A system identification technique for general noncausal, nonminimal-phase autoregressive moving-average (ARMA) processes is presented. The technique combines rational modeling from frequency response samples with syst...
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A system identification technique for general noncausal, nonminimal-phase autoregressive moving-average (ARMA) processes is presented. The technique combines rational modeling from frequency response samples with system identification from higher-order statistics information. The formulation is based on samples of the bispectrum along a straight line on the frequency plane, referred to as a bispectrum slice. The identification is carried out in two steps; first a rational model of the bispectrum slice is obtained via solution of two uncoupled systems of equations and, subsequently, the coefficients of the underlying ARMA model are obtained by using closed-form expressions. The method is verified through simulations.< >
The problem of obtaining the ARMA parameters of a 2-D system using slices of the output cumulant is considered. It is shown that cumulant slices can be used to identify the AR part of the model only if the system is c...
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The problem of obtaining the ARMA parameters of a 2-D system using slices of the output cumulant is considered. It is shown that cumulant slices can be used to identify the AR part of the model only if the system is causal and the denominator is product separable. With these restrictions, a computationally feasible method of determining the order of the denominator polynomials and finding the denominator polynomial coefficients is obtained. Existing methods can then be used to produce the numerator polynomial coefficients. The method is then verified through simulations.< >
The application of self-organizing neural networks in processing nonlinear dynamic signals directly is investigated. The processing of a signal uses a model-based approach. The signal generating system is modeled by d...
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The application of self-organizing neural networks in processing nonlinear dynamic signals directly is investigated. The processing of a signal uses a model-based approach. The signal generating system is modeled by decomposing it into simpler subsystems and each subsystems is associated with a neuron on a single-layer network. Each subsystem is implemented using a temporally local linear combiner. The network is trained with a self-organizing procedure and the parameters of the linear combiners are updated by using the Widrow-Hoff adaptive rule. A competitive rule which takes into consideration the temporal dependence among the signal samples is presented. Simulation results are presented to illustrate the method.< >
Although vertex implication in parameter space does not hold for stability of general delay-differential interval system, it is shown that in an important special case when the characteristic equation of the system is...
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Although vertex implication in parameter space does not hold for stability of general delay-differential interval system, it is shown that in an important special case when the characteristic equation of the system is describable by certain quasi-polynomials the vertex implication for stability does hold. It is also pointed out that vertex implication for stability does not hold in general for delay-differential systems with interval delay.
A set of necessary conditions involving the discrete autocorrelation samples is provided for checking into the existence of solution for the nonnegativity constrained spectral factorization problem.
A set of necessary conditions involving the discrete autocorrelation samples is provided for checking into the existence of solution for the nonnegativity constrained spectral factorization problem.
Though vertex implication in parameter space does not hold for stability of general delay-differential interval systems, it is shown that in the important special case when the characteristic equation of the system is...
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Though vertex implication in parameter space does not hold for stability of general delay-differential interval systems, it is shown that in the important special case when the characteristic equation of the system is describable by certain quasi-polynomials, the vertex implication for stability does hold.< >
An approach from system theory is used to prove that the strict Hurwitz property of a family of polynomials having complex coefficients with their real and imaginary parts each varying in a diamond requires the checki...
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An approach from system theory is used to prove that the strict Hurwitz property of a family of polynomials having complex coefficients with their real and imaginary parts each varying in a diamond requires the checking of 16 one-dimensional edges of the diamond for the type of stability characterized by the strict Hurwitz property of polynomials. The approach is straightforward, and the corresponding recent result (N.K. Bose and Y.Q. Shi, ibid., ***-34, no.10, p.1233-7, 1987; J. Garloff and N.K. Bose, in Reliability in Computing: The Role of Interval Methods in Scientific Computing, p.391-402, 1988) advanced for the case of polynomials with real coefficients falls out as a special case. The procedure also applies to a far wider class of regions in parameter space than those represented by either a boxed domain or its set dual-a diamond.< >
A test of Hurwitz (Schur) stability of a convex combination of Hurwitz (Schur) polynomials that requires only the checking for absence of zeros in the interval, 0> lambda >1, of a polynomial in lambda ha...
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A test of Hurwitz (Schur) stability of a convex combination of Hurwitz (Schur) polynomials that requires only the checking for absence of zeros in the interval, 0> lambda >1, of a polynomial in lambda having complex coefficients is studied. From this polynomial Delta ( lambda ) a polynomial Delta *( lambda ) can be constructed by complex conjugating the coefficients of Delta ( lambda ) in order to form a polynomial which has real coefficients. When the coefficients are restricted to real coefficients, a simplification is provided that is particularly attractive since the Hurwitz stability of a convex combination of strict Hurwitz nth-degree polynomials requires the testing for the absence of zeros in the real interval (0, 1) of a polynomial of degree (n-1). A similar statement applies to a specialization of the results pertaining to Schur stability when the polynomial coefficients are real. This study, therefore, provides a unified approach for testing the Hurwitz or Schur stability of a convex combination of polynomials and generalizes earlier results to the complex coefficient case.
A discrete version of Foster's reactance theorem is developed and, subsequently, used to delineate necessary and sufficient conditions for a given polynomial with complex or real coefficients to be of the Schur ty...
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A discrete version of Foster's reactance theorem is developed and, subsequently, used to delineate necessary and sufficient conditions for a given polynomial with complex or real coefficients to be of the Schur type. These conditions, obtained from the decomposition of a polynomial into its circularly symmetric and anti-circularly symmetric components, facilitate the construction of stability domains for a family of polynomials through the use of linear inequalities. These results provide the complete discrete counterpart of recent results for a family of polynomials which are required to be tested for the Hurwitz property.
Summary form only given, as follows. Given certain frequency response samples or, equivalently, the values of the linear multidimensional system transfer function at specified points on the unit torus, the objective i...
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Summary form only given, as follows. Given certain frequency response samples or, equivalently, the values of the linear multidimensional system transfer function at specified points on the unit torus, the objective is to obtain a rational model for the system by identifying its transfer function. The authors set up the calculus for multivariate divided differences with the objective of using it to supply a rational model for a multidimensional system from specified frequency response samples. In order to obtain the denominator polynomial, it is shown that a system of linear equations characterized by the block Hankel-Hankel matrix structure has to be targeted for solution. The numerator polynomial can then be obtained by applying multivariate Lagrangian interpolation. Some results concerning simulation are presented. Currently under investigation are procedures for recursively updating the order of the model similar to what has been established in multivariate Pade approximation theory.
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