306,448 research outputs found
Identification of unusual events in multi-channel bridge monitoring data
Peer reviewedPostprin
Detection of low-velocity impact-induced delaminations in composite laminates using Auto-Regressive models
In this paper, the detection of delaminations in carbon-fiber-reinforced-plastic (CFRP) laminate plates induced by low-velocity impacts (LVI) is investigated by means of Auto-Regressive (AR) models obtained from the time histories of the acquired responses of the composite specimens. A couple of piezoelectric patches for actuation and sensing purposes are employed. The proposed structural health monitoring (SHM) routine begins with the selection of the suitable locations of the piezoelectric transducers via the numerical analysis of the curvature mode shapes of the CFRP plates. The normalized data recorded for the undamaged plate configuration are then analyzed to obtain the most suitable AR model using five techniques based on the Akaike Information Criterion (AIC), the Akaike Final Prediction Error (FPE), the Partial Autocorrelation Function (PAF), the Root Mean Squared (RMS) of the AR residuals for different order p, and the Singular Value Decomposition (SVD). Linear Discriminant Analysis (LDA) is then applied on the AR model parameters to enhance the performance of the proposed delamination identification routine. Results show the effectiveness of the developed procedure when a reduced number of sensors is available
Identifiability for Blind Source Separation of Multiple Finite Alphabet Linear Mixtures
We give under weak assumptions a complete combinatorial characterization of
identifiability for linear mixtures of finite alphabet sources, with unknown
mixing weights and unknown source signals, but known alphabet. This is based on
a detailed treatment of the case of a single linear mixture. Notably, our
identifiability analysis applies also to the case of unknown number of sources.
We provide sufficient and necessary conditions for identifiability and give a
simple sufficient criterion together with an explicit construction to determine
the weights and the source signals for deterministic data by taking advantage
of the hierarchical structure within the possible mixture values. We show that
the probability of identifiability is related to the distribution of a hitting
time and converges exponentially fast to one when the underlying sources come
from a discrete Markov process. Finally, we explore our theoretical results in
a simulation study. Our work extends and clarifies the scope of scenarios for
which blind source separation becomes meaningful
Linear system identification using stable spline kernels and PLQ penalties
The classical approach to linear system identification is given by parametric
Prediction Error Methods (PEM). In this context, model complexity is often
unknown so that a model order selection step is needed to suitably trade-off
bias and variance. Recently, a different approach to linear system
identification has been introduced, where model order determination is avoided
by using a regularized least squares framework. In particular, the penalty term
on the impulse response is defined by so called stable spline kernels. They
embed information on regularity and BIBO stability, and depend on a small
number of parameters which can be estimated from data. In this paper, we
provide new nonsmooth formulations of the stable spline estimator. In
particular, we consider linear system identification problems in a very broad
context, where regularization functionals and data misfits can come from a rich
set of piecewise linear quadratic functions. Moreover, our anal- ysis includes
polyhedral inequality constraints on the unknown impulse response. For any
formulation in this class, we show that interior point methods can be used to
solve the system identification problem, with complexity O(n3)+O(mn2) in each
iteration, where n and m are the number of impulse response coefficients and
measurements, respectively. The usefulness of the framework is illustrated via
a numerical experiment where output measurements are contaminated by outliers.Comment: 8 pages, 2 figure
Regularization and Bayesian Learning in Dynamical Systems: Past, Present and Future
Regularization and Bayesian methods for system identification have been
repopularized in the recent years, and proved to be competitive w.r.t.
classical parametric approaches. In this paper we shall make an attempt to
illustrate how the use of regularization in system identification has evolved
over the years, starting from the early contributions both in the Automatic
Control as well as Econometrics and Statistics literature. In particular we
shall discuss some fundamental issues such as compound estimation problems and
exchangeability which play and important role in regularization and Bayesian
approaches, as also illustrated in early publications in Statistics. The
historical and foundational issues will be given more emphasis (and space), at
the expense of the more recent developments which are only briefly discussed.
The main reason for such a choice is that, while the recent literature is
readily available, and surveys have already been published on the subject, in
the author's opinion a clear link with past work had not been completely
clarified.Comment: Plenary Presentation at the IFAC SYSID 2015. Submitted to Annual
Reviews in Contro
Bayesian Nonparametric Inference of Switching Linear Dynamical Systems
Many complex dynamical phenomena can be effectively modeled by a system that
switches among a set of conditionally linear dynamical modes. We consider two
such models: the switching linear dynamical system (SLDS) and the switching
vector autoregressive (VAR) process. Our Bayesian nonparametric approach
utilizes a hierarchical Dirichlet process prior to learn an unknown number of
persistent, smooth dynamical modes. We additionally employ automatic relevance
determination to infer a sparse set of dynamic dependencies allowing us to
learn SLDS with varying state dimension or switching VAR processes with varying
autoregressive order. We develop a sampling algorithm that combines a truncated
approximation to the Dirichlet process with efficient joint sampling of the
mode and state sequences. The utility and flexibility of our model are
demonstrated on synthetic data, sequences of dancing honey bees, the IBOVESPA
stock index, and a maneuvering target tracking application.Comment: 50 pages, 7 figure
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