Design of exponential state estimators for neural networks with mixed time delays

In this Letter, the state estimation problem is dealt with for a class of recurrent neural networks (RNNs) with mixed discrete and distributed delays. The activation functions are assumed to be neither monotonic, nor differentiable, nor bounded. We aim at designing a state estimator to estimate the neuron states, through available output measurements, such that the dynamics of the estimation error is globally exponentially stable in the presence of mixed time delays. By using the Laypunov–Krasovskii functional, a linear matrix inequality (LMI) approach is developed to establish sufficient conditions to guarantee the existence of the state estimators. We show that both the existence conditions and the explicit expression of the desired estimator can be characterized in terms of the solution to an LMI. A simulation example is exploited to show the usefulness of the derived LMI-based stability conditions.     

State estimation for discrete-time Markovian jumping neural networks with mixed mode-dependent delays

In this Letter, we investigate the state estimation problem for a new class of discrete-time neural networks with Markovian jumping parameters as well as mode-dependent mixed time-delays. The parameters of the discrete-time neural networks are subject to the switching from one mode to another at different times according to a Markov chain, and the mixed time-delays consist of both discrete and distributed delays that are dependent on the Markovian jumping mode. New techniques are developed to deal with the mixed time-delays in the discrete-time setting, and a novel Lyapunov-Krasovskii functional is put forward to reflect the mode-dependent time-delays. Sufficient conditions are established in terms of linear matrix inequalities (LMIs) that guarantee the existence of the state estimators. We show that both the existence conditions and the explicit expression of the desired estimator can be characterized in terms of the solution to an LMI. A numerical example is exploited to show the usefulness of the derived LMI-based conditions.     

Exponentially convergent state estimation for delayed switched recurrent neural networks

This paper deals with the delay-dependent exponentially convergent state estimation problem for delayed switched neural networks. A set of delay-dependent criteria is derived under which the resulting estimation error system is exponentially stable. It is shown that the gain matrix of the proposed state estimator is characterised in terms of the solution to a set of linear matrix inequalities (LMIs), which can be checked readily by using some standard numerical packages. An illustrative example is given to demonstrate the effectiveness of the proposed state estimator.     

Event-based state estimation for a class of complex networks with time-varying delays: A comparison principle approach

The paper is concerned with the state estimation problem for a class of time-delayed complex networks with event-triggering communication protocol. A novel event generator function, which is dependent not only on the measurement output but also on a predefined positive constant, is proposed with hope to reduce the communication burden. A new concept of exponentially ultimate boundedness is provided to quantify the estimation performance. By means of the comparison principle, some sufficient conditions are obtained to guarantee that the estimation error is exponentially ultimately bounded, and then the estimator gains are obtained in terms of the solution of certain matrix inequalities. Furthermore, a rigorous proof is proposed to show that the designed triggering condition is free of the Zeno behavior. Finally, a numerical example is given to illustrate the effectiveness of the proposed event-based estimator.     

Robust H∞state estimation for a class of complex networks with dynamic event-triggered scheme against hybrid attacks

We investigate the dynamic event-triggered state estimation for uncertain complex networks with hybrid delays suffering from both deception attacks and denial-of-service attacks.Firstly,the effects of time-varying delays and finitedistributed delays are considered during data transmission between nodes.Secondly,a dynamic event-triggered scheme(ETS)is introduced to reduce the frequency of data transmission between sensors and estimators.Thirdly,by considering the discussed plant,dynamic ETS,state estimator,and hybrid attacks into a unified framework,this framework is transferred into a novel dynamical model.Furthermore,with the help of Lyapunov stability theory and linear matrix inequality techniques,sufficient condition to ensure that the system is exponentially stable and satisfies H∞performance constraints is obtained,and the design algorithm for estimator gains is given.Finally,two numerical examples verify the effectiveness of the proposed method.     

Maximum likelihood estimator of operational modal analysis for linear time-varying structures in time–frequency domain

This paper investigates the problem of modal parameter estimation of time-varying structures under unknown excitation. A time–frequency-domain maximum likelihood estimator of modal parameters for linear time-varying structures is presented by adapting the frequency-domain maximum likelihood estimator to the time–frequency domain. The proposed estimator is parametric, that is, the linear time-varying structures are represented by a time-dependent common-denominator model. To adapt the existing frequency-domain estimator for time-invariant structures to the time–frequency methods for time-varying cases, an orthogonal polynomial and z-domain mapping hybrid basis function is presented, which has the advantageous numerical condition and with which it is convenient to calculate the modal parameters. A series of numerical examples have evaluated and illustrated the performance of the proposed maximum likelihood estimator, and a group of laboratory experiments has further validated the proposed estimator.     

Dynamic Expectation Maximization Algorithm for Estimation of Linear Systems with Colored Noise

The free energy principle from neuroscience has recently gained traction as one of the most prominent brain theories that can emulate the brain’s perception and action in a bio-inspired manner. This renders the theory with the potential to hold the key for general artificial intelligence. Leveraging this potential, this paper aims to bridge the gap between neuroscience and robotics by reformulating an FEP-based inference scheme—Dynamic Expectation Maximization—into an algorithm that can perform simultaneous state, input, parameter, and noise hyperparameter estimation of any stable linear state space system subjected to colored noises. The resulting estimator was proved to be of the form of an augmented coupled linear estimator. Using this mathematical formulation, we proved that the estimation steps have theoretical guarantees of convergence. The algorithm was rigorously tested in simulation on a wide variety of linear systems with colored noises. The paper concludes by demonstrating the superior performance of DEM for parameter estimation under colored noise in simulation, when compared to the state-of-the-art estimators like Sub Space method, Prediction Error Minimization (PEM), and Expectation Maximization (EM) algorithm. These results contribute to the applicability of DEM as a robust learning algorithm for safe robotic applications.     

A method of estimating initial conditions of coupled maplattices based on time-varying symbolic dynamics

A novel computationally efficient algorithm in terms of the time-varying symbolic dynamic method is proposed to estimate the unknown initial conditions of coupled map lattices (CMLs). The presented method combines symbolic dynamics with time-varying control parameters to develop a time-varying scheme for estimating the initial condition of multi-dimensional spatiotemporal chaotic signals. The performances of the presented time-varying estimator in both noiseless and noisy environments are analysed and compared with the common time-invariant estimator. Simulations are carried out and the obtained results show that the proposed method provides an efficient estimation of the initial condition of each lattice in the coupled system. The algorithm cannot yield an asymptotically unbiased estimation due to the effect of the coupling term, but the estimation with the time-varying algorithm is closer to the Cramer--Rao lower bound (CRLB) than that with the time-invariant estimation method, especially at high signal-to-noise ratios (SNRs).     

Sparse Estimation Strategies in Linear Mixed Effect Models for High-Dimensional Data Application

In a host of business applications, biomedical and epidemiological studies, the problem of multicollinearity among predictor variables is a frequent issue in longitudinal data analysis for linear mixed models (LMM). We consider an efficient estimation strategy for high-dimensional data application, where the dimensions of the parameters are larger than the number of observations. In this paper, we are interested in estimating the fixed effects parameters of the LMM when it is assumed that some prior information is available in the form of linear restrictions on the parameters. We propose the pretest and shrinkage estimation strategies using the ridge full model as the base estimator. We establish the asymptotic distributional bias and risks of the suggested estimators and investigate their relative performance with respect to the ridge full model estimator. Furthermore, we compare the numerical performance of the LASSO-type estimators with the pretest and shrinkage ridge estimators. The methodology is investigated using simulation studies and then demonstrated on an application exploring how effective brain connectivity in the default mode network (DMN) may be related to genetics within the context of Alzheimer’s disease.     

基于Huber的高阶容积卡尔曼跟踪算法

为改善高阶容积卡尔曼滤波算法的滤波精度和鲁棒性, 提出了一种新的基于Huber的高阶容积卡尔曼滤波算法. 在采用统计线性回归模型近似非线性量测模型的基础上, 利用Huber M 估计算法实现状态的量测更新. 进一步结合高阶球面-径向容积准则的状态预测模块构成基于 Huber的高阶容积卡尔曼跟踪算法. 重点分析了Huber代价函数的调节因子对算法跟踪性能的影响. 通过对纯方位目标跟踪和再入飞行器跟踪两个实例验证了所提算法的跟踪性能优于传统高阶容积卡尔曼滤波算法.     

$\mathcal{H}_{\infty }$ state estimation for Markov jump neural networks with transition probabilities subject to the persistent dwell-time switching rule

We investigate the problem of $\mathcal{H}_{\infty}$ state estimation for discrete-time Markov jump neural networks. The transition probabilities of the Markov chain are assumed to be piecewise time-varying, and the persistent dwell-time switching rule, as a more general switching rule, is adopted to describe this variation characteristic. Afterwards, based on the classical Lyapunov stability theory, a Lyapunov function is established, in which the information about the Markov jump feature of the system mode and the persistent dwell-time switching of the transition probabilities is considered simultaneously. Furthermore, via using the stochastic analysis method and some advanced matrix transformation techniques, some sufficient conditions are obtained such that the estimation error system is mean-square exponentially stable with an $\mathcal{H}_{\infty}$ performance level, from which the specific form of the estimator can be obtained. Finally, the rationality and effectiveness of the obtained results are verified by a numerical example.     

基于基追踪去噪的水声正交频分复用稀疏信道估计

针对传统的l₂-范数信道估计精度低的问题, 提出了一种基于基追踪去噪(BPDN)的水声正交频分复用稀疏信道估计方法, 该方法针对水声信道的稀疏特性, 利用少量的观测值即可以很高的精度估计出信道冲激响应. 与贪婪追踪类算法相比, 基于BPDN算法的稀疏信号估计具有全局最优解, 采用l₂-l₁范数准则估计信号, 同时考虑了观测值含噪情况, 通过调整正则化参数控制估计信号稀疏度和残余误差之间的平衡. 仿真分析了导频分布、正则化参数等对BPDN 算法的影响以及BPDN算法与最小平方(LS)、正交匹配追踪(OMP)信道估计算法的性能. 湖试结果表明, 在稀疏信道下, 基于BPDN的信道估计方法明显优于LS和OMP信道估计方法.     

Timing recovery in optical data transmission

The problem of timing recovery in optical data communication is considered using the maximum likelihood (ML) estimation. Assuming negligible intersymbol interference, the structure of the ML estimator is first obtained and some approximations of it are suggested both in the form of decision-directed tracking loops and in the form of data-independent trackers. Comparisons are made with other synchronization schemes discussed in the literature.     

Maximum likelihood estimation of direction of arrival using an acoustic vector-sensor

A vector-sensor consisting of a monopole sensor collocated with orthogonally oriented dipole sensors is used for direction of arrival (DOA) estimation in the presence of an isotropic noise-field or internal device noise. A maximum likelihood (ML) DOA estimator is derived and subsequently shown to be a special case of DOA estimation by means of a search for the direction of maximum steered response power (SRP). The problem of SRP maximization with respect to a vector-sensor can be solved with a computationally inexpensive algorithm. The ML estimator achieves asymptotic efficiency and thus outperforms existing estimators with respect to the mean square angular error (MSAE) measure. The beampattern associated with the ML estimator is shown to be identical to that used by the minimum power distortionless response beamformer for the purpose of signal enhancement.     

Robust Estimation for Bivariate Poisson INGARCH Models

In the integer-valued generalized autoregressive conditional heteroscedastic (INGARCH) models, parameter estimation is conventionally based on the conditional maximum likelihood estimator (CMLE). However, because the CMLE is sensitive to outliers, we consider a robust estimation method for bivariate Poisson INGARCH models while using the minimum density power divergence estimator. We demonstrate the proposed estimator is consistent and asymptotically normal under certain regularity conditions. Monte Carlo simulations are conducted to evaluate the performance of the estimator in the presence of outliers. Finally, a real data analysis using monthly count series of crimes in New South Wales and an artificial data example are provided as an illustration.     

Rigidity based formation tracking for multi-agent networks

This paper considers the formation tracking problem under a rigidity framework, where the target formation is specified as a minimally and infinitesimally rigid formation and the desired velocity of the group is available to only a subset of the agents. The following two cases are considered: the desired velocity is constant, and the desired velocity is timevarying. In the first case, a distributed linear estimator is constructed for each agent to estimate the desired velocity. The velocity estimation and a formation acquisition term are employed to design the control inputs for the agents, where the rigidity matrix plays a central role. In the second case, a distributed non-smooth estimator is constructed to estimate the time-varying velocity, which is shown to converge in a finite time. Theoretical analysis shows that the formation tracking problem can be solved under the proposed control algorithms and estimators. Simulation results are also provided to show the validity of the derived results.     

Spatial random field models inspired from statistical physics with applications in the geosciences

The spatial structure of fluctuations in spatially inhomogeneous processes can be modeled in terms of Gibbs random fields. A local low energy estimator (LLEE) is proposed for the interpolation (prediction) of such processes at points where observations are not available. The LLEE approximates the spatial dependence of the data and the unknown values at the estimation points by low-lying excitations of a suitable energy functional. It is shown that the LLEE is a linear, unbiased, non-exact estimator. In addition, an expression for the uncertainty (standard deviation) of the estimate is derived.     

Semi-coherent time of arrival estimation using regression

Time of arrival (ToA) estimation is essential for many types of remote sensing applications including radar, sonar, and underground exploration. The standard method for ToA estimation employs a matched filter for computing the maximum likelihood estimator (MLE) for ToA. The accuracy of the MLE decreases rapidly whenever the amount of noise in a received signal rises above a certain threshold. This well-known threshold effect is unavoidable in several important applications due to various limitations on the power and the spectrum of a narrowband source pulse. A measurement performed in the presence of the threshold effect employs a receiver which operates in the semi-coherent state. Therefore, the conventional methods assuming a coherent state receiver should be adapted to the semi-coherent case. In this paper, a biosonar-inspired method for the semi-coherent ToA estimation is described. The method abandons the exploration of an echo signal by a single matched filter in favor of the analysis by multiple phase-shifted unmatched filters. Each phase-shifted unmatched filter gives rise to a biased ToA estimator. The described method uses regression for combining these estimators into a single unbiased ToA estimator that outperform the MLE in the presence of the threshold effect.     

State estimation for neural neutral-type networks with mixed time-varying delays and Markovian jumping parameters

This paper is concerned with a delay-dependent state estimator for neutral-type neural networks with mixed timevarying delays and Markovian jumping parameters.The addressed neural networks have a finite number of modes,and the modes may jump from one to another according to a Markov process.By construction of a suitable Lyapunov-Krasovskii functional,a delay-dependent condition is developed to estimate the neuron states through available output measurements such that the estimation error system is globally asymptotically stable in a mean square.The criterion is formulated in terms of a set of linear matrix inequalities(LMIs),which can be checked efficiently by use of some standard numerical packages.