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xidian university, china
���v�fractional order signal processing: techniques, applications and urgency
;n��� dr. yangquan chen, director of center for self-organizing and intelligent systems
(csois), associate professor of electrical and computer engineering, utah state
university, usa.
�e���2009-5-26�tuesday � 11�45-12�45�r�[ �
synopsis:
in recent years, fractional order signal processing (fosp) is becoming an active research
area, due to the demand on analysis of long-range dependence/ self-similarity in time series,
such as financial data, communications networks data and biocorrosion noise. we will show
that fosp is essentially based on the idea of fractional order calculus (foc).
fractional order calculus is a generalization of the differential and integral operators. it is
the root of the fractional systems described by fractional order differential equations. the
simplest fractional order dynamic systems include the fractional order integrators and
fractional order differentiators. the autoregressive fractional integrated moving average
(arfima) model is a typical fractional order system. it is a generalization of autoregressive
moving average (arma) model. the traditional models can only capture short-range
dependence; for example, poisson processes, markov processes, autoregressive (ar), moving
average (ma), autoregressive moving average (arma) and autoregressive integrated moving
average (arima) processes. for time series which possesses long-range dependence,
arfima models give a good fit. in lrd (long range dependent) processes, there is a strong
coupling between values at different times. this indicates that the decay of the
autocorrelation function is hyperbolic and decays slower than exponential decay, and that
the area under the function curve is infinite. we can also say that their autocorrelation
functions are power-law distributed. 1/f noise is a signal that possesses long-range
dependence. the power or square of some variable associated with the random process,
measured in a narrow bandwidth, is roughly proportional to reciprocal frequency. we will
illustrate that the 1/f noise could be the output of a fractional order system with input of
white noise. the degree of lrd in time series is analyzed by estimating their hurst
parameter. fractional fourier transform based estimator has been proved by this research to
have a better performance than the other existing estimators for many time series including
fractional gaussian noise, biocorrosion processes data and great salt lake
water-surface-elevation data. according to the concept of fractional fourier transform, some
other fractional linear transforms have been developed in the literature such as fractional
hartley transform, fractional sine transform and fractional cosine transform. a brief
explanation of fractals and fractional splines is presented. finally, a concise introduction to
fractional lower order moments (flom) or fractional lower order statistics (flos) and
fractional delay is presented to make the fosp techniques more inclusive. the purpose of
this lecture is to present a brief overview of various fractional order signal processing
techniques. meanwhile, through examples, we will show that in real world applications, we
need to use fosp techniques. as we pursue higher performance in the competitive world, we
feel an urgency in applying fosp techniques.
short biography of yangquan chen
yangquan chen is an associate professor of electrical
and computer engineering. his current areas of
research interests include: distributed measurement and
distributed control of distributed parameter systems
using mobile actuator and sensor networks,
mechatronics and controls (intelligent, optimal, robust,
nonlinear and adaptive), applied fractional calculus,
uav cooperative control for remote sensing and real
time water management and irrigation control. he holds
13 granted and 2 pending us patents. he is an author of
three research monographs (springer verlag 1999, 2007,
2009), six textbooks (siam press 2007; taylor &
francis/crc 2008 and tsinghua university press 2002,
2004, 2007, 2008) and over 100 refereed journal papers.
longer biography of yangquan chen
yangquan chen (sm 95 srm 98) received the b.s. degree in industrial automation from the
university of science and technology of beijing, beijing, china, in 1985, the m.s. degree in automatic
control from the beijing institute of technology, beijing, in 1989, and the ph.d. degree in advanced
control and instrumentation from the nanyang technological university, singapore, singapore, in
1998. he is currently an associate professor of electrical and computer engineering at utah state
university, logan, and the director of the center for self-organizing and intelligent systems. he is
the holder of 13 granted and two pending u.s. patents in various aspects of hard disk drive
servomechanics. he has published over 100 refereed journal papers, over 20 refereed book chapter
papers, over 200 refereed conference papers, and more than 50 industrial technical reports. he has
coauthored three research monographs �iterative learning control: convergence, robustness and
applications� (with changyun wen, lecture notes series in control and information science,
springer-verlag, 1999), � iterative learning control: robustness and monotonic convergence for
interval systems� (with hyo-sung ahn and kevin l. moore, communication and control engineering
series, springer-verlag, 2007), �optimal observation for cyber-physical systems
a fisher-information-matrix-based approach� (with song, z., sastry, c.r., tas, n.c., springer-verlag,
2009) and six textbooks �system simulation: techniques and applications based on
matlab/simulink� (with dingy� xue, tsinghua university press, beijing, china, april 2002), �solving
advanced applied mathematical problems using matlab� (with dingy� xue, tsinghua university press,
august 2004, 2nd edition nov. 2008), �solving control related mathematical problems using matlab�
(with dingy� xue, tsinghua university press, november 2007), �linear feedback control: analysis
and design with matlab� (with dingy� xue, siam press, philadelphia, pa, 2007) and "solving applied
mathematical problems with matlab" (with dingyu xue, crc press, nov. 2008). his current areas of
research interests include: distributed measurement and distributed control of distributed
parameter systems using mobile actuator and sensor networks, mechatronics and controls
(intelligent, optimal, robust, nonlinear and adaptive), applied fractional calculus, uav cooperative
control for remote sensing and real time water management and irrigation control. dr. chen is an
associate editor on the conference editorial board of the control systems society of the ieee and an
associate editor on the
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conference. he served as program chair for the asme/ieee international conference on mechatronics
and embedded systems applications (mesa), las vegas, nv, in 2007 and mesa09 san diego, ca, 2009
and program co-chair for the ieee international conference on mechatronics and automation for
2006 and 2007. he is a member of ama, awra, auvsi, asme, ieee, and the american society for
engineering education. he is an associate editor for acta montanistica slovaca and journal of
mechatronics and application (hindawi)
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