The accurate estimation of parameters is the premise for establishing a high-fidelity simulation model of a valve-controlled cylinder system.Bench test data are easily obtained,but it is challenging to emulate actual ...The accurate estimation of parameters is the premise for establishing a high-fidelity simulation model of a valve-controlled cylinder system.Bench test data are easily obtained,but it is challenging to emulate actual loads in the research on parameter estimation of valve-controlled cylinder system.Despite the actual load information contained in the operating data of the control valve,its acquisition remains challenging.This paper proposes a method that fuses bench test and operating data for parameter estimation to address the aforementioned problems.The proposed method is based on Bayesian theory,and its core is a pool fusion of prior information from bench test and operating data.Firstly,a system model is established,and the parameters in the model are analysed.Secondly,the bench and operating data of the system are collected.Then,the model parameters and weight coefficients are estimated using the data fusion method.Finally,the estimated effects of the data fusion method,Bayesian method,and particle swarm optimisation(PSO)algorithm on system model parameters are compared.The research shows that the weight coefficient represents the contribution of different prior information to the parameter estimation result.The effect of parameter estimation based on the data fusion method is better than that of the Bayesian method and the PSO algorithm.Increasing load complexity leads to a decrease in model accuracy,highlighting the crucial role of the data fusion method in parameter estimation studies.展开更多
For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorit...For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis (DESA) method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.展开更多
The non-linearity problem of aircraft system could not be overcome by using the MEMS sensor only.In order to improve the accuracy of aerial vehicle attitude,an aircraft attitude estimation of the MEMS sensor based on ...The non-linearity problem of aircraft system could not be overcome by using the MEMS sensor only.In order to improve the accuracy of aerial vehicle attitude,an aircraft attitude estimation of the MEMS sensor based on modified particle filter is proposed.The aircraft attitude is optimized by the conjugate gradient method,and the drift error of gyroscope is reduced.Moreover,the particle weight is updated by the observed value to obtain an optimized state estimate.Finally,the conjugate gradient method and the modified particle filter are weightily combined to determine the optimal weighting factor.The attitude estimation is carried out with STM32 and MEMS sensor as the core to design system.The experimental results show that the static and dynamic attitude estimation performances of the aircraft are improved.The performances are well,the attitude data is relatively stable,and the tracking characteristics are better.Moreover,it has better robustness and stability.展开更多
The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the...The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the autoregressive moving average (ARMA) innovation model, a new information fusion white noise deconvolution estimator is presented for the general multisensor systems with different local dynamic models and correlated noises. It can handle the input white noise fused filtering, prediction and smoothing problems, and it is applicable to systems with colored measurement noises. It is locally optimal, and is globally suboptimal. The accuracy of the fuser is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with Bernoulli-Gaussian input white noise shows the effectiveness and performances.展开更多
Several nondestructive assay (NDA) methods to quantify special nuclear materials use calibration curves that are linear in the predictor, either directly or as an intermediate step. The linear response model is also o...Several nondestructive assay (NDA) methods to quantify special nuclear materials use calibration curves that are linear in the predictor, either directly or as an intermediate step. The linear response model is also often used to illustrate the fundamentals of calibration, and is the usual detector behavior assumed when evaluating detection limits. It is therefore important for the NDA community to have a common understanding of how to implement a linear calibration according to the common method of least squares and how to assess uncertainty in inferred nuclear quantities during the prediction stage following calibration. Therefore, this paper illustrates regression, residual diagnostics, effect of estimation errors in estimated variances used for weighted least squares, and variance propagation in a form suitable for implementation. Before the calibration can be used, a transformation of axes is required;this step, along with variance propagation is not currently explained in available NDA standard guidelines. The role of systematic and random uncertainty is illustrated and expands on that given previously for the chosen practical NDA example. A listing of open-source software is provided in the Appendix.展开更多
This paper shows that a general multisensor unbiased linearly weighted estimation fusion essentially is the linear minimum variance (LMV) estimation with linear equality constraint, and the general estimation fusion f...This paper shows that a general multisensor unbiased linearly weighted estimation fusion essentially is the linear minimum variance (LMV) estimation with linear equality constraint, and the general estimation fusion formula is developed by extending the Gauss-Markov estimation to the random parameter under estimation. First, we formulate the problem of distributed estimation fusion in the LMV setting. In this setting, the fused estimator is a weighted sum of local estimates with a matrix weight. We show that the set of weights is optimal if and only if it is a solution of a matrix quadratic optimization problem subject to a convex linear equality constraint. Second, we present a unique solution to the above optimization problem, which depends only on the covariance matrix Ck.Third, if a priori information, the expectation and covariance, of the estimated quantity is unknown, a necessary and sufficient condition for the above LMV fusion becoming the best unbiased LMV estimation with known prior information as the above is presented. We also discuss the generality and usefulness of the LMV fusion formulas developed. Finally, we provide an off-line recursion of Ck for a class of multisensor linear systems with coupled measurement noises.展开更多
In this paper, we propose a new estimate for dimension reduction, called the weighted variance estimate (WVE), which includes Sliced Average Variance Estimate (SAVE) as a special case. Bootstrap method is used to sele...In this paper, we propose a new estimate for dimension reduction, called the weighted variance estimate (WVE), which includes Sliced Average Variance Estimate (SAVE) as a special case. Bootstrap method is used to select the best estimate from the WVE and to estimate the structure dimension. And this selected best estimate usually performs better than the existing methods such as Sliced Inverse Regression (SIR), SAVE, etc. Many methods such as SIR, SAVE, etc. usually put the same weight on each observation to estimate central subspace (CS). By introducing a weight function, WVE puts different weights on different observations according to distance of observations from CS. The weight function makes WVE have very good performance in general and complicated situations, for example, the distribution of regressor deviating severely from elliptical distribution which is the base of many methods, such as SIR, etc. And compared with many existing methods, WVE is insensitive to the distribution of the regressor. The consistency of the WVE is established. Simulations to compare the performances of WVE with other existing methods confirm the advantage of WVE.展开更多
The optimally weighted least squares estimate and the linear minimum variance estimateare two of the most popular estimation methods for a linear model.In this paper,the authors makea comprehensive discussion about th...The optimally weighted least squares estimate and the linear minimum variance estimateare two of the most popular estimation methods for a linear model.In this paper,the authors makea comprehensive discussion about the relationship between the two estimates.Firstly,the authorsconsider the classical linear model in which the coefficient matrix of the linear model is deterministic,and the necessary and sufficient condition for equivalence of the two estimates is derived.Moreover,under certain conditions on variance matrix invertibility,the two estimates can be identical providedthat they use the same a priori information of the parameter being estimated.Secondly,the authorsconsider the linear model with random coefficient matrix which is called the extended linear model;under certain conditions on variance matrix invertibility,it is proved that the former outperforms thelatter when using the same a priori information of the parameter.展开更多
Emotion mismatch between training and testing is one of the important factors causing the performance degradation of speaker recognition system. In our previous work, a bi-model emotion speaker recognition (BESR) meth...Emotion mismatch between training and testing is one of the important factors causing the performance degradation of speaker recognition system. In our previous work, a bi-model emotion speaker recognition (BESR) method based on virtual HD (High Different from neutral, with large pitch offset) speech synthesizing was proposed to deal with this problem. It enhanced the system performance under mismatch emotion states in MASC, while still suffering the system risk introduced by fusing the scores from the unreliable VHD model and the neutral model with equal weight. In this paper, we propose a new BESR method based on score reliability fusion. Two strategies, by utilizing identification rate and scores average relative loss difference, are presented to estimate the weights for the two group scores. The results on both MASC and EPST shows that by using the weights generated by the two strategies, the BESR method achieve a better performance than that by using the equal weight, and the better one even achieves a result comparable to that by using the best weights selected by exhaustive strategy.展开更多
In this paper, a counter-example is presented to show that conditions given by[1] and [2] are not enough to guarantee the consistency of resampling estimators of varianceof trimmed L-statistics. To this end, a rather ...In this paper, a counter-example is presented to show that conditions given by[1] and [2] are not enough to guarantee the consistency of resampling estimators of varianceof trimmed L-statistics. To this end, a rather weak but sufficient condition is proposedto ensure the strong consistency. Lastly, a declaration in [3] on the generalization of amodified resampling procedure is found to be invalid.展开更多
基金Supported by National Key R&D Program of China(Grant Nos.2020YFB1709901,2020YFB1709904)National Natural Science Foundation of China(Grant Nos.51975495,51905460)+1 种基金Guangdong Provincial Basic and Applied Basic Research Foundation of China(Grant No.2021-A1515012286)Science and Technology Plan Project of Fuzhou City of China(Grant No.2022-P-022).
文摘The accurate estimation of parameters is the premise for establishing a high-fidelity simulation model of a valve-controlled cylinder system.Bench test data are easily obtained,but it is challenging to emulate actual loads in the research on parameter estimation of valve-controlled cylinder system.Despite the actual load information contained in the operating data of the control valve,its acquisition remains challenging.This paper proposes a method that fuses bench test and operating data for parameter estimation to address the aforementioned problems.The proposed method is based on Bayesian theory,and its core is a pool fusion of prior information from bench test and operating data.Firstly,a system model is established,and the parameters in the model are analysed.Secondly,the bench and operating data of the system are collected.Then,the model parameters and weight coefficients are estimated using the data fusion method.Finally,the estimated effects of the data fusion method,Bayesian method,and particle swarm optimisation(PSO)algorithm on system model parameters are compared.The research shows that the weight coefficient represents the contribution of different prior information to the parameter estimation result.The effect of parameter estimation based on the data fusion method is better than that of the Bayesian method and the PSO algorithm.Increasing load complexity leads to a decrease in model accuracy,highlighting the crucial role of the data fusion method in parameter estimation studies.
基金supported by the National Natural Science Foundation of China(No.60874063)the Innovation Scientific Research Foundation for Graduate Students of Heilongjiang Province(No.YJSCX2008-018HLJ),and the Automatic Control Key Laboratory of Heilongjiang University
文摘For multisensor systems,when the model parameters and the noise variances are unknown,the consistent fused estimators of the model parameters and noise variances are obtained,based on the system identification algorithm,correlation method and least squares fusion criterion.Substituting these consistent estimators into the optimal weighted measurement fusion Kalman filter,a self-tuning weighted measurement fusion Kalman filter is presented.Using the dynamic error system analysis (DESA) method,the convergence of the self-tuning weighted measurement fusion Kalman filter is proved,i.e.,the self-tuning Kalman filter converges to the corresponding optimal Kalman filter in a realization.Therefore,the self-tuning weighted measurement fusion Kalman filter has asymptotic global optimality.One simulation example for a 4-sensor target tracking system verifies its effectiveness.
基金National Natural Science Foundation of China(No.61261029)
文摘The non-linearity problem of aircraft system could not be overcome by using the MEMS sensor only.In order to improve the accuracy of aerial vehicle attitude,an aircraft attitude estimation of the MEMS sensor based on modified particle filter is proposed.The aircraft attitude is optimized by the conjugate gradient method,and the drift error of gyroscope is reduced.Moreover,the particle weight is updated by the observed value to obtain an optimized state estimate.Finally,the conjugate gradient method and the modified particle filter are weightily combined to determine the optimal weighting factor.The attitude estimation is carried out with STM32 and MEMS sensor as the core to design system.The experimental results show that the static and dynamic attitude estimation performances of the aircraft are improved.The performances are well,the attitude data is relatively stable,and the tracking characteristics are better.Moreover,it has better robustness and stability.
基金supported by the National Natural Science Foundation of China (No.60874063)Science and Technology Research Foudation of Heilongjiang Education Department (No.11523037)and Automatic Control Key Laboratory of Heilongjiang University
文摘The white noise deconvolution or input white noise estimation problem has important applications in oil seismic exploration, communication and signal processing. By the modern time series analysis method, based on the autoregressive moving average (ARMA) innovation model, a new information fusion white noise deconvolution estimator is presented for the general multisensor systems with different local dynamic models and correlated noises. It can handle the input white noise fused filtering, prediction and smoothing problems, and it is applicable to systems with colored measurement noises. It is locally optimal, and is globally suboptimal. The accuracy of the fuser is higher than that of each local white noise estimator. In order to compute the optimal weights, the formula computing the local estimation error cross-covariances is given. A Monte Carlo simulation example for the system with Bernoulli-Gaussian input white noise shows the effectiveness and performances.
文摘Several nondestructive assay (NDA) methods to quantify special nuclear materials use calibration curves that are linear in the predictor, either directly or as an intermediate step. The linear response model is also often used to illustrate the fundamentals of calibration, and is the usual detector behavior assumed when evaluating detection limits. It is therefore important for the NDA community to have a common understanding of how to implement a linear calibration according to the common method of least squares and how to assess uncertainty in inferred nuclear quantities during the prediction stage following calibration. Therefore, this paper illustrates regression, residual diagnostics, effect of estimation errors in estimated variances used for weighted least squares, and variance propagation in a form suitable for implementation. Before the calibration can be used, a transformation of axes is required;this step, along with variance propagation is not currently explained in available NDA standard guidelines. The role of systematic and random uncertainty is illustrated and expands on that given previously for the chosen practical NDA example. A listing of open-source software is provided in the Appendix.
文摘This paper shows that a general multisensor unbiased linearly weighted estimation fusion essentially is the linear minimum variance (LMV) estimation with linear equality constraint, and the general estimation fusion formula is developed by extending the Gauss-Markov estimation to the random parameter under estimation. First, we formulate the problem of distributed estimation fusion in the LMV setting. In this setting, the fused estimator is a weighted sum of local estimates with a matrix weight. We show that the set of weights is optimal if and only if it is a solution of a matrix quadratic optimization problem subject to a convex linear equality constraint. Second, we present a unique solution to the above optimization problem, which depends only on the covariance matrix Ck.Third, if a priori information, the expectation and covariance, of the estimated quantity is unknown, a necessary and sufficient condition for the above LMV fusion becoming the best unbiased LMV estimation with known prior information as the above is presented. We also discuss the generality and usefulness of the LMV fusion formulas developed. Finally, we provide an off-line recursion of Ck for a class of multisensor linear systems with coupled measurement noises.
基金supported by National Natural Science Foundation of China (Grant No. 10771015)
文摘In this paper, we propose a new estimate for dimension reduction, called the weighted variance estimate (WVE), which includes Sliced Average Variance Estimate (SAVE) as a special case. Bootstrap method is used to select the best estimate from the WVE and to estimate the structure dimension. And this selected best estimate usually performs better than the existing methods such as Sliced Inverse Regression (SIR), SAVE, etc. Many methods such as SIR, SAVE, etc. usually put the same weight on each observation to estimate central subspace (CS). By introducing a weight function, WVE puts different weights on different observations according to distance of observations from CS. The weight function makes WVE have very good performance in general and complicated situations, for example, the distribution of regressor deviating severely from elliptical distribution which is the base of many methods, such as SIR, etc. And compared with many existing methods, WVE is insensitive to the distribution of the regressor. The consistency of the WVE is established. Simulations to compare the performances of WVE with other existing methods confirm the advantage of WVE.
基金supported in part by the National Natural Science Foundation of China under Grant Nos 60232010, 60574032the Project 863 under Grant No. 2006AA12A104
文摘The optimally weighted least squares estimate and the linear minimum variance estimateare two of the most popular estimation methods for a linear model.In this paper,the authors makea comprehensive discussion about the relationship between the two estimates.Firstly,the authorsconsider the classical linear model in which the coefficient matrix of the linear model is deterministic,and the necessary and sufficient condition for equivalence of the two estimates is derived.Moreover,under certain conditions on variance matrix invertibility,the two estimates can be identical providedthat they use the same a priori information of the parameter being estimated.Secondly,the authorsconsider the linear model with random coefficient matrix which is called the extended linear model;under certain conditions on variance matrix invertibility,it is proved that the former outperforms thelatter when using the same a priori information of the parameter.
基金Supported by National Natural Science Foundation of China (60874063), and Innovation and Scientific Research Foundation of Graduate Student of Heilongjiang Province (YJSCX2012-263HLJ)
文摘Emotion mismatch between training and testing is one of the important factors causing the performance degradation of speaker recognition system. In our previous work, a bi-model emotion speaker recognition (BESR) method based on virtual HD (High Different from neutral, with large pitch offset) speech synthesizing was proposed to deal with this problem. It enhanced the system performance under mismatch emotion states in MASC, while still suffering the system risk introduced by fusing the scores from the unreliable VHD model and the neutral model with equal weight. In this paper, we propose a new BESR method based on score reliability fusion. Two strategies, by utilizing identification rate and scores average relative loss difference, are presented to estimate the weights for the two group scores. The results on both MASC and EPST shows that by using the weights generated by the two strategies, the BESR method achieve a better performance than that by using the equal weight, and the better one even achieves a result comparable to that by using the best weights selected by exhaustive strategy.
文摘In this paper, a counter-example is presented to show that conditions given by[1] and [2] are not enough to guarantee the consistency of resampling estimators of varianceof trimmed L-statistics. To this end, a rather weak but sufficient condition is proposedto ensure the strong consistency. Lastly, a declaration in [3] on the generalization of amodified resampling procedure is found to be invalid.