Self-tuning regulators—a state space approach

This paper employs a state space system description to provide a pole placement scheme via state feedback. It is shown that when a recursive least squares estimation scheme is used, the feedback employed can be expressed simply in terms of the estimated system parameters. To complement the state feedback approach, a method employing both state feedback and linear output feedback is discussed. Both methods arc then compared with the previous output polynomial type feedback schemes.

Finite sample weighting of recursive forecast errors

This paper proposes and tests a new framework for weighting recursive out-of-sample prediction errors according to their corresponding levels of in-sample estimation uncertainty. In essence, we show how to use the maximum possible amount of information from the sample in the evaluation of the prediction accuracy, by commencing the forecasts at the earliest opportunity and weighting the prediction errors. Via a Monte Carlo study, we demonstrate that the proposed framework selects the correct model from a set of candidate models considerably more often than the existing standard approach when only a small sample is available. We also show that the proposed weighting approaches result in tests of equal predictive accuracy that have much better sizes than the standard approach. An application to an exchange rate dataset highlights relevant differences in the results of tests of predictive accuracy based on the standard approach versus the framework proposed in this paper.

Zero attracting recursive least squares algorithms

The l1-norm sparsity constraint is a widely used technique for constructing sparse models. In this contribution, two zero-attracting recursive least squares algorithms, referred to as ZA-RLS-I and ZA-RLS-II, are derived by employing the l1-norm of parameter vector constraint to facilitate the model sparsity. In order to achieve a closed-form solution, the l1-norm of the parameter vector is approximated by an adaptively weighted l2-norm, in which the weighting factors are set as the inversion of the associated l1-norm of parameter estimates that are readily available in the adaptive learning environment. ZA-RLS-II is computationally more efficient than ZA-RLS-I by exploiting the known results from linear algebra as well as the sparsity of the system. The proposed algorithms are proven to converge, and adaptive sparse channel estimation is used to demonstrate the effectiveness of the proposed approach.

A new adaptive multiple modelling approach for non-linear and non-stationary systems

This paper proposes a novel adaptive multiple modelling algorithm for non-linear and non-stationary systems. This simple modelling paradigm comprises K candidate sub-models which are all linear. With data available in an online fashion, the performance of all candidate sub-models are monitored based on the most recent data window, and M best sub-models are selected from the K candidates. The weight coefficients of the selected sub-model are adapted via the recursive least square (RLS) algorithm, while the coefficients of the remaining sub-models are unchanged. These M model predictions are then optimally combined to produce the multi-model output. We propose to minimise the mean square error based on a recent data window, and apply the sum to one constraint to the combination parameters, leading to a closed-form solution, so that maximal computational efficiency can be achieved. In addition, at each time step, the model prediction is chosen from either the resultant multiple model or the best sub-model, whichever is the best. Simulation results are given in comparison with some typical alternatives, including the linear RLS algorithm and a number of online non-linear approaches, in terms of modelling performance and time consumption.

A constrained recursive least squares algorithm for adaptive combination of multiple models

In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.

Fred: An approach to generating real, correct, reusable programs from proofs

In this paper we describe our system for automatically extracting "correct" programs from proofs using a development of the Curry-Howard process. Although program extraction has been developed by many authors, our system has a number of novel features designed to make it very easy to use and as close as possible to ordinary mathematical terminology and practice. These features include 1. the use of Henkin's technique to reduce higher-order logic to many-sorted (first-order) logic; 2. the free use of new rules for induction subject to certain conditions; 3. the extensive use of previously programmed (total, recursive) functions; 4. the use of templates to make the reasoning much closer to normal mathematical proofs and 5. a conceptual distinction between the computational type theory (for representing programs)and the logical type theory (for reasoning about programs). As an example of our system we give a constructive proof of the well known theorem that every graph of even parity, which is non-trivial in the sense that it does not consist of isolated vertices, has a cycle. Given such a graph as input, the extracted program produces a cycle as promised.

Extraction of Building Roof Contours From LiDAR Data Using a Markov-Random-Field-Based Approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Recursive renormalization of the singlet one-pion-exchange plus point-like interactions

The subtracted kernel approach is shown to be a powerful method to be implemented recursively in scattering equations with regular plus point-like interactions. The advantages of the method allows one to recursively renormalize the potentials, with higher derivatives of the Dirac-delta, improving previous results. The applicability of the method is verified in the calculation of the 1 So nucleon-nucleon phase-shifts, when considering a potential with one-pion-exchange plus a contact interaction and its derivatives. The S-1(0) renormalization parameters are fitted to the data. The method can in principle be extended to any derivative order of the contact interaction, to higher partial waves and to coupled channels. (c) 2005 Elsevier B.V. All rights reserved.

Nucleon-nucleon scattering within a multiple subtractive renormalization approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Isotone Recursive Methods for Overlapping Generation Models with Stochastic Nonclassical Production

Based on an order-theoretic approach, we derive sufficient conditions for the existence, characterization, and computation of Markovian equilibrium decision processes and stationary Markov equilibrium on minimal state spaces for a large class of stochastic overlapping generations models. In contrast to all previous work, we consider reduced-form stochastic production technologies that allow for a broad set of equilibrium distortions such as public policy distortions, social security, monetary equilibrium, and production nonconvexities. Our order-based methods are constructive, and we provide monotone iterative algorithms for computing extremal stationary Markov equilibrium decision processes and equilibrium invariant distributions, while avoiding many of the problems associated with the existence of indeterminacies that have been well-documented in previous work. We provide important results for existence of Markov equilibria for the case where capital income is not increasing in the aggregate stock. Finally, we conclude with examples common in macroeconomics such as models with fiat money and social security. We also show how some of our results extend to settings with unbounded state spaces.

Detection and Tracking of Traffic Signs Using a Recursive Bayesian Decision Framework

In this paper we propose a new method for the automatic detection and tracking of road traffic signs using an on-board single camera. This method aims to increase the reliability of the detections such that it can boost the performance of any traffic sign recognition scheme. The proposed approach exploits a combination of different features, such as color, appearance, and tracking information. This information is introduced into a recursive Bayesian decision framework, in which prior probabilities are dynamically adapted to tracking results. This decision scheme obtains a number of candidate regions in the image, according to their HS (Hue-Saturation). Finally, a Kalman filter with an adaptive noise tuning provides the required time and spatial coherence to the estimates. Results have shown that the proposed method achieves high detection rates in challenging scenarios, including illumination changes, rapid motion and significant perspective distortion

Sharing analysis of arrays, collections, and recursive structures

Precise modeling of the program heap is fundamental for understanding the behavior of a program, and is thus of signiflcant interest for many optimization applications. One of the fundamental properties of the heap that can be used in a range of optimization techniques is the sharing relationships between the elements in an array or collection. If an analysis can determine that the memory locations pointed to by different entries of an array (or collection) are disjoint, then in many cases loops that traverse the array can be vectorized or transformed into a thread-parallel versión. This paper introduces several novel sharing properties over the concrete heap and corresponding abstractions to represent them. In conjunction with an existing shape analysis technique, these abstractions allow us to precisely resolve the sharing relations in a wide range of heap structures (arrays, collections, recursive data structures, composite heap structures) in a computationally efflcient manner. The effectiveness of the approach is evaluated on a set of challenge problems from the JOlden and SPECjvm98 suites. Sharing information obtained from the analysis is used to achieve substantial thread-level parallel speedups.

Sustainability of irrigated farming systems in a Tunisian region: A recursive stochastic programming analysis

The aim of this study was to evaluate the sustainability of farm irrigation systems in the Cébalat district in northern Tunisia. It addressed the challenging topic of sustainable agriculture through a bio-economic approach linking a biophysical model to an economic optimisation model. A crop growth simulation model (CropSyst) was used to build a database to determine the relationships between agricultural practices, crop yields and environmental effects (salt accumulation in soil and leaching of nitrates) in a context of high climatic variability. The database was then fed into a recursive stochastic model set for a 10-year plan that allowed analysing the effects of cropping patterns on farm income, salt accumulation and nitrate leaching. We assumed that the long-term sustainability of soil productivity might be in conflict with farm profitability in the short-term. Assuming a discount rate of 10% (for the base scenario), the model closely reproduced the current system and allowed to predict the degradation of soil quality due to long-term salt accumulation. The results showed that there was more accumulation of salt in the soil for the base scenario than for the alternative scenario (discount rate of 0%). This result was induced by applying a higher quantity of water per hectare for the alternative as compared to a base scenario. The results also showed that nitrogen leaching is very low for the two discount rates and all climate scenarios. In conclusion, the results show that the difference in farm income between the alternative and base scenarios increases over time to attain 45% after 10 years.

Parametrizable Architecture for Function Recursive Evaluation

Paper submitted to the XVIII Conference on Design of Circuits and Integrated Systems (DCIS), Ciudad Real, España, 2003.

Parametrized Architecture for Hough Transform Recursive Evaluation

Paper submitted to International Workshop on Spectral Methods and Multirate Signal Processing (SMMSP), Barcelona, España, 2003.