2,098 research outputs found

    A discrete filled function method for the design of FIR filters with signed-powers-of-two coefficients

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    Feedrate planning for machining with industrial six-axis robots

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    The authors want to thank Stäubli for providing the necessary information of the controller, Dynalog for its contribution to the experimental validations and X. Helle for its material contributions.Nowadays, the adaptation of industrial robots to carry out high-speed machining operations is strongly required by the manufacturing industry. This new technology machining process demands the improvement of the overall performances of robots to achieve an accuracy level close to that realized by machine-tools. This paper presents a method of trajectory planning adapted for continuous machining by robot. The methodology used is based on a parametric interpolation of the geometry in the operational space. FIR filters properties are exploited to generate the tool feedrate with limited jerk. This planning method is validated experimentally on an industrial robot

    DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

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    We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as LSTM modules to capture longer time dependencies. The proposed network outperforms all existing state-of-the-art algorithms on the benchmark LOB dataset [1]. In a more realistic setting, we test our model by using one year market quotes from the London Stock Exchange and the model delivers a remarkably stable out-of-sample prediction accuracy for a variety of instruments. Importantly, our model translates well to instruments which were not part of the training set, indicating the model's ability to extract universal features. In order to better understand these features and to go beyond a "black box" model, we perform a sensitivity analysis to understand the rationale behind the model predictions and reveal the components of LOBs that are most relevant. The ability to extract robust features which translate well to other instruments is an important property of our model which has many other applications.Comment: 12 pages, 9 figure

    Control-Relevant System Identification using Nonlinear Volterra and Volterra-Laguerre Models

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    One of the key impediments to the wide-spread use of nonlinear control in industry is the availability of suitable nonlinear models. Empirical models, which are obtained from only the process input-output data, present a convenient alternative to the more involved fundamental models. An important advantage of the empirical models is that their structure can be chosen so as to facilitate the controller design problem. Many of the widely used empirical model structures are linear, and in some cases this basic model formulation may not be able to adequately capture the nonlinear process dynamics. One of the commonly used nonlinear dynamic empirical model structures is the Volterra model, and this work develops a systematic approach to the identification of third-order Volterra and Volterra-Laguerre models from process input-output data.First, plant-friendly input sequences are designed that exploit the Volterra model structure and use the prediction error variance (PEV) expression as a metric of model fidelity. Second, explicit estimator equations are derived for the linear, nonlinear diagonal, and higher-order sub-diagonal kernels using the tailored input sequences. Improvements in the sequence design are also presented which lead to a significant reduction in the amount of data required for identification. Finally, the third-order off-diagonal kernels are estimated using a cross-correlation approach. As an application of this technique, an isothermal polymerization reactor case study is considered.In order to overcome the noise sensitivity and highly parameterized nature of Volterra models, they are projected onto an orthonormal Laguerre basis. Two important variables that need to be selected for the projection are the Laguerre pole and the number of Laguerre filters. The Akaike Information Criterion (AIC) is used as a criterion to determine projected model quality. AIC includes contributions from both model size and model quality, with the latter characterized by the sum-squared error between the Volterra and the Volterra-Laguerre model outputs. Reduced Volterra-Laguerre models were also identified, and the control-relevance of identified Volterra-Laguerre models was evaluated in closed-loop using the model predictive control framework. Thus, this work presents a complete treatment of the problem of identifying nonlinear control-relevant Volterra and Volterra-Laguerre models from input-output data

    Modeling Wind Speed for Power System Applications

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    Data-driven vibration prognosis using multiple-input finite impulse response filters and application to railway-induced vibration of timber buildings

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    With this paper, we present a vibration prognosis method based on finite impulse responses. The impulse responses are identified using measurement data from an existing building and consider a multiple-input/multiple-output topology. Vibration prognosis in urban buildings is becoming increasingly important, since more and more buildings are being constructed close to urban infrastructure. Combined with modern and ecological choices of building materials and the low vibration levels required by current standards, serviceability in terms of structural dynamics becomes an issue. Sources of vibration in urban settings include railway and metro lines as well as road traffic. This work focuses on a method especially suited to the three- dimensional vibration state encountered in modern timber buildings. Under the assumption of linear time-invariant structural dynamic behaviour, we develop a time- domain identification approach. The novelties of this contribution lie in the formulation of a numerically efficient method to identify multiple-input finite impulse response filters and its application to measurement data of a timber building. We validate this data-driven prognosis method using measurement data from a building constructed from cross-laminated timber, considering the three-dimensional vibration behaviour. The accuracy and limitations are assessed using railway-induced vibrations as a typical source of disturbance by infrastructure. We show that vibration data from the foundation can be used for effective prognosis of the top floor slabs considering train types not included in the identification data set. Based on the prognosis method, a virtual sensor concept for long-term monitoring is presented

    System Level Synthesis

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    This article surveys the System Level Synthesis framework, which presents a novel perspective on constrained robust and optimal controller synthesis for linear systems. We show how SLS shifts the controller synthesis task from the design of a controller to the design of the entire closed loop system, and highlight the benefits of this approach in terms of scalability and transparency. We emphasize two particular applications of SLS, namely large-scale distributed optimal control and robust control. In the case of distributed control, we show how SLS allows for localized controllers to be computed, extending robust and optimal control methods to large-scale systems under practical and realistic assumptions. In the case of robust control, we show how SLS allows for novel design methodologies that, for the first time, quantify the degradation in performance of a robust controller due to model uncertainty -- such transparency is key in allowing robust control methods to interact, in a principled way, with modern techniques from machine learning and statistical inference. Throughout, we emphasize practical and efficient computational solutions, and demonstrate our methods on easy to understand case studies.Comment: To appear in Annual Reviews in Contro
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