Fractional order and non-linear system identification algorithms for biomedical applications

We discuss the modelling of dielectric responses of amorphous biological samples. Such samples are commonly encountered in impedance spectroscopy studies as well as in UV, IR, optical and THz transient spectroscopy experiments and in pump-probe studies. In many occasions, the samples may display quenched absorption bands. A systems identification framework may be developed to provide parsimonious representations of such responses. To achieve this, it is appropriate to augment the standard models found in the identification literature to incorporate fractional order dynamics. Extensions of models using the forward shift operator, state space models as well as their non-linear Hammerstein-Wiener counterpart models are highlighted. We also discuss the need to extend the theory of electromagnetically excited networks which can account for fractional order behaviour in the non-linear regime by incorporating nonlinear elements to account for the observed non-linearities. The proposed approach leads to the development of a range of new chemometrics tools for biomedical data analysis and classification.

Preferred structures in large-scale circulation and the effect of doubling greenhouse gas concentration in HadCM3

Preferred structures in the surface pressure variability are investigated in and compared between two 100-year simulations of the Hadley Centre climate model HadCM3. In the first (control) simulation, the model is forced with pre-industrial carbon dioxide concentration (1×CO2) and in the second simulation the model is forced with doubled CO2 concentration (2×CO2). Daily winter (December-January-February) surface pressures over the Northern Hemisphere are analysed. The identification of preferred patterns is addressed using multivariate mixture models. For the control simulation, two significant flow regimes are obtained at 5% and 2.5% significance levels within the state space spanned by the leading two principal components. They show a high pressure centre over the North Pacific/Aleutian Islands associated with a low pressure centre over the North Atlantic, and its reverse. For the 2×CO2 simulation, no such behaviour is obtained. At higher-dimensional state space, flow patterns are obtained from both simulations. They are found to be significant at the 1% level for the control simulation and at the 2.5% level for the 2×CO2 simulation. Hence under CO2 doubling, regime behaviour in the large-scale wave dynamics weakens. Doubling greenhouse gas concentration affects both the frequency of occurrence of regimes and also the pattern structures. The less frequent regime becomes amplified and the more frequent regime weakens. The largest change is observed over the Pacific where a significant deepening of the Aleutian low is obtained under CO2 doubling.

Tropospheric planetary wave dynamics and mixture modeling: Two preferred regimes and a regime shift

Investigation of preferred structures of planetary wave dynamics is addressed using multivariate Gaussian mixture models. The number of components in the mixture is obtained using order statistics of the mixing proportions, hence avoiding previous difficulties related to sample sizes and independence issues. The method is first applied to a few low-order stochastic dynamical systems and data from a general circulation model. The method is next applied to winter daily 500-hPa heights from 1949 to 2003 over the Northern Hemisphere. A spatial clustering algorithm is first applied to the leading two principal components (PCs) and shows significant clustering. The clustering is particularly robust for the first half of the record and less for the second half. The mixture model is then used to identify the clusters. Two highly significant extratropical planetary-scale preferred structures are obtained within the first two to four EOF state space. The first pattern shows a Pacific-North American (PNA) pattern and a negative North Atlantic Oscillation (NAO), and the second pattern is nearly opposite to the first one. It is also observed that some subspaces show multivariate Gaussianity, compatible with linearity, whereas others show multivariate non-Gaussianity. The same analysis is also applied to two subperiods, before and after 1978, and shows a similar regime behavior, with a slight stronger support for the first subperiod. In addition a significant regime shift is also observed between the two periods as well as a change in the shape of the distribution. The patterns associated with the regime shifts reflect essentially a PNA pattern and an NAO pattern consistent with the observed global warming effect on climate and the observed shift in sea surface temperature around the mid-1970s.

Variability of the North Atlantic eddy-driven jet stream

Much of the atmospheric variability in the North Atlantic sector is associated with variations in the eddy-driven component of the zonal flow. Here we present a simple method to specifically diagnose this component of the flow using the low-level wind field (925–700 hpa ). We focus on the North Atlantic winter season in the ERA-40 reanalysis. Diagnostics of the latitude and speed of the eddy-driven jet stream are compared with conventional diagnostics of the North Atlantic Oscillation (NAO) and the East Atlantic (EA) pattern. This shows that the NAO and the EA both describe combined changes in the latitude and speed of the jet stream. It is therefore necessary, but not always sufficient, to consider both the NAO and the EA in identifying changes in the jet stream. The jet stream analysis suggests that there are three preferred latitudinal positions of the North Atlantic eddy-driven jet stream in winter. This result is in very good agreement with the application of a statistical mixture model to the two-dimensional state space defined by the NAO and the EA. These results are consistent with several other studies which identify four European/Atlantic regimes, comprising three jet stream patterns plus European blocking events.

Mapping and controlling molecular processes: The application of control theory and system identification algorithms to ASOPS and other fast pulse spectroscopies

Asynchronous Optical Sampling (ASOPS) [1,2] and frequency comb spectrometry [3] based on dual Ti:saphire resonators operated in a master/slave mode have the potential to improve signal to noise ratio in THz transient and IR sperctrometry. The multimode Brownian oscillator time-domain response function described by state-space models is a mathematically robust framework that can be used to describe the dispersive phenomena governed by Lorentzian, Debye and Drude responses. In addition, the optical properties of an arbitrary medium can be expressed as a linear combination of simple multimode Brownian oscillator functions. The suitability of a range of signal processing schemes adopted from the Systems Identification and Control Theory community for further processing the recorded THz transients in the time or frequency domain will be outlined [4,5]. Since a femtosecond duration pulse is capable of persistent excitation of the medium within which it propagates, such approach is perfectly justifiable. Several de-noising routines based on system identification will be shown. Furthermore, specifically developed apodization structures will be discussed. These are necessary because due to dispersion issues, the time-domain background and sample interferograms are non-symmetrical [6-8]. These procedures can lead to a more precise estimation of the complex insertion loss function. The algorithms are applicable to femtosecond spectroscopies across the EM spectrum. Finally, a methodology for femtosecond pulse shaping using genetic algorithms aiming to map and control molecular relaxation processes will be mentioned.

Optimal foraging when regulating intake of multiple nutrients

There is growing evidence that, rather than maximizing energy intake subject to constraints, many animals attempt to regulate intake of multiple nutrients independently. In the complex diets of animals such as herbivores, the consumption of nutritionally imbalanced foods is sometimes inevitable, forcing trade-offs between eating too much of nutrients present in the foods in relative excess against too little of those in deficit. Such situations are not adequately represented in existing formulations of foraging theory. Here we provide the necessary theory to fit this case, using an approach that combines state-space models of nutrition with Tilman's models of resource exploitation (Tilman 1982, Resource Competition and Community Structure, Princeton: Princeton University Press). Our approach was to construct a smooth fitness landscape over nutrient space, centred on a 'target' intake at which no fitness cost is incurred, and this leads to a natural classification of the simple possible fitness landscapes based on Taylor series approximations of landscape shape. We next examined how needs for multiple nutrients can be assessed experimentally using direct measures of animal performance as the common currency, so that the nutritional strategies of animals can be mapped on to the performance surface, including the position of regulated points of intake and points of nutrient balance when fed suboptimal foods. We surveyed published data and conducted an experiment to map out the performance landscape of a generalist leaf-feeding caterpillar, Spodoptera littoralis. (C) 2004 Tire Association for the Study of Animal Behaviour. Poblished by Elsevier Ltd. All rights reserved.

Application of constrained predictive control on a 3D crane system

This paper describes the SIMULINK implementation of a constrained predictive control algorithm based on quadratic programming and linear state space models, and its application to a laboratory-scale 3D crane system. The algorithm is compatible with Real Time. Windows Target and, in the case of the crane system, it can be executed with a sampling period of 0.01 s and a prediction horizon of up to 300 samples, using a linear state space model with 3 inputs, 5 outputs and 13 states.

Subspace system identification framework for the analysis of multimoded propagation of THz-transient signals

We provide a system identification framework for the analysis of THz-transient data. The subspace identification algorithm for both deterministic and stochastic systems is used to model the time-domain responses of structures under broadband excitation. Structures with additional time delays can be modelled within the state-space framework using additional state variables. We compare the numerical stability of the commonly used least-squares ARX models to that of the subspace N4SID algorithm by using examples of fourth-order and eighth-order systems under pulse and chirp excitation conditions. These models correspond to structures having two and four modes simultaneously propagating respectively. We show that chirp excitation combined with the subspace identification algorithm can provide a better identification of the underlying mode dynamics than the ARX model does as the complexity of the system increases. The use of an identified state-space model for mode demixing, upon transformation to a decoupled realization form is illustrated. Applications of state-space models and the N4SID algorithm to THz transient spectroscopy as well as to optical systems are highlighted.

Wiener-System subspace identification for mobile wireless mm-wave networks

We discuss the feasibility of wireless terahertz communications links deployed in a metropolitan area and model the large-scale fading of such channels. The model takes into account reception through direct line of sight, ground and wall reflection, as well as diffraction around a corner. The movement of the receiver is modeled by an autonomous dynamic linear system in state space, whereas the geometric relations involved in the attenuation and multipath propagation of the electric field are described by a static nonlinear mapping. A subspace algorithm in conjunction with polynomial regression is used to identify a single-output Wiener model from time-domain measurements of the field intensity when the receiver motion is simulated using a constant angular speed and an exponentially decaying radius. The identification procedure is validated by using the model to perform q-step ahead predictions. The sensitivity of the algorithm to small-scale fading, detector noise, and atmospheric changes are discussed. The performance of the algorithm is tested in the diffraction zone assuming a range of emitter frequencies (2, 38, 60, 100, 140, and 400 GHz). Extensions of the simulation results to situations where a more complicated trajectory describes the motion of the receiver are also implemented, providing information on the performance of the algorithm under a worst case scenario. Finally, a sensitivity analysis to model parameters for the identified Wiener system is proposed.

MIMO Wiener model identification for large scale fading of wireless mobile communications links

The large scale fading of wireless mobile communications links is modelled assuming the mobile receiver motion is described by a dynamic linear system in state-space. The geometric relations involved in the attenuation and multi-path propagation of the electric field are described by a static non-linear mapping. A Wiener system subspace identification algorithm in conjunction with polynomial regression is used to identify a model from time-domain estimates of the field intensity assuming a multitude of emitters and an antenna array at the receiver end.

Comparison of subspace and ARX models of a waveguide's terahertz transient response after optimal wavelet filtering

A quasi-optical deembedding technique for characterizing waveguides is demonstrated using wide-band time-resolved terahertz spectroscopy. A transfer function representation is adopted for the description of the signal in the input and output port of the waveguides. The time-domain responses were discretized and the waveguide transfer function was obtained through a parametric approach in the z-domain after describing the system with an AutoRegressive with eXogenous input (ARX), as well as with a state-space model. Prior to the identification procedure, filtering was performed in the wavelet domain to minimize both signal distortion, as well as the noise propagating in the ARX and subspace models. The optimal filtering procedure used in the wavelet domain for the recorded time-domain signatures is described in detail. The effect of filtering prior to the identification procedures is elucidated with the aid of pole-zero diagrams. Models derived from measurements of terahertz transients in a precision WR-8 waveguide adjustable short are presented.

Filtering techniques in self-tuning

In the last few years a state-space formulation has been introduced into self-tuning control. This has not only allowed for a wider choice of possible control actions, but has also provided an insight into the theory underlying—and hidden by—that used in the polynomial description. This paper considers many of the self-tuning algorithms, both state-space and polynomial, presently in use, and by starting from first principles develops the observers which are, effectively, used in each case. At any specific time instant the state estimator can be regarded as taking one of two forms. In the first case the most recently available output measurement is excluded, and here an optimal and conditionally stable observer is obtained. In the second case the present output signal is included, and here it is shown that although the observer is once again conditionally stable, it is no longer optimal. This result is of significance, as many of the popular self-tuning controllers lie in the second, rather than first, category.

Relationship between åström control and the kalman linear regulator — Caines revisited

The relationship between minimum variance and minimum expected quadratic loss feedback controllers for linear univariate discrete-time stochastic systems is reviewed by taking the approach used by Caines. It is shown how the two methods can be regarded as providing identical control actions as long as a noise-free measurement state-space model is employed.

Optimal observers for ARMA models

A polynomial-based ARMA model, when posed in a state-space framework can be regarded in many different ways. In this paper two particular state-space forms of the ARMA model are considered, and although both are canonical in structure they differ in respect of the mode in which disturbances are fed into the state and output equations. For both forms a solution is found to the optimal discrete-time observer problem and algebraic connections between the two optimal observers are shown. The purpose of the paper is to highlight the fact that the optimal observer obtained from the first state-space form, commonly known as the innovations form, is not that employed in an optimal controller, in the minimum-output variance sense, whereas the optimal observer obtained from the second form is. Hence the second form is a much more appropriate state-space description to use for controller design, particularly when employed in self-tuning control schemes.

Self-organising neural networks for adaptive control

Self-organizing neural networks have been implemented in a wide range of application areas such as speech processing, image processing, optimization and robotics. Recent variations to the basic model proposed by the authors enable it to order state space using a subset of the input vector and to apply a local adaptation procedure that does not rely on a predefined test duration limit. Both these variations have been incorporated into a new feature map architecture that forms an integral part of an Hybrid Learning System (HLS) based on a genetic-based classifier system. Problems are represented within HLS as objects characterized by environmental features. Objects controlled by the system have preset targets set against a subset of their features. The system's objective is to achieve these targets by evolving a behavioural repertoire that efficiently explores and exploits the problem environment. Feature maps encode two types of knowledge within HLS — long-term memory traces of useful regularities within the environment and the classifier performance data calibrated against an object's feature states and targets. Self-organization of these networks constitutes non-genetic-based (experience-driven) learning within HLS. This paper presents a description of the HLS architecture and an analysis of the modified feature map implementing associative memory. Initial results are presented that demonstrate the behaviour of the system on a simple control task.