A New Recursive Least-Squares Method with Multiple Forgetting Schemes

We propose a recursive least-squares method with multiple forgetting schemes to track time-varying model parameters which change with different rates. Our approach hinges on the reformulation of the classic recursive least-squares with forgetting scheme as a regularized least squares problem. A simulation study shows the effectiveness of the proposed method

Time-varying signal processing using multi-wavelet basis functions and a modified block least mean square algorithm

This paper introduces a novel parametric modeling and identification method for linear time-varying systems using a modified block least mean square (LMS) approach where the time-varying parameters are approximated using multi-wavelet basis functions. This approach can be used to track rapidly or even sharply varying processes and is more suitable for recursive estimation of process parameters by combining wavelet approximation theory with a modified block LMS algorithm. Numerical examples are provided to show the effectiveness of the proposed method for dealing with severely nonstatinoary processes

Model estimation of cerebral hemodynamics between blood flow and volume changes: a data-based modeling approach

It is well known that there is a dynamic relationship between cerebral blood flow (CBF) and cerebral blood volume (CBV). With increasing applications of functional MRI, where the blood oxygen-level-dependent signals are recorded, the understanding and accurate modeling of the hemodynamic relationship between CBF and CBV becomes increasingly important. This study presents an empirical and data-based modeling framework for model identification from CBF and CBV experimental data. It is shown that the relationship between the changes in CBF and CBV can be described using a parsimonious autoregressive with exogenous input model structure. It is observed that neither the ordinary least-squares (LS) method nor the classical total least-squares (TLS) method can produce accurate estimates from the original noisy CBF and CBV data. A regularized total least-squares (RTLS) method is thus introduced and extended to solve such an error-in-the-variables problem. Quantitative results show that the RTLS method works very well on the noisy CBF and CBV data. Finally, a combination of RTLS with a filtering method can lead to a parsimonious but very effective model that can characterize the relationship between the changes in CBF and CBV

Pilot Beam Sequence Design for Channel Estimation in Millimeter-Wave MIMO Systems: A POMDP Framework

In this paper, adaptive pilot beam sequence design for channel estimation in large millimeter-wave (mmWave) MIMO systems is considered. By exploiting the sparsity of mmWave MIMO channels with the virtual channel representation and imposing a Markovian random walk assumption on the physical movement of the line-of-sight (LOS) and reflection clusters, it is shown that the sparse channel estimation problem in large mmWave MIMO systems reduces to a sequential detection problem that finds the locations and values of the non-zero-valued bins in a two-dimensional rectangular grid, and the optimal adaptive pilot design problem can be cast into the framework of a partially observable Markov decision process (POMDP). Under the POMDP framework, an optimal adaptive pilot beam sequence design method is obtained to maximize the accumulated transmission data rate for a given period of time. Numerical results are provided to validate our pilot signal design method and they show that the proposed method yields good performance.Comment: 6 pages, 6 figures, submitted to IEEE ICC 201

Study on identification of nonlinear systems using Quasi-ARX models

制度:新 ; 報告番号:甲3660号 ; 学位の種類:博士(工学) ; 授与年月日:2012/9/15 ; 早大学位記番号:新6026Waseda Universit

Analysis and Application of Advanced Control Strategies to a Heating Element Nonlinear Model

open4siSustainable control has begun to stimulate research and development in a wide range of industrial communities particularly for systems that demand a high degree of reliability and availability (sustainability) and at the same time characterised by expensive and/or safety critical maintenance work. For heating systems such as HVAC plants, clear conflict exists between ensuring a high degree of availability and reducing costly maintenance times. HVAC systems have highly non-linear dynamics and a stochastic and uncontrollable driving force as input in the form of intake air speed, presenting an interesting challenge for modern control methods. Suitable control methods can provide sustainable maximisation of energy conversion efficiency over wider than normally expected air speeds and temperatures, whilst also giving a degree of “tolerance” to certain faults, providing an important impact on maintenance scheduling, e.g. by capturing the effects of some system faults before they become serious.This paper presents the design of different control strategies applied to a heating element nonlinear model. The description of this heating element was obtained exploiting a data driven and physically meaningful nonlinear continuous time model, which represents a test bed used in passive air conditioning for sustainable housing applications. This model has low complexity while achieving high simulation performance. The physical meaningfulness of the model provides an enhanced insight into the performance and functionality of the system. In return, this information can be used during the system simulation and improved model based and data driven control designs for tight temperature regulation. The main purpose of this study is thus to give several examples of viable and practical designs of control schemes with application to this heating element model. Moreover, extensive simulations and Monte Carlo analysis are the tools for assessing experimentally the main features of the proposed control schemes, in the presence of modelling and measurement errors. These developed control methods are also compared in order to evaluate advantages and drawbacks of the considered solutions. Finally, the exploited simulation tools can serve to highlight the potential application of the proposed control strategies to real air conditioning systems.openTurhan, T.; Simani, S.; Zajic, I.; Gokcen Akkurt, G.Turhan, T.; Simani, Silvio; Zajic, I.; Gokcen Akkurt, G