9,645 research outputs found
Store-and-forward based methods for the signal control problem in large-scale congested urban road networks
The problem of designing network-wide traffic signal control strategies for large-scale congested urban road networks is considered. One known and two novel methodologies, all based on the store-and-forward modeling paradigm, are presented and compared. The known methodology is a linear multivariable feedback regulator derived through the formulation of a linear-quadratic optimal control problem. An alternative, novel methodology consists of an open-loop constrained quadratic optimal control problem, whose numerical solution is achieved via quadratic programming. Yet a different formulation leads to an open-loop constrained nonlinear optimal control problem, whose numerical solution is achieved by use of a feasible-direction algorithm. A preliminary simulation-based investigation of the signal control problem for a large-scale urban road network using these methodologies demonstrates the comparative efficiency and real-time feasibility of the developed signal control methods
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
A globally convergent matricial algorithm for multivariate spectral estimation
In this paper, we first describe a matricial Newton-type algorithm designed
to solve the multivariable spectrum approximation problem. We then prove its
global convergence. Finally, we apply this approximation procedure to
multivariate spectral estimation, and test its effectiveness through
simulation. Simulation shows that, in the case of short observation records,
this method may provide a valid alternative to standard multivariable
identification techniques such as MATLAB's PEM and MATLAB's N4SID
An algorithm for maximum likelihood estimation using an efficient method for approximating sensitivities
An algorithm for maximum likelihood (ML) estimation is developed primarily for multivariable dynamic systems. The algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). The method determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared with integrating the analytically determined sensitivity equations or using a finite-difference method. Different surface-fitting methods are discussed and demonstrated. Aircraft estimation problems are solved by using both simulated and real-flight data to compare MNRES with commonly used methods; in these solutions MNRES is found to be equally accurate and substantially faster. MNRES eliminates the need to derive sensitivity equations, thus producing a more generally applicable algorithm
Significance Regression: A Statistical Approach to Biased Linear Regression and Partial Least Squares
This paper first examines the properties of biased regressors that proceed by restricting the search for the optimal regressor to a subspace. These properties suggest features such biased regression methods should incorporate. Motivated by these observations, this work proposes a new formulation for biased regression derived from the principle of statistical significance. This new formulation, significance regression (SR), leads to partial least squares (PLS) under certain model assumptions and to more general methods under various other model kumptions. For models with multiple outputs, SR will be shown to have certain advantages over PLS. Using the new formulation a significance test is advanced for determining the number of directions to be used; for PLS, cross-validation has been the primary method for determining this quantity. The prediction and estimation properties of SR are discussed. A brief numerical example illustrates the relationship between SR and PLS
Partially coupled gradient estimation algorithm for multivariable equation-error autoregressive moving average systems using the data filtering technique
System identification provides many convenient and useful methods for engineering modelling. This study targets the parameter identification problems for multivariable equation-error autoregressive moving average systems. To reduce the influence of the coloured noises on the parameter estimation, the data filtering technique is adopted to filter the input and output data, and to transform the original system into a filtered system with white noises. Then the filtered system is decomposed into several subsystems and a filtering-based partially-coupled generalised extended stochastic gradient algorithm is developed via the coupling concept. In contrast to the multivariable generalised extended stochastic gradient algorithm, the proposed algorithm can give more accurate parameter estimates. Finally, the effectiveness of the proposed algorithm is well demonstrated by simulation examples
Deep learning cardiac motion analysis for human survival prediction
Motion analysis is used in computer vision to understand the behaviour of
moving objects in sequences of images. Optimising the interpretation of dynamic
biological systems requires accurate and precise motion tracking as well as
efficient representations of high-dimensional motion trajectories so that these
can be used for prediction tasks. Here we use image sequences of the heart,
acquired using cardiac magnetic resonance imaging, to create time-resolved
three-dimensional segmentations using a fully convolutional network trained on
anatomical shape priors. This dense motion model formed the input to a
supervised denoising autoencoder (4Dsurvival), which is a hybrid network
consisting of an autoencoder that learns a task-specific latent code
representation trained on observed outcome data, yielding a latent
representation optimised for survival prediction. To handle right-censored
survival outcomes, our network used a Cox partial likelihood loss function. In
a study of 302 patients the predictive accuracy (quantified by Harrell's
C-index) was significantly higher (p < .0001) for our model C=0.73 (95 CI:
0.68 - 0.78) than the human benchmark of C=0.59 (95 CI: 0.53 - 0.65). This
work demonstrates how a complex computer vision task using high-dimensional
medical image data can efficiently predict human survival
Parameter estimation algorithm for multivariable controlled autoregressive autoregressive moving average systems
This paper investigates parameter estimation problems for multivariable controlled autoregressive autoregressive moving average (M-CARARMA) systems. In order to improve the performance of the standard multivariable generalized extended stochastic gradient (M-GESG) algorithm, we derive a partially coupled generalized extended stochastic gradient algorithm by using the auxiliary model. In particular, we divide the identification model into several subsystems based on the hierarchical identification principle and estimate the parameters using the coupled relationship between these subsystems. The simulation results show that the new algorithm can give more accurate parameter estimates of the M-CARARMA system than the M-GESG algorithm
Nonparametric identification of linearizations and uncertainty using Gaussian process models – application to robust wheel slip control
Gaussian process prior models offer a nonparametric approach to modelling unknown nonlinear systems from experimental data. These are flexible models which automatically adapt their model complexity to the available data, and which give not only mean predictions but also the variance of these predictions. A further advantage is the analytical derivation of derivatives of the model with respect to inputs, with their variance, providing a direct estimate of the locally linearized model with its corresponding parameter variance. We show how this can be used to tune a controller based on the linearized models, taking into account their uncertainty. The approach is applied to a simulated wheel slip control task illustrating controller development based on a nonparametric model of the unknown friction nonlinearity. Local stability and robustness of the controllers are tuned based on the uncertainty of the nonlinear models’ derivatives
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