A new family of high-resolution multivariate spectral estimators

In this paper, we extend the Beta divergence family to multivariate power spectral densities. Similarly to the scalar case, we show that it smoothly connects the multivariate Kullback-Leibler divergence with the multivariate Itakura-Saito distance. We successively study a spectrum approximation problem, based on the Beta divergence family, which is related to a multivariate extension of the THREE spectral estimation technique. It is then possible to characterize a family of solutions to the problem. An upper bound on the complexity of these solutions will also be provided. Simulations suggest that the most suitable solution of this family depends on the specific features required from the estimation problem

Frequency determination in control applications: Excitation based approach

New algorithms for estimation of the frequencies of oscillating waveform signals are described. Model of the signals is presented in the form of linear difference equation with unknown coefficients, which define the frequencies and amplitudes. Coefficients are estimated utilizing the property of the persistence of excitation of oscillating signals. Exponentially damped and oscillating signals are described in a unified framework. A property of excitation is proved for exponentially damped signal that contains a single frequency via diagonal dominance of an information matrix. Two applications of this frequency estimation technique are considered. The first one is filtering of the wind speed signal in wind turbine control applications, and the second one is the frequency estimation of exponentially damped signal motivated by the engine knock detection applications

Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling

Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However, existing TLS approaches do not account for sparsity possibly present in the unknown vector of regression coefficients. On the other hand, sparsity is the key attribute exploited by modern compressive sampling and variable selection approaches to linear regression, which include noise in the data, but do not account for perturbations in the regression matrix. The present paper fills this gap by formulating and solving TLS optimization problems under sparsity constraints. Near-optimum and reduced-complexity suboptimum sparse (S-) TLS algorithms are developed to address the perturbed compressive sampling (and the related dictionary learning) challenge, when there is a mismatch between the true and adopted bases over which the unknown vector is sparse. The novel S-TLS schemes also allow for perturbations in the regression matrix of the least-absolute selection and shrinkage selection operator (Lasso), and endow TLS approaches with ability to cope with sparse, under-determined "errors-in-variables" models. Interesting generalizations can further exploit prior knowledge on the perturbations to obtain novel weighted and structured S-TLS solvers. Analysis and simulations demonstrate the practical impact of S-TLS in calibrating the mismatch effects of contemporary grid-based approaches to cognitive radio sensing, and robust direction-of-arrival estimation using antenna arrays.Comment: 30 pages, 10 figures, submitted to IEEE Transactions on Signal Processin

Stability analysis and robust damping of multiresonances in distributed-generation-based islanded microgrids

International audienc

Multivariate Spectral Estimation based on the concept of Optimal Prediction

In this technical note, we deal with a spectrum approximation problem arising in THREE-like multivariate spectral estimation approaches. The solution to the problem minimizes a suitable divergence index with respect to an a priori spectral density. We derive a new divergence family between multivariate spectral densities which takes root in the prediction theory. Under mild assumptions on the a priori spectral density, the approximation problem, based on this new divergence family, admits a family of solutions. Moreover, an upper bound on the complexity degree of these solutions is provided

Nonlinear adaptive estimation with application to sinusoidal identification

Parameter estimation of a sinusoidal signal in real-time is encountered in applications in numerous areas of engineering. Parameters of interest are usually amplitude, frequency and phase wherein frequency tracking is the fundamental task in sinusoidal estimation. This thesis deals with the problem of identifying a signal that comprises n (n ≥ 1) harmonics from a measurement possibly affected by structured and unstructured disturbances. The structured perturbations are modeled as a time-polynomial so as to represent, for example, bias and drift phenomena typically present in applications, whereas the unstructured disturbances are characterized as bounded perturbation. Several approaches upon different theoretical tools are presented in this thesis, and classified into two main categories: asymptotic and non-asymptotic methodologies, depending on the qualitative characteristics of the convergence behavior over time. The first part of the thesis is devoted to the asymptotic estimators, which typically consist in a pre-filtering module for generating a number of auxiliary signals, independent of the structured perturbations. These auxiliary signals can be used either directly or indirectly to estimate—in an adaptive way—the frequency, the amplitude and the phase of the sinusoidal signals. More specifically, the direct approach is based on a simple gradient method, which ensures Input-to-State Stability of the estimation error with respect to the bounded-unstructured disturbances. The indirect method exploits a specific adaptive observer scheme equipped with a switching criterion allowing to properly address in a stable way the poor excitation scenarios. It is shown that the adaptive observer method can be applied for estimating multi-frequencies through an augmented but unified framework, which is a crucial advantage with respect to direct approaches. The estimators’ stability properties are also analyzed by Input-to-State-Stability (ISS) arguments. In the second part we present a non-asymptotic estimation methodology characterized by a distinctive feature that permits finite-time convergence of the estimates. Resorting to the Volterra integral operators with suitably designed kernels, the measured signal is processed, yielding a set of auxiliary signals, in which the influence of the unknown initial conditions is annihilated. A sliding mode-based adaptation law, fed by the aforementioned auxiliary signals, is proposed for deadbeat estimation of the frequency and amplitude, which are dealt with in a step-by-step manner. The worst case behavior of the proposed algorithm in the presence of bounded perturbation is studied by ISS tools. The practical characteristics of all estimation techniques are evaluated and compared with other existing techniques by extensive simulations and experimental trials.Open Acces