A unified framework for solving a general class of conditional and robust set-membership estimation problems

In this paper we present a unified framework for solving a general class of problems arising in the context of set-membership estimation/identification theory. More precisely, the paper aims at providing an original approach for the computation of optimal conditional and robust projection estimates in a nonlinear estimation setting where the operator relating the data and the parameter to be estimated is assumed to be a generic multivariate polynomial function and the uncertainties affecting the data are assumed to belong to semialgebraic sets. By noticing that the computation of both the conditional and the robust projection optimal estimators requires the solution to min-max optimization problems that share the same structure, we propose a unified two-stage approach based on semidefinite-relaxation techniques for solving such estimation problems. The key idea of the proposed procedure is to recognize that the optimal functional of the inner optimization problems can be approximated to any desired precision by a multivariate polynomial function by suitably exploiting recently proposed results in the field of parametric optimization. Two simulation examples are reported to show the effectiveness of the proposed approach.Comment: Accpeted for publication in the IEEE Transactions on Automatic Control (2014

State–of–the–art report on nonlinear representation of sources and channels

This report consists of two complementary parts, related to the modeling of two important sources of nonlinearities in a communications system. In the first part, an overview of important past work related to the estimation, compression and processing of sparse data through the use of nonlinear models is provided. In the second part, the current state of the art on the representation of wireless channels in the presence of nonlinearities is summarized. In addition to the characteristics of the nonlinear wireless fading channel, some information is also provided on recent approaches to the sparse representation of such channels

WH-MOEA: A Multi-Objective Evolutionary Algorithm for Wiener-Hammerstein System Identification. A Novel Approach for Trade-Off Analysis Between Complexity and Accuracy

[EN] Several approaches have been presented to identify Wiener-Hammerstein models, most of them starting from a linear dynamic model whose poles and zeros are distributed around the static non- linearity. To achieve good precision in the estimation, the Best Linear Approximation (BLA) has usually been used to represent the linear dynamics, while static non-linearity has been arbitrarily parameterised without considering model complexity. In this paper, identification of Wiener, Hammerstein or Wiener-Hammerstein models is stated as a multiobjective optimisation problem (MOP), with a trade-off between accuracy and model complexity. Precision is quantified with the Mean-Absolute-Error (MAE) between the real and estimated output, while complexity is based on the number of poles, zeros and points of the static non- linearity. To solve the MOP, WH-MOEA, a new multiobjective evolutionary algorithm (MOEA) is proposed. From a linear structure, WH-MOEA will generate a set of optimal models considering a static non-linearity with a variable number of points. Using WH-MOEA, a procedure is also proposed to analyse various linear structures with different numbers of poles and zeros (known as design concepts). A comparison of the Pareto fronts of each design concept allows a more in-depth analysis to select the most appropriate model according to the user¿s needs. Finally, a complex numerical example and a real thermal process based on a Peltier cell are identified, showing the procedure¿s goodness. The results show that it can be useful to consider the simultaneously precision and complexity of a block-oriented model (Wiener, Hammerstein or Wiener- Hammerstein) in a non-linear process identification.This work was supported in part by the Ministerio de Ciencia, Innovación y Universidades, Spain, under Grant RTI2018-096904-B-I00-AR, and in part by the Salesian Polytechnic University of Ecuador through a Ph.D. scholarships granted to J. Zambrano.Zambrano, J.; Sanchís Saez, J.; Herrero Durá, JM.; Martínez Iranzo, MA. (2020). WH-MOEA: A Multi-Objective Evolutionary Algorithm for Wiener-Hammerstein System Identification. A Novel Approach for Trade-Off Analysis Between Complexity and Accuracy. IEEE Access. 8:228655-228674. https://doi.org/10.1109/ACCESS.2020.3046352228655228674

Performance Analysis of Fractional Learning Algorithms

Fractional learning algorithms are trending in signal processing and adaptive filtering recently. However, it is unclear whether the proclaimed superiority over conventional algorithms is well-grounded or is a myth as their performance has never been extensively analyzed. In this article, a rigorous analysis of fractional variants of the least mean squares and steepest descent algorithms is performed. Some critical schematic kinks in fractional learning algorithms are identified. Their origins and consequences on the performance of the learning algorithms are discussed and swift ready-witted remedies are proposed. Apposite numerical experiments are conducted to discuss the convergence and efficiency of the fractional learning algorithms in stochastic environments.Comment: 29 pages, 6 figure

An Extended Version of the Proportional Adaptive Algorithm Based on Kernel Methods for Channel Identification with Binary Measurements, Journal of Telecommunications and Information Technology, 2022, nr 3

In recent years, kernel methods have provided an important alternative solution, as they offer a simple way of expanding linear algorithms to cover the non-linear mode as well. In this paper, we propose a novel recursive kernel approach allowing to identify the finite impulse response (FIR) in non-linear systems, with binary value output observations. This approach employs a kernel function to perform implicit data mapping. The transformation is performed by changing the basis of the data In a high-dimensional feature space in which the relations between the different variables become linearized. To assess the performance of the proposed approach, we have compared it with two other algorithms, such as proportionate normalized least-meansquare (PNLMS) and improved PNLMS (IPNLMS). For this purpose, we used three measurable frequency-selective fading radio channels, known as the broadband radio access Network (BRAN C, BRAN D, and BRAN E), which are standardized by the European Telecommunications Standards Institute (ETSI), and one theoretical frequency selective channel, known as the Macchi’s channel. Simulation results show that the proposed algorithm offers better results, even in high noise environments, and generates a lower mean square error (MSE) compared with PNLMS and IPNLMS

Nonlinear Systems

Open Mathematics is a challenging notion for theoretical modeling, technical analysis, and numerical simulation in physics and mathematics, as well as in many other fields, as highly correlated nonlinear phenomena, evolving over a large range of time scales and length scales, control the underlying systems and processes in their spatiotemporal evolution. Indeed, available data, be they physical, biological, or financial, and technologically complex systems and stochastic systems, such as mechanical or electronic devices, can be managed from the same conceptual approach, both analytically and through computer simulation, using effective nonlinear dynamics methods. The aim of this Special Issue is to highlight papers that show the dynamics, control, optimization and applications of nonlinear systems. This has recently become an increasingly popular subject, with impressive growth concerning applications in engineering, economics, biology, and medicine, and can be considered a veritable contribution to the literature. Original papers relating to the objective presented above are especially welcome subjects. Potential topics include, but are not limited to: Stability analysis of discrete and continuous dynamical systems; Nonlinear dynamics in biological complex systems; Stability and stabilization of stochastic systems; Mathematical models in statistics and probability; Synchronization of oscillators and chaotic systems; Optimization methods of complex systems; Reliability modeling and system optimization; Computation and control over networked systems

Genetic Algorithm and its Variants: Theory and Applications

The Genetic Algorithm is a popular optimization technique which is bio-inspired and is based on the concepts of natural genetics and natural selection theories proposed by Charles Darwin. The Algorithm functions on three basic genetic operators of selection, crossover and mutation. Based on the types of these operators GA has many variants like Real coded GA, Binary coded GA, Sawtooth GA, Micro GA, Improved GA, Differential Evolution GA. This paper discusses a few of the forms of GA and applies the techniques to the problem of Function optimization and System Identification. The paper makes a comparative analysis of the advantages and disadvantages of the different types of GA. The computer simulations illustrate the results. It also makes a comparison between the GA technique and Incremental LMS algorithm for System Identification