Informatica

The crosstalk error is widely used to evaluate the performance of blind source separation. However, it needs to know the global separation matrix in advance, and it is not robust. In order to solve these problems, a new adaptive algorithm for calculating crosstalk error is presented, which calculates the crosstalk error by a cost function of least squares criterion, and the robustness of the crosstalk error is improved by introducing the position information of the maximum value in the global separation matrix. Finally, the method is compared with the conventional RLS algorithms in terms of performance, robustness and convergence rate. Furthermore, its validity is verified by simulation experiments and real world signals experiments.

Multi-Objective Optimization takes care of different objectives with the objectives keeping their own units. The internal mechanical solution of a Ratio System, producing dimensionless numbers, is preferred. The ratio system creates the opportunity to use a second approach: a Reference Point Theory, which uses the ratios of the ratio system. This overall theory is called MOORA (Multi-Objective Optimization by Ratio Analysis). The results are still more convincing if a Full Multiplicative Form is added forming MULTIMOORA. The control by three different approaches forms a guaranty for a solution being as non-subjective as possible. MULTIMOORA, tested after robustness, showed positive results.

The problem of recursive estimation of a state of dynamic systems in the presence of time-varying outliers in observations to be processed has been considered. A learning phase used in the state estimation is investigated, assuming that the observations of a noisy output signal and that of a training one are given. A technique based on robust filtering by means of a bank of parallel Kalman filters and on the procedure of optimization of the state estimation itself is used, choosing, at each time moment, a current estimate, that ensures a minimal absolute deviation from the current value of the teaching signal. An approach, based on the relation between the mean squared deviation of state estimates from the true state and innovation sequence variance as well as on the fact that both variables achieve their minimum for the same filter from the respective Kalman filter bank, is proposed here for a working phase, where a training signal will be absent. The recursive technique based on an adaptive state estimation with optimization procedure is worked out. The results of numerical simulation of the linear discrete-time invariant (LTI) system (56) by computer using a bank, consisting of Kalman filters are given (Figs. 1–5).

In the previous paper (Pupeikis, 1998), the problem of recursive estimation of the state of linear dynamic systems, described by an autoregressive model (AR), in the presence of time-varying outliers in observations to be processed has been considered. An approach to the robust recursive state estimation has been obtained and proved by estimating the real chemical process (Box and Jenkins, 1970). The aim of the given paper is the development of the abovementioned approach for the robust recursive state estimation of an autoregressive-moving average (ARMA) process in a case of additive noises with patchy outliers. The results of numerical simulation and the state estimation of the AR model (Figs. 1–4) and the real chemical process, described by the ARMA model, which is chosen from the same book of Box and Jenkins (Figs. 5–8) are given.

In the previous papers (Masreliez and Martin, 1977; Novovičova, 1987; Schick and Mitter, 1994) the problem of recursive estimation of linear dynamic systems parameters and of the state of such systems in the presence of outliers in observations have been considered. In this connection various ordinary recursive techniques are worked out, when systems output is corrupted by an additive noise with a time homogeneous contamination of outliers. The aim of the given paper is the development of an approach for robust recursive state estimation of linear dynamic systems in a case of additive noises with time-varying outliers. The recursive technique based on the abovementioned theoretical results is obtained and proved by state estimation of the real chemical process (Box and Jenkins, 1970). The results of numerical simulation by computer (Fig. 1–3) are given.

In the previous papers (Novovičova, 1987; Pupeikis 1991) the problem of recursive least square (RLS) estimation of dynamic systems parameters in the presence of outliers in observations has been considered, when the filter, generating an additive noise, has a transfer function of a particular form, see Fig. 1, 2. The aim of the given paper is the development of well-known classical techniques for robust on-line estimation of unknown parameters of linear dynamic systems in the case of additive noises with different transfer functions. In this connection various ordinary recursive procedures, see Fig. 2–6, are worked out when systems' output is corrupted by the correlated noise containing outliers. The results of numerical simulation by IBM PC/AT (Table 1) are given.

In the previous paper (Pupeikis, 1992) the problem of off-line estimation of dynamic systems parameters in the presence of outliers in observations have been considered, when the filter generating an additive noise has a very special form. The aim of the given paper is the development, in such a case, of classical generalized least squares method (GLSM) algorithms for off-line estimation of unknown parameters of dynamic systems. Two approaches using batch processing of the stored data are worked out. The first approach is based on the application of S-, H-, W- algorithms used for calculation of M-estimates, and the second one rests on the replacement of the corresponding values of the sample covariance and cross-covariance functions by their robust analogues in respective matrices of GLSM and on a further application of the least squares (LS) parameter estimation algorithms. The results of numerical simulation by IBM PC/AT (Table 1) are given.

In the previous papers (Pupeikis, 1990; 1991; 1992) the problems of model oder determination and recursive estimation of dynamic systems parameters in the presence of outliers in observations have been considered. The aim of the given paper is the development, in such a case, of classical off-line algorithms for systems of unknown parameters estimation using batch processing of the stored data. An approach, based on a substitution of the corresponding values of the sample covariance and cross-covariance functions by their robust analogues in respective matrices and on a further application of the least square (LS) parameter estimation algorithm, is worked out. The results of numerical simulation by IBM PC/AT (Table 1, 2) are given.

In the previous paper (Pupeikis, 1990) the problem of model order determination in the presence of outliers in observations has been considered by means of introducing robust analogues of the sample covariance and cross-covariance functions instead of the respective classical function meanings used in the determinant ratio test. The aim of the given paper is the development of statistical hypothesis-testing procedures for determination of the model order of dynamic objects, described by linear difference equations. The results of numerical simulations by computer (Table 1) show the efficiency of the proposed statistical procedures for determining the model order by input-output data in the presence of outliers in observations.

In the previous paper (Pupeikis, 1990) the problem of model order determination in the presence of outliers in observations has been considered. The aim of the given paper is the development of the recursive algorithms of computation of M-estimates ensuring their stability conditions. In this connection the approach, based on adaptive Huber's monotone psi-function, is worked out. It is also used for the detection of the outliers in time series and for the correction both outliers and M-estimates during successive calculations. The results of numerical simulation by computer (Fig. 1 and Table 1) are given.