885 resultados para Heteroskedasticity-based identification


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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.

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Proteins are commonly identified through enzymatic digestion and generation of short sequence tags or fingerprints of peptide masses by mass spectrometry. Separation methods, such as liquid chromatography and electrophoresis, are often used to fractionate complex protein or peptide mixtures and these separations also provide information on the different species, such as molecular weight and isoelectric point from electrophoresis and hydrophobicity in reversed-phase chromatography. These are also properties that can be predicted from amino acid sequences derived from genomic sequences and used in protein identification. This chapter reviews recently introduced methods based on retention time prediction to extract information from chromatographic separations and the applications to protein identification in organisms with small and large genomes. Novel data on retention time prediction of posttranslationally modified peptides is also presented.

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The identification of criminal networks is not a routine exploratory process within the current practice of the law enforcement authorities; rather it is triggered by specific evidence of criminal activity being investigated. A network is identified when a criminal comes to notice and any associates who could also be potentially implicated would need to be identified if only to be eliminated from the enquiries as suspects or witnesses as well as to prevent and/or detect crime. However, an identified network may not be the one causing most harm in a given area.. This paper identifies a methodology to identify all of the criminal networks that are present within a Law Enforcement Area, and, prioritises those that are causing most harm to the community. Each crime is allocated a score based on its crime type and how recently the crime was committed; the network score, which can be used as decision support to help prioritise it for law enforcement purposes, is the sum of the individual crime scores.

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A tunable radial basis function (RBF) network model is proposed for nonlinear system identification using particle swarm optimisation (PSO). At each stage of orthogonal forward regression (OFR) model construction, PSO optimises one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is computationally more efficient.

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Dynamic neural networks (DNNs), which are also known as recurrent neural networks, are often used for nonlinear system identification. The main contribution of this letter is the introduction of an efficient parameterization of a class of DNNs. Having to adjust less parameters simplifies the training problem and leads to more parsimonious models. The parameterization is based on approximation theory dealing with the ability of a class of DNNs to approximate finite trajectories of nonautonomous systems. The use of the proposed parameterization is illustrated through a numerical example, using data from a nonlinear model of a magnetic levitation system.

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A novel particle swarm optimisation (PSO) tuned radial basis function (RBF) network model is proposed for identification of non-linear systems. At each stage of orthogonal forward regression (OFR) model construction process, PSO is adopted to tune one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is often more efficient in model construction. The effectiveness of the proposed PSO aided OFR algorithm for constructing tunable node RBF models is demonstrated using three real data sets.

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Nonlinear system identification is considered using a generalized kernel regression model. Unlike the standard kernel model, which employs a fixed common variance for all the kernel regressors, each kernel regressor in the generalized kernel model has an individually tuned diagonal covariance matrix that is determined by maximizing the correlation between the training data and the regressor using a repeated guided random search based on boosting optimization. An efficient construction algorithm based on orthogonal forward regression with leave-one-out (LOO) test statistic and local regularization (LR) is then used to select a parsimonious generalized kernel regression model from the resulting full regression matrix. The proposed modeling algorithm is fully automatic and the user is not required to specify any criterion to terminate the construction procedure. Experimental results involving two real data sets demonstrate the effectiveness of the proposed nonlinear system identification approach.

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An efficient model identification algorithm for a large class of linear-in-the-parameters models is introduced that simultaneously optimises the model approximation ability, sparsity and robustness. The derived model parameters in each forward regression step are initially estimated via the orthogonal least squares (OLS), followed by being tuned with a new gradient-descent learning algorithm based on the basis pursuit that minimises the l(1) norm of the parameter estimate vector. The model subset selection cost function includes a D-optimality design criterion that maximises the determinant of the design matrix of the subset to ensure model robustness and to enable the model selection procedure to automatically terminate at a sparse model. The proposed approach is based on the forward OLS algorithm using the modified Gram-Schmidt procedure. Both the parameter tuning procedure, based on basis pursuit, and the model selection criterion, based on the D-optimality that is effective in ensuring model robustness, are integrated with the forward regression. As a consequence the inherent computational efficiency associated with the conventional forward OLS approach is maintained in the proposed algorithm. Examples demonstrate the effectiveness of the new approach.

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Many kernel classifier construction algorithms adopt classification accuracy as performance metrics in model evaluation. Moreover, equal weighting is often applied to each data sample in parameter estimation. These modeling practices often become problematic if the data sets are imbalanced. We present a kernel classifier construction algorithm using orthogonal forward selection (OFS) in order to optimize the model generalization for imbalanced two-class data sets. This kernel classifier identification algorithm is based on a new regularized orthogonal weighted least squares (ROWLS) estimator and the model selection criterion of maximal leave-one-out area under curve (LOO-AUC) of the receiver operating characteristics (ROCs). It is shown that, owing to the orthogonalization procedure, the LOO-AUC can be calculated via an analytic formula based on the new regularized orthogonal weighted least squares parameter estimator, without actually splitting the estimation data set. The proposed algorithm can achieve minimal computational expense via a set of forward recursive updating formula in searching model terms with maximal incremental LOO-AUC value. Numerical examples are used to demonstrate the efficacy of the algorithm.

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In this correspondence new robust nonlinear model construction algorithms for a large class of linear-in-the-parameters models are introduced to enhance model robustness via combined parameter regularization and new robust structural selective criteria. In parallel to parameter regularization, we use two classes of robust model selection criteria based on either experimental design criteria that optimizes model adequacy, or the predicted residual sums of squares (PRESS) statistic that optimizes model generalization capability, respectively. Three robust identification algorithms are introduced, i.e., combined A- and D-optimality with regularized orthogonal least squares algorithm, respectively; and combined PRESS statistic with regularized orthogonal least squares algorithm. A common characteristic of these algorithms is that the inherent computation efficiency associated with the orthogonalization scheme in orthogonal least squares or regularized orthogonal least squares has been extended such that the new algorithms are computationally efficient. Numerical examples are included to demonstrate effectiveness of the algorithms.

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A new identification algorithm is introduced for the Hammerstein model consisting of a nonlinear static function followed by a linear dynamical model. The nonlinear static function is characterised by using the Bezier-Bernstein approximation. The identification method is based on a hybrid scheme including the applications of the inverse of de Casteljau's algorithm, the least squares algorithm and the Gauss-Newton algorithm subject to constraints. The related work and the extension of the proposed algorithm to multi-input multi-output systems are discussed. Numerical examples including systems with some hard nonlinearities are used to illustrate the efficacy of the proposed approach through comparisons with other approaches.

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The identification of non-linear systems using only observed finite datasets has become a mature research area over the last two decades. A class of linear-in-the-parameter models with universal approximation capabilities have been intensively studied and widely used due to the availability of many linear-learning algorithms and their inherent convergence conditions. This article presents a systematic overview of basic research on model selection approaches for linear-in-the-parameter models. One of the fundamental problems in non-linear system identification is to find the minimal model with the best model generalisation performance from observational data only. The important concepts in achieving good model generalisation used in various non-linear system-identification algorithms are first reviewed, including Bayesian parameter regularisation and models selective criteria based on the cross validation and experimental design. A significant advance in machine learning has been the development of the support vector machine as a means for identifying kernel models based on the structural risk minimisation principle. The developments on the convex optimisation-based model construction algorithms including the support vector regression algorithms are outlined. Input selection algorithms and on-line system identification algorithms are also included in this review. Finally, some industrial applications of non-linear models are discussed.

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This letter introduces a new robust nonlinear identification algorithm using the Predicted REsidual Sums of Squares (PRESS) statistic and for-ward regression. The major contribution is to compute the PRESS statistic within a framework of a forward orthogonalization process and hence construct a model with a good generalization property. Based on the properties of the PRESS statistic the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation.

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Objectives. Theoretic modeling and experimental studies suggest that functional electrical stimulation (FES) can improve trunk balance in spinal cord injured subjects. This can have a positive impact on daily life, increasing the volume of bimanual workspace, improving sitting posture, and wheelchair propulsion. A closed loop controller for the stimulation is desirable, as it can potentially decrease muscle fatigue and offer better rejection to disturbances. This paper proposes a biomechanical model of the human trunk, and a procedure for its identification, to be used for the future development of FES controllers. The advantage over previous models resides in the simplicity of the solution proposed, which makes it possible to identify the model just before a stimulation session ( taking into account the variability of the muscle response to the FES). Materials and Methods. The structure of the model is based on previous research on FES and muscle physiology. Some details could not be inferred from previous studies, and were determined from experimental data. Experiments with a paraplegic volunteer were conducted in order to measure the moments exerted by the trunk-passive tissues and artificially stimulated muscles. Data for model identification and validation also were collected. Results. Using the proposed structure and identification procedure, the model could adequately reproduce the moments exerted during the experiments. The study reveals that the stimulated trunk extensors can exert maximal moment when the trunk is in the upright position. In contrast, previous studies show that able-bodied subjects can exert maximal trunk extension when flexed forward. Conclusions. The proposed model and identification procedure are a successful first step toward the development of a model-based controller for trunk FES. The model also gives information on the trunk in unique conditions, normally not observable in able-bodied subjects (ie, subject only to extensor muscles contraction).

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One of the major aims of BCI research is devoted to achieving faster and more efficient control of external devices. The identification of individual tap events in a motor imagery BCI is therefore a desirable goal. EEG is recorded from subjects performing and imagining finger taps with their left and right hands. A Differential Evolution based feature selection wrapper is used in order to identify optimal features in the spatial and frequency domains for tap identification. Channel-frequency band combinations are found which allow differentiation of tap vs. no-tap control conditions for executed and imagined taps. Left vs. right hand taps may also be differentiated with features found in this manner. A sliding time window is then used to accurately identify individual taps in the executed tap and imagined tap conditions. Highly statistically significant classification accuracies are achieved with time windows of 0.5 s and more allowing taps to be identified on a single trial basis.