一种基于二元估计与粒子滤波的故障预测算法

假设对象系统的故障演化过程可以由一个含有未知缓变参数的状态空间模型加以描述,则故障预测问题就可以转化为一个在已知当前系统信息的条件下,对系统未来某一时刻的状态变量的估计问题.针对该问题的求解提出了一种基于二元估计和粒子滤波的故障预测算法.算法的实施分为两个主要阶段:在状态估计阶段,采用两个并联的粒子滤波器迭代估计当前时刻对象系统故障演化模型状态和未知参数的后验分布.在状态预测阶段,对当前时刻故障演化模型状态的后验分布进行迭代采样,以采样样本粒子来近似估计未来时刻的状态变量的先验分布密度.在上述计算结果的基础上,结合相应的故障判据,算法采用计算对象系统未来时刻故障概率的方法预测其剩余使用寿命.仿真实验中将本文提出的算法与基于联合估计的故障预测算法进行对比,实验结果证明了所提算法的有效性.

一种强跟踪有限差分滤波二元估计算法

针对非线性工业过程测量的滞后性和模型不确定性给系统状态估计和模型参数估计造成的困难,在扩展Kalman滤波器(EKF)的基础上,引入有限差分滤波器(FDEKF)和次优渐消因子,提出了一种强跟踪有限差分滤波状态和参数二元估计算法。该二元估计算法将滤波器分解为参数滤波和状态滤波两个过程,分别估计模型参数和系统状态。最后,将该算法应用于一化学反应过程的仿真,结果表明,这种强跟踪有限差分滤波的二元估计算法在原模型或参数存在偏差的情况下,仍能较准确地估计系统状态和模型参数,并具有较强的数值鲁棒性。

基于混合系统粒子滤波和二元估计的故障预测算法

针对一类故障预测问题提出了一种基于粒子滤波的故障预测算法。在算法的状态估计阶段,采用混合系统粒子滤波和二元估计算法同时估计对象系统故障演化模型混合状态和未知参数的后验分布。在算法的状态预测阶段,在一定的假设条件的前提下,将混合模型连续状态变量的预测问题转化为一个基本状态空间模型的状态预测问题。通过对连续状态变量当前时刻的后验分布进行迭代采样从而获得其未来时刻的先验分布。在算法的决策阶段,在获取的故障演化模型连续状态变量分布基础上,结合一定的故障判据近似计算出对象系统剩余寿命分布。故障预测仿真实验结果证明了算法的有效性。

改进二元分布估计算法求解置换流水车间调度问题

针对置换流水车间调度这类组合最优化问题的求解,提出了一种改进二元分布估计算法(Improved binary estimation distribution algorithm,I-EDA)。算法以二元分布估计算法为架构,使用NEH(Nawaz-Enscore-Ham)启发式算法生成初始解,提高了初始解的质量;通过对优势解的统计采样构建位置矩阵模型和链接矩阵模型,依照两个矩阵模型的合并概率组合链接区块产生子代。提出了NEH插入式重组策略和基于位置概率的交换策略和两种全新局部搜索机制替代原二元分布估计算法的相邻交换法,以进一步筛选优势解。最后通过对Reeves标准测试集的仿真实验和算法比较验证了所提出算法的有效性。

Thermodynamic assessment of Ni-Yb binary system

On the basis of the experimental data of phase equilibria and thermochemical properties available from literatures, a critical assessment for the Ni?Yb binary system was carried out using the CALPHAD (calculation of phase diagrams) method. The liquid phase is modeled as the associate model with the constituent species Ni, Yb and YbNi3, owing to the sharp change of the enthalpy of mixing of liquid phase at the composition of around 25% Yb (mole fraction). The terminal solid solutions FCC_A1 (Ni/Yb) and BCC_A2 (Yb) are described by the substitutional solution model with the Redlich?Kister polynomial. The intermetallic compounds, Yb2Ni17, YbNi5, YbNi3, YbNi2, α-YbNi and β-YbNi, are treated as strict stoichiometric compounds, since there are no noticeable homogeneity ranges reported for these compounds. A set of self-consistent thermodynamic parameters for the Ni?Yb binary system are obtained. According to the presently assessed results, the thermochemical properties and the phase boundary data can be well reproduced.

On the Error Estimate of Adini's Element for the Second Order Problems

The main aim of this paper is to have an accurate analysis on the famous Adini＇s element for the second order problems under to the anisotropic meshes. We firstly show that the interpolation of Adini＇s element satisfy the anisotropic property. Then the optimal error estimate is obtained without the regularity assumption on the meshes.

Particle filter based on iterated importance density function and parallel resampling

The design, analysis and parallel implementation of particle filter(PF) were investigated. Firstly, to tackle the particle degeneracy problem in the PF, an iterated importance density function(IIDF) was proposed, where a new term associating with the current measurement information(CMI) was introduced into the expression of the sampled particles. Through the repeated use of the least squares estimate, the CMI can be integrated into the sampling stage in an iterative manner, conducing to the greatly improved sampling quality. By running the IIDF, an iterated PF(IPF) can be obtained. Subsequently, a parallel resampling(PR) was proposed for the purpose of parallel implementation of IPF, whose main idea was the same as systematic resampling(SR) but performed differently. The PR directly used the integral part of the product of the particle weight and particle number as the number of times that a particle was replicated, and it simultaneously eliminated the particles with the smallest weights, which are the two key differences from the SR. The detailed implementation procedures on the graphics processing unit of IPF based on the PR were presented at last. The performance of the IPF, PR and their parallel implementations are illustrated via one-dimensional numerical simulation and practical application of passive radar target tracking.

A fusion of least squares and empirical likelihood for regression models with a missing binary covariate

Multiply robust inference has attracted much attention recently in the context of missing response data. An estimation procedure is multiply robust, if it can incorporate information from multiple candidate models, and meanwhile the resulting estimator is consistent as long as one of the candidate models is correctly specified. This property is appealing, since it provides the user a flexible modeling strategy with better protection against model misspecification. We explore this attractive property for the regression models with a binary covariate that is missing at random. We start from a reformulation of the celebrated augmented inverse probability weighted estimating equation, and based on this reformulation, we propose a novel combination of the least squares and empirical likelihood to separately handle each of the two types of multiple candidate models,one for the missing variable regression and the other for the missingness mechanism. Due to the separation, all the working models are fused concisely and effectively. The asymptotic normality of our estimator is established through the theory of estimating function with plugged-in nuisance parameter estimates. The finite-sample performance of our procedure is illustrated both through the simulation studies and the analysis of a dementia data collected by the national Alzheimer's coordinating center.

Efficient estimation for additive hazards regression with bivariate current status data

This paper discusses efficient estimation for the additive hazards regression model when only bivariate current status data are available. Current status data occur in many fields including demographical studies and tumorigenicity experiments （Keiding, 1991; Sun, 2006） and several approaches have been proposed for the additive hazards model with univariate current status data （Linet M., 1998; Martinussen and Scheike, 2002）. For bivariate data, in addition to facing the same problems as those with univariate data, one needs to deal with the association or correlation between two related failure time variables of interest. For this, we employ the copula model and an efficient estimation procedure is developed for inference. Simulation studies are performed to evaluate the proposed estimates and suggest that the approach works well in practical situations. An illustrative example is provided.

MAXIMUM SCORE CHANGE-POINT ESTIMATION IN BINARY RESPONSE MODEL

This paper is concerned with the estimation of change-point in a binary response model with the assumption that the conditional median of the error term, given the explanatory variable, is zero. We construct an estimation of change-point based on the maximum score function and give its exponential convergence rate under some mild conditions.

SIGNAL ESTIMATION WITH BINARY-VALUED SENSORS

This paper introduces several algorithms for signal estimation using binary-valued outputsensing.The main idea is derived from the empirical measure approach for quantized identification,which has been shown to be convergent and asymptotically efficient when the unknown parametersare constants.Signal estimation under binary-valued observations must take into consideration oftime varying variables.Typical empirical measure based algorithms are modified with exponentialweighting and threshold adaptation to accommodate time-varying natures of the signals.Without anyinformation on signal generators,the authors establish estimation algorithms,interaction between noisereduction by averaging and signal tracking,convergence rates,and asymptotic efficiency.A thresholdadaptation algorithm is introduced.Its convergence and convergence rates are analyzed by using theODE method for stochastic approximation problems.