On weighted structured total least squares

In this contribution we extend the result of (Markovsky et. al, SIAM J. of Matrix Anal. and Appl., 2005) to the case of weighted cost function. It is shown that the computational complexity of the proposed algorithm is preserved linear in the sample size when the weight matrix is banded with bandwidth that is independent of the sample size

Palindromic polynomials, time-reversible systems, and conserved quantities

The roots of palindromic and antipalindromic polynomials appear in pairs (s,1/s). A polynomial with such roots is antipalindromic if and only if in addition, it has a root at 1 of an odd multiplicity. The result has applications in system theory: 1) any kernel representation of a discrete-time, time-reversible, scalar, autonomous LTI system is either palindromic or antipalindromic. (Similar statement holds for systems with inputs.) 2) LTI systems with palindromic or antipalindromic kernel representations have nontrivial conserved quantities

On the linear quadratic data-driven control

The classical approach for solving control problems is model based: first a model representation is derived from given data of the plant and then a control law is synthesized using the model and the control specifications. We present an alternative approach that circumvents the explicit identification of a model representation. The considered control problem is finite horizon linear quadratic tracking. The results are derived assuming exact data and the optimal trajectory is constructed off-line

An adapted version of the element-wise weighted total least squares method for applications in chemometrics

The Maximum Likelihood PCA (MLPCA) method has been devised in chemometrics as a generalization of the well-known PCA method in order to derive consistent estimators in the presence of errors with known error distribution. For similar reasons, the Total Least Squares (TLS) method has been generalized in the field of computational mathematics and engineering to maintain consistency of the parameter estimates in linear models with measurement errors of known distribution. In a previous paper [M. Schuermans, I. Markovsky, P.D. Wentzell, S. Van Huffel, On the equivalance between total least squares and maximum likelihood PCA, Anal. Chim. Acta, 544 (2005), 254–267], the tight equivalences between MLPCA and Element-wise Weighted TLS (EW-TLS) have been explored. The purpose of this paper is to adapt the EW-TLS method in order to make it useful for problems in chemometrics. We will present a computationally efficient algorithm and compare this algorithm with the standard EW-TLS algorithm and the MLPCA algorithm in computation time and convergence behaviour on chemical data

Linear dynamic filtering with noisy input and output

Estimation problems for linear time-invariant systems with noisy input and output are considered. The smoothing problem is a least norm problem. An efficient algorithm using a Riccati-type recursion is derived. The equivalence between the optimal filter and an appropriately modified Kalman filter is established. The optimal estimate of the input signal is derived from the optimal state estimate. The result shows that the noisy input/output filtering problem is not fundamentally different from the classical Kalman filtering problem

NbTi foil thermally controlled switches for superconducting converters with operation frequency up to 50 Hz. Part 1: Experiment

The increase of the operation frequency of superconducting converters up to 50 Hz opens new ways to improve their parameters. Thermally controlled switches using NbTi foil are able to operate at industrial frequency with reasonable efficiency and dynamic parameters. Such switches have been developed and tested. The paper presents experimental results of static and dynamic behavior of the switches. The rectification mode was tested with different shapes of the applied voltage, with currents from 150 to 450 A, voltages from 10 mV to 2.5 V and recovery times between 1 and 10 ms. The switches presented here have experimentally demonstrated superior dynamic parameters at higher efficiency than the ones reported in literature up to now