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We present a novel problem formulation for model-free data-driven fault diagnosis, in which possible faults are diagnosed simultaneously to identifying the linear time-invariant system. This problem is practically relevant for systems whose model cannot be identified reliably prior to diagnosing possible faults, for instance when operating conditions change over time, when a fault is already present before system identification is carried out, or when the system dynamics change due to the presence of the fault. A computationally attractive solution is proposed by solving the problem using unconstrained convex optimization, where the objective function consists of three terms of which two are non-differentiable. An additional recursive implementation based on a proximal algorithm is presented in order to solve the optimization problem online. The numerical results on a buck converter show the application of the proposed solution both offline and online. [ABSTRACT FROM AUTHOR]

We report on a universal sample-independent sensorless adaptive optics method, based on modal optimization of the second moment of the fluorescence emission from a point-like excitation. Our method employs a sample-independent precalibration, performed only once for the particular system, to establish the direct relation between the image quality and the aberration. The method is potentially applicable to any form of microscopy with epifluorescence detection, including the practically important case of incoherent fluorescence emission from a three dimensional object, through minor hardware modifications. We have applied the technique successfully to a widefield epifluorescence microscope and to a multiaperture confocal microscope. [ABSTRACT FROM AUTHOR]

In a follow up to a previous paper where a model was presented for intra-day volume dynamics, we use wavelet decomposition for model parameter estimation. We run Monte-Carlo simulations of the model with these estimated parameters and compare with observed volume curves. This model in its calibrated form can be used for various execution strategies, e.g. in estimation of potential slippage deviations from VWAP benchmarks. [ABSTRACT FROM AUTHOR]