M-estimator, and D-optimality model construction using orthogonal forward regression

This correspondence introduces a new orthogonal forward regression (OFR) model identification algorithm using D-optimality for model structure selection and is based on an M-estimators of parameter estimates. M-estimator is a classical robust parameter estimation technique to tackle bad data conditions such as outliers. Computationally, The M-estimator can be derived using an iterative reweighted least squares (IRLS) algorithm. D-optimality is a model structure robustness criterion in experimental design to tackle ill-conditioning in model Structure. The orthogonal forward regression (OFR), often based on the modified Gram-Schmidt procedure, is an efficient method incorporating structure selection and parameter estimation simultaneously. The basic idea of the proposed approach is to incorporate an IRLS inner loop into the modified Gram-Schmidt procedure. In this manner, the OFR algorithm for parsimonious model structure determination is extended to bad data conditions with improved performance via the derivation of parameter M-estimators with inherent robustness to outliers. Numerical examples are included to demonstrate the effectiveness of the proposed algorithm.

Robust evaluation of fixed-event forecast rationality

In this paper we introduce a new testing procedure for evaluating the rationality of fixed-event forecasts based on a pseudo-maximum likelihood estimator. The procedure is designed to be robust to departures in the normality assumption. A model is introduced to show that such departures are likely when forecasters experience a credibility loss when they make large changes to their forecasts. The test is illustrated using monthly fixed-event forecasts produced by four UK institutions. Use of the robust test leads to the conclusion that certain forecasts are rational while use of the Gaussian-based test implies that certain forecasts are irrational. The difference in the results is due to the nature of the underlying data. Copyright © 2001 John Wiley & Sons, Ltd.

Robust extended Kalman filter based technique for location management in PCS networks

Provisioning of real-time multimedia sessions over wireless cellular network poses unique challenges due to frequent handoff and rerouting of a connection. For this reason, the wireless networks with cellular architecture require efficient user mobility estimation and prediction. This paper proposes using Robust Extended Kalman Filter as a location heading altitude estimator of mobile user for next cell prediction in order to improve the connection reliability and bandwidth efficiency of the underlying system. Through analysis we demonstrate that our algorithm reduces the system complexity (compared to existing approach using pattern matching and Kalman filter) as it requires only two base station measurements or only the measurement from the closest base station. Further, the technique is robust against system uncertainties due to inherent deterministic nature in the mobility model. Through simulation, we show the accuracy and simplicity in implementation of our prediction algorithm.

Robust extended kalman filter applied to location tracking and trajectory prediction for PCS networks

Provisioning of real-time multimedia sessions over wireless cellular network poses unique challenges due to frequent handoff and rerouting of a connection. For this reason, the wireless networks with cellular architecture require efficient user mobility estimation and prediction. This paper proposes using robust extended Kalman filter (REKF) as a location heading altitude estimator of mobile user for next cell prediction in order to improve the connection reliability and bandwidth efficiency of the underlying system. Through analysis we demonstrate that our algorithm reduces the system complexity (compared to existing approach using pattern matching and Kalman filter) as it requires only two base station measurements or only the measurement from the closest base station. Further, the technique is robust against system uncertainties due to inherent deterministic nature in the mobility model and more effective in comparison with the standard Kalman filter.

Vector control of a position sensorless SPMSM drive with RNN based stator flux estimator

A position sensorless Surface Permanent Magnet Synchronous Motor (SPMSM) drive based on single layer Recurrent Neural Network (RNN) is presented in this paper. The motor equations are written in rotor fixed d-q reference frame. A PID controller is used to process the speed error to generate the reference torque current keeping the magnetizing current fixed. The RNN estimator is used to estimate flux components along the stator fixed stationary axes. The flux angle and the reference current phasor angle are used in vector rotator to generate the reference phase currents. Hysteresis current controller block controls the switching of the three phase inverter to apply voltage to the motor stator. Simulation studies on different operating conditions indicate the acceptability of the drive system. The proposed estimator can be used to accurately measure the motor fluxes and rotor angle over a wide speed range. The proposed control scheme is robust under load torque disturbances and motor parameter variations. It is also simple and low cost to implememnt in a practical environment

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Robust Nonlinear Output Regulation by Identification Tools

The present thesis focuses on the problem of robust output regulation for minimum phase nonlinear systems by means of identification techniques. Given a controlled plant and an exosystem (an autonomous system that generates eventual references or disturbances), the control goal is to design a proper regulator able to process the only measure available, i.e the error/output variable, in order to make it asymptotically vanishing. In this context, such a regulator can be designed following the well known “internal model principle” that states how it is possible to achieve the regulation objective by embedding a replica of the exosystem model in the controller structure. The main problem shows up when the exosystem model is affected by parametric or structural uncertainties, in this case, it is not possible to reproduce the exact behavior of the exogenous system in the regulator and then, it is not possible to achieve the control goal. In this work, the idea is to find a solution to the problem trying to develop a general framework in which coexist both a standard regulator and an estimator able to guarantee (when possible) the best estimate of all uncertainties present in the exosystem in order to give “robustness” to the overall control loop.

Parametric estimation of pulse arrival time: a robust approach to pulse wave velocity

Pulse wave velocity (PWV) is a surrogate of arterial stiffness and represents a non-invasive marker of cardiovascular risk. The non-invasive measurement of PWV requires tracking the arrival time of pressure pulses recorded in vivo, commonly referred to as pulse arrival time (PAT). In the state of the art, PAT is estimated by identifying a characteristic point of the pressure pulse waveform. This paper demonstrates that for ambulatory scenarios, where signal-to-noise ratios are below 10 dB, the performance in terms of repeatability of PAT measurements through characteristic points identification degrades drastically. Hence, we introduce a novel family of PAT estimators based on the parametric modeling of the anacrotic phase of a pressure pulse. In particular, we propose a parametric PAT estimator (TANH) that depicts high correlation with the Complior(R) characteristic point D1 (CC = 0.99), increases noise robustness and reduces by a five-fold factor the number of heartbeats required to obtain reliable PAT measurements.

ROBREG: Stata module providing robust regression estimators

robreg provides a number of robust estimators for linear regression models. Among them are the high breakdown-point and high efficiency MM-estimator, the Huber and bisquare M-estimator, and the S-estimator, each supporting classic or robust standard errors. Furthermore, basic versions of the LMS/LQS (least median of squares) and LTS (least trimmed squares) estimators are provided. Note that the moremata package, also available from SSC, is required.

Robust automatic mapping algorithms in a network monitoring scenario

Automatically generating maps of a measured variable of interest can be problematic. In this work we focus on the monitoring network context where observations are collected and reported by a network of sensors, and are then transformed into interpolated maps for use in decision making. Using traditional geostatistical methods, estimating the covariance structure of data collected in an emergency situation can be difficult. Variogram determination, whether by method-of-moment estimators or by maximum likelihood, is very sensitive to extreme values. Even when a monitoring network is in a routine mode of operation, sensors can sporadically malfunction and report extreme values. If this extreme data destabilises the model, causing the covariance structure of the observed data to be incorrectly estimated, the generated maps will be of little value, and the uncertainty estimates in particular will be misleading. Marchant and Lark [2007] propose a REML estimator for the covariance, which is shown to work on small data sets with a manual selection of the damping parameter in the robust likelihood. We show how this can be extended to allow treatment of large data sets together with an automated approach to all parameter estimation. The projected process kriging framework of Ingram et al. [2007] is extended to allow the use of robust likelihood functions, including the two component Gaussian and the Huber function. We show how our algorithm is further refined to reduce the computational complexity while at the same time minimising any loss of information. To show the benefits of this method, we use data collected from radiation monitoring networks across Europe. We compare our results to those obtained from traditional kriging methodologies and include comparisons with Box-Cox transformations of the data. We discuss the issue of whether to treat or ignore extreme values, making the distinction between the robust methods which ignore outliers and transformation methods which treat them as part of the (transformed) process. Using a case study, based on an extreme radiological events over a large area, we show how radiation data collected from monitoring networks can be analysed automatically and then used to generate reliable maps to inform decision making. We show the limitations of the methods and discuss potential extensions to remedy these.

Robust real-time bio-kinematic movement tracking using multiple kinects for tele-rehabilitation

This paper investigates the robust and accurate capture of human joint poses and bio-kinematic movements for exercise monitoring in real-time tele-rehabilitation applications. Recently developed model-based estimation ideas are used to improve the accuracy, robustness, and real-time characteristics considered vital for applications, where affordability and domestic use are the primary focus. We use the spatial diversity of the arbitrarily positioned Microsoft Kinect receivers to improve the reliability and promote the uptake of the concept. The skeleton-based information is fused to enhance accuracy and robustness, critical for biomedical applications. A specific version of a robust Kalman filter (KF) in a linear framework is employed to ensure superior estimator convergence and real-time use, compared to other commonly used filters. The algorithmic development was conducted in a generic form and computer simulations were conducted to verify our assertions. Hardware implementations were carried out to test the viability of the proposed state estimator in terms of the core requirements of reliability, accuracy, and real-time use. Performance of the overall system implemented in an information fusion context was evaluated against the commercially available and industry standard Vicon system for different exercise routines, producing comparable results with much less infrastructure and financial investment.