Juan C. Aguero

Juan C. Aguero
Universidad Técnica Federico Santa María · Department of Electronics

About

145
Publications
7,097
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1,417
Citations
Additional affiliations
January 2015 - present
Universidad Técnica Federico Santa María
Position
  • Academic
April 2005 - December 2018
The University of Newcastle, Australia
Position
  • Lecturer

Publications

Publications (145)
Thesis
Full-text available
The state estimation of nonlinear dynamical systems has gained significant attention due to the growing number of applications that involve nonlinearities such as (i) quantization introduced by low-cost and low-resolution sensors, (ii) saturation due to limited actuator's capacity, and inherent physical or mechanical constraints, or (iii) common no...
Preprint
Full-text available
In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering and smoothing distributions of the state conditioned to quantized data. The classical approaches include the Ext...
Article
Full-text available
Filtering and smoothing algorithms are key tools to develop decision-making strategies and parameter identification techniques in different areas of research, such as economics, financial data analysis, communications, and control systems. These algorithms are used to obtain an estimation of the system state based on the sequentially available nois...
Article
In this paper a Maximum Likelihood estimation algorithm for a linear dynamic system driven by an exogenous input signal, with non-minimum-phase noise transfer function and a Gaussian mixture noise is developed. We propose a flexible identification technique to estimate the system model parameters and the Gaussian mixture parameters based on the Exp...
Article
Full-text available
In this paper a Maximum Likelihood estimation algorithm for model error modelling in a continuous-time system is developed utilising sampled data and a Stochastic Embedding approach. Orthonormal basis functions are used to model both the continuous-time nominal model and the error-model. The stochastic properties of the error-model distribution are...
Article
Full-text available
In control and monitoring of manufacturing processes, it is key to understand model uncertainty in order to achieve the required levels of consistency, quality, and economy, among others. In aerospace applications, models need to be very precise and able to describe the entire dynamics of an aircraft. In addition, the complexity of modern real syst...
Article
Full-text available
Modern large telescopes are built based on the effectiveness of adaptive optics systems in mitigating the detrimental effects of wavefront distortions on astronomical images. In astronomical adaptive optics systems, the main sources of wavefront distortions are atmospheric turbulence and mechanical vibrations that are induced by the wind or the ins...
Article
Full-text available
In this paper a Maximum Likelihood estimation algorithm for error-model modelling using a stochastic embedding approach is developed. The error-model distribution is approximated by a finite Gaussian mixture. An Expectation-Maximization based algorithm is proposed to estimate the nominal model and the distribution of the parameters of the error-mod...
Article
Full-text available
In this paper we address the problem of identifying a static errors-in-variables system. Our proposal is based on the Expectation-Maximization algorithm, in which we consider that the distribution of the noise-free input is approximated by a finite Gaussian mixture. This approach allows us to estimate the static system parameters, the input and out...
Article
Full-text available
In this paper we address the problem of identifying a continuous-time deterministic system utilising sampled-data with instantaneous sampling. We develop an identification algorithm based on Maximum Likelihood. The exact discrete-time model is obtained for two cases: i) known continuous-time model structure and ii) using Kautz basis functions to ap...
Article
In this paper we develop two filtering algorithms for state-space systems with binary outputs. We approximate the conditional probability mass function of the output signal given the state by using a Gaussian quadrature rule. This approximation naturally leads to a Gaussian Sum structure for the a posteriori density function. Our first algorithm is...
Article
The dynamic performance of a microgrid is governed by the decentralized primary control strategy that is embedded in each of its hosted Distributed Energy Resource (DER) units. The primary control computes the voltage synthesized by the interfacing voltage-sourced converter such that the DER unit contributes active and reactive powers in support of...
Conference Paper
Full-text available
In this paper we address the problem of identifying a static errors-in-variables system. Our proposal is based on the Expectation-Maximization algorithm, in which we consider that the distribution of the noise-free input is approximated by a finite Gaussian mixture. This approach allows us to estimate the static system parameters, the input and out...
Article
Full-text available
In this paper we propose a sliding mode control strategy for cascade systems. Models of first and second order are utilized to design the internal and external control loop respectively. The dead time is considered in the control tunning, which is performed by optimization of the integral square error subject to the existence of sliding mode condit...
Article
Full-text available
In this paper, we address the problem of identifying a continuous-time oscillator. We use a continuous-time autore-gressive model to represent the oscillators. We asume that only discrete-time measurements are available, from which we obtain the oscillator equivalent discrete-time model in terms of the continuous-time model parameters. We identify...
Conference Paper
Full-text available
This paper considers the identification of a linear dynamic system driven by a non-Gaussian noise distribution. The noise is approximated by a finite Gaussian mixture, whilst the parameters of the system and the parameters that approximate the noise distribution are simultaneously estimated using the principle of Maximum Likelihood. To this end, a...
Conference Paper
Full-text available
In this paper we address the identification problem of a continuous-time deterministic system. We consider that the continuous-time system can be approximated by using the orthonormal continuous basis function of Laguerre. We assume that only discrete-time measurements are available and we obtain the exact discrete-time model in terms of the contin...
Conference Paper
Full-text available
In this paper we develop an identification algorithm to obtain an estimation of the prior distribution in the classical problem of Bayesian inference. We consider the Empirical Bayes approach to obtain the prior distribution approximation by a finite Gaussian mixture. An Expectation-Maximization based algorithm is used to obtain an estimate of the...
Article
Full-text available
The control law of electronically-interfaced distributed energy resources (DERs) must be able to maintain the stability and voltage regulation of the host microgrid in the two modes of operation. Ideally, this should be achieved by a decentralized primary control strategy that is independent of any communication infrastructure in order to increase...
Conference Paper
The control of a grid-forming distributed energy resource (DER) unit requires the control of the voltage at its output filter. This is a fourth order system that can be controlled by state feedback. In this control scheme the rejection of disturbances, such the load connections, disconnections and modeling errors, can be improved by disturbance est...
Conference Paper
Full-text available
Single particle tracking (SPT) is a powerful class of methods for studying the dynamics of biomolecules inside living cells. The techniques reveal both trajectories of individual particles, with a resolution well below the diffraction limit of light, and the parameters defining the motion model, such as diffusion coefficients and confinement length...
Article
Single particle tracking (SPT) is a powerful class of methods for studying the dynamics of biomolecules inside living cells. The techniques reveal both trajectories of individual particles, with a resolution well below the diffraction limit of light, and the parameters defining the motion model, such as diffusion coefficients and confinement length...
Article
Full-text available
Aims . The study of accurate methods to estimate the distribution of stellar rotational velocities is important for understanding many aspects of stellar evolution. From such observations we obtain the projected rotational speed ( v sin i ) in order to recover the true distribution of the rotational velocity. To that end, we need to solve a difficu...
Article
Full-text available
We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is motivated by the MM algorithm, combined with the systematic and iterative structure of the Expectation-Maximization al...
Data
Monte Carlo simulations for Examples 1 and 2. (ZIP)
Conference Paper
Vibration effects acting in the science light path reduce the performance of the adaptive optics systems (AO). In order to mitigate the vibration effects and to improve the performance of the AO systems, an adequate model for the vibration in necessary. Traditionally, those vibrations are modelled as oscillators (with or without damping) driven by...
Article
In this paper we analyze the likelihood function corresponding to a continuous-time oscillator utilizing regular sampling. We analyze the equivalent sampled-data model for two cases i) instantaneous sampling and ii) integrated sampling. We illustrate the behavior of the log-likelihood function via numerical examples showing that it presents several...
Article
Full-text available
In this paper we develop a Maximum Likelihood estimation algorithm for the estimation of infinite mixture distributions. We assume a known conditional distribution, whilst the weighting distribution is assumed unknown and it is approximated by a finite Gaussian mixture. Our approach allows for the correct estimation of the Gaussian mixture paramete...
Article
The performance of an adaptive optics system depends on multiple factors, including the quality of the laser beam before being projected to the mesosphere. In general, cumbersome procedures are required to optimize the laser beam in terms of amplitude and phase. However, aberrations produced by the optics of the laser beam system are still detected...
Article
In this paper, we address the design of a minimum variance controller (MVC) for the mitigation of vibrations in modern telescope adaptive optics (AO) systems. It is widely accepted that a main source of non-turbulent perturbations is the mechanical resonance induced by the wind or the instrumentation systems, such as fans and cooling pumps. To adeq...
Article
In this paper we develop a novel algorithm to identify an auto-regressive with exogenous signal system utilizing quantized output data. We use the Expectation-Maximization algorithm to obtain the Maximum Likelihood estimate.
Article
Adaptive Optics (AO) is a technique used to mitigate the effect of the atmosphere in the resolution of scientific images. The performance of an adaptive optics system strongly depends on the quality of the laser beam projected to the sky in terms of amplitude and phase. Currently, cumbersome procedures are carried out to optimize the laser beam. Th...
Article
In this paper we present a novel algorithm for identifying continuous-time autoregressive moving-average models utilizing irregularly sampled data. The proposed algorithm is based on the expectation–maximization algorithm and obtains maximum-likelihood estimates. The proposed algorithm shows a fast convergence rate, good robustness to initial value...
Article
Full-text available
This note addresses the problem of feedback control with a constrained number of active inputs. This problem is known as sparse control. Specifically, we describe a novel quadratic model predictive control strategy that guarantees sparsity by bounding directly the l0 -norm of the control input vector at each control horizon instant. Besides this sp...
Conference Paper
In this paper, we consider an optimization approach for model selection using Akaike's Information Criterion (AIC) by incorporating the l 0 -(pseudo)norm as a penalty function to the log-likelihood function. In order to reduce the numerical complexity of the optimization problem, we propose to approximate the l 0 -(pseudo)norm by an exponential ter...
Conference Paper
A recent equivalent representation of rank constraints is used to design a low-order controller with prescribed degree of stability. We solve an optimization problem involving linear matrix inequalities and rank constraints. We illustrate the potential of the proposed approach by comparing with similar approaches available in the literature.
Article
This study investigates the estimation of continuous-time Box-Jenkins model parameters from irregularly sampled data. The Box-Jenkins structure has been successful in describing systems subject to coloured noise, since it contains two submodels that feature the characteristics of both plant and noise systems. Based on plant-noise model decompositio...
Conference Paper
In this paper we address the problem of estimating a sparse parameter vector that defines a logistic regression. The problem is then solved using two approaches: i) inequality constrained Maximum Likelihood estimation and ii) penalized Maximum Likelihood which is closely related to Information Criteria such as AIC. For the promotion of sparsity, we...
Article
We present a novel representation of rank constraints for non-square real matrices. We establish relationships with some existing results, which are particular cases of our representation. One of these particular cases, is a representation of the $\ell_0$ pseudo-norm, which is used in sparse representation problems. Finally, we describe how our rep...
Article
In this paper, we analyse the dimension of the Krylov subspace obtained in Krylov solvers applied to signal detection in low complexity communication receivers. These receivers are based on the Wiener filter as a pre-processing step for signal detection, requiring the computation of a matrix inverse, which is computationally demanding for large sys...
Article
We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is motivated by the MM algorithm, combined with the systematic and iterative structure of the EM algorithm. The resulting...
Article
To estimate a model of useful complexity for control design, at the same time as having a good insight into its reliability is a central issue in system identification, in particular for identification for control. Basically one can think of a (simpler) design model and a (more complex and exible) error model. These concepts are discussed in terms...
Article
This paper studies the problem of identification for networked systems. We consider both heterogeneous and homogeneous networks. It is assumed that the interconnection topology is time-invariant and known. We demonstrate how the parameter matrices of each individual subsystem can be identified from the input-output information obtained from the who...
Article
Poor scalability arises in many vehicle platoon problems. Bidirectional strings appear to show some promise for mitigating these problems. In some cases these solutions have the undesirable side effect of non-scalable response to measurement errors. In this paper, we examine this problem and show how information exchange between vehicles may elimin...
Conference Paper
Full-text available
In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty term in the cost function of the estimation problem through the use of an appropriate prior distribution, we sho...
Article
Full-text available
It is well known that appropriately biasing an estimator can potentially lead to a lower mean square error (MSE) than the achievable MSE within the class of unbiased estimators. Nevertheless, the choice of an appropriate bias is generally unclear and only recently there have been attempts to systematize such a selection. These systematic approaches...
Article
Full-text available
In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty term in the cost function of the estimation problem through the use of an appropriate prior distribution, we sho...
Conference Paper
Full-text available
In this paper, the problem of experiment design in single input single output (SISO) single carrier (SC) systems under a deterministic channel assumption is investigated and several connections with optimal preamble designs in multicarrier (MC) systems are established. In the context of SC systems, we derive optimal input sequences for the least-sq...
Article
The solution to constrained linear model predictive control (MPC) problems can be pre-computed off-line in an explicit form as a piecewise affine (PWA) state feedback law defined on polyhedral regions of the state space. Even though real-time optimization is avoided, implementation of the PWA state-feedback law may still require a significant amoun...
Article
There is a very extensive literature on various aspects of the central Bias-Variance trade-off in linear system identification. In the 80's and 90's the focus was on bias characterization, model error models and Stochastic Embedding. Recently, there has been a new interest in Bayesian or kernel methods. This paper puts part of this literature into...
Article
Full-text available
In this paper we address the joint estimation of the channel impulse response in orthogonal frequency division multiplexing systems with phase distortion, namely phase noise and carrier frequency offset, phase noise bandwidth and the additive noise variance. The estimation algorithm is based on an implementation of the Extended Kalman Filter within...
Article
In this paper, we show how heterogeneous bidirectional vehicle strings can be modelled as port-Hamiltonian systems. Analysis of stability and string stability within this framework is straightforward and leads to a better understanding of the underlying problem. Nonlinear local control and additional integral action is introduced to design a suitab...
Conference Paper
In this paper we propose a novel quadratic model predictive control technique that constrains the number of active inputs at each control horizon instant. This problem is known as sparse control. We use an iterative convex optimization procedure to solve the corresponding optimization problem subject to sparsity constraints defined by means of the...
Article
Full-text available
This paper considers the problem of continuous-time model identification from non-uniformly sampled input-output data, having the measured output corrupted by colored noise. We concentrate on the continuous-time transfer function model identification. A Box-Jenkins model structure is used to describe the system, thus providing independent parameter...
Conference Paper
Full-text available
In this paper we propose a novel quadratic model predictive control technique that constrains the number of active inputs at each control horizon instant. This problem is known as sparse control. We use an iterative convex optimization procedure to solve the corresponding optimization problem subject to sparsity constraints defined by means of the...
Conference Paper
In this paper, the instrumental variable (IV) and expectation-maximization (EM) methods are combined to identify a continuous-time (CT) transfer function model from non-uniformly sampled data obtained from a closed-loop system. A simple version of Box-Jenkins (BJ) model is considered, where the noise process is parameterized as a CT autoregressive...
Conference Paper
Full-text available
In this paper, we explore the problem of input design for systems with quantized measurements. For the input design problem, we calculate and optimize a function of the Fisher Information Matrix (FIM). The calculation of the FIM is greatly simplified by using known relationships of the derivative of the likelihood function, and the auxiliary functi...
Article
Full-text available
In this paper we present an identification algorithm for a class of continuous-time hybrid systems. In such systems, both continuous-time and discrete-time dynamics are involved. We apply the expectation-maximisation algorithm to obtain the maximum likelihood estimate of the parameters of a discrete-time model expressed in incremental form. The mai...
Article
Full-text available
This paper presents an identification scheme for sparse FIR systems with quantised data. We consider a general quantisation scheme, which includes the commonly deployed static quantiser as a special case. To tackle the sparsity issue, we utilise a Bayesian approach, where an l1 a priori distribution for the parameters is used as a mechanism to prom...
Article
In this paper, we present a general method for rank-constrained optimization. We use an iterative convex optimization procedure where it is possible to include any extra convex constraints. The proposed approach has potential application in several areas. We focus on the problem of Factor Analysis. In this case, our approach provides sufficient fle...
Article
Full-text available
In this work, we address the problem of estimating sparse communication channels in OFDM systems in the presence of carrier frequency offset (CFO) and unknown noise variance. To this end, we consider a convex optimization problem, including a probability function, accounting for the sparse nature of the communication channel. We use the Expectation...
Conference Paper
It is shown how some classes of symmetric bidirectional heterogeneous vehicle strings can be modelled using a Hamiltonian framework. Hamiltonian systems theory is applied to show stability and string stability of certain vehicle strings. We also indicate how this analysis might be extended to classes of nonlinear controllers.