针对风洞试验模型系统辨识不准确的问题,利用自适应LMS(least mean square)滤波器模型对跨声速风洞模型进行系统辨识。由于实测信号中存在多模态耦合,为了提高系统辨识精准度,首先对输入输出信号作了FRF(frequency response analysis)...针对风洞试验模型系统辨识不准确的问题,利用自适应LMS(least mean square)滤波器模型对跨声速风洞模型进行系统辨识。由于实测信号中存在多模态耦合,为了提高系统辨识精准度,首先对输入输出信号作了FRF(frequency response analysis)分析得到试验模型俯仰方向前两阶模态,其次利用快速Fourier变换进行模态解耦,接着利用自适应LMS滤波器模型、传递函数模型、多项式模型对俯仰方向单模态进行系统辨识,最后得到了基于自适应LMS滤波器模型的俯仰方向一阶、二阶模态滤波器系数。通过对比不同数学模型的输出与输入之间的相关系数和均方误差及辨识结果,表明自适应LMS滤波器模型具有更高的系统辨识精准度和更简洁的数学模型结构。为后续风洞试验模型振动主动控制计算法的设计提供有力支撑。展开更多
This paper applies bootstrap methods to LM tests(including LM-lag test and LM-error test) for spatial dependence in panel data models with fixed effects, and removes fixed effects based on orthogonal transformation me...This paper applies bootstrap methods to LM tests(including LM-lag test and LM-error test) for spatial dependence in panel data models with fixed effects, and removes fixed effects based on orthogonal transformation method proposed by Lee and Yu(2010). The consistencies of LM tests and their bootstrap versions are proved, and then some asymptotic refinements of bootstrap LM tests are obtained. It shows that the convergence rate of bootstrap LM tests is O((N T)-2) and that of fast double bootstrap LM tests is O((NT)-5/2). Extensive Monte Carlo experiments suggest that,compared to aysmptotic LM tests, the size of bootstrap LM tests gets closer to the nominal level of signifiance, and the power of bootstrap LM tests is higher, especially in the cases with small spatial correlation. Moreover, when the error is not normal or with heteroskedastic, asymptotic LM tests suffer from severe size distortion, but the size of bootstrap LM tests is close to the nominal significance level.Bootstrap LM tests are superior to aysmptotic LM tests in terms of size and power.展开更多
文摘针对风洞试验模型系统辨识不准确的问题,利用自适应LMS(least mean square)滤波器模型对跨声速风洞模型进行系统辨识。由于实测信号中存在多模态耦合,为了提高系统辨识精准度,首先对输入输出信号作了FRF(frequency response analysis)分析得到试验模型俯仰方向前两阶模态,其次利用快速Fourier变换进行模态解耦,接着利用自适应LMS滤波器模型、传递函数模型、多项式模型对俯仰方向单模态进行系统辨识,最后得到了基于自适应LMS滤波器模型的俯仰方向一阶、二阶模态滤波器系数。通过对比不同数学模型的输出与输入之间的相关系数和均方误差及辨识结果,表明自适应LMS滤波器模型具有更高的系统辨识精准度和更简洁的数学模型结构。为后续风洞试验模型振动主动控制计算法的设计提供有力支撑。
基金supported by the National Natural Science Foundation of China(71271088)Beijing Municipal Social Science Foundation(15JGB072)Humanity and Social Science Youth Foundation of Ministry of Education of China(15YJCZH122)
文摘This paper applies bootstrap methods to LM tests(including LM-lag test and LM-error test) for spatial dependence in panel data models with fixed effects, and removes fixed effects based on orthogonal transformation method proposed by Lee and Yu(2010). The consistencies of LM tests and their bootstrap versions are proved, and then some asymptotic refinements of bootstrap LM tests are obtained. It shows that the convergence rate of bootstrap LM tests is O((N T)-2) and that of fast double bootstrap LM tests is O((NT)-5/2). Extensive Monte Carlo experiments suggest that,compared to aysmptotic LM tests, the size of bootstrap LM tests gets closer to the nominal level of signifiance, and the power of bootstrap LM tests is higher, especially in the cases with small spatial correlation. Moreover, when the error is not normal or with heteroskedastic, asymptotic LM tests suffer from severe size distortion, but the size of bootstrap LM tests is close to the nominal significance level.Bootstrap LM tests are superior to aysmptotic LM tests in terms of size and power.
