the fastest growing alternative fuel sources, little attention has been given to control of the air fuel ratio at the point of combustion in liquefied petroleum gas (LPG) engines. In this paper a mean value engine model is presented for LPG throttle body injected engines. Based on this model, a control algorithm capable of adapting to errors in both the fuel and air systems is proposed to ensure accurate stoichiometric fuel injection control. Simulation results are presented to validate the proposed approach.

关键词： Fuel injection automotive control adaptive control radial basis function networks recursive algorithms

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Efficient recursive algorithms for detection of abrupt changes in signals and control systems

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IEEE TRANSACTIONS ON AUTOMATIC CONTROL 1999年第5期44卷 952-966页

作者： Lai, TL Shan, JZL Stanford Univ Dept Stat Stanford CA 94305 USA Hewlett Packard Labs Palo Alto CA 94304 USA

This paper addresses a number of open problems concerning the generalized likelihood ratio (GLR) rules for online detection of faults and parameter changes in control systems. It is shown that with an appropriate choice of the threshold and window size, these GLR rules are asymptotically optimal, The rules are also extended to nonlikelihood statistics that are widely used in monitoring adaptive algorithms for system identification and control by establishing Gaussian approximations to these statistics when the window size is chosen suitably. recursive algorithms are developed for practical implementation of the procedure, and importance sampling techniques are introduced for determining the threshold of the rule to satisfy prescribed bounds on the false alarm rate.

关键词： GLR rules Kullback-Leibler information online detection recursive algorithms

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A recursive formulation of Cholesky factorization of a matrix in packed storage

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ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE 2001年第2期27卷 214-244页

作者： Andersen, BS Wasniewski, J Gustavson, FG Tech Univ Denmark UNIC Danish Comp Ctr Res & Educ DK-2800 Lyngby Denmark IBM Corp Thomas J Watson Res Ctr Yorktown Hts NY 10598 USA

A new compact way to store a symmetric or triangular matrix called RPF for recursive Packed Format is fully described. Novel ways to transform RPF to and from standard packed format are included. A new algorithm, called RPC for recursive Packed Cholesky, that operates on the RPF format is presented. Algorithm RPC is based on level-3 BLAS and requires variants of algorithms TRSM and SYRK that work on RPF. We call these RP_TRSM and RP_SYRK and find that they do most of their work by calling GEMM. It follows that most of the execution time of RPC lies in GEMM. The advantage of this storage scheme compared to traditional packed and full storage is demonstrated. First, the RPC storage format uses the minimal amount of storage for the symmetric or triangular matrix. Second, RPC gives a level-3 implementation of Cholesky factorization whereas standard packed implementations are only level 2. Hence, the performance of our RPC implementation is decidedly superior. Third, unlike fixed block size algorithms, RPC requires no block size tuning parameter. We present performance measurements on several current architectures that demonstrate improvements over the traditional packed routines. Also SMP parallel computations on the IBM SMP computer are made. The graphs that are attached in Section 7 show that the RPC algorithms are superior by a factor between 1.6 and 7.4 for order around 1000, and between 1.9 and 10.3 for order around 3000 over the traditional packed algorithms. For some architectures, the RPC performance results are almost the same or even better than the traditional full-storage algorithm results.

关键词： algorithms performance BLAS real symmetric matrices complex Hermitian matrices positive definite matrices Cholesky factorization and solution recursive algorithms novel packed matrix data structures

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