Pertinent choice of parameters for discrete Kautz approximation

International audienceKautz functions have received much attention in the recent mathematical modeling and identification literature. These functions which involve free parameters can approximate efficiently signals with strong oscillatory behavior. We consider here the choice of the free parameters in discrete (two-parameter) Kautz approximation. Using a key relationship between Kautz and Laguerre expansions we derive an upper bound for the quadratic truncation error. Minimization of this upper bound yields pertinent parameters, whose computation then requires reduced knowledge of the function to be modeled

A simple algorithm for stable order reduction of z-domain Laguerre models

International audienceDiscrete-time Laguerre series are a well known and efficient tool in system identification and modeling. This paper presents a simple solution for stable and accurate order reduction of systems described by a Laguerre model

Online optimization of the time scale in adaptive Laguerre-based filters

"©2000 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE."International audienceA new online method to optimize the free parameter in adaptive Laguerre-based filters is presented. It is based on the minimization of a criterion that is equivalent to an upper bound for the quadratic approximation error. The proposed technique presents a fast convergence and a good robustness

Statistical Communication Theory

Contains reports on seven research projects.National Science Foundation under Grant G-1390

Statistical Communication Theory

Contains reports on six research projects.National Institutes of Health (Grant MH-04737-02

Limited-Communication Distributed Model Predictive Control for HVAC Systems

This dissertation proposes a Limited-Communication Distributed Model Predictive Control algorithm for networks with constrained discrete-time linear processes as local subsystems. The introduced algorithm has an iterative and cooperative framework with neighbor-to-neighbor communication structure. Convergence to a centralized solution is guaranteed by requiring coupled subsystems with local information to cooperate only. During an iteration, a local controller exchanges its predicted effects with local neighbors (which are treated as measured input disturbances in local dynamics) and receives the neighbor sensitivities for these effects at next iteration. Then the controller minimizes a local cost function that counts for the future effects to neighbors weighted by the received sensitivity information. Distributed observers are employed to estimate local states through local input-output signals. Closed-loop stability is proved for sufficiently long horizons. To reduce the computational loads associated with large horizons, local decisions are parametrized by Laguerre functions. A local agent can also reduce the communication burden by parametrizing the communicated data with Laguerre sequences. So far, convergence and closed-loop stability of the algorithm are proven under the assumptions of accessing all subsystem dynamics and cost functions information by a centralized monitor and sufficient number of iterations per sampling. However, these are not mild assumptions for many applications. To design a local convergence condition or a global condition that requires less information, tools from dissipativity theory are used. Although they are conservative conditions, the algorithm convergence can now be ensured either by requiring a distributed subsystem to show dissipativity in the local information dynamic inputs-outputs with gain less than unity or solving a global dissipative inequality with subsystem dissipativity gains and network topology only. Free variables are added to the local problems with the object of having freedom to design such convergence conditions. However, these new variables will result into a suboptimal algorithm that affects the proposed closed-loop stability. To ensure local MPC stability, therefore, a distributed synthesis, which considers the system interactions, of stabilizing terminal costs is introduced. Finally, to illustrate the aspects of the algorithm, coupled tank process and building HVAC system are used as application examples

Statistical Communication Theory

Contains reports on six research projects