18,638 research outputs found
Estimation of phase noise in oscillators with colored noise sources
In this letter we study the design of algorithms for estimation of phase
noise (PN) with colored noise sources. A soft-input maximum a posteriori PN
estimator and a modified soft-input extended Kalman smoother are proposed. The
performance of the proposed algorithms are compared against those studied in
the literature, in terms of mean square error of PN estimation, and symbol
error rate of the considered communication system. The comparisons show that
considerable performance gains can be achieved by designing estimators that
employ correct knowledge of the PN statistics
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Iterative procedures for identification of nonlinear interconnected systems
This work addresses the identification problem of a discrete-time nonlinear system composed by linear and nonlinear subsystems. Systems in this class will be represented by Linear Fractional
Transformations. Iterative identification procedures are examined, that alternate between the estimation of the linear and the nonlinear components. The burden of identification falls naturally on the nonlinear subsystem, as techniques for identification of linear systems have long been established. Two approaches are
examined. A point-wise identification of the nonlinearity, recently proposed in the literature, is applied and its advantages and
drawbacks are outlined. An alternative procedure that employs piecewise affine approximation techniques is proposed. Numerical examples demonstrate the efficiency of the proposed algorithm
Warm-started wavefront reconstruction for adaptive optics
Future extreme adaptive optics (ExAO) systems have been suggested with up to 10^5 sensors and actuators. We analyze the computational speed of iterative reconstruction algorithms for such large systems. We compare a total of 15 different scalable methods, including multigrid, preconditioned conjugate-gradient, and several new variants of these. Simulations on a 128×128 square sensor/actuator geometry using Taylor frozen-flow dynamics are carried out using both open-loop and closed-loop measurements, and algorithms are compared on a basis of the mean squared error and floating-point multiplications required. We also investigate the use of warm starting, where the most recent estimate is used to initialize the iterative scheme. In open-loop estimation or pseudo-open-loop control, warm starting provides a significant computational speedup; almost every algorithm tested converges in one iteration. In a standard closed-loop implementation, using a single iteration per time step, most algorithms give the minimum error even in cold start, and every algorithm gives the minimum error if warm started. The best algorithm is therefore the one with the smallest computational cost per iteration, not necessarily the one with the best quasi-static performance
On multi-view learning with additive models
In many scientific settings data can be naturally partitioned into variable
groupings called views. Common examples include environmental (1st view) and
genetic information (2nd view) in ecological applications, chemical (1st view)
and biological (2nd view) data in drug discovery. Multi-view data also occur in
text analysis and proteomics applications where one view consists of a graph
with observations as the vertices and a weighted measure of pairwise similarity
between observations as the edges. Further, in several of these applications
the observations can be partitioned into two sets, one where the response is
observed (labeled) and the other where the response is not (unlabeled). The
problem for simultaneously addressing viewed data and incorporating unlabeled
observations in training is referred to as multi-view transductive learning. In
this work we introduce and study a comprehensive generalized fixed point
additive modeling framework for multi-view transductive learning, where any
view is represented by a linear smoother. The problem of view selection is
discussed using a generalized Akaike Information Criterion, which provides an
approach for testing the contribution of each view. An efficient implementation
is provided for fitting these models with both backfitting and local-scoring
type algorithms adjusted to semi-supervised graph-based learning. The proposed
technique is assessed on both synthetic and real data sets and is shown to be
competitive to state-of-the-art co-training and graph-based techniques.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS202 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models
We propose a new class of filtering and smoothing methods for inference in
high-dimensional, nonlinear, non-Gaussian, spatio-temporal state-space models.
The main idea is to combine the ensemble Kalman filter and smoother, developed
in the geophysics literature, with state-space algorithms from the statistics
literature. Our algorithms address a variety of estimation scenarios, including
on-line and off-line state and parameter estimation. We take a Bayesian
perspective, for which the goal is to generate samples from the joint posterior
distribution of states and parameters. The key benefit of our approach is the
use of ensemble Kalman methods for dimension reduction, which allows inference
for high-dimensional state vectors. We compare our methods to existing ones,
including ensemble Kalman filters, particle filters, and particle MCMC. Using a
real data example of cloud motion and data simulated under a number of
nonlinear and non-Gaussian scenarios, we show that our approaches outperform
these existing methods
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