Browsing by Author "Carvajal, Rodrigo"

In this paper, we develop a filtering algorithm for Wiener systems written in state-space form which considers correlated noise sources. The output non-linearity is approximated by using a piece-wise linear function. The probability function of the output signal conditioned to the system state is written as a Gaussian mixture distribution. A Gaussian sum filter algorithm to obtain the a posteriori probability density function of the state given the current and past output is developed. The associated statistics of the system state are obtained. The benefits of our proposal are illustrated via numerical simulations.

In medium- and low-voltage three-phase distribution networks, the load imbalance among the phases may compromise the network voltage symmetry. Inverter-interfaced distributed energy resources (DERs) can contribute to compensating for such imbalances by sharing the required negative sequence current while providing active power synchronized with the positive sequence voltage. However, positive and negative sequences are conventionally defined in a steady state and are not directly observed from the instantaneous voltage and current measurements at the DER unit’s point of connection. In this article, an estimation algorithm for sequence separation based on the Kalman filter is proposed. Furthermore, the proposed filter uses a complex vector representation of the asymmetric three-phase signals in synchronous coordinates to allow for the implementation of the Kalman filter in its stationary form, resulting in a simple dynamic filter able to estimate positive and negative sequences even during transient operation. The proposed stationary complex Kalman filter performs better than state-of-the-art techniques like DSOGI and very similarly to other Kalman filter implementations found in the literature but at a fraction of its computational cost (23.5%).

We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is motivated by the MM algorithm, combined with the systematic and iterative structure of the Expectation-Maximization algorithm. The resulting algorithm can deal with hidden variables in Maximum Likelihood and Maximum a Posteriori estimation problems, Instrumental Variables, Regularized Optimization and Constrained Optimization problems. The key advantage of the proposed algorithm is to provide a systematic procedure to build surrogate functions for a class of problems where hidden variables are usually involved. Numerical examples show the benefits of the proposed approach.

Filtering and smoothing algorithms are key tools to develop decision-making strategies and parameter identification techniques in different areas of research, such as economics, financial data analysis, communications, and control systems. These algorithms are used to obtain an estimation of the system state based on the sequentially available noisy measurements of the system output. In a real-world system, the noisy measurements can suffer a significant loss of information due to (among others): (i) a reduced resolution of cost-effective sensors typically used in practice or (ii) a digitalization process for storing or transmitting the measurements through a communication channel using a minimum amount of resources. Thus, obtaining suitable state estimates in this context is essential. In this paper, Gaussian sum filtering and smoothing algorithms are developed in order to deal with noisy measurements that are also subject to quantization. In this approach, the probability mass function of the quantized output given the state is characterized by an integral equation. This integral was approximated by using a Gauss–Legendre quadrature; hence, a model with a Gaussian mixture structure was obtained. This model was used to develop filtering and smoothing algorithms. The benefits of this proposal, in terms of accuracy of the estimation and computational cost, are illustrated via numerical simulations.

This paper presents a novel identification method for stochastic continuous-time systems applied to Adaptive Optics. We consider a discrete-time sampled-data model of a linear combination of continuous-time second-order systems for modelling disturbances. The Maximum Likelihood framework is used in time and frequency domain to develop an estimation algorithm with sampled-data. We propose an estimation algorithm where we write the likelihood function in the frequency domain in terms of the discrete-time output spectrum (Whittle's log-likelihood function). An approximation for the discrete-time spectrum is used in order to reduce the computational load. A comparative analysis of the proposed method and some available methods is illustrated via numerical simulations.

Integral controllers are commonly employed in astronomical adaptive optics. This work presents a novel tuning procedure for integral controllers in adaptive optics systems which relies on information about the measured disturbances. This tuning procedure consists of two main steps. First, it models and identifies measured disturbances as continuous-time-damped oscillators using Whittles´s likelihood and the wavefront sensor output signal. Second, it determines the integral controller gain of the adaptive optics system by minimizing the output variance. The effectiveness of this proposed method is evaluated through theoretical examples and numerical simulations conducted using the Object-Oriented Matlab Adaptive Optics toolbox. The simulation results demonstrate that this approach accurately estimates the disturbance model and can reduce the output variance. Our proposal results in improved performance and better astronomical images even in challenging atmospheric conditions. These findings significantly contribute to adaptive optics system operations in astronomical observatories and establish our procedure as a promising tool for fine-tuning integral controllers in astronomical adaptive optics systems.

Modern large telescopes are built based on the effectiveness of adaptive optics systems in mitigating the detrimental effects of wavefront distortions on astronomical images. In astronomical adaptive optics systems, the main sources of wavefront distortions are atmospheric turbulence and mechanical vibrations that are induced by the wind or the instrumentation systems, such as fans and cooling pumps. The mitigation of wavefront distortions is typically attained via a control law that is based on an adequate and accurate model. In this paper, we develop a modelling technique based on continuous-time damped-oscillators and on the Whittle’s likelihood method to estimate the parameters of disturbance models from wavefront sensor time-domain sampled-data. On the other hand, when the model is not accurate, the performance of the minimum variance controller is affected. We show that our modelling and identification techniques not only allow for more accurate estimates, but also for better minimum variance control performance. We illustrate the benefits of our proposal via numerical simulations.

In this paper, we explore the identification of sparse FIR systems having quantized output data. Our approach is based on the use of regularization. We explore several aspects concerning the implementation of the Expectation-Maximization (EM) algorithm, including: i) a general framework, based on mean-variance Gaussian mixtures, for incorporating a regularization term that forces sparsity, ii) utilization of Markov Chain Monte Carlo techniques (namely a Gibbs sampler) and scenarios to implement the EM algorithm for multiple input multiple output systems. We show that for single input single output systems, it is possible to obtain closed form expressions for solving the EM algorithm.

In this paper we address the problem of identifying a static errors-in-variables system. Our proposal is based on the Expectation-Maximization algorithm, in which we consider that the distribution of the noise-free input is approximated by a finite Gaussian mixture. This approach allows us to estimate the static system parameters, the input and output noise variances, and the Gaussian mixture parameters. We show the benefits of our proposal via numerical simulations.

In this paper we address the joint estimation of the channel impulse response in orthogonal frequency division multiplexing systems with phase distortion, namely phase noise and carrier frequency offset, phase noise bandwidth and the additive noise variance. The estimation algorithm is based on an implementation of the Extended Kalman Filter within the general framework of the Expectation-Maximization algorithm. We focus on the partial training case, where the transmitted signal is not fully known. To tackle this problem, we utilize a Rao-Blackwellized Extended Kalman Filter. We also compare our results with another nonlinear filtering technique, namely Rao-Blackwellized Particle Filtering, applied to this joint estimation problem. The performance of the two filtering techniques considered in this paper is evaluated in terms of the mean square error of the channel estimates and the numerical complexity introduced by each of these techniques.

In this paper a Maximum likelihood estimation algorithm for Finite Impulse Response Errors-in-Variables systems is developed. We consider that the noise-free input signal is Gaussian-mixture distributed. We propose an Expectation-Maximization-based algorithm to estimate the system model parameters, the input and output noise variances, and the Gaussian mixture noise-free input parameters. The benefits of our proposal are illustrated via numerical simulations.

In this paper we address the problem of identifying a continuous-time deterministic system utilising sampled-data with instantaneous sampling. We develop an identification algorithm based on Maximum Likelihood. The exact discrete-time model is obtained for two cases: i) known continuous-time model structure and ii) using Kautz basis functions to approximate the continuous-time transfer function. The contribution of this paper is threefold: i) we show that, in general, the discretisation of continuous-time deterministic systems leads to several local optima in the likelihood function, phenomenon termed as aliasing, ii) we discretise Kautz basis functions and obtain a recursive algorithm for constructing their equivalent discrete-time transfer functions, and iii) we show that the utilisation of Kautz basis functions to approximate the true continuous-time deterministic system results in convex log-likelihood functions. We illustrate the benefits of our proposal via numerical examples.

In this paper, we have proposed a new paradigm for modeling of SAG mills. Typically, important parameters found in the modeling of such processes are described as state-space system model rather than unknown parameters. Here, we propose to estimate the system model using the maximum likelihood approach. Additionally, we propose using a new measurement that has not been considered in other modeling approaches. The benefits of our proposal are illustrated via numerical simulations. The results demonstrate that incorporating this new measurement within the framework of maximum likelihood estimation improves the accuracy of estimating the unknown parameters.

In this paper we analyze the likelihood function corresponding to a continuous-time oscillator utilizing regular sampling. We analyze the equivalent sampled-data model for two cases i) instantaneous sampling and ii) integrated sampling. We illustrate the behavior of the log-likelihood function via numerical examples showing that it presents several local maxima.

In this paper we develop a Maximum Likelihood estimation algorithm for the estimation of infinite mixture distributions. We assume a known conditional distribution, whilst the weighting distribution is assumed unknown and it is approximated by a finite Gaussian mixture. Our approach allows for the correct estimation of the Gaussian mixture parameters. We illustrate the estimation performance of our proposal with numerical simulations.

In this paper a Maximum Likelihood estimation algorithm for error-model modelling using a stochastic embedding approach is developed. The error-model distribution is approximated by a finite Gaussian mixture. An Expectation-Maximization based algorithm is proposed to estimate the nominal model and the distribution of the parameters of the error-model by using the data from independent experiments. The benefits of our proposal are illustrated via numerical simulations.

The problem of state estimation of a linear, dynamical state-space system where the output is subject to quantization is challenging and important in different areas of research, such as control systems, communications, and power systems. There are a number of methods and algorithms to deal with this state estimation problem. However, there is no consensus in the control and estimation community on (1) which methods are more suitable for a particular application and why, and (2) how these methods compare in terms of accuracy, computational cost, and user friendliness. In this paper, we provide a comprehensive overview of the state-of-the-art algorithms to deal with state estimation subject to quantized measurements, and an exhaustive comparison among them. The comparison analysis is performed in terms of the accuracy of the state estimation, dimensionality issues, hyperparameter selection, user friendliness, and computational cost. We consider classical approaches and a new development in the literature to obtain the filtering and smoothing distributions of the state conditioned to quantized data. The classical approaches include the extended Kalman filter/smoother, the quantized Kalman filter/smoother, the unscented Kalman filter/smoother, and the sequential Monte Carlo sampling method, also called particle filter/smoother, with its most relevant variants. We also consider a new approach based on the Gaussian sum filter/smoother. Extensive numerical simulations—including a practical application—are presented in order to analyze the accuracy of the state estimation and the computational cost.

In control and monitoring of manufacturing processes, it is key to understand model uncertainty in order to achieve the required levels of consistency, quality, and economy, among others. In aerospace applications, models need to be very precise and able to describe the entire dynamics of an aircraft. In addition, the complexity of modern real systems has turned deterministic models impractical, since they cannot adequately represent the behavior of disturbances in sensors and actuators, and tool and machine wear, to name a few. Thus, it is necessary to deal with model uncertainties in the dynamics of the plant by incorporating a stochastic behavior. These uncertainties could also affect the effectiveness of fault diagnosis methodologies used to increment the safety and reliability in real-world systems. Determining suitable dynamic system models of real processes is essential to obtain effective process control strategies and accurate fault detection and diagnosis methodologies that deliver good performance. In this paper, a maximum likelihood estimation algorithm for the uncertainty modeling in linear dynamic systems is developed utilizing a stochastic embedding approach. In this approach, system uncertainties are accounted for as a stochastic error term in a transfer function. In this paper, we model the error-model probability density function as a finite Gaussian mixture model. For the estimation of the nominal model and the probability density function of the parameters of the error-model, we develop an iterative algorithm based on the Expectation-Maximization algorithm using the data from independent experiments. The benefits of our proposal are illustrated via numerical simulations.

In this paper a Maximum Likelihood estimation algorithm for model error modelling in a continuous-time system is developed utilising sampled data and a Stochastic Embedding approach. Orthonormal basis functions are used to model both the continuous-time nominal model and the error-model. The stochastic properties of the error-model distribution are defined by using a Gaussian mixture model. For the estimation of the nominal model and the error-model distribution we develop a technique based on the Expectation-Maximization algorithm using sampled data from independent experiments. The benefits of our proposal are illustrated via numerical simulations.

Brassinosteroids (BRs) are plant hormones that promote growth in different plant organs and tissues. The structural requirements that these compounds should possess to exhibit this biological activity have been studied. In this work, a series of known BR analogs 5–15, were synthesized starting from hyodeoxycholic acid 4, and maintaining the alkyl side chain as cholic acid or its methyl ester. The growth-promoting effects of brassinolide (1) and synthesized analogs were evaluated by using the rice lamina inclination assay at concentrations ranging from 1 × 10−8–1 × 10−6 M. Our results indicate that in this concentration range the induced bending angle of rice seedlings increases with increasing concentration of BRs. Analysis of the activities, determined at the lowest tested concentration, in terms of BR structures shows that the 2α,3α-dihydroxy-7-oxa-6-ketone moiety existing in brassinolide is required for the plant growing activity of these compounds, as it has been proposed by some structure-activity relationship studies. The effect of compound 8 on cell elongation was assessed by microscopy analysis, and the results indicate that the growth-promoting effect of analog 8 is mainly due to cell elongation of the adaxial sides, instead of an increase on cell number.