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Search results for: SYSTEM IDENTIFICATION, ADAPTIVE ORDER AND BAND-WIDTH SELECTION, NONSTATIONARY AUTOREGRESSIVE PROCESSES, TIME SERIESANALYSIS.
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On joint order and bandwidth selection for identification of nonstationary autoregressive processes
PublicationWhen identifying a nonstationary autoregressive process, e.g. for the purpose of signal prediction or parametric spectrum estimation, two important decisions must be taken. First, one should choose the appropriate order of the autoregressive model, i.e., the number of autoregressive coefficients that will be estimated. Second, if identification is carried out using the local estimation technique, such as the localized version of...
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Identification of nonstationary multivariate autoregressive processes– Comparison of competitive and collaborative strategies for joint selection of estimation bandwidth and model order
PublicationThe problem of identification of multivariate autoregressive processes (systems or signals) with unknown and possibly time-varying model order and time-varying rate of parameter variation is considered and solved using parallel estimation approach. Under this approach, several local estimation algorithms, with different order and bandwidth settings, are run simultaneously and compared based on their predictive performance. First,...
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Regularized Local Basis Function Approach to Identification of Nonstationary Processes
PublicationThe problem of identification of nonstationary stochastic processes (systems or signals) is considered and a new class of identification algorithms, combining the basis functions approach with local estimation technique, is described. Unlike the classical basis function estimation schemes, the proposed regularized local basis function estimators are not used to obtain interval approximations of the parameter trajectory, but provide...
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On adaptive covariance and spectrum estimation of locally stationary multivariate processes
PublicationWhen estimating the correlation/spectral structure of a locally stationary process, one has to make two important decisions. First, one should choose the so-called estimation bandwidth, inversely proportional to the effective width of the local analysis window, in the way that complies with the degree of signal nonstationarity. Too small bandwidth may result in an excessive estimation bias, while too large bandwidth may cause excessive...
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New results on estimation bandwidth adaptation
PublicationThe problem of identification of a nonstationary autoregressive signal using non-causal estimation schemes is considered. Noncausal estimators can be used in applications that are not time-critical, i.e., do not require real-time processing. A new adaptive estimation bandwidth selection rule based on evaluation of pseudoprediction errors is proposed, allowing one to adjust tracking characteristics of noncausal estimators to unknown...
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On adaptive selection of estimation bandwidth for analysis of locally stationary multivariate processes
PublicationWhen estimating the correlation/spectral structure of a locally stationary process, one should choose the so-called estimation bandwidth, related to the effective width of the local analysis window. The choice should comply with the degree of signal nonstationarity. Too small bandwidth may result in an excessive estimation bias, while too large bandwidth may cause excessive estimation variance. The paper presents a novel method...
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On Noncausal Identification of Nonstationary Multivariate Autoregressive Processes
PublicationThe problem of identification of nonstationary multivariate autoregressive processes using noncausal local estimation schemes is considered and a new approach to joint selection of the model order and the estimation bandwidth is proposed. The new selection rule, based on evaluation of pseudoprediction errors, is compared with the previously proposed one, based on the modified Akaike’s final prediction error criterion.
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Identification of nonstationary processes using noncausal bidirectional lattice filtering
PublicationThe problem of off-line identification of a nonstationary autoregressive process with a time-varying order and a time-varying degree of nonstationarity is considered and solved using the parallel estimation approach. The proposed parallel estimation scheme is made up of several bidirectional (noncausal) exponentially weighted lattice algorithms with different estimation memory and order settings. It is shown that optimization of...
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On Adaptive Spectrum Estimation of Multivariate Autoregressive Locally Stationary Processes
PublicationAutoregressive modeling is a widespread parametricspectrum estimation method. It is well known that, in the caseof stationary processes with unknown order, its accuracy canbe improved by averaging models of different complexity usingsuitably chosen weights. The paper proposes an extension of thistechnique to the case of multivariate locally stationary processes.The proposed solution is based on local autoregressive...
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Locally Adaptive Cooperative Kalman Smoothing and Its Application to Identification of Nonstationary Stochastic Systems
PublicationOne of the central problems of the stochastic approximation theory is the proper adjustment of the smoothing algorithm to the unknown, and possibly time-varying, rate and mode of variation of the estimated signals/parameters. In this paper we propose a novel locally adaptive parallel estimation scheme which can be used to solve the problem of fixed-interval Kalman smoothing in the presence of model uncertainty. The proposed solution...
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Two-Stage Identification of Locally Stationary Autoregressive Processes and its Application to the Parametric Spectrum Estimation
PublicationThe problem of identification of a nonstationary autoregressive process with unknown, and possibly time-varying, rate of parameter changes, is considered and solved using the parallel estimation approach. The proposed two-stage estimation scheme, which combines the local estimation approach with the basis function one, offers both quantitative and qualitative improvements compared with the currently used single-stage methods.
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Fast Basis Function Estimators for Identification of Nonstationary Stochastic Processes
PublicationThe problem of identification of a linear nonsta-tionary stochastic process is considered and solved using theapproach based on functional series approximation of time-varying parameter trajectories. The proposed fast basis func-tion estimators are computationally attractive and yield resultsthat are better than those provided by the local least squaresalgorithms. It is shown that two...
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Generalized Savitzky–Golay filters for identification of nonstationary systems
PublicationThe problem of identification of nonstationary systems using noncausal estimation schemes is consid-ered and a new class of identification algorithms, combining the basis functions approach with localestimationtechnique,isdescribed.Unliketheclassicalbasisfunctionestimationschemes,theproposedlocal basis function estimators are not used to obtain interval approximations of the parametertrajectory, but provide a sequence of point...
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Towards Robust Identification of Nonstationary Systems
PublicationThe article proposes a fast, two-stage method for the identification of nonstationary systems. The method uses iterative reweighting to robustify the identification process against the outliers in the measurement noise and against the numerical errors that may occur at the first stage of identification. We also propose an adaptive algorithm to optimize the values of the hyperparameters that are crucial for this new method.
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System identification
e-Learning CoursesThe course focusses on the problem of identification of dynamic systems.
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Lattice filter based autoregressive spectrum estimation with joint model order and estimation bandwidth adaptation
PublicationThe problem of parametric, autoregressive model based estimation of a time-varying spectral density function of a nonstationary process is considered. It is shown that estimation results can be considerably improved if identification of the autoregressive model is carried out using the two-sided doubly exponentially weighted lattice algorithm which combines results yielded by two one-sided lattice algorithms running forward in...
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On noncausal identification of nonstationary stochastic systems
PublicationIn this paper we consider the problem of noncausal identification of nonstationary,linear stochastic systems, i.e., identification based on prerecorded input/output data. We show how several competing weighted least squares parameter smoothers, differing in memory settings, can be combined together to yield a better and more reliable smoothing algorithm. The resulting parallel estimation scheme automatically adjusts its smoothing...
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Local basis function estimators for identification of nonstationary systems
PublicationThe problem of identification of a nonstationary stochastic system is considered and solved using local basis function approximation of system parameter trajectories. Unlike the classical basis function approach, which yields parameter estimates in the entire analysis interval, the proposed new identification procedure is operated in a sliding window mode and provides a sequence of point (rather than interval) estimates. It is...
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The system for identification of the band saw wheel cross profile
PublicationPrzedstawiono system do identyfikacji zarysu poprzecznego koła pilarki taśmowej, dzięki któremu producent pił taśmowych ma możliwość naprężenia brzeszczotu piły w sposób zapewniający jej poprawną pracę. Opisano budowę i zasadę działania systemu. Uzyskane dane mogą być wprowadzane do układów sterowania automatycznych urządzeń ze sterowaniem CNC (naprężających piły taśmowe). Dane systemu: szerokość sprawdzanych kół do 300 mm, dokładność...
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Lattice filter based multivariate autoregressive spectral estimation with joint model order and estimation bandwidth adaptation
PublicationThe problem of parametric, autoregressive model based estimation of a time-varying spectral density function of a multivariate nonstationary process is considered. It is shown that estimation results can be considerably improved if identification of the autoregressive model is carried out using the two-sided doubly exponentially weighted lattice algorithm which combines results yielded by two one-sided lattice algorithms running...
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System identification - new
e-Learning CoursesThe course focusses on the problem of identification of dynamic systems.
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System identification 2023/24 - project
e-Learning CoursesThis is the project part of the System Identification subject.
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Adaptive Identification of Underwater Acoustic Channel with a Mix of Static and Time-Varying Parameters
PublicationWe consider the problem of identification of communication channels with a mix of static and time-varying parameters. Such scenarios are typical, among others, in underwater acoustics. In this paper, we further develop adaptive algorithms built on the local basis function (LBF) principle resulting in excellent performance when identifying time-varying systems. The main drawback of an LBF algorithm is its high complexity. The subsequently...
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Adaptive identification of sparse underwater acoustic channels with a mix of static and time-varying parameters
PublicationWe consider identification of sparse linear systems with a mix of static and time-varying parameters. Such systems are typical in underwater acoustics (UWA), for instance, in applications requiring identi- fication of the acoustic channel, such as UWA communications, navigation and continuous-wave sonar. The recently proposed fast local basis function (fLBF) algorithm provides high performance when identi- fying time-varying systems....
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A new look at the statistical identification of nonstationary systems
PublicationThe paper presents a new, two-stage approach to identification of linear time-varying stochastic systems, based on the concepts of preestimation and postfiltering. The proposed preestimated parameter trajectories are unbiased but have large variability. Hence, to obtain reliable estimates of system parameters, the preestimated trajectories must be further filtered (postfiltered). It is shown how one can design and optimize such...
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On noncausal weighted least squares identification of nonstationary stochastic systems
PublicationIn this paper, we consider the problem of noncausal identification of nonstationary, linear stochastic systems, i.e., identification based on prerecorded input/output data. We show how several competing weighted (windowed) least squares parameter smoothers, differing in memory settings, can be combined together to yield a better and more reliable smoothing algorithm. The resulting parallel estimation scheme automatically adjusts...
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ADAPTIVE IDENTIFICATION OF TIME-VARYING IMPULSE RESPONSE OF UNDERWATER ACOUSTIC COMMUNICATION CHANNEL
PublicationThe transmission properties of underwater acoustic communication channel can change dynamically due to the movement of acoustic system transmitter and receiver or underwater objects reflecting transmitted signal. The time-varying impulse response measurement and estimation are necessary to match the physical layer of data transmission to instantaneous channel propagation conditions. Using the correlative measurement method, impulse...
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Locally-adaptive Kalman smoothing approach to identification of nonstationary stochastic systems
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Zdzisław Kowalczuk prof. dr hab. inż.
PeopleZdzislaw Kowalczuk received his M.Sc. degree in 1978 and Ph.D. degree in 1986, both in Automatic Control from Technical University of Gdańsk (TUG), Gdańsk, Poland. In 1993 he received his D.Sc. degree (Dr Habilitus) in Automatic Control from Silesian Technical University, Gliwice, Poland, and the title of Professor from the President of Poland in 2003. Since 1978 he has been with Faculty of Electronics, Telecommunications and Informatics...
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Study on the time-frequency analysis of nonstationary, electrochemical and corrosion processes
PublicationW pracy przedstawiono możliwości zastosowania czasowo-częstotliwościowych metod analizy sygnałów do badania niestacjonarnych procesów elektrochemicznych, chemicznych i korozyjnych. Wnikliwej analizie z wykorzystaniem metod STFT, rozkładu Wignera-Ville'a oraz przekształceń z klasy Cohena poddano rejestry oscylacji chemicznych, elektrochemicznych i rejestry korozji wżerowej.
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On the preestimation technique and its application to identification of nonstationary systems
PublicationThe problem of noncausal identification of a nonstationary stochastic FIR (finite impulse response) sys- tem is reformulated, and solved, as a problem of smoothing of preestimated parameter trajectories. Three approaches to preestimation are critically analyzed and compared. It is shown that optimization of the smoothing operation can be performed adaptively using the parallel estimation technique. The new approach is computationally...
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Asynchronous Networked Estimation System for Continuous Time Stochastic Processes
PublicationIn this paper we examine an asynchronous networked estimation system for state estimation of continuous time stochastic processes. Such a system is comprised of several estimation nodes connected using a possibly incomplete communication graph. Each of the nodes uses a Kalman filter algorithm and data from a local sensor to compute local state estimates of the process under observation. It also performs data fusion of local estimates...
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Generalized adaptive comb filters/smoothers and their application to the identification of quasi-periodically varying systems and signals
PublicationThe problem of both causal and noncausal identification of linear stochastic systems with quasiharmonically varying parameters is considered. The quasi-harmonic description allows one to model nonsinusoidal quasi-periodic parameter changes. The proposed identification algorithms are called generalized adaptive comb filters/smoothers because in the special signal case they reduce down to adaptive comb algorithms used to enhance...
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Artur Gańcza mgr inż.
PeopleI received the M.Sc. degree from the Gdańsk University of Technology (GUT), Gdańsk, Poland, in 2019. I am currently a Ph.D. student at GUT, with the Department of Automatic Control, Faculty of Electronics, Telecommunications and Informatics. My professional interests include speech recognition, system identification, adaptive signal processing and linear algebra.
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Processes
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Automated Reduced Model Order Selection
PublicationThis letter proposes to automate generation of reduced-order models used for accelerated -parameter computation by applying a posteriori model error estimators. So far,a posteriori error estimators were used in Reduced Basis Method (RBM) and Proper Orthogonal Decomposition (POD) to select frequency points at which basis vectors are generated. This letter shows how a posteriori error estimators can be applied to automatically select...
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Elimination of Impulsive Disturbances From Stereo Audio Recordings Using Vector Autoregressive Modeling and Variable-order Kalman Filtering
PublicationThis paper presents a new approach to elimination of impulsive disturbances from stereo audio recordings. The proposed solution is based on vector autoregressive modeling of audio signals. Online tracking of signal model parameters is performed using the exponential ly weighted least squares algo- rithm. Detection of noise pulses an d model-based interpolation of the irrevocably distorted sampl es is realized using an adaptive, variable-order...
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On the lower smoothing bound in identification of time-varying systems
PublicationIn certain applications of nonstationary system identification the model-based decisions can be postponed, i.e. executed with a delay. This allows one to incorporate in the identification process not only the currently available information, but also a number of ''future'' data points. The resulting estimation schemes, which involve smoothing, are not causal. Assuming that the infinite observation history is available, the paper...
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An automatic system for identification of random telegraph signal (RTS) noise in noise signals
PublicationIn the paper the automatic and universal system for identification of Random Telegraph Signal (RTS) noise as a non-Gaussian component of the inherent noise signal of semiconductor devices is presented. The system for data acquisition and processing is described. Histograms of the instantaneous values of the noise signals are calculated as the basis for analysis of the noise signal to determine the number of local maxima of histograms...
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System identification 2021/22 - project
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System identification 2022/23 - project
e-Learning Courses -
Automatic Reduction-Order Selection for Finite-Element Macromodels
PublicationAn automatic reduction-order selection algorithm for macromodels in finite-element analysis is presented. The algorithm is based on a goal-oriented a posteriori error estimator that operates on low-order reduced blocks of matrices, and hence, it can be evaluated extremely quickly.
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On ''cheap smoothing'' opportunities in identification of time-varying systems
PublicationIn certain applications of nonstationary system identification the model-based decisions can be postponed, i.e. executed with a delay. This allows one to incorporate into the identification process not only the currently available information, but also a number of ''future'' data points. The resulting estimation schemes, which involve smoothing, are not causal. Despite the possible performance improvements, the existing smoothing...
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Non-Adaptive Rotor Speed Estimation of Induction Machine in an Adaptive Full-Order Observer
PublicationIn the sensorless control system of an induction machine, the rotor speed value is not measured but reconstructed by an observer structure. The rotor speed value can be reconstructed by the classical adaptive law with the integrator. The second approach, which is the main contribution of this paper, is the non-adaptive structure without an integrator. The proposed method of the rotor speed reconstruction is based on an algebraic...
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Adaptive Optimal Discrete-Time Output-Feedback Using an Internal Model Principle and Adaptive Dynamic Programming
PublicationIn order to address the output feedback issue for linear discrete-time systems, this work suggests a brand-new adaptive dynamic programming (ADP) technique based on the internal model principle (IMP). The proposed method, termed as IMP-ADP, does not require complete state feedback, merely the measurement of input and output data. More specifically, based on the IMP, the output control problem can first be converted into a stabilization...
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On autoregressive spectrum estimation using the model averaging technique
PublicationThe problem of estimating spectral density of a nonstationary process satisfying local stationarity conditions is considered. The proposed solution is a two step procedure based on local autoregressive (AR) modeling. In the first step Bayesian-like averaging of AR models, differing in order, is performed. The main contribution of the paper is development of a new final-prediction-error-like statistic, which can be used to select...
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Finding small-width connected path decompositions in polynomial time
PublicationA connected path decomposition of a simple graph $G$ is a path decomposition $(X_1,\ldots,X_l)$ such that the subgraph of $G$ induced by $X_1\cup\cdots\cup X_i$ is connected for each $i\in\{1,\ldots,l\}$. The connected pathwidth of $G$ is then the minimum width over all connected path decompositions of $G$. We prove that for each fixed $k$, the connected pathwidth of any input graph can be computed in polynomial-time. This answers...
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Parameter selection of an adaptive PI state observer for an induction motor
PublicationThe paper discusses problems connected with the parameters selection of the proportional-integral observer, designed for recon- struction of magnetic fluxes and angular speed of an induction motor. The selection is performed in several stages that are focused on different criteria. The first stage consists in selecting observer’s gains and provides desired dynamical properties, taking into consideration immunity to disturbances and...
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Decoupled Kalman filter based identification of time-varying FIR systems
PublicationWhen system parameters vary at a fast rate, identification schemes based on model-free local estimation approaches do not yield satisfactory results. In cases like this, more sophisticated parameter tracking procedures must be used, based on explicit models of parameter variation (often referred to as hypermodels), either deterministic or stochastic. Kalman filter trackers, which belong to the second category, are seldom used in...
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Piotr Szczuko dr hab. inż.
PeoplePiotr Szczuko received his M.Sc. degree in 2002. His thesis was dedicated to examination of correlation phenomena between perception of sound and vision for surround sound and digital image. He finished Ph.D. studies in 2007 and one year later completed a dissertation "Application of Fuzzy Rules in Computer Character Animation" that received award of Prime Minister of Poland. His interests include: processing of audio and video, computer...