The input uk and output yk of the multivariate ARMAX system A(x)yk = B(z)uk + C(z)wk are observed with noises: uk^ob△=uk + εk^u and yk^ob △=yk+ εk^y, where εk^u and εk^y denote the observation noises. ...The input uk and output yk of the multivariate ARMAX system A(x)yk = B(z)uk + C(z)wk are observed with noises: uk^ob△=uk + εk^u and yk^ob △=yk+ εk^y, where εk^u and εk^y denote the observation noises. Such kind of systems are called errors-in-variables (EIV) systems. In the paper, recursive algorithms based on observations are proposed for estimating coefficients of A(z), B(z), C(z), and the covariance matrix Rw of wk without requiring higher than the second order statistics. The algorithms are convenient for computation and are proved to converge to the system coefficients under reasonable conditions. An illustrative example is provided, and the simulation results are shown to be consistent with the theoretical analysis.展开更多
为探究车-桥耦合系统可靠性的效率和精度,建立列车-桥梁的耦合振动模型,并采用自回归方法模拟轨道不平顺.回顾ARMAX(auto-regressive moving average exogenous)模型的基本原理,提出了基于ARMAX代理模型的车-桥耦合系统可靠性分析框架;...为探究车-桥耦合系统可靠性的效率和精度,建立列车-桥梁的耦合振动模型,并采用自回归方法模拟轨道不平顺.回顾ARMAX(auto-regressive moving average exogenous)模型的基本原理,提出了基于ARMAX代理模型的车-桥耦合系统可靠性分析框架;利用代理模型获得列车响应预测值,并与直接蒙特卡罗模拟(monte carlo simulation,MCS)法结果进行对比,探讨了代理模型在分析行车安全时的计算精度和可靠性分析效率.结果表明:代理模型预测列车竖向和横向加速度响应的效率显著高于MCS法,约为3个数量级;预测竖向、横向车体加速度的精度分别为98.66%、86.55%,求解精度较好,可显著提高车-桥耦合系统可靠性分析的效率.展开更多
基金Supported by the National Natural Science Foundation of China (Grant Nos. 60821091, 60874001)the National Laboratory of Space Intelligent Control
文摘The input uk and output yk of the multivariate ARMAX system A(x)yk = B(z)uk + C(z)wk are observed with noises: uk^ob△=uk + εk^u and yk^ob △=yk+ εk^y, where εk^u and εk^y denote the observation noises. Such kind of systems are called errors-in-variables (EIV) systems. In the paper, recursive algorithms based on observations are proposed for estimating coefficients of A(z), B(z), C(z), and the covariance matrix Rw of wk without requiring higher than the second order statistics. The algorithms are convenient for computation and are proved to converge to the system coefficients under reasonable conditions. An illustrative example is provided, and the simulation results are shown to be consistent with the theoretical analysis.
文摘为探究车-桥耦合系统可靠性的效率和精度,建立列车-桥梁的耦合振动模型,并采用自回归方法模拟轨道不平顺.回顾ARMAX(auto-regressive moving average exogenous)模型的基本原理,提出了基于ARMAX代理模型的车-桥耦合系统可靠性分析框架;利用代理模型获得列车响应预测值,并与直接蒙特卡罗模拟(monte carlo simulation,MCS)法结果进行对比,探讨了代理模型在分析行车安全时的计算精度和可靠性分析效率.结果表明:代理模型预测列车竖向和横向加速度响应的效率显著高于MCS法,约为3个数量级;预测竖向、横向车体加速度的精度分别为98.66%、86.55%,求解精度较好,可显著提高车-桥耦合系统可靠性分析的效率.