Improved pruning algorithm for Gaussian mixture probability hypothesis density filter

With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved pruning algorithm for the GM-PHD filter, which utilizes not only the Gaussian components’ means and covariance, but their weights as a new criterion to improve the estimate accuracy of the conventional pruning algorithm for tracking very closely proximity targets. Moreover, it solves the end-less while-loop problem without the need of a second merging step. Simulation results show that this improved algorithm is easier to implement and more robust than the formal ones.

Developing theory of probability density function for stochastic modeling of turbulent gas-particle flows

Turbulent gas-particle flows are studied by a kinetic description using a prob- ability density function （PDF）. Unlike other investigators deriving the particle Reynolds stress equations using the PDF equations, the particle PDF transport equations are di- rectly solved either using a finite-difference method for two-dimensional （2D） problems or using a Monte-Carlo （MC） method for three-dimensional （3D） problems. The proposed differential stress model together with the PDF （DSM-PDF） is used to simulate turbulent swirling gas-particle flows. The simulation results are compared with the experimental results and the second-order moment （SOM） two-phase modeling results. All of these simulation results are in agreement with the experimental results, implying that the PDF approach validates the SOM two-phase turbulence modeling. The PDF model with the SOM-MC method is used to simulate evaporating gas-droplet flows, and the simulation results are in good agreement with the experimental results.

Auxiliary error and probability density function based neuro-fuzzy model and its application in batch processes

This paper focuses on resolving the identification problem of a neuro-fuzzy model(NFM) applied in batch processes. A hybrid learning algorithm is introduced to identify the proposed NFM with the idea of auxiliary error model and the identification principle based on the probability density function(PDF). The main contribution is that the NFM parameter updating approach is transformed into the shape control for the PDF of modeling error. More specifically, a virtual adaptive control system is constructed with the aid of the auxiliary error model and then the PDF shape control idea is used to tune NFM parameters so that the PDF of modeling error is controlled to follow a targeted PDF, which is in Gaussian or uniform distribution. Examples are used to validate the applicability of the proposed method and comparisons are made with the minimum mean square error based approaches.

Identification of Neuro-Fuzzy Hammerstein Model Based on Probability Density Function

A new identification method of neuro-uzzy Hammerstein model based on probability density function(PDF) is presented,which is different from the idea that mean squared error(MSE) is employed as the index function in traditional identification methods.Firstly,a neuro-fuzzy based Hammerstein model is constructed to describe the nonlinearity of Hammerstein process without any prior process knowledge.Secondly,a kind of special test signal is used to separate the link parts of the Hammerstein model.More specifically,the conception of PDF is introduced to solve the identification problem of the neuro-fuzzy Hammerstein model.The antecedent parameters are estimated by a clustering algorithm,while the consequent parameters of the model are identified by designing a virtual PDF control system in which the PDF of the modeling error is estimated and controlled to converge to the target.The proposed method not only guarantees the accuracy of the model but also dominates the spatial distribution of PDF of the model error to improve the generalization ability of the model.Simulated results show the effectiveness of the proposed method.

Robust Frequency Estimation Under Additive Symmetric α-Stable Gaussian Mixture Noise

Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators.

A Probabilistic Trust Model and Control Algorithm to Protect 6G Networks against Malicious Data Injection Attacks in Edge Computing Environments

Future 6G communications are envisioned to enable a large catalogue of pioneering applications.These will range from networked Cyber-Physical Systems to edge computing devices,establishing real-time feedback control loops critical for managing Industry 5.0 deployments,digital agriculture systems,and essential infrastructures.The provision of extensive machine-type communications through 6G will render many of these innovative systems autonomous and unsupervised.While full automation will enhance industrial efficiency significantly,it concurrently introduces new cyber risks and vulnerabilities.In particular,unattended systems are highly susceptible to trust issues:malicious nodes and false information can be easily introduced into control loops.Additionally,Denialof-Service attacks can be executed by inundating the network with valueless noise.Current anomaly detection schemes require the entire transformation of the control software to integrate new steps and can only mitigate anomalies that conform to predefined mathematical models.Solutions based on an exhaustive data collection to detect anomalies are precise but extremely slow.Standard models,with their limited understanding of mobile networks,can achieve precision rates no higher than 75%.Therefore,more general and transversal protection mechanisms are needed to detect malicious behaviors transparently.This paper introduces a probabilistic trust model and control algorithm designed to address this gap.The model determines the probability of any node to be trustworthy.Communication channels are pruned for those nodes whose probability is below a given threshold.The trust control algorithmcomprises three primary phases,which feed themodel with three different probabilities,which are weighted and combined.Initially,anomalous nodes are identified using Gaussian mixture models and clustering technologies.Next,traffic patterns are studied using digital Bessel functions and the functional scalar product.Finally,the information coherence and content are analyzed.The noise content and abnormal information sequences are detected using a Volterra filter and a bank of Finite Impulse Response filters.An experimental validation based on simulation tools and environments was carried out.Results show the proposed solution can successfully detect up to 92%of malicious data injection attacks.

Establishment Method of a Mixture Model and Its Practical Application for Transmission Gears in an Engineering Vehicle

Highly versatile machines, such as wheel loaders, forklifts, and mining haulers, are subject to many kinds of working conditions, as well as indefinite factors that lead to the complexity of the load. The load probability distribution function （PDF） of transmission gears has many distributions centers; thus, its PDF cannot be well represented by just a single-peak function. For the purpose of representing the distribution characteristics of the complicated phenomenon accurately, this paper proposes a novel method to establish a mixture model. Based on linear regression models and correlation coefficients, the proposed method can be used to automatically select the best-fitting function in the mixture model. Coefficient of determination, the mean square error, and the maximum deviation are chosen and then used as judging criteria to describe the fitting precision between the theoretical distribution and the corresponding histogram of the available load data. The applicability of this modeling method is illustrated by the field testing data of a wheel loader. Meanwhile, the load spectra based on the mixture model are compiled. The comparison results show that the mixture model is more suitable for the description of the load-distribution characteristics. The proposed research improves the flexibility and intelligence of modeling, reduces the statistical error and enhances the fitting accuracy, and the load spectra complied by this method can better reflect the actual load characteristic of the gear component.

Statistic PID Tracking Control for Non-Gaussian Stochastic Systems Based on T-S Fuzzy Model

A new robust proportional-integral-derivative （PID） tracking control framework is considered for stochastic systems with non-Gaussian variable based on B-spline neural network approximation and T-S fuzzy model identification. The tracked object is the statistical information of a given target probability density function （PDF）, rather than a deterministic signal. Following B-spline approximation to the integrated performance function, the concerned problem is transferred into the tracking of given weights. Different from the previous related works, the time delay T-S fuzzy models with the exogenous disturbances are applied to identify the nonlinear weighting dynamics. Meanwhile, the generalized PID controller structure and the improved convex linear matrix inequalities （LMI） algorithms are proposed to fulfil the tracking problem. Furthermore, in order to enhance the robust performance, the peak-to-peak measure index is applied to optimize the tracking performance. Simulations are given to demonstrate the efficiency of the proposed approach.

A NEW DATA ASSOCIATION ALGORITHM USING PROBABILITY HYPOTHESIS DENSITY FILTER

Probability Hypothesis Density (PHD) filtering approach has shown its advantages in tracking time varying number of targets even when there are noise,clutter and misdetection. For linear Gaussian Mixture (GM) system,PHD filter has a closed form recursion (GMPHD). But PHD filter cannot estimate the trajectories of multi-target because it only provides identity-free estimate of target states. Existing data association methods still remain a big challenge mostly because they are com-putationally expensive. In this paper,we proposed a new data association algorithm using GMPHD filter,which significantly alleviated the heavy computing load and performed multi-target trajectory tracking effectively in the meantime.

MULTITARGET STATE AND TRACK ESTIMATION FOR THE PROBABILITY HYPOTHESES DENSITY FILTER

The particle Probability Hypotheses Density (particle-PHD) filter is a tractable approach for Random Finite Set (RFS) Bayes estimation, but the particle-PHD filter can not directly derive the target track. Most existing approaches combine the data association step to solve this problem. This paper proposes an algorithm which does not need the association step. Our basic ideal is based on the clustering algorithm of Finite Mixture Models (FMM). The intensity distribution is first derived by the particle-PHD filter, and then the clustering algorithm is applied to estimate the multitarget states and tracks jointly. The clustering process includes two steps: the prediction and update. The key to the proposed algorithm is to use the prediction as the initial points and the convergent points as the es- timates. Besides, Expectation-Maximization (EM) and Markov Chain Monte Carlo (MCMC) ap- proaches are used for the FMM parameter estimation.

An Aircraft Trajectory Anomaly Detection Method Based on Deep Mixture Density Network

The timely and accurately detection of abnormal aircraft trajectory is critical to improving flight safety.However,the existing anomaly detection methods based on machine learning cannot well characterize the features of aircraft trajectories.Low anomaly detection accuracy still exists due to the high-dimensionality,heterogeneity and temporality of flight trajectory data.To this end,this paper proposes an abnormal trajectory detection method based on the deep mixture density network(DMDN)to detect flights with unusual data patterns and evaluate flight trajectory safety.The technique consists of two components:Utilization of the deep long short-term memory(LSTM)network to encode features of flight trajectories effectively,and parameterization of the statistical properties of flight trajectory using the Gaussian mixture model(GMM).Experiment results on Guangzhou Baiyun International Airport terminal airspace show that the proposed method can effectively capture the statistical patterns of aircraft trajectories.The model can detect abnormal flights with elevated risks and its performance is superior to two mainstream methods.The proposed model can be used as an assistant decision-making tool for air traffic controllers.

THE PROBABILITY HYPOTHESIS DENSITY FILTER WITH EVIDENCE FUSION

The original Probability Hypothesis Density (PHD) filter is a tractable algorithm for Multi-Target Tracking (MTT) in Random Finite Set (RFS) frameworks. In this paper,we introduce a novel Evidence PHD (E-PHD) filter which combines the Dempster-Shafer (DS) evidence theory. The proposed filter can deal with the uncertain information,thus it forms target track. We mainly discusses the E-PHD filter under the condition of linear Gaussian. Research shows that the E-PHD filter has an analytic form of Evidence Gaussian Mixture PHD (E-GMPHD). The final experiment shows that the proposed E-GMPHD filter can derive the target identity,state,and number effectively.

基于高斯混合模型的采煤工作面冲击危险性评价

【目的】深入了解声发射或微震能量分布所蕴含的概率学信息,对于工作面回采过程中的冲击危险性评价具有重要意义。【方法】以陕西大佛寺煤矿4号煤层40111工作面作为工程背景,运用物理相似模拟实验、理论分析、现场监测等相关方法进行分析,研究了声发射监测数据在回采过程中的演化规律,阐明了声发射能量概率分布呈现波动性的物理意义,提出了基于高斯混合模型(Gaussianminture model,GMM)及置信区间的冲击危险性评价指标模型,并由现场微震数据进行验证。【结果和结论】结果表明:回采过程中上覆岩层周期性垮落并伴随声发射能量的集中释放。总能量的概率密度函数呈现多自由度的非对称分布,通过对比残差平方和等多项拟合效果指标,确定高斯混合模型为最佳拟合模型。基于EM(expectation maximization)算法的GMM聚类分析,将声发射事件总能量分布划分为两类:高频低能型和低频高能型,其中低频高能型与冲击事件的突发性和高能量破坏特征一致。依据概率-能量梯度变化特征,对工作面开采过程中冲击危险性进行了评估。研究成果为采煤工作面冲击危险性评价提供了概率学上的创新思路,具有在冲击地压监测预警及后续防治中的潜在应用价值。

A Fully Pipelined Probability Density Function Engine for Gaussian Copula Model

The Gaussian Copula Probability Density Function （PDF） plays an important role in the fields of finance, hydrological modeling, biomedical study, and texture retrieval. However, the existing schemes for evaluating the Gaussian Copula PDF are all computationally-demanding and generally the most time-consuming part in the corresponding applications. In this paper, we propose an FPGA-based design to accelerate the computation of the Gaussian Copula PDF. Specifically, the evaluation of the Gaussian Copula PDF is mapped into a fully-pipelined FPGA dataflow engine by using three optimization steps： transforming the calculation pattern, eliminating constant computations from hardware logic, and extending calculations to multiple pipelines. In the experiments on 10 typical large-scale data sets, our FPGA-based solution shows a maximum of 1870 times speedup over a well-tuned single- core CPU-based solution, and 610 times speedup over a well-optimized parallel quad-core CPU-based solution when processing two-dimensional data.

无源声呐水下多目标融合跟踪方法

针对海洋环境噪声导致弱目标在不同子频带检测结果差异较大,致使以全频带探测结果为输入的跟踪算法出现性能退化的问题,提出一种子带融合跟踪方法。该方法利用改进的高斯混合概率假设密度滤波器对各频率子带输出的方位估计结果进行跟踪,并采用广义协方差交集准则对子带跟踪结果进行融合,以获得综合各子带信息的跟踪结果。仿真结果表明,所提方法可以提高弱目标在各子带信噪比不均衡情况下的跟踪能力,且运算时间与对比方法较为接近。海试数据处理结果进一步验证了所提方法的有效性。

铁道车辆轴箱振动非高斯特征与分布研究

以对铁道车辆轴箱振动非高斯特征与分布为对象开展研究。基于列车线路轴箱实测加速度信号,提取由轨道冲击引起的轴箱振动特征非高斯信号。使用多个概率密度函数(Probability Density Function,PDF)模型对实测信号进行拟合,并与实测特征信号的经验分布进行对比,评估各模型对轴箱特征非高斯信号的拟合精度。基于W-H非线性变换模型,建立一种非高斯信号模拟方法。利用模拟信号分析非高斯特征对各模型拟合精度的影响。结果表明:列车在行驶过程中具有非高斯特征,当列车经过轨道焊接接头、道岔与波磨路段时,由于轮轨冲击,非高斯特征明显增大,车轮多边形对信号非高斯特征几乎没有影响;基于W-H模型的非线性变换法,可以在保证模拟信号功率谱与指定功率谱基本一致的情况下,进行不同非高斯特征的信号模拟;高斯混合模型能够对铁道车辆非高斯信号较为准确地拟合;随着模拟非高斯信号峭度与偏度的增大,各模型与经验分布的相对误差也会增大,其中高斯混合模型拟合精度相对较高。

基于高斯混合模型的分布因子聚类方法

随着信息技术的发展,人类社会产生的数据规模越来越庞大、形式越来越复杂,对聚类分析形成了巨大挑战。在越来越多的应用场景中,观测数据具有相互关联、层次嵌套的结构,使传统聚类方法难以直接适用。通常的解决方案是采用特征工程方法将观测信息压缩为低维特征向量进行聚类,但这将带来不可避免的信息损失。为充分利用观测数据,本文以分布函数表示聚类对象,大幅降低信息损失,进而提出基于高斯混合模型的分布因子模型。该模型将聚类对象的观测数据分解为两部分,一是以高斯成分表示的公共因子,反映数据中具有共性的典型模式;二是载荷矩阵,矩阵中每个载荷向量反映个体的异质性特征。估计得到载荷向量后即可对不同个体实现聚类划分。本文提出的方法具有优良的统计学效率,能够证明在一定假设条件下聚类误差率能够随着观测个体数目的发散而趋近于0。基于模拟数据和股票收益、大气污染实际数据的实验表明,该方法能够区分具有不同特征模式的个体,解决多维数据的分布函数聚类问题,并为金融风险管理、空气质量的差异化治理等现实问题提供决策支持。

计算高效的分布式多传感器PHD融合方法

基于广义协方差交集(GCI)融合理论,提出一种计算高效的分布式多传感器多目标跟踪算法,其中概率假设密度(PHD)滤波器在每个传感器节点运行,进行滤波处理。GCI用于融合多个PHD时,融合密度包括大量融合假设,这些假设随着高斯分量的数量增加呈指数增长。因此,GCI融合在实际运行中往往难以计算。为了提高多传感器融合的运算效率,文中通过距离度量将高斯分量聚类,然后进行孤立。距离度量可计算出目标融合后的密度权重,丢弃权重可忽略不计的融合假设,就能够构建简化的近似密度函数。分析表明,所提出的融合算法相较于传统的GCI融合算法,计算效率能够呈倍数提升。在先后出现12个目标的仿真场景中,通过实验验证了所提融合算法的有效性。

基于高斯混合模型及EM算法的建筑工程数据预警治理方法

结合初期雨水调蓄大直径顶管工程的实际设计及施工经验,对软弱地层条件下长距离大直径平行双管曲线顶管在设计及施工过程中存在的重点难点问题进行总结,并对顶管过程中的顶力及管周摩阻力做了深入分析研究,有针对性地提出了相应的解决方案,使该顶管工程顺利贯通。建筑工程行业在现代社会中发挥着重要的经济和社会作用,然而,它也伴随着诸多风险和不确定性。为了有效地管理和预测这些风险,本文提出了一种基于高斯混合模型(GMM)和期望最大化(EM)算法的数据预警治理方法。该方法旨在通过对建筑工程数据的建模和分析,提前识别潜在的问题和风险,从而改善工程项目的管理和决策。

生物氧化预处理过程pH值随机分布控制方法研究

生物氧化预处理过程中氧化槽pH值是影响细菌活性的关键因素之一,而pH值输出形态分布不符合高斯分布,使传统的均值和方差难以描述输出pH值分布,本文提出一种对矿浆输出pH的概率密度函数(PDF)统计信息控制方法。首先,采用B样条逼近矿浆输出pH值的PDF统计信息;其次,针对权值向量之间的关系,利用动态神经网络(DNN)建立控制输入和权值向量之间的非线性动态模型,基于建立pH的PDF统计信息权值模型,设计滑模变结构控制器,通过构造Lyapunov函数进行稳定性分析;最后,实现输出PDF统计信息对目标PDF统计信息的跟踪。仿真结果验证了所提方法的有效性,为生物氧化预处理过程提供了新方法。