Identification and U-control of a state-space system with time-delay

This article presents a state-space model with time-delay to map the relationship between known input-output data for discrete systems. For the given input-output data, a model identification algorithm combining parameter estimation and state estimation is proposed in line with the causality constraints. Consequently, this article proposes a least squares parameter estimation algorithm, and analyzes its convergence for the studied systems to prove that the parameter estimation errors converge to zero under the persistent excitation conditions. In control system design, the U-model based control is introduced to provide a unilateral platform to improve the design efficiency and generality. A simulation portfolio from modeling to control is provided with computational experiments to validate the derived results.     

Applications of sketches in network traffic measurement: A survey

Accurate and timely network traffic measurement is essential for network status monitoring, network fault analysis, network intrusion detection, and network security management. With the rapid development of the network, massive network traffic brings severe challenges to network traffic measurement. However, existing measurement methods suffer from many limitations for effectively recording and accurately analyzing big-volume traffic. Recently, sketches, a family of probabilistic data structures that employ hashing technology for summarizing traffic data, have been widely used to solve these problems. However, current literature still lacks a thorough review on sketch-based traffic measurement methods to offer a comprehensive insight on how to apply sketches for fulfilling various traffic measurement tasks. In this paper, we provide a detailed and comprehensive review on the applications of sketches in network traffic measurement. To this end, we classify the network traffic measurement tasks into four categories based on the target of traffic measurement, namely cardinality estimation, flow size estimation, change anomaly detection, and persistent spreader identification. First, we briefly introduce these four types of traffic measurement tasks and discuss the advantages of applying sketches. Then, we propose a series of requirements with regard to the applications of sketches in network traffic measurement. After that, we perform a fine-grained classification for each sketch-based measurement category according to the technologies applied on sketches. During the review, we evaluate the performance, advantages and disadvantages of current sketch-based traffic measurement methods based on the proposed requirements. Through the thorough review, we gain a number of valuable implications that can guide us to choose and design proper traffic measurement methods based on sketches. We also review a number of general sketches that are highly expected in modern network systems to simultaneously perform multiple traffic measurement tasks and discuss their performance based on the proposed requirements. Finally, through our serious review, we summarize a number of open issues and identify several promising research directions.     

Maximum likelihood-based adaptive differential evolution identification algorithm for multivariable systems in the state-space form

Parameter estimation plays an important role in the field of system control. This article is concerned with the parameter estimation methods for multivariable systems in the state-space form. For the sake of solving the identification complexity caused by a large number of parameters in multivariable systems, we decompose the original multivariable system into some subsystems containing fewer parameters and study identification algorithms to estimate the parameters of each subsystem. By taking the maximum likelihood criterion function as the fitness function of the differential evolution algorithm, we present a maximum likelihood-based differential evolution (ML-DE) algorithm for parameter estimation. To improve the parameter estimation accuracy, we introduce the adaptive mutation factor and the adaptive crossover factor into the ML-DE algorithm and propose a maximum likelihood-based adaptive differential evolution algorithm. The simulation study indicates the efficiency of the proposed algorithms.     

干扰条件下的“北斗”信号解扩重构DOA估计

在干扰条件下，卫星导航抗干扰波束形成算法往往需要卫星信号波达方向（Direction-of-Arrival，DOA）的先验信息。但当存在低信噪比信号或主动干扰源时，常规的DOA估计算法性能急剧下降甚至失效。针对此问题，提出了一种被干扰信号压制的低信噪比“北斗”信号的DOA估计算法。该算法首先通过对接收信号进行子空间投影抑制干扰信号，然后对抑制干扰后的信号进行解扩重构处理，最后通过多重信号分类算法完成对“北斗”信号的DOA估计。仿真结果表明，在干扰信号干信比80 dB条件下，“北斗”信号DOA估计误差在5°以内，为下一步进行波束形成计算提供了高精度的入射角信息。     

A lightweight autonomous MAV for indoor search and rescue

Micro Aerial Vehicles (MAVs) have great potentials to be applied for indoor search and rescue missions. In this paper, we propose a modular lightweight design of an autonomous MAV with integrated hardware and software. The MAV is equipped with the 2D laser scanner, camera, mission computer and flight controller, running all the computation onboard in real time. The onboard perception system includes a laser‐based SLAM module and a custom‐designed visual detection module. A dual Kalman filter design provides robust state estimation by multiple sensor fusion. Specifically, the fusion module provides robust altitude measurement in the circumstance of surface changing. In addition, indoor‐outdoor transition is explicitly handled by the fusion module. In order to efficiently navigate through obstacles and adapt to multiple tasks, a task tree‐based mission planning method is seamlessly integrated with path planning and control modules. The MAV is capable of searching and rescuing victims from unknown indoor environments effectively. It was validated by our award‐winning performance at the 2017 International Micro Air Vehicle Competition (IMAV 2017), held in Toulouse, France. The performance video is available on https://youtu.be/8H19ppS_VXM .     

Nonuniform linear array DOA estimation using EM criterion

In this letter, we address the problem of Direction of Arrival (DOA) estimation with nonuniform linear array in the context of sparse Bayesian learning (SBL) framework. The nonuniform array output is deemed as an incomplete-data observation, and a hypothetical uniform linear array output is treated as an unavailable complete-data observation. Then the Expectation-Maximization (EM) criterion is directly utilized to iteratively maximize the expected value of the complete-data log likelihood under the posterior distribution of the latent variable. The novelties of the proposed method lie in its capability of interpolating the actual received data to a virtual uniform linear array, therefore extending the achievable array aperture. Simulation results manifests the superiority of the proposed method over off-the-shelf algorithms, specially on circumstances such as low SNR, insufficient snapshots, and spatially adjacent sources.     

Backtesting portfolio value-at-risk with estimated portfolio weights

This article theoretically and empirically analyzes backtesting portfolio value-at-risk (VaR) with estimation risk in an intrinsically multi-variate framework. It particularly takes into account the estimation of portfolio weights in forecasting portfolio VaR and its impact on backtesting. It shows that the estimation risk from estimating portfolio weights and that from estimating the multi-variate dynamic model make the existing methods in a univariate framework inapplicable. It proposes a general theory to quantify estimation risk applicable to the present problem and suggests practitioners a simple but effective way to implement valid inference to overcome the effect of estimation risk in backtesting portfolio VaR. In particular, we apply our theory to the efficient mean-variance-skewness portfolio for a multi-variate generalized autoregressive conditional heteroscedasticity model with multi-variate general hyperbolic distributed innovations. Some Monte Carlo simulations and an empirical application demonstrate the merits of our method.     

Improved Input and State Estimation for Linear Stochastic Systems with Direct Feedthrough

This paper is concerned with the problem of joint input and state estimation for linear stochastic systems with direct feedthrough. Based on the fact that each unknown input between any two time steps is always bounded, a novel improved algorithm is proposed. Compared with existing results, this algorithm can effectively enhance estimation accuracy. Moreover, the stability of the algorithm is also discussed. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed approach.     

Estimation of the Stress-Strength Reliability for Exponentiated Pareto Distribution Using Median and Ranked Set Sampling Methods

In reliability analysis, the stress-strength model is often used to describe the life of a component which has a random strength (X) and is subjected to a random stress (Y). In this paper, we considered the problem of estimating the reliability R=P [Y<X] when the distributions of both stress and strength are independent and follow exponentiated Pareto distribution. The maximum likelihood estimator of the stress strength reliability is calculated under simple random sample, ranked set sampling and median ranked set sampling methods. Four different reliability estimators under median ranked set sampling are derived. Two estimators are obtained when both strength and stress have an odd or an even set size. The two other estimators are obtained when the strength has an odd size and the stress has an even set size and vice versa. The performances of the suggested estimators are compared with their competitors under simple random sample via a simulation study. The simulation study revealed that the stress strength reliability estimates based on ranked set sampling and median ranked set sampling are more efficient than their competitors via simple random sample. In general, the stress strength reliability estimates based on median ranked set sampling are smaller than the corresponding estimates under ranked set sampling and simple random sample methods.     

一种改进的新三步搜索算法

在对三步法工作原理进行研究的基础上提出了新三步搜索算法（NITSS）。该方法充分利用视频序列运动矢量概率分布上的中心偏置特性．在三步搜索算法的基础上引入了十字型分布的4个点构成搜索点群。实验结果表明。新三步搜索算法解决了三步法的小运动估计效果较差问题．提高了搜索精度，保持了三步法的高效率。