4,424 research outputs found
Towards Efficient Maximum Likelihood Estimation of LPV-SS Models
How to efficiently identify multiple-input multiple-output (MIMO) linear
parameter-varying (LPV) discrete-time state-space (SS) models with affine
dependence on the scheduling variable still remains an open question, as
identification methods proposed in the literature suffer heavily from the curse
of dimensionality and/or depend on over-restrictive approximations of the
measured signal behaviors. However, obtaining an SS model of the targeted
system is crucial for many LPV control synthesis methods, as these synthesis
tools are almost exclusively formulated for the aforementioned representation
of the system dynamics. Therefore, in this paper, we tackle the problem by
combining state-of-the-art LPV input-output (IO) identification methods with an
LPV-IO to LPV-SS realization scheme and a maximum likelihood refinement step.
The resulting modular LPV-SS identification approach achieves statical
efficiency with a relatively low computational load. The method contains the
following three steps: 1) estimation of the Markov coefficient sequence of the
underlying system using correlation analysis or Bayesian impulse response
estimation, then 2) LPV-SS realization of the estimated coefficients by using a
basis reduced Ho-Kalman method, and 3) refinement of the LPV-SS model estimate
from a maximum-likelihood point of view by a gradient-based or an
expectation-maximization optimization methodology. The effectiveness of the
full identification scheme is demonstrated by a Monte Carlo study where our
proposed method is compared to existing schemes for identifying a MIMO LPV
system
Nearfield Acoustic Holography using sparsity and compressive sampling principles
Regularization of the inverse problem is a complex issue when using
Near-field Acoustic Holography (NAH) techniques to identify the vibrating
sources. This paper shows that, for convex homogeneous plates with arbitrary
boundary conditions, new regularization schemes can be developed, based on the
sparsity of the normal velocity of the plate in a well-designed basis, i.e. the
possibility to approximate it as a weighted sum of few elementary basis
functions. In particular, these new techniques can handle discontinuities of
the velocity field at the boundaries, which can be problematic with standard
techniques. This comes at the cost of a higher computational complexity to
solve the associated optimization problem, though it remains easily tractable
with out-of-the-box software. Furthermore, this sparsity framework allows us to
take advantage of the concept of Compressive Sampling: under some conditions on
the sampling process (here, the design of a random array, which can be
numerically and experimentally validated), it is possible to reconstruct the
sparse signals with significantly less measurements (i.e., microphones) than
classically required. After introducing the different concepts, this paper
presents numerical and experimental results of NAH with two plate geometries,
and compares the advantages and limitations of these sparsity-based techniques
over standard Tikhonov regularization.Comment: Journal of the Acoustical Society of America (2012
Sampling and Recovery of Pulse Streams
Compressive Sensing (CS) is a new technique for the efficient acquisition of
signals, images, and other data that have a sparse representation in some
basis, frame, or dictionary. By sparse we mean that the N-dimensional basis
representation has just K<<N significant coefficients; in this case, the CS
theory maintains that just M = K log N random linear signal measurements will
both preserve all of the signal information and enable robust signal
reconstruction in polynomial time. In this paper, we extend the CS theory to
pulse stream data, which correspond to S-sparse signals/images that are
convolved with an unknown F-sparse pulse shape. Ignoring their convolutional
structure, a pulse stream signal is K=SF sparse. Such signals figure
prominently in a number of applications, from neuroscience to astronomy. Our
specific contributions are threefold. First, we propose a pulse stream signal
model and show that it is equivalent to an infinite union of subspaces. Second,
we derive a lower bound on the number of measurements M required to preserve
the essential information present in pulse streams. The bound is linear in the
total number of degrees of freedom S + F, which is significantly smaller than
the naive bound based on the total signal sparsity K=SF. Third, we develop an
efficient signal recovery algorithm that infers both the shape of the impulse
response as well as the locations and amplitudes of the pulses. The algorithm
alternatively estimates the pulse locations and the pulse shape in a manner
reminiscent of classical deconvolution algorithms. Numerical experiments on
synthetic and real data demonstrate the advantages of our approach over
standard CS
Model-Based Policy Search for Automatic Tuning of Multivariate PID Controllers
PID control architectures are widely used in industrial applications. Despite
their low number of open parameters, tuning multiple, coupled PID controllers
can become tedious in practice. In this paper, we extend PILCO, a model-based
policy search framework, to automatically tune multivariate PID controllers
purely based on data observed on an otherwise unknown system. The system's
state is extended appropriately to frame the PID policy as a static state
feedback policy. This renders PID tuning possible as the solution of a finite
horizon optimal control problem without further a priori knowledge. The
framework is applied to the task of balancing an inverted pendulum on a seven
degree-of-freedom robotic arm, thereby demonstrating its capabilities of fast
and data-efficient policy learning, even on complex real world problems.Comment: Accepted final version to appear in 2017 IEEE International
Conference on Robotics and Automation (ICRA
A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation
Stochastic approximation techniques play an important role in solving many
problems encountered in machine learning or adaptive signal processing. In
these contexts, the statistics of the data are often unknown a priori or their
direct computation is too intensive, and they have thus to be estimated online
from the observed signals. For batch optimization of an objective function
being the sum of a data fidelity term and a penalization (e.g. a sparsity
promoting function), Majorize-Minimize (MM) methods have recently attracted
much interest since they are fast, highly flexible, and effective in ensuring
convergence. The goal of this paper is to show how these methods can be
successfully extended to the case when the data fidelity term corresponds to a
least squares criterion and the cost function is replaced by a sequence of
stochastic approximations of it. In this context, we propose an online version
of an MM subspace algorithm and we study its convergence by using suitable
probabilistic tools. Simulation results illustrate the good practical
performance of the proposed algorithm associated with a memory gradient
subspace, when applied to both non-adaptive and adaptive filter identification
problems
- …