Nonlinear and non-Gaussian signal processing

Author(s):  
Max A. Little

Linear, time-invariant (LTI) Gaussian DSP, has substantial mathematical conveniences that make it valuable in practical DSP applications and machine learning. When the signal really is generated by such an LTI-Gaussian model then this kind of processing is optimal from a statistical point of view. However, there are substantial limitations to the use of these techniques when we cannot guarantee that the assumptions of linearity, time-invariance and Gaussianity hold. In particular, signals that exhibit jumps or significant non-Gaussian outliers cause substantial adverse effects such as Gibb's phenomena in LTI filter outputs, and nonstationary signals cannot be compactly represented in the Fourier domain. In practice, many real signals show such phenomena to a greater or lesser degree, so it is important to have a `toolkit' of DSP methods that are effective in many situations. This chapter is dedicated to exploring the use of the statistical machine learning concepts in DSP.

2010 ◽  
Vol 17 (13) ◽  
pp. 1964-1974 ◽  
Author(s):  
Alfonso Baños ◽  
Joaquín Cervera ◽  
Patrick Lanusse ◽  
Jocelyn Sabatier

Ideal Bode characteristics give a classical answer to optimal loop design for linear time invariant feedback control systems in the frequency domain. This work recovers eight-parameter Bode optimal loop gains, providing a useful and simple theoretical reference for the best possible loop shaping from a practical point of view. The main result of the paper is to use CRONE compensators to make a good approximation and in addition a way for the synthesis of the Bode optimal loop. For that purpose, a special loop structure based on second and third generation CRONE compensators is used. As a result, simple design relationships will be obtained for tuning the proposed CRONE compensator.


2020 ◽  
Vol 23 (2) ◽  
pp. 408-426
Author(s):  
Piotr Ostalczyk ◽  
Marcin Bąkała ◽  
Jacek Nowakowski ◽  
Dominik Sankowski

AbstractThis is a continuation (Part II) of our previous paper [19]. In this paper we present a simple method of the fractional-order value calculation of the fractional-order discrete integration element. We assume that the input and output signals are known. The linear time-invariant fractional-order difference equation is reduced to the polynomial in a variable ν with coefficients depending on the measured input and output signal values. One should solve linear algebraic equation or find roots of a polynomial. This simple mathematical problem complicates when the measured output signal contains a noise. Then, the polynomial roots are unsettled because they are very sensitive to coefficients variability. In the paper we show that the discrete integrator fractional-order is very stiff due to the degree of the polynomial. The minimal number of samples guaranteeing the correct order is evaluated. The investigations are supported by a numerical example.


Author(s):  
Jatin K Pradhan ◽  
Arun Ghosh

It is well known that linear time-invariant controllers fail to provide desired robustness margins (e.g. gain margin, phase margin) for plants with non-minimum phase zeros. Attempts have been made in literature to alleviate this problem using high-frequency periodic controllers. But because of high frequency in nature, real-time implementation of these controllers is very challenging. In fact, no practical applications of such controllers for multivariable plants have been reported in literature till date. This article considers a laboratory-based, two-input–two-output, quadruple-tank process with a non-minimum phase zero for real-time implementation of the above periodic controller. To design the controller, first, a minimal pre-compensator is used to decouple the plant in open loop. Then the resulting single-input–single-output units are compensated using periodic controllers. It is shown through simulations and real-time experiments that owing to arbitrary loop-zero placement capability of periodic controllers, the above decoupled periodic control scheme provides much improved robustness against multi-channel output gain variations as compared to its linear time-invariant counterpart. It is also shown that in spite of this improved robustness, the nominal performances such as tracking and disturbance attenuation remain almost the same. A comparison with [Formula: see text]-linear time-invariant controllers is also carried out to show superiority of the proposed scheme.


Author(s):  
Achim Ilchmann ◽  
Jonas Kirchhoff

AbstractWe investigate genericity of various controllability and stabilizability concepts of linear, time-invariant differential-algebraic systems. Based on well-known algebraic characterizations of these concepts (see the survey article by Berger and Reis (in: Ilchmann A, Reis T (eds) Surveys in differential-algebraic equations I, Differential-Algebraic Equations Forum, Springer, Berlin, pp 1–61. 10.1007/978-3-642-34928-7_1)), we use tools from algebraic geometry to characterize genericity of controllability and stabilizability in terms of matrix formats.


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