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Publications

Publications by Paulo Santos

2011

A Subspace Algorithm for Identifying 2-D CRSD Systems with Deterministic Inputs

Authors
Ramos, JEA; Alenany, A; Shang, H; Lopes dos Santos, PJL;

Publication
2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC)

Abstract
In this paper, the class of subspace system identification algorithms is used to derive a new identification algorithm for 2-D causal, recursive, and separable-in-denominator (CRSD) state space systems in the Roesser model form. The algorithm take a given deterministic input-output pair of 2-D signals and computes the system order (n) and system parameter matrices {A, B, C, D}. Since the CRSD model can be treated as two 1-D systems, the proposed algorithm first separates the vertical component from the state and output equations and then formulates an equivalent set of 1-D horizontal subspace equations. The solution to the horizontal subspace identification subproblem contains all the information necessary to compute the system order and parameter matrices, including those from the vertical subsystem.

2011

Indirect continuous-time system identification-A subspace downsampling approach

Authors
Lopes dos Santos, PL; Azevedo Perdicoulis, TP; Ramos, JA; Jank, G; Martins de Carvalho, JLM;

Publication
2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC)

Abstract
This article presents a new indirect identification method for continuous-time systems able to resolve the problem of fast sampling. To do this, a Subspace IDentification Down-Sampling (SIDDS) approach that takes into consideration the intermediate sampling instants of the input signal is proposed. This is done by partitioning the data set into m subsets, where m is the downsampling factor. Then, the discrete-time model is identified using a based subspace identification discrete-time algorithm where the data subsets are fused into a single one. Using the algebraic properties of the system, some of the parameters of the continuous-time model are directly estimated. A procedure that secures a prescribed number of zeros for the continuous-time model is used during the estimation process. The algorithm's performance is illustrated through an example of fast sampling, where its performance is compared with the direct methods implemented in Contsid.

2010

Gas Pipelines LPV Modelling and Identification for Leakage Detection

Authors
dos Santos, PL; Azevedo Perdicoulis, TP; Ramos, JA; Jank, G; de Carvalho, JLM; Milhinhos, J;

Publication
2010 AMERICAN CONTROL CONFERENCE

Abstract
A new approach to gas leakage detection in high pressure distribution networks is proposed, where the pipeline is modelled as a Linear Parameter Varying (LPV) System driven by the source node mass flow with the pressure as the scheduling parameter, and the system output as the mass flow at the offtake. Using a recently proposed successive approximations LPV system subspace identification algorithm, the pipeline is thus identified from operational data. The leak is detected using a Kalman filter where the fault is treated as an augmented state. The effectiveness of this method is illustrated with an example with a mixture of real and simulated data.

2007

Derivation of a bilinear Kalman filter with autocorrelated inputs

Authors
dos Santos, PL; Ramos, JA;

Publication
PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-14

Abstract
In this paper we derive a set of approximate but general bilinear Kalman filter equations for a multiinput multi-output bilinear stochastic system driven by general autocorrelated inputs. The derivation is based on a convergent Picard sequence of linear stochastic state-space subsystems. We also derive necessary and sufficient conditions for a steady-state solution to exist. Provided all the eigenvalues of a chain of structured matrices are inside the unit circle, the approximate bilinear Kalman filter equations converge to a stationary value. When the input is a zero-mean white noise process, the approximate bilinear Kalman filter equations coincide with those of the well known bilinear Kalman filter model operating under white noise inputs.

2011

Special Issue on Applied LPV Modeling and Identification

Authors
Lovera, M; Novara, C; dos Santos, PL; Rivera, D;

Publication
IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY

Abstract

1990

Automatic transfer function synthesis from a Bode plot

Authors
Lopes dos Santos, P; Martins de Carvalho, JL;

Publication
Proceedings of the IEEE Conference on Decision and Control

Abstract
A novel algorithm that automatically identifies continuous-time transfer functions from Bode plots is presented. The identification is carried out in two stages. In the first one, the model order and 'good' guesses of the poles and zeros are obtained; in the second stage, estimates are refined by means of a modified Newton-Raphson algorithm. Because poles and zeros estimation only requires the magnitude curve, transport delays, if any, can be easily estimated by means of additional information supplied by the phase curve. The major and novel contribution of the proposed method resides in its first stage, where qualitative notions currently 'hidden' in the intuition of the designer are explicitly represented, yielding a simple optimization procedure that is not impaired by the presence of saddle points or local minima, and that converges very fast to the vicinity of the true solution. A detailed example is also provided to illustrate the value of the method.

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