Output Adaptive Observers Design for Linear Non-Stationary Systems with Polynomial Parameters

The article deals with the problem of state observer design for a linear time-varying plant. To solve this problem, a number of realistic assumptions are considered, assuming that the model parameters are polynomial functions of time with unknown coefficients. The problem of observer design is solved in the class of identification approaches, which provide transformation of the original mathematical model of the plant to a static linear regression equation, in which, instead of unknown constant parameters, there are state variables of generators that model non-stationary parameters. To recover the unknown functions of the regression model, we use the recently well-established method of dynamic regressor extension and mixing (DREM), which allows to obtain monotone estimates, as well as to accelerate the convergence of estimates to the true values. Despite the fact that the article deals with the problem of state observer design, it is worth noting the possibility of using the proposed approach to solve an independent and actual estimation problem of unknown time-varying parameters.

TMA from Cosines of Conical Angles Acquired by a Towed Array

This paper deals with the estimation of the trajectory of a target in constant velocity motion at an unknown constant depth, from measurements of conical angles supplied by a linear array. Sound emitted by the target does not necessarily navigate along a direct path toward the antenna, but can bounce off the sea bottom and/or off the surface. Observability is thoroughly analyzed to identify the ghost targets before proposing an efficient way to estimate the trajectory of the target of interest and of the ghost targets when they exist.

Inferential Statistics

Inferential statistical methods stem from the distinction between a sample and a population. A sample refers to the data at hand. For example, 100 adults may be asked which of two olive oils they prefer. Imagine that 60 say brand A. But of interest is the proportion of all adults who would prefer brand A if they could be asked. To what extent does 60% reflect the true proportion of adults who prefer brand A? There are several components to inferential methods. They include assumptions about how to model the probabilities of all possible outcomes. Another is how to model outcomes of interest. Imagine, for example, that there is interest in understanding the overall satisfaction with a particular automobile given an individual’s age. One strategy is to assume that the typical response Y, given an individuals age, X, is given by Y=β0+β1X, where the slope, β1, and intercept, β0, are unknown constants, in which case a sample would be used to make inferences about their values. Assumptions are also made about how the data were obtained. Was this done in a manner for which random sampling can be assumed? There is even an issue related to the very notion of what is meant by probability. Let μ denote the population mean of Y. The frequentist approach views probabilities in terms of relative frequencies and μ is viewed as a fixed, unknown constant. In contrast, the Bayesian approach views μ as having some distribution that is specified by the investigator. For example, it may be assumed that μ has a normal distribution. The point is that the probabilities associated with μ are not based on the notion of relative frequencies and they are not based on the data at hand. Rather, the probabilities associated with μ stem from judgments made by the investigator. Inferential methods can be classified into three types: distribution free, parametric, and non-parametric. The meaning of the term “non-parametric” depends on the situation as will be explained. The choice between parametric and non-parametric methods can be crucial for reasons that will be outlined. To complicate matters, the number of inferential methods has grown tremendously during the last 50 years. Even for goals that may seem relatively simple, such as comparing two independent groups of individuals, there are numerous methods that may be used. Expert guidance can be crucial in terms of understanding what inferences are reasonable in a given situation.

Adaptive Control of a New Chaotic Financial System with Integer Order and Fractional Order and Its Identical Adaptive Synchronization

In this paper, adaptive control and adaptive synchronization of an integer and fractional order new financial system with unknown constant parameters are studied. Based on Lyapunov’s stability theory, an adaptive control law is designed to asymptotically stabilize the state variables of the system to the origin in integer and fractional order cases. By the same theory, an adaptive synchronization law is designed to perform the identical synchronization of the new financial system in the cases of integer and fractional order with unknown constant parameters. Numerical simulations are carried out in order to show the efficiency of the theoretical results.