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Wyniki wyszukiwania dla: IDENTIFICATION OF NONSTATIONARY SYSTEMS BASIS FUNCTIONS PARALLEL ESTIMATION CROSS-VALIDATORY ANALYSIS
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Wiktoria Wojnicz dr hab. inż.
OsobyDSc in Mechanics (in the field of Biomechanics) - Lodz Univeristy of Technology, 2019 PhD in Mechanics (in the field of Biomechanics) - Lodz Univeristy of Technology, 2009 (with distinction) Publikacje z listy MNiSW (2009 - ) Wojnicz W., Wittbrodt E., Analysis of muscles' behaviour. Part I. The computational model of muscle. Acta of Bioengineering and Biomechanics, Vol. 11, No.4, 2009, p. 15-21 Wojnicz W., Wittbrodt E., Analysis...
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A new look at the statistical identification of nonstationary systems
PublikacjaThe 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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Local basis function estimators for identification of nonstationary systems
PublikacjaThe 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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Local basis function method for identification of nonstationary systems
PublikacjaThis thesis is focused on the basis function method for the identification of nonstationary processes. The first chapter describes a group of models that can be identified using the basis function method. The next chapter describes the basic version of the basis function method, including its algebraic and statistical properties. The following section introduces the local basis function (LBF) method: its properties are described...
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Regularized Local Basis Function Approach to Identification of Nonstationary Processes
PublikacjaThe 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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Generalized Savitzky–Golay filters for identification of nonstationary systems
PublikacjaThe 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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On noncausal identification of nonstationary stochastic systems
PublikacjaIn 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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On the preestimation technique and its application to identification of nonstationary systems
PublikacjaThe 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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Towards Robust Identification of Nonstationary Systems
PublikacjaThe 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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On noncausal weighted least squares identification of nonstationary stochastic systems
PublikacjaIn 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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Fast Basis Function Estimators for Identification of Nonstationary Stochastic Processes
PublikacjaThe 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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Locally Adaptive Cooperative Kalman Smoothing and Its Application to Identification of Nonstationary Stochastic Systems
PublikacjaOne 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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New approach to noncausal identification of nonstationary stochastic systems subject to both smooth and abrupt parameter changes
PublikacjaIn this paper we consider the problem of finiteintervalparameter smoothing for a class of nonstationary linearstochastic systems subject to both smooth and abrupt parameterchanges. The proposed parallel estimation scheme combines theestimates yielded by several exponentially weighted basis functionalgorithms. The resulting smoother automatically adjustsits smoothing bandwidth to the type and rate of nonstationarityof the identified...
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Optimally regularized local basis function approach to identification of time-varying systems
PublikacjaAccurate 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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New Approach to Noncasual Identification of Nonstationary Stochastic FIR Systems Subject to Both Smooth and Abrupt Parameter Changes
PublikacjaIn this technical note, we consider the problem of finite-interval parameter smoothing for a class of nonstationary linear stochastic systems subject to both smooth and abrupt parameter changes. The proposed parallel estimation scheme combines the estimates yielded by several exponentially weighted basis function algorithms. The resulting smoother automatically adjusts its smoothing bandwidth to the type and rate of nonstationarity...
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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
PublikacjaThe 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 Identification of Time-Varying FIR Systems Based on Generalized Cross-Validation
PublikacjaA 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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Zdzisław Kowalczuk prof. dr hab. inż.
OsobyW 1978 ukończył studia w zakresie automatyki i informatyki na Wydziale Elektroniki Politechniki Gdańskiej, następnie rozpoczął pracę na macierzystej uczelni. W 1986 obronił pracę doktorską, w 1993 habilitował się na Politechnice Śląskiej na podstawie pracy Dyskretne modele w projektowaniu układów sterowania. W 1996 mianowany profesorem nadzwyczajnym, w 2003 otrzymał tytuł profesora nauk technicznych. W 2006 założył i od tego czasu...
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Locally-adaptive Kalman smoothing approach to identification of nonstationary stochastic systems
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Paweł Możejko dr hab.
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Rafał Łangowski dr inż.
OsobyDr inż. Rafał Łangowski jest absolwentem Wydziału Elektrotechniki i Automatyki Politechniki Gdańskiej (studia magisterskie ukończył z wyróżnieniem w 2003 roku). W roku 2015 uzyskał stopień doktora nauk technicznych w dyscyplinie automatyka i robotyka. Pracę doktorską pt. "Algorytmy alokacji punktów monitorowania jakości w systemach dystrybucji wody pitnej" obronił z wyróżnieniem na Wydziale Elektrotechniki i Automatyki. W latach...
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Piotr Paradowski dr
OsobyDr Piotr Paradowski's areas of expertise in quantitative social science methods include truncated and censored models, quantile regressions, survival analysis, panel data models, discrete regressions and qualitative choice models, instrumental variable estimation, and hierarchical modeling. He is also an expert in statistical matching and statistical methods to handle missing data. In addition, he conducts research on income and...
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Assessment of cross compatibility of pear (Pyrus communis L.) cultivars on the basis of pollen tube observations and analysis of the S-RNase gene
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Analysis of the biological stability of tap water on the basis of risk analysis and parameters limiting the secondary growth of microorganisms in water distribution systems
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Two-Stage Identification of Locally Stationary Autoregressive Processes and its Application to the Parametric Spectrum Estimation
PublikacjaThe 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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Identification of nonstationary processes using noncausal bidirectional lattice filtering
PublikacjaThe 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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Convenient identification of desulfoglucosinolates on the basis of mass spectra obtained during liquid chromatography-diode array-electrospray ionisation mass spectrometry analysis: Method verification for sprouts of different Brassicaceae species extracts
PublikacjaOver the past decade, glucosinolates (GLs) present in different tissues of Brassicaceae and their breakdown products, especially isothiocyanates formed after myrosinase catalyzed hydrolysis, have been regarded as not only environment friendly biopesticides for controlling soilborne pathogens, but most importantly as promising anticarcinogenic compounds. For these reasons, the identification and quantitative determination of the...
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Aleksandra Parteka dr hab. inż.
OsobyAbout me: I am an associate professor and head of doctoral studies at the Faculty of Management and Economics, Gdansk University of Technology (GdanskTech, Poland). I got my MSc degree in Economics from Gdansk University of Technology (2003) and Universita’ Politecnica delle Marche (2005), as well as MA degree in Contemporary European Studies from Sussex University (2006, with distinction). I received my PhD in Economics...
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Identification of Fast Time-varying Communication Channels Using the Preestimation Technique
PublikacjaAccurate 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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Ryszard Katulski prof. dr hab. inż.
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New results on estimation bandwidth adaptation
PublikacjaThe 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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Using Wearable Electronics to Estimate Usefulness of Heart Rate Variability for Bathing Person Identif Cation
PublikacjaIn this paper the possibility of person identification based on biosignal is investigated. The work focus on the analysis of the changes in intervals between successive R-waves of electrocardiogram (ECG) recorded by wearable electronics in form of a necklaces. The main idea behind this project is to find efficient tool which may prevent sudden consciousness loss episodes or even sudden death episodes related to rapid temperature...
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Empirical analyses of robustness of the square Msplit estimation
PublikacjaThe paper presents Msplit estimation as an alternative to methods in the class of robust M-estimation. The analysis conducted showed that Msplit estimation is highly efficient in the identification of observations encumbered by gross errors, especially those of small or moderate values. The classical methods of robust estimation provide then unsatisfactory results. Msplit estimation also shows high robustness to single gross errors...
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On Noncausal Identification of Nonstationary Multivariate Autoregressive Processes
PublikacjaThe 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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On adaptive covariance and spectrum estimation of locally stationary multivariate processes
PublikacjaWhen 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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On the lower smoothing bound in identification of time-varying systems
PublikacjaIn 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 ''cheap smoothing'' opportunities in identification of time-varying systems
PublikacjaIn 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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Lattice filter based autoregressive spectrum estimation with joint model order and estimation bandwidth adaptation
PublikacjaThe 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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Optimal and suboptimal algorithms for identification of time-varying systems with randomly drifting parameters
PublikacjaNoncausal 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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Lattice filter based multivariate autoregressive spectral estimation with joint model order and estimation bandwidth adaptation
PublikacjaThe 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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Generalized adaptive comb filters/smoothers and their application to the identification of quasi-periodically varying systems and signals
PublikacjaThe 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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Karhunen-Loeve-based approach to tracking of rapidly fading wireless communication channels
PublikacjaWhen parameters of wireless communication channels vary at a fast rate, simple estimation algorithms, such as weighted least squares (WLS) or least mean squares (LMS) algorithms, cannot estimate them with the accuracy needed to secure the reliable operation of the underlying communication systems. In cases like this, the local basis function (LBF) estimation technique can be used instead, significantly increasing the achievable...
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Dynamics of a linear pneumatic actuator with 80 mm piston diameter and 500 mm stroke subjected only to a mass load of 2570 g
Dane BadawczeThe aim of the study was to determine the dynamics of a linear pneumatic cylinder subjected only to mass load. An actuator of one of the well known European manufacturers was tested.The experiment were to measure pressure changes in both chambers of the actuator and the position of the piston during stroke and retracting. The test was repeated 11 times....
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Dynamics of a linear pneumatic actuator with 63 mm piston diameter and 500 mm stroke subjected only to a mass load of 1640 g
Dane BadawczeThe aim of the study was to determine the dynamics of a linear pneumatic cylinder subjected only to mass load. An actuator of one of the well known European manufacturers was tested.The experiment were to measure pressure changes in both chambers of the actuator and the position of the piston during stroke and retracting. The test was repeated 11 times....
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Dynamics of a linear pneumatic actuator with 63 mm piston diameter and 150 mm stroke subjected only to a mass load of 750 g
Dane BadawczeThe aim of the study was to determine the dynamics of a linear pneumatic cylinder subjected only to mass load. An actuator of one of the well known European manufacturers was tested.The experiment were to measure pressure changes in both chambers of the actuator and the position of the piston during stroke and retracting. The test was repeated 11 times....
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Dynamics of a linear pneumatic actuator with 80 mm piston diameter and 150 mm stroke subjected only to a mass load of 1100 g
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Dynamics of a linear pneumatic actuator with 50 mm piston diameter and 150 mm stroke subjected only to a mass load of 1530 g
Dane BadawczeThe aim of the study was to determine the dynamics of a linear pneumatic cylinder subjected only to mass load. An actuator of one of the well known European manufacturers was tested.The experiment were to measure pressure changes in both chambers of the actuator and the position of the piston during stroke and retracting. The test was repeated 11 times....
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Dynamics of a linear pneumatic actuator with 80 mm piston diameter and 100 mm stroke subjected only to a mass load of 1650 g
Dane BadawczeThe aim of the study was to determine the dynamics of a linear pneumatic cylinder subjected only to mass load. An actuator of one of the well known European manufacturers was tested.The experiment were to measure pressure changes in both chambers of the actuator and the position of the piston during stroke and retracting. The test was repeated 11 times....
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Dynamics of a linear pneumatic actuator with 63 mm piston diameter and 100 mm stroke subjected only to a mass load of 1640 g
Dane BadawczeThe aim of the study was to determine the dynamics of a linear pneumatic cylinder subjected only to mass load. An actuator of one of the well known European manufacturers was tested.The experiment were to measure pressure changes in both chambers of the actuator and the position of the piston during stroke and retracting. The test was repeated 11 times....
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Dynamics of a linear pneumatic actuator with 80 mm piston diameter and 300 mm stroke subjected only to a mass load of 1650 g
Dane BadawczeThe aim of the study was to determine the dynamics of a linear pneumatic cylinder subjected only to mass load. An actuator of one of the well known European manufacturers was tested.The experiment were to measure pressure changes in both chambers of the actuator and the position of the piston during stroke and retracting. The test was repeated 11 times....