Authors:
Visakan Kadirkamanathan,
Mohamed H. Jaward,
Simon G. Fabri,
Maha Kadirkamanathan,
Volume: 1, Page 2391 Paper number 2158
Abstract:
Recursive model selection can be addressed within the Bayesian framework,
the multiple model algorithm being one such approach for linear Gaussian
systems. The recent advances in nonlinear non-Gaussian estimation with
the sequential Monte Carlo algorithms such as the particle filter allow
the application of Bayesian inference to the development of recursive
model selection algorithms for general nonlinear non-Gaussian systems.
Such an algorithm is developed in this paper and applied to a linear
auto-regressive (AR) and nonlinear auto-regressive (NAR) systems.
Authors:
Rufus Fraanje,
Michel Verhaegen,
Niek J. Doelman,
Volume: 1, Page 2397 Paper number 1600
Abstract:
In this paper, a subspace identification solution is provided for Active
Noise Control (ANC) problems. The solution is related to so-called
block updating methods, where instead of updating the (feedforward)
controller on a sample by sample base, it is updated each time based
on a block of N samples. The use of the subspace identification based
ANC methods enables non-iterative derivation and updating of MIMO compact
state space models for the controller. The robustness property of subspace
identification methods forms the basis of an accurate model updating
mechanism, using small size data batches. The design of a feedforward
controller via the proposed approach is illustrated for an acoustic
duct benchmark problem, supplied by TNO Institute of Applied Physics
(TNO-TPD), the Netherlands. We also show how to cope with intrinsic
feedback. A comparison study with various ANC schemes, such as block
Filtered-U demonstrates the increased robustness of a subspace derived
controller.
Authors:
Dietmar Bauer,
Volume: 1, Page 2403 Paper number 9204
Abstract:
In modern data analysis often the first step is to perform some data
preprocessing, e.g. detrending or elimination of periodic components
of known period length. This is normally done using least squares regression.
Only afterwards black box models are estimated using either pseudo-maximum-likelihood
methods, prediction error methods or subspace algorithms. In this paper
it is shown, that for subspace methods this is essentially the same
as including the corresponding input variables, e.g. a constant or
a trend or a periodic component, as additional input variables. Here
essentially means, that the estimates only differ through the choice
of initial values.
Authors:
Damian Marelli,
Minyue Fu,
Volume: 1, Page 2409 Paper number 2024
Abstract:
This paper reports some new study on the subband identification approach.
We first provide a complete characterization for the subbands to be
decoupled in the sense that different subband channels are statistically
independent and the subband model is diagonal. We then apply this result
to studying the performance of subband identification schemes based
on recursive least-squares algorithms. We provide expressions for the
computational cost, asymptotic residual error, and convergence rate.
These expressions can be used to determine when the subband approach
is advantageous over the full-band approach. A simulation example is
given to demonstrate these advantages.
Authors:
Stuart Gibson,
Brett Ninness,
Volume: 1, Page 2415 Paper number 9105
Abstract:
This paper exposes a close connection between subspace-type estimates
and single iterates of the Expectation Maximisation (EM) method for
Maximum Likelihood (ML) estimation. A key implication of this is that
it suggests a means by which ML estimates for MIMO systems may be computed
in a numerically robust and straightforward manner.
Authors:
Anna Hagenblad,
Lennart Ljung,
Volume: 1, Page 2417 Paper number 9117
Abstract:
A Wiener model consists of a linear dynamic system followed by a static
nonlinearity. The input and output are measured, but not the intermediate
signal. We discuss the Maximum Likelihood estimate for Gaussian measurement
and process noise, and the special cases when one of the noise sources
is zero.
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