Identification of Black-Box Wave Propagation Models Using Large-Scale Convex Optimization
نویسندگان
چکیده
In this paper, we propose a novel approach to the identification of multiple-input multiple-output (MIMO) wave propagation models having a common-denominator pole-zero parametrization. We show how the traditional, purely data-based identification approach can be improved by incorporating a physical wave propagation model, in the form of a spatiotemporally discretized version of the wave equation. If the wave equation is discretized by means of the finite element method (FEM), a high-dimensional yet highly sparse linear set of equations is obtained that can be imposed at those frequencies where a high-resolution model estimate is desired. The proposed identification approach then consists in sequentially solving two largescale convex optimization problems: a sparse approximation problem for estimating the point source positions required in the FEM, and an equality-constrained quadratic program (QP) for estimating the common-denominator pole-zero model parameters. A simulation example for the case of indoor acoustic wave propagation is provided to illustrate the benefits of the proposed approach.
منابع مشابه
A A Competitive Divide-and-Conquer Algorithm for Unconstrained Large-Scale Black-Box Optimization
This paper proposes a competitive divide-and-conquer algorithm for solving large-scale black-box optimization problems, where there are thousands of decision variables, and the algebraic models of the problems are unavailable. We focus on problems that are partially additively separable, since this type of problem can be further decomposed into a number of smaller independent sub-problems. The ...
متن کاملStructured Kernel Based Modeling: An Exploration in Short-Term Load Forecasting
This paper considers an exploratory modeling strategy applied to a large scale reallife problem of power load forecasting. Different model structures are considered, including Autoregressive models with eXogenous inputs (ARX), Nonlinear Autoregressive models with eXogenous inputs (NARX), both of which are also extended to incorporate residuals that follow an Autoregressive (AR) process (AR-(N)A...
متن کاملNew Approaches to the Identification of Semi-mechanistic Process Models
In process engineering, mostly first-principles models derived from dynamic mass, energy and momentum balances are used. When the process is not perfectly known, the unknown parts of the first principles model should be represented by black-box models, e.g. by neural networks. This paper is devoted to the identification and application of such hybrid models. For the identification of the neural...
متن کاملOn Lower Complexity Bounds for Large-Scale Smooth Convex Optimization
We derive lower bounds on the black-box oracle complexity of large-scale smooth convex minimization problems, with emphasis on minimizing smooth (with Hölder continuous, with a given exponent and constant, gradient) convex functions over high-dimensional ‖ · ‖p-balls, 1 ≤ p ≤ ∞. Our bounds turn out to be tight (up to logarithmic in the design dimension factors), and can be viewed as a substanti...
متن کاملFast Bundle-level Type Methods for Unconstrained and Ball-constrained Convex Optimization∗
It has been shown in [14] that the accelerated prox-level (APL) method and its variant, the uniform smoothing level (USL) method, have optimal iteration complexity for solving black-box and structured convex programming problems without requiring the input of any smoothness information. However, these algorithms require the assumption on the boundedness of the feasible set and their efficiency ...
متن کامل