We consider estimating a stochastic intensity process, indirectly observed through a sequence of Poisson random variables. The class of dynamical systems we consider, are autoregressive state processes and a sequence of Poisson distributed observations, each influenced by the state process. Computing explicit recursive filters for this class of system can be technically difficult. Further, exact filters for this class of model do not have fixed memory requirements. It is shown in Manton et al. (1999), that the exact filter for these models has linear growth with respect to time in the number of sufficient statistics needed to construct the filter density. Some approximate suboptimal filters are available for these models using Edgeworth expansions. Using Sequential Monte Carlo (SMC) methods and the so called Bayesian bootstrap filter, we propose a scheme to estimate an intensity process for the models just described. The scheme we present is simple to implement and has fixed memory requirements. A simulation study is included to demonstrate the performance of SMC methods for discrete time models with Poisson observations.
{"title":"Sequential Monte Carlo state estimation for Poisson observations at discrete times","authors":"W. P. Malcolm, N. Gordon","doi":"10.1109/IDC.2002.995414","DOIUrl":"https://doi.org/10.1109/IDC.2002.995414","url":null,"abstract":"We consider estimating a stochastic intensity process, indirectly observed through a sequence of Poisson random variables. The class of dynamical systems we consider, are autoregressive state processes and a sequence of Poisson distributed observations, each influenced by the state process. Computing explicit recursive filters for this class of system can be technically difficult. Further, exact filters for this class of model do not have fixed memory requirements. It is shown in Manton et al. (1999), that the exact filter for these models has linear growth with respect to time in the number of sufficient statistics needed to construct the filter density. Some approximate suboptimal filters are available for these models using Edgeworth expansions. Using Sequential Monte Carlo (SMC) methods and the so called Bayesian bootstrap filter, we propose a scheme to estimate an intensity process for the models just described. The scheme we present is simple to implement and has fixed memory requirements. A simulation study is included to demonstrate the performance of SMC methods for discrete time models with Poisson observations.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126856297","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Frequency-wavenumber spectral analysis is developed for analysis of signals captured by circular sonar arrays. Following a general discussion of the technique, it is then applied to sea trial data. The usefulness of the technique for investigating self-noise in circular sonar arrays is demonstrated.
{"title":"Frequency-wavenumber analysis of self-noise in circular sonar arrays","authors":"C. Bao, D. Bertilone","doi":"10.1109/IDC.2002.995403","DOIUrl":"https://doi.org/10.1109/IDC.2002.995403","url":null,"abstract":"Frequency-wavenumber spectral analysis is developed for analysis of signals captured by circular sonar arrays. Following a general discussion of the technique, it is then applied to sea trial data. The usefulness of the technique for investigating self-noise in circular sonar arrays is demonstrated.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127174116","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The paper considers the controller design process in the problem of robust active noise control in an acoustic duct. In particular, the paper looks at how differences in system identification and actuator location affects the disturbance attenuation performance of the resulting control system. The robust controller design methodology being considered is based on some results on minimax LQG control.
{"title":"System identification, uncertainty modelling and actuator placement in the robust control of an acoustic duct","authors":"I. Petersen, H. Pota, M. Jahromi","doi":"10.1109/IDC.2002.995363","DOIUrl":"https://doi.org/10.1109/IDC.2002.995363","url":null,"abstract":"The paper considers the controller design process in the problem of robust active noise control in an acoustic duct. In particular, the paper looks at how differences in system identification and actuator location affects the disturbance attenuation performance of the resulting control system. The robust controller design methodology being considered is based on some results on minimax LQG control.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"75 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125740298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Statistical mixture-of-experts models are often used for data analysis tasks such as clustering, regression and classification. We consider two mixture-of-experts models, the shared mixture classifier and the hierarchical mixture-of-experts classifier. We discuss the initialisation and optimisation of the structure and parameters of each classifier. In particular, we initialise the hierarchical mixture of experts classifier with the public domain OC1 decision tree software. We compare the performance of the two classifiers on four datasets, two artificial and two real, finding that the hierarchical mixture-of-experts classifier achieves superior classification performance on the testing data.
{"title":"Using structure of data to improve classification","authors":"C. O'keefe, G. Jarrad","doi":"10.1109/IDC.2002.995419","DOIUrl":"https://doi.org/10.1109/IDC.2002.995419","url":null,"abstract":"Statistical mixture-of-experts models are often used for data analysis tasks such as clustering, regression and classification. We consider two mixture-of-experts models, the shared mixture classifier and the hierarchical mixture-of-experts classifier. We discuss the initialisation and optimisation of the structure and parameters of each classifier. In particular, we initialise the hierarchical mixture of experts classifier with the public domain OC1 decision tree software. We compare the performance of the two classifiers on four datasets, two artificial and two real, finding that the hierarchical mixture-of-experts classifier achieves superior classification performance on the testing data.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124442629","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Considers controllability properties of linear impulsive dynamical systems. As the controllability of linear impulsive systems is trivial, the investigation is focused on the controllability properties when impulsive vectors are applied in the sub systems of the linear impulsive systems. The controllability conditions including when there is a feedback in the system are derived.
{"title":"Controllability of linear impulsive systems","authors":"E. Joelianto, D. Williamson","doi":"10.1109/IDC.2002.995397","DOIUrl":"https://doi.org/10.1109/IDC.2002.995397","url":null,"abstract":"Considers controllability properties of linear impulsive dynamical systems. As the controllability of linear impulsive systems is trivial, the investigation is focused on the controllability properties when impulsive vectors are applied in the sub systems of the linear impulsive systems. The controllability conditions including when there is a feedback in the system are derived.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"119 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123471252","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
A problem of task rescheduling using a coordinator in a structural decentralised control of discrete-event systems is formulated. After the local supervisors have been designed for a given task, a coordinator can be used to solve some rescheduling problems among local plants. The coordination system models the interactions of local plants, and is consisting of only the shared events, so simpler to synthesise. Under the conditions developed in this paper, the combined concurrent actions of the coordinator with the existing local supervisors can achieve the rescheduling requirements. An example is provided for illustration.
{"title":"Task rescheduling using a coordinator in a structural decentralised control of discrete-event systems","authors":"Sang-Heon Lee, Ill-Soo Kim, K.C. Wong","doi":"10.1109/IDC.2002.995401","DOIUrl":"https://doi.org/10.1109/IDC.2002.995401","url":null,"abstract":"A problem of task rescheduling using a coordinator in a structural decentralised control of discrete-event systems is formulated. After the local supervisors have been designed for a given task, a coordinator can be used to solve some rescheduling problems among local plants. The coordination system models the interactions of local plants, and is consisting of only the shared events, so simpler to synthesise. Under the conditions developed in this paper, the combined concurrent actions of the coordinator with the existing local supervisors can achieve the rescheduling requirements. An example is provided for illustration.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124651767","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Power gain is a simple generalization of L/sub 2/-gain that admits the analysis of a class of nonlinear systems with dynamics that exhibit an attracting set. In the paper, a notion of power gain is defined for interconnected systems. This power gain inequality allows the behaviour of the interconnected system to be described in terms of the component subsystems. A small gain theorem follows and an example is presented.
{"title":"A remark on a power gain inequality for interconnected systems","authors":"P. Dower","doi":"10.1109/IDC.2002.995383","DOIUrl":"https://doi.org/10.1109/IDC.2002.995383","url":null,"abstract":"Power gain is a simple generalization of L/sub 2/-gain that admits the analysis of a class of nonlinear systems with dynamics that exhibit an attracting set. In the paper, a notion of power gain is defined for interconnected systems. This power gain inequality allows the behaviour of the interconnected system to be described in terms of the component subsystems. A small gain theorem follows and an example is presented.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121806011","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Introduces an application of fuzzy control ideas to the precision missile guidance problem with a maneuvering target. The simple fuzzy controller uses angle only measurements in the control strategy and produced satisfactory results in comparison to the LQR or H/sup /spl infin// type precision guidance controllers.
{"title":"Fuzzy precision guidance controller with angle only measurements","authors":"P. N. Pathirana, A. Savkin","doi":"10.1109/IDC.2002.995409","DOIUrl":"https://doi.org/10.1109/IDC.2002.995409","url":null,"abstract":"Introduces an application of fuzzy control ideas to the precision missile guidance problem with a maneuvering target. The simple fuzzy controller uses angle only measurements in the control strategy and produced satisfactory results in comparison to the LQR or H/sup /spl infin// type precision guidance controllers.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"403 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125317873","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Tracking of a ballistic reentry object from radar observations is a highly complex problem in nonlinear filtering. We derive the Cramer-Rao lower bounds (CRLBs) for the variance of the estimation error for this problem. Subsequently we compare several nonlinear filtering techniques to the derived CRLBs. The considered nonlinear filters include the extended Kalman filter, the unscented Kalman filter and the bootstrap (particle) filter. Considering the computational and statistical performance, the unscented Kalman filter is found to be the preferred choice for this application.
{"title":"Tracking a ballistic object on reentry: performance bounds and comparison of nonlinear filters","authors":"B. Ristic, A. Farina, D. Benvenuti","doi":"10.1109/IDC.2002.995408","DOIUrl":"https://doi.org/10.1109/IDC.2002.995408","url":null,"abstract":"Tracking of a ballistic reentry object from radar observations is a highly complex problem in nonlinear filtering. We derive the Cramer-Rao lower bounds (CRLBs) for the variance of the estimation error for this problem. Subsequently we compare several nonlinear filtering techniques to the derived CRLBs. The considered nonlinear filters include the extended Kalman filter, the unscented Kalman filter and the bootstrap (particle) filter. Considering the computational and statistical performance, the unscented Kalman filter is found to be the preferred choice for this application.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"34 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133090876","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Introduces an application of the robust extended Kalman filter (REKF) in the precision missile guidance problem where only the relative line of sight angle is used as measurements in the design of a successful intercept criterion. The robust extended Kalman filter emerges as a practical approximation to the solution of robust filtering for a class of nonlinear systems with solutions involving set valued state estimates obtained by solving a Hamilton-Jacobi-Bellman equation. The underlying system in this problem is a time-varying uncertain nonlinear system in which the uncertainty satisfies a certain integral quadratic constraint. In this REKF application of state estimation, an H/sup /spl infin// type controller was used as a precision guidance controller. The performance of this REKF application was compared with linear output feedback H/sup /spl infin// controllers.
{"title":"Precision missile guidance with angle only measurements","authors":"P. N. Pathirana, A. Savkin, F. Faruqi","doi":"10.1109/IDC.2002.995410","DOIUrl":"https://doi.org/10.1109/IDC.2002.995410","url":null,"abstract":"Introduces an application of the robust extended Kalman filter (REKF) in the precision missile guidance problem where only the relative line of sight angle is used as measurements in the design of a successful intercept criterion. The robust extended Kalman filter emerges as a practical approximation to the solution of robust filtering for a class of nonlinear systems with solutions involving set valued state estimates obtained by solving a Hamilton-Jacobi-Bellman equation. The underlying system in this problem is a time-varying uncertain nonlinear system in which the uncertainty satisfies a certain integral quadratic constraint. In this REKF application of state estimation, an H/sup /spl infin// type controller was used as a precision guidance controller. The performance of this REKF application was compared with linear output feedback H/sup /spl infin// controllers.","PeriodicalId":385351,"journal":{"name":"Final Program and Abstracts on Information, Decision and Control","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2002-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114161248","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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