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
为了解决传统农机导航系统中前轮转角测量传感器不易安装、维护困难以及转角估计不准确等问题,本文提出了一种基于受控自回归滑动平均模型和卡尔曼滤波器的组合模型(Auto-regressive moving average with exogenous input-Kalman filter...为了解决传统农机导航系统中前轮转角测量传感器不易安装、维护困难以及转角估计不准确等问题,本文提出了一种基于受控自回归滑动平均模型和卡尔曼滤波器的组合模型(Auto-regressive moving average with exogenous input-Kalman filter,ARMAX-KF)与速度补偿的拖拉机无前轮传感器转角估计方法。首先,利用Hammerstein非线性系统对拖拉机的转向系统建模,并采用递归最小二乘法(Recursive least squares method,RLS)将其辨识为ARMAX模型;其次,对后轮轴中心接地点速度进行杆臂误差补偿;最后,提出了ARMAX-KF方法,利用卡尔曼滤波器的校正特性,以拖拉机的运动学转角作为观测值,修正ARMAX模型预测的转角速度积分值,从而估计拖拉机的前轮转角。在速度杆臂补偿测量方法试验验证中,补偿后运动学转角平均绝对误差为1.110°,标准差为1.727°,相比补偿前分别减少61.13%和31.55%;在动态转角试验中,ARMAX模型预测的转角速度标准差为2.439(°)/s,相比采用固定传动比方法误差减少56.58%;采用基于ARMAX-KF的前轮转角估计绝对平均误差为0.649°,标准差为0.371°,相比采用固定传动比和卡尔曼滤波器的方法分别减少56.9%和78.82%;在直线导航跟踪试验中,采用基于ARMAX-KF的前轮转角估计标准差为0.649°,本文提出的方法提高了转角估计精度和农机导航作业质量。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.
文摘为了解决传统农机导航系统中前轮转角测量传感器不易安装、维护困难以及转角估计不准确等问题,本文提出了一种基于受控自回归滑动平均模型和卡尔曼滤波器的组合模型(Auto-regressive moving average with exogenous input-Kalman filter,ARMAX-KF)与速度补偿的拖拉机无前轮传感器转角估计方法。首先,利用Hammerstein非线性系统对拖拉机的转向系统建模,并采用递归最小二乘法(Recursive least squares method,RLS)将其辨识为ARMAX模型;其次,对后轮轴中心接地点速度进行杆臂误差补偿;最后,提出了ARMAX-KF方法,利用卡尔曼滤波器的校正特性,以拖拉机的运动学转角作为观测值,修正ARMAX模型预测的转角速度积分值,从而估计拖拉机的前轮转角。在速度杆臂补偿测量方法试验验证中,补偿后运动学转角平均绝对误差为1.110°,标准差为1.727°,相比补偿前分别减少61.13%和31.55%;在动态转角试验中,ARMAX模型预测的转角速度标准差为2.439(°)/s,相比采用固定传动比方法误差减少56.58%;采用基于ARMAX-KF的前轮转角估计绝对平均误差为0.649°,标准差为0.371°,相比采用固定传动比和卡尔曼滤波器的方法分别减少56.9%和78.82%;在直线导航跟踪试验中,采用基于ARMAX-KF的前轮转角估计标准差为0.649°,本文提出的方法提高了转角估计精度和农机导航作业质量。
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.