2,558 research outputs found
A new class of wavelet networks for nonlinear system identification
A new class of wavelet networks (WNs) is proposed for nonlinear system identification. In the new networks, the model structure for a high-dimensional system is chosen to be a superimposition of a number of functions with fewer variables. By expanding each function using truncated wavelet decompositions, the multivariate nonlinear networks can be converted into linear-in-the-parameter regressions, which can be solved using least-squares type methods. An efficient model term selection approach based upon a forward orthogonal least squares (OLS) algorithm and the error reduction ratio (ERR) is applied to solve the linear-in-the-parameters problem in the present study. The main advantage of the new WN is that it exploits the attractive features of multiscale wavelet decompositions and the capability of traditional neural networks. By adopting the analysis of variance (ANOVA) expansion, WNs can now handle nonlinear identification problems in high dimensions
A unified wavelet-based modelling framework for non-linear system identification: the WANARX model structure
A new unified modelling framework based on the superposition of additive submodels, functional components, and
wavelet decompositions is proposed for non-linear system identification. A non-linear model, which is often represented
using a multivariate non-linear function, is initially decomposed into a number of functional components via the wellknown
analysis of variance (ANOVA) expression, which can be viewed as a special form of the NARX (non-linear
autoregressive with exogenous inputs) model for representing dynamic input–output systems. By expanding each functional
component using wavelet decompositions including the regular lattice frame decomposition, wavelet series and
multiresolution wavelet decompositions, the multivariate non-linear model can then be converted into a linear-in-theparameters
problem, which can be solved using least-squares type methods. An efficient model structure determination
approach based upon a forward orthogonal least squares (OLS) algorithm, which involves a stepwise orthogonalization
of the regressors and a forward selection of the relevant model terms based on the error reduction ratio (ERR), is
employed to solve the linear-in-the-parameters problem in the present study. The new modelling structure is referred to
as a wavelet-based ANOVA decomposition of the NARX model or simply WANARX model, and can be applied to
represent high-order and high dimensional non-linear systems
Self-similar prior and wavelet bases for hidden incompressible turbulent motion
This work is concerned with the ill-posed inverse problem of estimating
turbulent flows from the observation of an image sequence. From a Bayesian
perspective, a divergence-free isotropic fractional Brownian motion (fBm) is
chosen as a prior model for instantaneous turbulent velocity fields. This
self-similar prior characterizes accurately second-order statistics of velocity
fields in incompressible isotropic turbulence. Nevertheless, the associated
maximum a posteriori involves a fractional Laplacian operator which is delicate
to implement in practice. To deal with this issue, we propose to decompose the
divergent-free fBm on well-chosen wavelet bases. As a first alternative, we
propose to design wavelets as whitening filters. We show that these filters are
fractional Laplacian wavelets composed with the Leray projector. As a second
alternative, we use a divergence-free wavelet basis, which takes implicitly
into account the incompressibility constraint arising from physics. Although
the latter decomposition involves correlated wavelet coefficients, we are able
to handle this dependence in practice. Based on these two wavelet
decompositions, we finally provide effective and efficient algorithms to
approach the maximum a posteriori. An intensive numerical evaluation proves the
relevance of the proposed wavelet-based self-similar priors.Comment: SIAM Journal on Imaging Sciences, 201
Stable image reconstruction using total variation minimization
This article presents near-optimal guarantees for accurate and robust image
recovery from under-sampled noisy measurements using total variation
minimization. In particular, we show that from O(slog(N)) nonadaptive linear
measurements, an image can be reconstructed to within the best s-term
approximation of its gradient up to a logarithmic factor, and this factor can
be removed by taking slightly more measurements. Along the way, we prove a
strengthened Sobolev inequality for functions lying in the null space of
suitably incoherent matrices.Comment: 25 page
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