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Highlights of statistical signal and array processing

IEEE SIGNAL PROCESSING MAGAZINE 1998年第5期15卷 21-64页

作者： Chen, TH Hero, A Djuric, PM Messer, H Goldberg, J Thomson, DJ Amin, MG Krim, H Pesquet, JC Giannakis, G Swami, A Tugnait, JK Cardoso, JF Tong, L Krolik, J Carnegie Mellon Univ Pittsburgh PA 15213 USA Univ Michigan Ann Arbor MI 48109 USA Univ Virginia Charlottesville VA 22903 USA Villanova Univ Villanova PA 19085 USA Ecole Natl Super Telecommun Bretagne Paris France Auburn Univ Auburn AL 36849 USA SUNY Stony Brook Stony Brook NY 11794 USA N Carolina State Univ Raleigh NC 27695 USA Duke Univ Durham NC 27706 USA Portland State Univ Portland OR 97207 USA Tel Aviv Univ IL-69978 Tel Aviv Israel Univ Illinois Chicago IL USA Univ Colorado Boulder CO 80309 USA USA Res Lab Washington DC 20310 USA Brigham Young Univ Provo UT 84602 USA Rochester Inst Technol Rochester NY 14623 USA Cornell Univ Ithaca NY 14853 USA Chalmers Univ Technol S-41296 Gothenburg Sweden Univ Texas Austin TX 78712 USA Purdue Univ W Lafayette IN 47907 USA

The Statistical Signal and Array Processing Technical Committee(SSAP-TC) deals with signals that are random and processes an array ofsignals simultaneously. The field of SSAP represents both solid theoryand practical applications. Starting with research in spectrumestimation and statistical modeling, study in this field is always fullof elegant mathematical tools such as statistical analysis and matrixtheory. The area of statistical signal processing expands intoestimation and detection algorithms, time-frequency domain analysis,system identification, and channel modeling and equalization. The areaof array signal processing also extends into multichannel filtering,source localization and separation, and so on. This article representsan endeavor by the members of the SSAT-TC to review all the significantdevelopments in the field of SSAP. To provide readers with pointers forfurther study of the field, this article includes a very impressivebibliography-close to 500 references are cited. This is just one of theindications that the field of statistical signals has been an extremelyactive one in the signal processing community. The article alsointroduces the recent reorganization of three technical committees ofthe Signal Processing Society

关键词： array signal processing parameter estimation reviews signal detection spectral analysis statistical analysis time-frequency analysis channel modeling detection algorithms equalization estimation algorithms matrix theory multichannel filtering random sign signal acquisition Parameter estimation channel modeling Statistical analysis array signal processing Array processing Statistical methods Fields Time frequency analysis Multichannel filter signals Spectrum Analysis Detection algorithms matrix theory Equalization

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Design of robust output predictors under scarce measurements with time-varying delays

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AUTOMATICA 2007年第2期43卷 281-289页

作者： Sanchis, Roberto Penarrocha, Ignacio Albertos, Pedro Univ Jaume 1 Dept Engn Sistemes Ind & Disseny Castellon de La Plana Spain Univ Politecn Valencia Dept Engn Sistemes & Automat Valencia Spain

In this paper, the design of an output predictor for systems with scarce irregular measurements with time varying delays is addressed. A model based predictor that takes into account the past measured outputs is used. Robustness of the predictor to the time varying delays and data availability as well as disturbance attenuation is dealt with via H-infinity performance. A design strategy is proposed based on the available disturbances information. (C) 2006 Elsevier Ltd. All rights reserved.

关键词： unconventional sampling missing-data linear matrix inequalities time delay estimation algorithms prediction methods

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A flexible-arm as manipulator position and force detection unit

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CONTROL ENGINEERING PRACTICE 2003年第12期11卷 1433-1448页

作者： Gu, M Piedboeuf, JC Canadia Space Agcy Space Technol St Hubert PQ J37 8Y9 Canada

This paper presents a self-sensory robot arm to two basic sensing problems in control of flexible manipulators: detection of the position and orientation variations due to structural deformation and detection of the contact force of end-effector when manipulator interacts with its environment. Taking advantage of structural flexibility, a flexible robot arm with strain gauges distributed on it acts as a sensing unit. The position and orientation of flexible arm are expressed as a function of curvature of the arm. An interpolation technique gives this continuous curvature function from a finite set of measurements made with strain gauges. A relation between strain measurements and endpoint force of flexible arm is developed and the contact force of end-effector is then determined using a force propagation algorithm. The proposed technique and algorithm were implemented and evaluated in a laboratorial flexible arm. Experimental validations using a vision system and two force sensors have shown that the self-sensory flexible arm can provide accurate endpoint position and force in both static and dynamic loading situations. (C) 2003 Elsevier Science Ltd. All rights reserved.

关键词： flexible arm manipulator endpoint force detection estimation algorithms experimental validation

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Lyapunov stability and adaptive regulation of a class of nonlinear nonautonomous second-order differential equations

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NONLINEAR DYNAMICS 2002年第3-4期28卷 261-272页

作者： de la Sen, M Univ Basque Country Fac Ciencias Inst Invest & Desarrollo Proc IIDP E-48080 Bilbao Spain

This paper presents an adaptive regulation scheme for a class of ordinary nonlinear nonautonomous second-order differential equations which includes as particular cases a number of particular differential equations which occur in applications. The unforced reference model is proposed to be a stable differential parametrization within the general class dealt with. Therefore, some sufficient Lyapunov's stability conditions for such a class are previously investigated which can be used, in particular, to set an appropriate reference model. The resulting closed-loop adaptive scheme is proved to be stable and it involves a parameter estimation scheme of least-squares type which is proved to possess all suitable properties in terms of estimates boundedness and asymptotic convergence of the estimates to finite limits as well as time-integrability of the squared adaptation error.

关键词： adaptive control ordinary nonlinear differential equations estimation algorithms Lyapunov's stability

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Efficient implementation of pattern recognition algorithms

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COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS 2009年第8期49卷 1442-1448页

作者： Karpovich, P. A. Moscow MV Lomonosov State Univ Fac Computat Math & Cybernet Moscow 119992 Russia

The model of estimation algorithms designed for pattern recognition is considered. A partial order for a class of systems of support sets that admit an efficient implementation is defined and investigated. It is proved that the problem of finding a counterexample for the efficiency property with additional constraints is NP-complete.

关键词： estimation algorithms pattern recognition combinatorial optimization

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Comparison of RMS Value Measurement algorithms of Non-coherent Sampled Signals

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MEASUREMENT SCIENCE REVIEW 2011年第3期11卷 79-84页

作者： Hegedus, H. Mostarac, P. Malaric, R. Univ Zagreb Fac Elect Engn & Comp Dept Elect Engn Basics & Measurement Zagreb 10000 Croatia

Uncertainty and bias of RMS measurement of digitally non-coherent sampled signal is dependent on the algorithm used. This paper presents the new Averaging two subsets method for RMS value bias correction of non-cohere... 详细信息

关键词： RMS measurement methods estimation algorithms non-coherent sampling

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Stability analysis of Extended, Cubature and Unscented Kalman Filters for estimating stiff continuous-discrete stochastic systems

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AUTOMATICA 2018年 90卷 91-97页

作者： Kulikov, Gennady Yu. Kulikova, Maria V. Univ Lisbon Inst Super Tecn CEMAT Ave Rovisco Pais 1 P-1049001 Lisbon Portugal

This paper studies stiffness and stability properties of Extended Cubature and Unscented Kalman Filters applied to continuous-discrete stochastic systems with stiff dynamic behavior. The main part of these methods relies on numerical integration of Moment Differential Equations (MDEs). Our focus is to understand how the stiffness of MDEs influences performance of the filters. The proposed linear stability analysis shows that the MDEs that have arisen within these methods can enlarge the stiffness of continuous-time stochastic model and, hence, require solvers with advanced stability properties for their effective and accurate treatment. Besides, the proposed nonlinear stability analysis proves that such MDEs may become extremely unstable in simulation intervals. The latter raises the uncertainty of state estimation and results in two interesting implications: (i) the lower-order Extended Kalman Filter outperforms the higher-order Cubature and Unscented Kalman Filters in the accuracy of state estimation of stochastic systems with unstable MDE behavior;(ii) the methods under exploration fail when the stiffness is large enough. Our theoretical consideration is supported by numerical tests with filters based on the MATLAB code ode15s, which is a benchmark solver for stiff ODEs. These are examined on linear and nonlinear stiff continuous-time stochastic models. (C) 2018 Elsevier Ltd. All rights reserved.

关键词： Stochastic systems estimation algorithms Kalman filters Nonlinear filters

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Measurements of Characteristics of Clutter

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MEASUREMENT TECHNIQUES 2017年第2期60卷 190-195页

作者： Popov, D. I. Ryazan State Radio Engn Univ Ryazan Russia

Maximum likelihood algorithms for estimating parameters of a correlation matrix of clutter for adaptive allocation of signals of moving targets in multifrequency coherent pulse radar-tracking systems are synthesized. ... 详细信息

关键词： clutter correlation factors estimation algorithms Doppler phase shifts parameter measuring instruments

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Cellphone geolocation via magnetic mapping

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AUTOMATICA 2015年 51卷 70-79页

作者： Cui, Yan An, Ruxiao Ariyur, Kartik B. Purdue Univ Sch Mech Engn W Lafayette IN 47907 USA

We develop novel algorithms based on interval analysis with theoretical guarantees, to augment the accuracy of cell phone geolocation by taking advantage of local variations of magnetic intensity. Thus, the sources of disturbances to magnetometer readings caused indoors are effectively used as beacons for localization. We construct a magnetic intensity map for an indoor environment by collecting magnetic field data over each floor tile. We then test the algorithms without position initialization and obtain indoor geolocation to within 2 m while slowly walking over a complex path of 80 m. The geolocation errors are smaller in the vicinity of large magnetic disturbances. Finally, we fuse the magnetometer measurement with inertial measurements on the cell phone to yield even smaller geolocation errors of under 50 cm for a moving user. Our theoretical results connect geolocation accuracy to combinations of sensor and map properties. (C) 2014 Elsevier Ltd. All rights reserved.

关键词： Position location Magnetic fields estimation algorithms Interval analysis Multisensor integration

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A review of algorithms and trends in kinetic model identification for chemical and biochemical systems

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CHEMICAL AND BIOCHEMICAL ENGINEERING QUARTERLY 2004年第3期18卷 195-222页

作者： Maria, G Univ Politehn Bucuresti Lab Chem & Biochem React Engn Bucharest Romania

Simulation of complex (bio)chemical reactions plays an important role in a process kinetics characterisation. However, detailed kinetic modelling is a difficult task because the model has to reflect the process complexity under variate operating conditions, starting from a limited number of observed variables, (non-)conventional data recorded with a limited sampling frequency, and often with a low reproducibility. Extensive investigations can lead to structured models of complexity depending on the utilisation scope. To overcome weak results, the identification problem must be well formulated, data consistent, numerical estimation appropriate and effective, and the estimate quality analysis adequate. While statistical estimation theory has been extensively developed in terms of objective function choice and solution analysis, numerical algorithm application to (bio)chemical kinetic systems presents particularities and difficulties. The present paper aims to review the main steps and trends in solving the kinetic model identification problem. Rules for a suitable problem formulation vs. modelling objectives, advanced numerical algorithms for obtaining a reliable solution, and an estimate of suitable analysis are shortly summarised.

关键词： (bio)chemical kinetic model identification estimation algorithms

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