A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding

Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic setting by employing sets of probability measures. Inference in set-membership estimation is thus carried out by computing expectations with respect to the updated set of probability measures P as in the probabilistic case. In particular, it is shown that inference can be performed by solving a particular semi-infinite linear programming problem, which is a special case of the truncated moment problem in which only the zero-th order moment is known (i.e., the support). By writing the dual of the above semi-infinite linear programming problem, it is shown that, if the nonlinearities in the measurement and process equations are polynomial and if the bounding sets for initial state, process and measurement noises are described by polynomial inequalities, then an approximation of this semi-infinite linear programming problem can efficiently be obtained by using the theory of sum-of-squares polynomial optimization. We then derive a smart greedy procedure to compute a polytopic outer-approximation of the true membership-set, by computing the minimum-volume polytope that outer-bounds the set that includes all the means computed with respect to P

Application of general semi-infinite Programming to Lapidary Cutting Problems

We consider a volume maximization problem arising in gemstone cutting industry. The problem is formulated as a general semi-infinite program (GSIP) and solved using an interiorpoint method developed by Stein. It is shown, that the convexity assumption needed for the convergence of the algorithm can be satisfied by appropriate modelling. Clustering techniques are used to reduce the number of container constraints, which is necessary to make the subproblems practically tractable. An iterative process consisting of GSIP optimization and adaptive refinement steps is then employed to obtain an optimal solution which is also feasible for the original problem. Some numerical results based on realworld data are also presented

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

ワイヤレス通信のための先進的な信号処理技術を用いた非線形補償法の研究

The inherit nonlinearity in analogue front-ends of transmitters and receivers have had primary impact on the overall performance of the wireless communication systems, as it gives arise of substantial distortion when transmitting and processing signals with such circuits. Therefore, the nonlinear compensation (linearization) techniques become essential to suppress the distortion to an acceptable extent in order to ensure sufficient low bit error rate. Furthermore, the increasing demands on higher data rate and ubiquitous interoperability between various multi-coverage protocols are two of the most important features of the contemporary communication system. The former demand pushes the communication system to use wider bandwidth and the latter one brings up severe coexistence problems. Having fully considered the problems raised above, the work in this Ph.D. thesis carries out extensive researches on the nonlinear compensations utilizing advanced digital signal processing techniques. The motivation behind this is to push more processing tasks to the digital domain, as it can potentially cut down the bill of materials (BOM) costs paid for the off-chip devices and reduce practical implementation difficulties. The work here is carried out using three approaches: numerical analysis & computer simulations; experimental tests using commercial instruments; actual implementation with FPGA. The primary contributions for this thesis are summarized as the following three points: 1) An adaptive digital predistortion (DPD) with fast convergence rate and low complexity for multi-carrier GSM system is presented. Albeit a legacy system, the GSM, however, has a very strict requirement on the out-of-band emission, thus it represents a much more difficult hurdle for DPD application. It is successfully implemented in an FPGA without using any other auxiliary processor. A simplified multiplier-free NLMS algorithm, especially suitable for FPGA implementation, for fast adapting the LUT is proposed. Many design methodologies and practical implementation issues are discussed in details. Experimental results have shown that the DPD performed robustly when it is involved in the multichannel transmitter. 2) The next generation system (5G) will unquestionably use wider bandwidth to support higher throughput, which poses stringent needs for using high-speed data converters. Herein the analog-to-digital converter (ADC) tends to be the most expensive single device in the whole transmitter/receiver systems. Therefore, conventional DPD utilizing high-speed ADC becomes unaffordable, especially for small base stations (micro, pico and femto). A digital predistortion technique utilizing spectral extrapolation is proposed in this thesis, wherein with band-limited feedback signal, the requirement on ADC speed can be significantly released. Experimental results have validated the feasibility of the proposed technique for coping with band-limited feedback signal. It has been shown that adequate linearization performance can be achieved even if the acquisition bandwidth is less than the original signal bandwidth. The experimental results obtained by using LTE-Advanced signal of 320 MHz bandwidth are quite satisfactory, and to the authors’ knowledge, this is the first high-performance wideband DPD ever been reported. 3) To address the predicament that mobile operators do not have enough contiguous usable bandwidth, carrier aggregation (CA) technique is developed and imported into 4G LTE-Advanced. This pushes the utilization of concurrent dual-band transmitter/receiver, which reduces the hardware expense by using a single front-end. Compensation techniques for the respective concurrent dual-band transmitter and receiver front-ends are proposed to combat the inter-band modulation distortion, and simultaneously reduce the distortion for the both lower-side band and upper-side band signals.電気通信大学201

Simulation based sequential Monte Carlo methods for discretely observed Markov processes

Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective sequential Monte Carlo (SMC) algorithm for obtaining samples from the posterior distribution of the parameters. In particular, we introduce two key innovations, coupled simulations, which allow us to study multiple parameter values on the basis of a single simulation, and a simple, yet effective, importance sampling scheme for steering simulations towards the observed data. These innovations substantially improve the efficiency of the SMC algorithm with minimal effect on the speed of the simulation process. The SMC algorithm is successfully applied to two examples, a Lotka-Volterra model and a Repressilator model.Comment: 27 pages, 5 figure

The Emulation of Nonlinear Time-Invariant Audio Systems with Memory by Means of Volterra Series

none1noFor almost 100 years, it has been theoretically possible to model linear time-invariant (LTI) systems with memory [3]. The model is based on the convolution between the input signal and the impulse response (IR) of a system. This approach fails when we try to predict the behavior of a non-linear time-invariant system with memory. The objective of this article is to show how the emulation of a non-linear time-invariant system with memory based on a Volterra series is possible. There currently exists a measurement technique that is able to provide, under certain conditions, the data required to calculate kernels [4]. These conditions require a special phase equalization of the signal and the correct value of its amplitude.Sulla base di quanto illustrato, è stato ottenuto un Brevetto Internazionale dell'Alma Mater Studiorum PCT/IB2010/056059, Method for artificially reproducing an output signal of a nonlinear time-invariant system.openL. TRONCHINL. TRONCHI

Calibrated Adaptive Probabilistic ODE Solvers

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides an estimate of the (global) approximation error. The contraction rate of this error estimate as a function of the solver's step size identifies it as a well-calibrated worst-case error, but its explicit numerical value for a certain step size is not automatically a good estimate of the explicit error. Addressing this issue, we introduce, discuss, and assess several probabilistically motivated ways to calibrate the uncertainty estimate. Numerical experiments demonstrate that these calibration methods interact efficiently with adaptive step-size selection, resulting in descriptive, and efficiently computable posteriors. We demonstrate the efficiency of the methodology by benchmarking against the classic, widely used Dormand-Prince 4/5 Runge-Kutta method.Comment: 17 pages, 10 figures