Number of found documents: 667
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Adaptive Blind Separation of Instantaneous Linear Mixtures of Independent Sources
Šembera, Ondřej; Tichavský, Petr; Koldovský, Zbyněk
2016 - English
In many applications, there is a need to blindly separate independent sources from their linear instantaneous mixtures while the mixing matrix or source properties are slowly or abruptly changing in time. The easiest way to separate the data is to consider off-line estimation of the model parameters repeatedly in time shifting window. Another popular method is the stochastic natural gradient algorithm, which relies on non-Gaussianity of the separated signals and is adaptive by its nature. In this paper, we propose an adaptive version of two blind source separation algorithms which exploit non-stationarity of the original signals. The results indicate that the proposed algorithms slightly outperform the natural gradient in the trade-off between the algorithm’s ability to quickly adapt to changes in the mixing matrix and the variance of the estimate when the mixing is stationary. Keywords: blind separation; algorithms; block gaussian separation Fulltext is available at external website.
Adaptive Blind Separation of Instantaneous Linear Mixtures of Independent Sources

In many applications, there is a need to blindly separate independent sources from their linear instantaneous mixtures while the mixing matrix or source properties are slowly or abruptly changing in ...

Šembera, Ondřej; Tichavský, Petr; Koldovský, Zbyněk
Ústav teorie informace a automatizace, 2016

Basic facts concerning extreme supermodular functions
Studený, Milan
2016 - English
Elementary facts and observations on the cone of supermodular set functions are recalled. The manuscript deals with such operations with set functions which preserve supermodularity\nand the emphasis is put on those such operations which even preserve extremality (of a supermodular function). These involve a few self-transformations of the cone of supermodular set functions. Moreover, projections to the (less-dimensional) linear space of set functions for a subset of the variable set are discussed. Finally, several extensions to the (more-dimensional) linear space of set functions for a superset of the variable set are shown to be both preserving supermodularity and extremality. Keywords: supermodular function; standardizations; extreme supermodular function Fulltext is available at external website.
Basic facts concerning extreme supermodular functions

Elementary facts and observations on the cone of supermodular set functions are recalled. The manuscript deals with such operations with set functions which preserve supermodularity\nand the emphasis ...

Studený, Milan
Ústav teorie informace a automatizace, 2016

DCTOOL-A3
Bakule, Lubomír; Papík, Martin; Rehák, Branislav
2016 - English
DCTOOL-A3 is a documentation of Matlab routines developed for the design of decentralized control of large scale complex systems. The current beta version covers three areas as follows:\nReport 4.1 deals with the event-triggered control design for unstructured uncertain systems. Both non-quantized and quantized feedback is analyzed. The results are given in terms of linear matrix inequalities (LMIs). Logarithmic quantizer is used. Numerical example illustrates the effectiveness of the presented results.\nReport 4.2 presents a new decentralized overlapping wireless control design with a switched communication protocol. The method is applied by simulations on the 20-story building structure including the test of robustness of the methods against sensor failures and network node dropouts of a digital network.\nReport 4.3 presents the construction of a new decentralized wireless controller and a set of heuristic algorithms for evaluation of packet dropouts, sensor faults and actuator faults. The digital network operates at the standard frequency used in well-known widely-used industrial protocols. The results are tested at the Benchmark model decomposed into two disjoint substructures. The results are published. Thus, the details are omitted here. Keywords: event-triggered control; networked control systems; large scale complex systems Available at various institutes of the ASCR
DCTOOL-A3

DCTOOL-A3 is a documentation of Matlab routines developed for the design of decentralized control of large scale complex systems. The current beta version covers three areas as follows:\nReport 4.1 ...

Bakule, Lubomír; Papík, Martin; Rehák, Branislav
Ústav teorie informace a automatizace, 2016

Comparison of mixture-based classification with the data-dependent pointer model for various types of components
Likhonina, Raissa; Suzdaleva, Evgenia; Nagy, Ivan
2016 - English
The presented report is devoted to the analysis of a data-dependent pointer model, whether it brings some advantages in comparison with a data-independent pointer model at simulation and estimation of components referring to different types of distribution, including categorical, uniform, exponential and state-space components for a dynamic data-dependent model, and normal components for a static data-dependent pointer model. Keywords: mixture-based classification; data-dependent pointer; recurisive mixture estimation Fulltext is available at external website.
Comparison of mixture-based classification with the data-dependent pointer model for various types of components

The presented report is devoted to the analysis of a data-dependent pointer model, whether it brings some advantages in comparison with a data-independent pointer model at simulation and estimation of ...

Likhonina, Raissa; Suzdaleva, Evgenia; Nagy, Ivan
Ústav teorie informace a automatizace, 2016

Linear ARX and state-space model with uniform noise: computation of first and second moments
Jirsa, Ladislav
2016 - English
This report collects technical procedures used for computations of various estimates and keeps them in one place for internal purposes. The context concerns application of estimation of unknown parameters and states of linear model with uniformly distributed noise. Keywords: uncertainty; bounded variable; uniform noise; linear model; model identification; state estimation Fulltext is available at external website.
Linear ARX and state-space model with uniform noise: computation of first and second moments

This report collects technical procedures used for computations of various estimates and keeps them in one place for internal purposes. The context concerns application of estimation of unknown ...

Jirsa, Ladislav
Ústav teorie informace a automatizace, 2016

Sparse robust portfolio optimization via NLP regularizations
Branda, Martin; Červinka, Michal; Schwartz, A.
2016 - English
We deal with investment problems where we minimize a risk measure under a condition on the sparsity of the portfolio. Various risk measures are considered including Value-at-Risk and Conditional Value-at-Risk under normal distribution of returns and their robust counterparts are derived under moment conditions, all leading to nonconvex objective functions. We propose four solution approaches: a mixed-integer formulation, a relaxation of an alternative mixed-integer reformulation and two NLP regularizations. In a numerical study, we compare their computational performance on a large number of simulated instances taken from the literature. We deal with investment problems where we minimize a risk measure\nunder a condition on the sparsity of the portfolio. Various risk measures\nare considered including Value-at-Risk and Conditional Value-at-Risk\nunder normal distribution of returns and their robust counterparts are\nderived under moment conditions, all leading to nonconvex objective\nfunctions. We propose four solution approaches: a mixed-integer formulation,\na relaxation of an alternative mixed-integer reformulation and\ntwo NLP regularizations. In a numerical study, we compare their computational\nperformance on a large number of simulated instances taken\nfrom the literature. Keywords: Conditional Value-at-Risk; Value-at-Risk; risk measure Fulltext is available at external website.
Sparse robust portfolio optimization via NLP regularizations

We deal with investment problems where we minimize a risk measure under a condition on the sparsity of the portfolio. Various risk measures are considered including Value-at-Risk and Conditional ...

Branda, Martin; Červinka, Michal; Schwartz, A.
Ústav teorie informace a automatizace, 2016

DCTOOL-A2
Bakule, Lubomír; Papík, Martin; Rehák, Branislav
2015 - English
DCTOOL-A2 is a documentation of Matlab routines developed for the design of decentralized control of large scale complex systems in 2015. Keywords: decentralized control; event-triggered networked control systems; large scale complex systems Available at various institutes of the ASCR
DCTOOL-A2

DCTOOL-A2 is a documentation of Matlab routines developed for the design of decentralized control of large scale complex systems in 2015.

Bakule, Lubomír; Papík, Martin; Rehák, Branislav
Ústav teorie informace a automatizace, 2015

Information fusion with functional Bregman divergence
Dedecius, Kamil
2015 - English
The report summarizes the basics of the Bregman divergence, its functional form and potential use for information fusion. Keywords: information fusion; bregman divergence; entropy Fulltext is available at external website.
Information fusion with functional Bregman divergence

The report summarizes the basics of the Bregman divergence, its functional form and potential use for information fusion.

Dedecius, Kamil
Ústav teorie informace a automatizace, 2015

Recursive Estimation of High-Order Markov Chains: Approximation by Finite Mixtures
Kárný, Miroslav
2015 - English
A high-order Markov chain is a universal model of stochastic relations between discrete-valued variables. The exact estimation of its transition probabilities suers from the curse of dimensionality. It requires an excessive amount of informative observations as well as an extreme memory for storing the corresponding su cient statistic. The paper bypasses this problem by considering a rich subset of Markov-chain models, namely, mixtures of low dimensional Markov chains, possibly with external variables. It uses Bayesian approximate estimation suitable for a subsequent decision making under uncertainty. The proposed recursive (sequential, one-pass) estimator updates a product of Dirichlet probability densities (pds) used as an approximate posterior pd, projects the result back to this class of pds and applies an improved data-dependent stabilised forgetting, which counteracts the dangerous accumulation of approximation errors. Keywords: Markov chain; approximate parameter estimation; Bayesian recursive estimation; adaptive systems; Kullback-Leibler divergence; forgetting Available at various institutes of the ASCR
Recursive Estimation of High-Order Markov Chains: Approximation by Finite Mixtures

A high-order Markov chain is a universal model of stochastic relations between discrete-valued variables. The exact estimation of its transition probabilities suers from the curse of dimensionality. ...

Kárný, Miroslav
Ústav teorie informace a automatizace, 2015

Prediction of Pedestrian Movement During The Egress Situation
Hrabák, Pavel; Ticháček, O.
2015 - English
The report summarizes the up-to-now progress in the application of the recursive estimation on the prediction of the pedestrian movement during the egress or evacuation situation. For these purposes a simple decision-making model has been introduced taking into account only the forward and sideways movement of pedestrians. Based on this model, a test simulation has been developed in order to test the applicability of the estimation tool to the stated decision-making model. Two main approaches of the decision process incorporated in the simulation are discussed and a modified version of the original model is presented. The report contains a manual to the used Matlab scripts and functions. The codes of needed m-files are incorporated as well. Keywords: Recursive estimation; mixture of Markov chains; pedestrian movement; egress simulation Fulltext is available at external website.
Prediction of Pedestrian Movement During The Egress Situation

The report summarizes the up-to-now progress in the application of the recursive estimation on the prediction of the pedestrian movement during the egress or evacuation situation. For these purposes ...

Hrabák, Pavel; Ticháček, O.
Ústav teorie informace a automatizace, 2015

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