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Search results for: time-varying fir
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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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Regularized Identification of Time-Varying FIR Systems Based on Generalized Cross-Validation
PublicationA new regularization method is proposed and applied to identification of time-varying finite impulse response systems. We show, that by a careful design of the regularization constraint, one can improve estimation results, especially in the presence of strong measurement noise. We also show that the the most appropriate regularization gain can be found by direct optimization of the generalized cross-validation criterion.
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A New Method of Noncausal Identification of Time-varying Systems
PublicationThe paper shows that the problem of noncausal identification of a time-varying FIR (finite impulse response) sys- tem can be reformulated, and solved, as a problem of smoothing of the preestimated parameter trajectories. Characteristics of the smoothing filter should be chosen so as to provide the best trade- off between the bias and variance of the resulting estimates. It is shown that optimization of the smoothing operation can...
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Linear Time-Varying Dynamic-Algebraic Equations of Index One on Time Scales
PublicationIn this paper, we introduce a class of linear time-varying dynamic-algebraic equations (LTVDAE) of tractability index one on ar- bitrary time scales. We propose a procedure for the decoupling of the considered class LTVDAE. Explicit formulae are written down both for transfer operator and the obtained decoupled system. A projector ap- proach is used to prove the main statement of the paper and sufficient conditions of decoupling...
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Underwater Acoustic Communications in Time-Varying Dispersive Channels
PublicationUnderwater acoustic communication (UAC) system designers tend to transmit as much information as possible, per unit of time, at as low as possible error rate. However, the bit rate achieved in UAC systems is much lower than for wire or radio-communication systems. This is due to disadvantageous properties of the UAC channels, namely the sea and inland waters. Estimation of UAC channel transmission properties is possible within...
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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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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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On bidirectional preestimates and their application to identification of fast time-varying systems
PublicationWhen applied to the identification of time-varying systems, such as rapidly fading telecommunication channels, adaptive estimation algorithms built on the local basis function (LBF) principle yield excellent tracking performance but are computationally demanding. The subsequently proposed fast LBF (fLBF) algorithms, based on the preestimation principle, allow a substantial reduction in complexity without significant performance...
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Statistically efficient smoothing algorithm for time-varying frequency estimation
PublicationThe problem of extraction/elimination of a nonstationary sinusoidal signal from noisy measurements is considered. This problem is usually solved using adaptive notch filtering (ANF) algorithms. It is shown that the accuracy of frequency estimates can be significantly increased if the results obtained from ANF are backward-time filtered by an appropriately designed lowpass filter. The resulting adaptive notch smoothing (ANS) algorithm...
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Application of regularized Savitzky–Golay filters to identification of time-varying systems
PublicationSavitzky–Golay (SG) filtering is a classical signal smoothing technique based on the local least squares approximation of the analyzed signal by a linear combination of known functions of time (originally — powers of time, which corresponds to polynomial approximation). It is shown that the regularized version of the SG algorithm can be successfully applied to identification of time-varying finite impulse response (FIR) systems....
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Identification of Fast Time-varying Communication Channels Using the Preestimation Technique
PublicationAccurate identification of stochastic systems with fast-varying parameters is a challenging task which cannot be accomplished using model-free estimation methods, such as weighted least squares, which assume only that system coefficients can be regarded as locally constant. The current state-of-the-art solutions are based on the assumption that system parameters can be locally approximated by a linear combination of appropriately...
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Designing optimal and safe control strategies for time-varying dynamical systems
PublicationPublikacja opisuje metodę projektowania optymalnej trajektorii punktu pracy w czasoprzestrzeni stanów przy wykorzystaniu algorytmów optymalizacji grafowej. Zakłada się deterministyczny charakter zmian dynamiki rozpatrywanego procesu. Przestrzeń robocza, będąca ograniczonym podzbiorem czasoprzestrzeni stanów, jest dzielona na zbiór segmentów, którym przypisywane są wielkości reprezentujące właściwości dynamiki własnej w obrębie...
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Fast recursive basis function estimators for identification of time-varying processes
PublicationW pracy wprowadzono nową kategorię filtrów adaptacyjnych opartych na metodzie funkcji bazowych i wykorzystujących koncepcję postfiltracji. Proponowane algorytmy pozwalają połączyć niską złożoność obliczeniową i dobre właściwości śledzące.
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Regularized identification of fast time-varying systems - comparison of two regularization strategies
PublicationThe problem of identification of a time-varying FIR system is considered and solved using the local basis function approach. It is shown that the estimation (tracking) results can be improved by means of regularization. Two variants of regularization are proposed and compared: the classical L2 (ridge) regularization and a new, reweighted L2 one. It is shown that the new approach can outperform the classical one and is computationally...
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Optimally regularized local basis function approach to identification of time-varying systems
PublicationAccurate identification of stochastic systems with fast-varying parameters is a challenging task which cannot be accomplished using model-free estimation methods, such as weighted least squares, which assume only that system coefficients can be regarded as locally constant. The current state of the art solutions are based on the assumption that system parameters can be locally approximated by a linear combination of appropriately...
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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 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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Optimal and suboptimal algorithms for identification of time-varying systems with randomly drifting parameters
PublicationNoncausal estimation algorithms, which involve smoothing, can be used for off-line identification of nonstationary systems. Since smoothingis based on both past and future data, it offers increased accuracy compared to causal (tracking) estimation schemes, incorporating past data only. It is shown that efficient smoothing variants of the popular exponentially weighted least squares and Kalman filter-based parameter trackers can...
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Toolgraph Design of Optimal and Feasible Control Strategies for Time-Varying Dynamical Systems
PublicationArtykuł prezentuje nową metodę projektowania optymalnych i realizowanych strategii sterowania dla wariantnych procesów dynamicznych. Centralnym ośrodkiem i narzędziem tej metody jest struktura grafu przepływowego reprezentująca istotne właściwości autonomicznej dynamiki danego procesu w przestrzeni czasowo-stanowej, składającej się z elementarnych segmentów. Strukturę tę nazywamy grafem narzędziowym przestrzeni czasowo-stanowej....
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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....