462,497 research outputs found
An econometric approach to robust identification for models of inverse dynamic problem
A new computational approach to identification for models of inverse dynamic problem has been proposed. It is based on robust econometric difference and integral identification algorithms. Their approbation is made on real statistical data for n-industrial open macroeconomic system. All models and sub-models have been tested for adequacy and correspondence with reality.identification; inverse dynamic problem, robust estimation
On the Robustness of the Bayes and Wiener Estimators under Model Uncertainty
This paper deals with the robust estimation problem of a signal given noisy
observations. We assume that the actual statistics of the signal and
observations belong to a ball about the nominal statistics. This ball is formed
by placing a bound on the Tau-divergence family between the actual and the
nominal statistics. Then, the robust estimator is obtained by minimizing the
mean square error according to the least favorable statistics in that ball.
Therefore, we obtain a divergence family-based minimax approach to robust
estimation. We show in the case that the signal and observations have no
dynamics, the Bayes estimator is the optimal solution. Moreover, in the dynamic
case, the optimal offline estimator is the noncausal Wiener filter
S-estimation of hidden Markov models
A method for robust estimation of dynamic mixtures of multivariate distributions is proposed. The EM algorithm is modified by replacing the classical M-step
with high breakdown S-estimation of location and scatter, performed by using the
bisquare multivariate S-estimator. Estimates are obtained by solving a system of estimating equations that are characterized by component specific sets of weights, based on
robust Mahalanobis-type distances. Convergence of the resulting algorithm is proved
and its finite sample behavior is investigated by means of a brief simulation study and
n application to a multivariate time series of daily returns for seven stock markets
Synchronization Based Approach for Estimating All Model Parameters of Chaotic Systems
The problem of dynamic estimation of all parameters of a model representing
chaotic and hyperchaotic systems using information from a scalar measured
output is solved. The variational calculus based method is robust in the
presence of noise, enables online estimation of the parameters and is also able
to rapidly track changes in operating parameters of the experimental system.
The method is demonstrated using the Lorenz, Rossler chaos and hyperchaos
models. Its possible application in decoding communications using chaos is
discussed.Comment: 13 pages, 4 figure
Optimal PMU Placement for Power System Dynamic State Estimation by Using Empirical Observability Gramian
In this paper the empirical observability Gramian calculated around the
operating region of a power system is used to quantify the degree of
observability of the system states under specific phasor measurement unit (PMU)
placement. An optimal PMU placement method for power system dynamic state
estimation is further formulated as an optimization problem which maximizes the
determinant of the empirical observability Gramian and is efficiently solved by
the NOMAD solver, which implements the Mesh Adaptive Direct Search (MADS)
algorithm. The implementation, validation, and also the robustness to load
fluctuations and contingencies of the proposed method are carefully discussed.
The proposed method is tested on WSCC 3-machine 9-bus system and NPCC
48-machine 140-bus system by performing dynamic state estimation with
square-root unscented Kalman filter. The simulation results show that the
determined optimal PMU placements by the proposed method can guarantee good
observability of the system states, which further leads to smaller estimation
errors and larger number of convergent states for dynamic state estimation
compared with random PMU placements. Under optimal PMU placements an obvious
observability transition can be observed. The proposed method is also validated
to be very robust to both load fluctuations and contingencies.Comment: Accepted by IEEE Transactions on Power System
Dense Motion Estimation for Smoke
Motion estimation for highly dynamic phenomena such as smoke is an open
challenge for Computer Vision. Traditional dense motion estimation algorithms
have difficulties with non-rigid and large motions, both of which are
frequently observed in smoke motion. We propose an algorithm for dense motion
estimation of smoke. Our algorithm is robust, fast, and has better performance
over different types of smoke compared to other dense motion estimation
algorithms, including state of the art and neural network approaches. The key
to our contribution is to use skeletal flow, without explicit point matching,
to provide a sparse flow. This sparse flow is upgraded to a dense flow. In this
paper we describe our algorithm in greater detail, and provide experimental
evidence to support our claims.Comment: ACCV201
Active fault tolerant control for nonlinear systems with simultaneous actuator and sensor faults
The goal of this paper is to describe a novel fault tolerant tracking control (FTTC) strategy based on robust fault estimation and compensation of simultaneous actuator and sensor faults. Within the framework of fault tolerant control (FTC) the challenge is to develop an FTTC design strategy for nonlinear systems to tolerate simultaneous actuator and sensor faults that have bounded first time derivatives. The main contribution of this paper is the proposal of a new architecture based on a combination of actuator and sensor Takagi-Sugeno (T-S) proportional state estimators augmented with proportional and integral feedback (PPI) fault estimators together with a T-S dynamic output feedback control (TSDOFC) capable of time-varying reference tracking. Within this architecture the design freedom for each of the T-S estimators and the control system are available separately with an important consequence on robust Lâ‚‚ norm fault estimation and robust Lâ‚‚ norm closed-loop tracking performance. The FTTC strategy is illustrated using a nonlinear inverted pendulum example with time-varying tracking of a moving linear position reference. Keyword
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