NDLI: Local Polynomial Modeling and Variable Bandwidth Selection for Time-Varying Linear Systems

Content Provider	IEEE Xplore Digital Library
Author	Chan, S.C. Zhang, Z.G.
Copyright Year	1963
Abstract	This paper proposes a local polynomial modeling (LPM) approach and variable bandwidth selection (VBS) algorithm for identifying time-varying linear systems (TVLSs). The proposed method models the time-varying coefficients of a TVLS locally by polynomials, which can be estimated by least squares estimation with a kernel having a certain bandwidth. The asymptotic behavior of the proposed LPM estimator is studied, and the existence of an optimal local bandwidth which minimizes the local mean-square error is established. A new data-driven VBS algorithm is then proposed to estimate this optimal variable bandwidth adaptively and locally. An individual bandwidth is assigned for each coefficient instead of the whole coefficient vector so as to improve the accuracy in fast-varying systems encountered in fault detection and other applications. Important practical issues such as online implementation are also discussed. Simulation results show that the LPM-VBS method outperforms conventional TVLS identification methods, such as the recursive least squares algorithm and generalized random walk Kalman filter/smoother, in a wide variety of testing conditions, in particular, at moderate to high signal-to-noise ratio. Using local linearization, the LPM method is further extended to identify time-varying systems with mild nonlinearities. Simulation results show that the proposed LPM-VBS method can achieve a satisfactory performance for mildly nonlinear systems based on appropriate linearization. Finally, the proposed method is applied to a practical problem of voltage-flicker-tracking problem in power systems. The usefulness of the proposed approach is demonstrated by its improved performance over other conventional methods.
Sponsorship	IEEE Instrumentation and Measurement Society Bureau international des poids et mesures IEEE International Bureau of Weights and Measures (BIPM) URSI NBS Agency Ind. Sci. & Technol., Min. Int. Trade & Ind. Sci. Council Japan International Union of Pure and Applied Physics (IUPAP) NIST NRCC National Conference of Standards Laboratories (NCSL) Allen Osborne Associates Andeen-Hagerling, Inc. Ballantine Lab. Inc. Clarke-Hess Communications Research Corp. Fluke Corporation Guildline Instruments Hewlett-Packard Co. Julie Res. Lab. Inc. Keithley Instruments, Inc. Measurements International Ltd. Canada QuadTech Inc. Quantum Design Inc. Rotek Instrum. Corp. Tegam Inc. Tektronix Inc
Starting Page	1102
Ending Page	1117
Page Count	16
File Size	491102
File Format	PDF
ISSN	00189456
Volume Number	60
Issue Number	3
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-03-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Bandwidth Polynomials Time varying systems Estimation Mathematical model Kernel Linear systems time-varying linear systems (TVLSs) Bandwidth selection least squares (LS) local polynomial modeling (LPM) maximum-likelihood estimation system identification
Content Type	Text
Resource Type	Article
Subject	Instrumentation Electrical and Electronic Engineering

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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