Ändra sökning
Avgränsa sökresultatet
1 - 8 av 8
RefereraExporteraLänk till träfflistan
Permanent länk
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Träffar per sida
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sortering
  • Standard (Relevans)
  • Författare A-Ö
  • Författare Ö-A
  • Titel A-Ö
  • Titel Ö-A
  • Publikationstyp A-Ö
  • Publikationstyp Ö-A
  • Äldst först
  • Nyast först
  • Skapad (Äldst först)
  • Skapad (Nyast först)
  • Senast uppdaterad (Äldst först)
  • Senast uppdaterad (Nyast först)
  • Disputationsdatum (tidigaste först)
  • Disputationsdatum (senaste först)
  • Standard (Relevans)
  • Författare A-Ö
  • Författare Ö-A
  • Titel A-Ö
  • Titel Ö-A
  • Publikationstyp A-Ö
  • Publikationstyp Ö-A
  • Äldst först
  • Nyast först
  • Skapad (Äldst först)
  • Skapad (Nyast först)
  • Senast uppdaterad (Äldst först)
  • Senast uppdaterad (Nyast först)
  • Disputationsdatum (tidigaste först)
  • Disputationsdatum (senaste först)
Markera
Maxantalet träffar du kan exportera från sökgränssnittet är 250. Vid större uttag använd dig av utsökningar.
  • 1.
    Avventi, Enrico
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Divergence-based spectral approximation with degree constraint as a concave optimization problemManuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    The Kullback-Leibler pseudo-distance, or divergence, can be used as a criterion for spectral approximation. Unfortunately this criterion is not convex over the most general classes of rational spectra. In this work it will be shown that divergence minimization is equivalent to a costrained entropy minimization problem, whose concave structure can be exploited in order to guarantee global convergence in the most general case.

    Ladda ner fulltext (pdf)
    fulltext
  • 2.
    Avventi, Enrico
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Fast, Globally Converging Algorithms for Spectral Moments ProblemsManuskript (preprint) (Övrigt vetenskapligt)
    Abstract [en]

    In this paper, we consider the matricial version of generalized moment problem with degree constraint. Specifically we focus on computing the solution that minimize the Kullback-Leibler criterion. Several strategies to find such optimum via descent methods are considered and their convergence studied. In particular a parameterization with better numerical properties is derived from a spectral factorization problem. Such parameterization, in addition to guaranteeing descent methods to be globally convergent, it appears to be very reliable in practice.

    Ladda ner fulltext (pdf)
    fulltext
  • 3.
    Avventi, Enrico
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Spectral Moment Problems: Generalizations, Implementation and Tuning2011Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
    Abstract [en]

    Spectral moment interpolation find application in a wide array of use cases: robust control, system identification, model reduction to name the most notable ones. This thesis aims to expand the theory of such methods in three different directions. The first main contribution concerns the practical applicability. From this point of view various solving algorithm and their properties are considered. This study lead to identify a globally convergent method with excellent numerical properties. The second main contribution is the introduction of an extended interpolation problem that allows to model ARMA spectra without any explicit information of zero’s positions. To this end it was necessary for practical reasons to consider an approximated interpolation insted. Finally, the third main contribution is the application to some problems such as graphical model identification and ARMA spectral approximation.

    Ladda ner fulltext (pdf)
    fulltext
  • 4.
    Avventi, Enrico
    et al.
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Lindquist, Anders
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Wahlberg, Bo
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    ARMA Identification of Graphical Models2013Ingår i: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 58, nr 5, s. 1167-1178Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Consider a Gaussian stationary stochastic vector process with the property that designated pairs of components are conditionally independent given the rest of the components. Such processes can be represented on a graph where the components are nodes and the lack of a connecting link between two nodes signifies conditional independence. This leads to a sparsity pattern in the inverse of the matrix-valued spectral density. Such graphical models find applications in speech, bioinformatics, image processing, econometrics and many other fields, where the problem to fit an autoregressive (AR) model to such a process has been considered. In this paper we take this problem one step further, namely to fit an autoregressive moving-average (ARMA) model to the same data. We develop a theoretical framework and an optimization procedure which also spreads further light on previous approaches and results. This procedure is then applied to the identification problem of estimating the ARMA parameters as well as the topology of the graph from statistical data.

    Ladda ner fulltext (pdf)
    fulltext
  • 5.
    Avventi, Enrico
    et al.
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Lindquist, Anders
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori. KTH, Skolan för elektro- och systemteknik (EES), Centra, ACCESS Linnaeus Centre.
    Wahlberg, Bo
    KTH, Skolan för elektro- och systemteknik (EES), Reglerteknik. KTH, Skolan för elektro- och systemteknik (EES), Centra, ACCESS Linnaeus Centre.
    Graphical Models of Autoregressive Moving-Average Processes2010Ingår i: The 19th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010), 2010Konferensbidrag (Refereegranskat)
    Abstract [en]

    Consider a Gaussian stationary stochastic vector process with the property that designated pairs of components are conditionally independent given the rest of the components. Such processes can be represented on a graph where the components are nodes and the lack of a connecting link between two nodes signifies conditional independence. This leads to a sparsity pattern in the inverse of the matrix-valued spectral density. Such graphical models find applications in speech, bioinformatics, image processing, econometrics and many other fields, where the problem to fit an autoregressive (AR) model to such a process has been considered. In this paper we take this problem one step further, namely to fit an autoregressive moving-average (ARMA) model to the same data. We develop a theoretical framework which also spreads further light on previous approaches and results.

    Ladda ner fulltext (pdf)
    IR-EE-RT 2010:032
  • 6.
    Enqvist, Per
    et al.
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Avventi, Enrico
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Approximative covariance interpolation with a quadratic penalty2007Ingår i: Proceedings Of The 46th IEEE Conference On Decision And Control, Vols 1-14, 2007, s. 4489-4494Konferensbidrag (Refereegranskat)
    Abstract [en]

    Given output data of a stationary stochastic process estimates of the covariances parameters can be obtained. These estimates can be used to determine ARMA models to approximatly fit the data by matching the covariances exactly. However, the estimates of the covariances may contain large errors, especially if they are determined from short data sequences, and thus it makes sense to match the covariances only in an approximative way. Here we consider a convex method for solving an approximative covariance interpolation problem while maximizing the entropy and penalize the quadratic deviation from the nominal covariances.

  • 7.
    Enqvist, Per
    et al.
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Avventi, Enrico
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori.
    Approximative Linear and Logarithmic Interpolation of Spectra2009Rapport (Övrigt vetenskapligt)
    Abstract [en]

    Given output data of a stationary stochastic process estimates of covariance and cepstrum parameters can be obtained. These estimates can be used to determine ARMA models to approximately fit the data by matching the parameters exactly. However, the estimates of the parameters may contain large errors, especially if they are determined from short data sequences, and thus it makes sense to match the parameters in an approximate way. Here we consider a convex method for solving an approximate linear and logarithmic spectrum interpolation problem while maximizing the entropy and penalize the quadratic deviation from the nominal parameters.

    Ladda ner fulltext (pdf)
    fulltext
  • 8.
    Lindquist, Anders
    et al.
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori. KTH, Skolan för teknikvetenskap (SCI), Centra, Strategiskt centrum för industriell och tillämpad matematik, CIAM. KTH, Skolan för elektro- och systemteknik (EES), Centra, ACCESS Linnaeus Centre.
    Avventi, Enrico
    KTH, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Optimeringslära och systemteori. KTH, Skolan för elektro- och systemteknik (EES), Centra, ACCESS Linnaeus Centre. KTH, Skolan för teknikvetenskap (SCI), Centra, Strategiskt centrum för industriell och tillämpad matematik, CIAM.
    Wahlberg, Bo
    KTH, Skolan för elektro- och systemteknik (EES), Reglerteknik.
    Graphical Models of Autoregressive Moving-Average ProcessesIngår i: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523Artikel i tidskrift (Övrigt vetenskapligt)
1 - 8 av 8
RefereraExporteraLänk till träfflistan
Permanent länk
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annat format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annat språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf