改进的压缩采样匹配追踪算法

针对压缩采样匹配追踪( CoSaMP)算法重构精度相对较差的问题,为了提高算法的重构性能,提出了一种基于伪逆处理改进的压缩采样匹配追踪( MCoSaMP)算法。首先,在迭代前,对观测矩阵进行伪逆处理,以此来降低原子间的相干性,从而提高原子选择的准确性;然后,结合正交匹配追踪算法( OMP),将OMP算法迭代K次后的原子和残差作为CoSaMP算法的输入;最后,每次迭代后,通过判断残差是否小于预设阈值来决定算法是否终止。实验结果表明,无论是对一维高斯随机信号还是二维图像信号,MCoSaMP算法的重构效果优于CoSaMP算法,能够在观测值相对较少的情况下,实现信号的精确重构。     

基于辅助模型正交匹配追踪的多输入系统迭代辨识算法

针对含有未知时滞的多输入输出误差系统的时滞与参数辨识问题,提出一种基于辅助模型的正交匹配追踪迭代算法.首先,由于各输入通道的时滞未知,通过设定输入回归长度,对系统模型进行过参数化,得到一个高维的辨识模型,且辨识模型中参数向量为稀疏向量;然后,基于辅助模型思想和正交匹配追踪算法,在每次迭代过程中,对参数向量和辅助模型的输出进行交互估计,即利用正交匹配追踪算法获得参数向量的估计,再利用参数估计值计算辅助模型的输出,并用辅助模型的输出值代替信息向量中的不可测信息项以更新参数估计;最后,根据参数向量的稀疏特征,获得系统的时滞估计.所提出算法可以利用少量的采样数据信息同时获得系统参数和时滞的估计值.仿真结果表明了所提出算法的有效性.     

基于辅助变量的闭环系统子空间辨识

提出一种基于辅助变量的子空间辨识方法,适用于控制器信息未知以及参考输入已知的闭环系统参数辨识.通过将输入-输出数据块正交投影到辅助变量的行空间,直接得到扩展观测矩阵垂空间的估计.由此可从闭环系统中提取出对象模型信息,同时由SVD分解得到扩展观测矩阵与下三角Toeplitz矩阵的估计.给出了系统参数矩阵、噪声矩阵的计算方法.将所提出的子空间辨识方法应用于闭环动态的系统参数估计,其结果表明了该方法的有效性.     

一种新的压缩采样匹配追踪算法

提出了实用性更强的完全受噪声扰动理论模型,引入了与原信号相关的乘性噪声;并基于新的模型,提出了一种改进的压缩采样匹配追踪算法.该算法通过构造一个感知测量矩阵,在信号替代阶段中取代随机测量矩阵来减少相关性对支撑集筛选的影响,最后可在乘性噪声存在的情况下实现了信号的精确重建.实验结果表明,在相同测试条件下,该算法的重建效果均优于其他贪婪算法和基匹配法(basic pursuit,BP).     

MISO-FIR系统的梯度追踪辨识算法

针对含有未知时滞的多输入单输出有限脉冲响应系统,根据系统参数化后具有的稀疏特性,基于压缩感知原理,将匹配追踪方法和梯度搜索原理相结合,在有限采样数据下,提出了可以同时估计系统参数和时滞的梯度追踪算法．该算法同正交匹配追踪算法相比,梯度追踪算法具有较小的计算量．最后通过仿真验证了算法的有效性．     

闭环系统的输出过采样辨识方法及其估计精度分析

传统闭环系统辨识方法的可辨识性受到参考设定信号和控制器结构的限制．提出了一种通过对输出过采样实现线性离散时间闭环系统辨识的方法，输出过采样提供了更多的系统结构信息，在传统辨识方法的可辨识条件不满足的情况下，仍能正确辨识系统参数，针对有色噪声干扰，分析其在不同过采样率下的估计精度，得出最优估计的过采样率计算方法．辨识方法实现简单、运算量小、估计精度高．仿真试验验证了其有效性．     

一种改进的压缩采样匹配追踪算法研究

该文简单对信号稀疏重建的模型和测量矩阵的设计进行了介绍,主要介绍了几种稀疏重建算法,详细给出压缩采样匹配追踪算法及其改进算法的数学框架和基本思想,从原子选择策略和冗余向量的更新方式对算法进行了比较分析,最后通过模拟实验验证了MP,OMP,CoSaMP和IHTCoSaMP算法的重构效果,同时以MSE为性能指标评价了各种算法的重构质量,实验结果表明改进的压缩抽样匹配追踪算法的运算速度较快,重构质量较高。     

MISO 系统基于正交匹配追踪算法的参数与时滞联合估计

在有限采样情况下, 研究具有时滞的多输入单输出受控自回归系统的参数辨识和时滞估计问题. 当采样次数少于未知变量数时, 描述系统的方程组是欠定的, 对其目标函数求解是NP-hard 问题, 传统方法无法有效辨识出系统参数. 受压缩感知理论的启发, 基于参数向量所具有的稀疏特性, 提出一种新的阈值正交匹配追踪算法辨识系统的参数和时滞. 仿真实验表明, 所提出的算法能在少量采样时有效地辨识系统参数、估计未知时滞, 同时验证了算法的有效性.

     

基于压缩感知信号重建的自适应空间正交匹配追踪算法

传统的奈奎斯特采样定理规定采样频率最少是原信号频率的两倍,才能保证不失真的重构原始信号,而压缩感知理论指出只要信号具有稀疏性或可压缩性,就可以通过采集少量信号来精确重建原始信号.在研究和总结已有匹配算法的基础上,提出了一种新的自适应空间正交匹配追踪算法(Adaptive Space Orthogonal Matching Pursuit,ASOMP)用于稀疏信号的重建.该算法在选择原子匹配时采用逆向思路,引入正则化自适应和空间匹配的原则,加快了原子的匹配速度,提高了匹配的准确性,最终实现了原始信号的精确重建.最后与传统MP和OMP算法进行了仿真对比,结果表明该算法的重建质量和算法速度均优于传统MP和OMP算法.     

Indirect closed-loop identification by optimal instrumental variable method

Recently, a new bias-compensating least-squares (BCLS) method was proposed for the identification of a closed-loop system with high-order controller. The major feature of this method is that it can achieve consistent parameter estimation without modelling the coloured noises acting on the system. This paper studies the connection between the BCLS method and the instrumental variable (IV) family. It is shown that the BCLS method is a kind of weighted instrumental variable (WIV) method whose results do not depend upon the order of the controller.     

An instrumental variable method for model order identification

The paper describes a simple instrumental variable method for identifying the structure of a wide class of time-series models. The method is aimed at providing a parametrically efficient (parsimonious) model structure which will lead to a combination of low residual error variance, i.e. a good explanation of the data, and low parametric estimation error variance (as measured by some norm associated with the covariance matrix of the estimation errors). It can be applied to single input-single output and multivariable systems using either discrete or continuous-time series models. It can also function as a recursive (on-line) test for reduction in model order.     

Backtracking-based matching pursuit method for distributed compressed sensing

In this paper, we study a distributed compressed sensing (DCS) problem in which we need to recover a set of jointly sparse vectors from the measurements. A Backtracking-based Adaptive Orthogonal Matching Pursuit (BAOMP) method to approximately sparse solutions for DCS is proposed. It is an iterative approach where each iteration consists of consecutive forward selection to adaptively choose several atoms and backward removal stages to detect the previous chosen atoms’ reliability and then delete the unreliable atoms at each iteration. Also, unlike its several predecessors, the proposed method does not require the sparsity level to be known as a prior which makes it a potential candidate for many practical applications, when the sparsity of signals is not available. We demonstrate the reconstruction ability of the proposed algorithm on both synthetically generated data and image using Normal and Binary sparse signals, and the real-life electrocardiography (ECG) data, where the proposed method yields less reconstruction error and higher exact recovery rate than other existing DCS algorithms.     

Parallel compressive sampling matching pursuit algorithm for compressed sensing signal reconstruction with OpenCL

Compressive sensing (CS) is a new signal processing method, which was developed recent years. CS can sample signals with a frequency far below the Nyquist frequency. CS can also compress the signals while sampling, which can reduce the usage of resources for signal transmission and storage. However, the reconstruction algorithm used in the corresponding decoder is highly complex and computationally expensive. Thus, in some specific applications, e.g., remote sensing image processing for disaster monitoring, the CS algorithm usually cannot satisfy the time requirements on traditional computing platforms. Various studies have shown that many-core computing platforms such as OpenCL are among the most promising platforms that are available for real-time processing because of their powerful floating-point computing capabilities. In this study, we present the design and implementation of parallel compressive sampling matching pursuit (CoSaMP), which is an OpenCL-based parallel CS reconstruction algorithm, as well as some optimization strategies, such as access efficiency, numerical merge, and instruction optimization. Based on experiments using remote sensing images with different sizes, we demonstrated that the proposed parallel algorithm can achieve speedups of about 41 times and 58 times on AMD HD7350 and NVIDIA K20Xm platforms, respectively, without modifying the application code.     

Improved sparsity adaptive matching pursuit algorithm based on compressed sensing

Traditional greedy algorithms need to know the sparsity of the signal in advance, while the sparsity adaptive matching pursuit algorithm avoids this problem at the expense of computational time. To overcome these problems, this paper proposes a variable step size sparsity adaptive matching pursuit (SAMPVSS). In terms of how to select atoms, this algorithm constructs a set of candidate atoms by calculating the correlation between the measurement matrix and the residual and selects the atom most related to the residual. In determining the number of atoms to be selected each time, the algorithm introduces an exponential function. At the beginning of the iteration, a larger step is used to estimate the sparsity of the signal. In the latter part of the iteration, the step size is set to one to improve the accuracy of reconstruction. The simulation results show that the proposed algorithm has good reconstruction effects on both one-dimensional and two-dimensional signals.     

基于压缩感知的后退型自适应匹配追踪算法

基于压缩感知理论的重建关键在于从压缩感知得到的低维数据中精确恢复出原始的高维稀疏数据。针对目前大多数算法都建立在稀疏度已知的基础上,提出一种后退型固定步长自适应匹配追踪重建算法,能够在稀疏度未知的条件下获得图像的精确重建。该算法通过较大固定步长的设置,保证待估信号支撑集大小的稳步快速增加;以相邻阶段重建信号的能量差为迭代停止条件,在迭代停止后通过简单的正则化方法向后剔除多余原子保证精确重建。实验结果表明,该算法在保证测量次数的条件下可以获得快速的精确重建。     

Non-iterative optimal min-max instrumental variable method for system identification

An optimal min-max instrumental variable (IV) method for estimating the parameters in difference equation models is presented. The method gives the smallest estimation error variance in the ‘worst noise’ case from a prespecified class of noises. Implementation of this new method does not require knowledge of system or noise parameters and therefore can be done without iteration. This is an attractive feature since other min-max or generally optimal IV methods previously introduced require at least a knowledge of system parameters, and cannot be implemented directly. Results of simulations demonstrate the applicability of the method to both artificial and real data.     

General模型辅助变量辨识方法的研究

对于存在相关噪声干扰的General系统,研究了一种新的辨识方法。首先系统模型用一个有限的脉冲响应（FIR）模型逼近,得到一个Box Jenkins模型,再使用辅助变量法辨识系统参数,最后根据模型等价原理确定原系统的参数估计。仿真结果表明：在这种近似下递推辅助变量法(RIV)比递推广义增广最小二乘法(RGELS)可以得到更好的参数估计。