This paper proposes a novel Disturbance Observer, termed the High-Performance Disturbance Observer, which achieves more accurate disturbance estimation compared to the conventional disturbance observer, thereby delivering significant improvements in robustness and performance for motion control systems.

In recent years, several methods have been proposed for the discovery of causal structure from non-experimental data (Spirtes et al. 2000; Pearl 2000). Such methods make various assumptions on the data generating process to facilitate its identification from purely observational data. Continuing this line of research, we show how to discover the complete causal structure of continuous-valued data, under the assumptions that (a) the data generating process is linear, (b) there are no unobserved confounders, and (c) disturbance variables have non-gaussian distributions of non-zero variances. The solution relies on the use of the statistical method known as independent component analysis (ICA), and does not require any pre-specified time-ordering of the variables. We provide a complete Matlab package for performing this LiNGAM analysis (short for Linear Non-Gaussian Acyclic Model), and demonstrate the effectiveness of the method using artificially generated data.

An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of such models is a well-studied problem. However, existing methods have significant limitations. Methods based on conditional independencies (Spirtes et al. 1993; Pearl 2000) cannot distinguish between independence-equivalent models, whereas approaches purely based on Independent Component Analysis (Shimizu et al. 2006) are inapplicable to data which is partially Gaussian. In this paper, we generalize and combine the two approaches, to yield a method able to learn the model structure in many cases for which the previous methods provide answers that are either incorrect or are not as informative as possible. We give exact graphical conditions for when two distinct models represent the same family of distributions, and empirically demonstrate the power of our method through thorough simulations.

The estimation of linear causal models (also known as structural equation models) from data is a well-known problem which has received much attention in the past. Most previous work has, however, made an explicit or implicit assumption of gaussianity, limiting the identifiability of the models. We have recently shown (Shimizu et al, 2005; Hoyer et al, 2006) that for non-gaussian distributions the full causal model can be estimated in the no hidden variables case. In this contribution, we discuss the estimation of the model when confounding latent variables are present. Although in this case uniqueness is no longer guaranteed, there is at most a finite set of models which can fit the data. We develop an algorithm for estimating this set, and describe numerical simulations which confirm the theoretical arguments and demonstrate the practical viability of the approach. Full Matlab code is provided for all simulations.