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 o...
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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.
A convergence analysis is performed for a recursive prediction error algorithm discretised using the midpoint integration method. Several conditions are formulated such that the stability of an associated differential...
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A convergence analysis is performed for a recursive prediction error algorithm discretised using the midpoint integration method. Several conditions are formulated such that the stability of an associated differential equation can be tied to the local and global convergence properties of the algorithm. This shows that convergence to the true parameters is possible. The theoretical analysis of this paper is complemented by numerical example.
The issues of consistency and minimal parametrization of the prewindowed prediction problem are presented in detail. The paper establishes an equivalence class between the set of p × p symmetric, positive definit...
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The issues of consistency and minimal parametrization of the prewindowed prediction problem are presented in detail. The paper establishes an equivalence class between the set of p × p symmetric, positive definite matrices P and the set of 2 × 1 stable causal allpass functions η p (z) or McMillan degree p. The minimal parametrization of such matrices P is obtained by parametrizing η p (z) resulting in an inherently consistent parametrization. The application to numerically stable fast least-squares filtering is highlighted.
It is shown how a stability test, alternative to the classical Routh test, can profitably be applied to check the presence of polynomial roots inside half-planes or even sectors of the complex plane. This result is ob...
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It is shown how a stability test, alternative to the classical Routh test, can profitably be applied to check the presence of polynomial roots inside half-planes or even sectors of the complex plane. This result is obtained by exploiting the peculiar symmetries of the root locus in which the basic recursion of the test can be embedded. As is expected, the suggested approach proves useful for testing the stability of fractional-order systems. A pair of examples show how the method operates. It is believed that the suggested geometric approach can also be of some didactic value in introducing basic control-system tools to engineering students.
The existing inverse-free incremental learning algorithm for the regularized extreme learning machine (ELM) was based on an inverse-free algorithm to update the regularized pseudo-inverse, which was deduced from an in...
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The existing inverse-free incremental learning algorithm for the regularized extreme learning machine (ELM) was based on an inverse-free algorithm to update the regularized pseudo-inverse, which was deduced from an inverse-free recursive algorithm to update the inverse of a Hermitian matrix. Before that recursive algorithm was applied in the existing inverse-free ELM, its improved version had been utilized in previous literatures. Then from the improved recursive algorithm to update the inverse, we deduce a more efficient inverse-free algorithm to update the regularized pseudo-inverse, from which we propose the inversefree incremental ELM algorithm based on regularized pseudo-inverse. Usually the above-mentioned inverse is smaller than the pseudo-inverse, while in the processor units with limited precision, the recursive algorithm to update the inverse may introduce numerical instabilities. Then to further reduce the computational complexity, we also propose the inverse-free incremental ELM algorithm based on the LDLT factors of the inverse, where the LDLT factors are updated iteratively by the inverse LDLT factorization. With respect to the existing inverse-free ELM, the proposed ELM based on regularized pseudo-inverse and that based on LDLT factors are expected to require only 3/8+M and 1/8+M of complexities, respectively, where M is the output node number. The numerical experiments show that both the proposed ELM algorithms significantly accelerate the existing inverse-free ELM, and the speedup in training time is not less than 1.41. On the Modified National Institute of Standards and Technology (MNIST) Dataset, usually the proposed algorithm based on LDLT factors is much faster than that based on regularized pseudo-inverse. On the other hand, in the numerical experiments, the original ELM, the existing inverse-free ELM and the proposed two ELM algorithms achieve the same performance in regression and classification, and result in the same solutions, which includ
Automation of forging processes is important both for reasons of safety and to improve manufacturing capabilities. Development of an integrated robot/forge processing cell and its efficient dynamic simulation are disc...
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Automation of forging processes is important both for reasons of safety and to improve manufacturing capabilities. Development of an integrated robot/forge processing cell and its efficient dynamic simulation are discussed in this paper. Dynamic simulation of the closed-chain industrial robot is implemented using an O (N) recursive algorithm, while material flow in the workpiece is represented using a finite-element model. Integration of the two models along with process control is discussed. Timing results for a specific open die forging example are presented.
The identification of the ARMAX model and the state space model of the multivariable system is investigated in the presence of coloured noise. Firstly. the optimal input vector design is introduced to identify the Mar...
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The identification of the ARMAX model and the state space model of the multivariable system is investigated in the presence of coloured noise. Firstly. the optimal input vector design is introduced to identify the Markov parameter matrices. Secondly. in the description of the multi-dimensional ARMAX model. an order recursive algorithm is presented for estimating the order and the parameter matrices of the ARMAX model using the estimated Markov matrices. The aymptotic biases are compensated to achieve higher identification precision. Furthermore. the autocorrelation function matrices of the observation noise are estimated. Finally. the recursive algorithm of the identification of the Kronecker structure invariants and the parameters of the state space model of the multivariable system is suggested.
The main problem considered is on-line identification by the stochastic approximation methods. Some modifications of the algorithms are introduced. The modified methods increases the efficiency of the algorithms with ...
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The main problem considered is on-line identification by the stochastic approximation methods. Some modifications of the algorithms are introduced. The modified methods increases the efficiency of the algorithms with respect to number of observations of the system. Convergence with probability one to the true parameters is also obtained. Efficiency of the algorithms is tested on two fourth-order discrete-time systems.
An adaptive regulator of the Clark-Gawthrop's type in the presence of disturbance uncertainty is considered in the paper. Supposing a linear ARMAX model with delay of the single input-output system, a robustified ...
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An adaptive regulator of the Clark-Gawthrop's type in the presence of disturbance uncertainty is considered in the paper. Supposing a linear ARMAX model with delay of the single input-output system, a robustified direct adaptive control algorithm is derived using the well known statistical approach called M-estimation. The derived algorithm differes from the least-squares method by the insertion of a sui table chosen nonlinear transformation of the prediction error, which has to cut off the large noise realizations, called outliers. The global stability of the proposed control system and the asymptotic optimality of the adaptive regulator is established theoretically using the martingale theory.
In order to synthesize a binary target/no target decision, Bayesian distributed detection systems need the target probabilities and the local-detector performance probabilities. In this paper we discuss the use of thr...
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In order to synthesize a binary target/no target decision, Bayesian distributed detection systems need the target probabilities and the local-detector performance probabilities. In this paper we discuss the use of three possible approaches to estimating these probabilities online, when they are not available a priori or when they change during an experiment. These techniques are: (i) decreasing-gain stochastic approximation, (ii) constant- gain stochastic approximation-like estimation, and (iii) decreasing-gain stochastic approximation enhanced by a disruption-detection algorithm. We demonstrate the operation of the algorithms in numerical simulations and conclude that both (ii) and (iii) can be useful for practical distributed detection systems which encounter jump-changes in the estimated probabilities.
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