In this paper, we propose a cross reference method for nonlinear time series analyzing in semi blind case, that is, the dynamic equations modeling the time series are known but the corresponding parameters are not. ...In this paper, we propose a cross reference method for nonlinear time series analyzing in semi blind case, that is, the dynamic equations modeling the time series are known but the corresponding parameters are not. The tasks of noise reduction and parameter estimation which were fulfilled separately before are combined iteratively. With the positive interaction between the two processing modules, the method is somewhat superior. Some prior work can be viewed as special cases of this general framework. The simulations for noise reduction and parameter estimation of contaminated chaotic time series show improved performance of our method compared with previous work.展开更多
An efficient unbiased estimation method is proposed for the direct identification of linear continuous-time system with noisy input and output measurements.Using the Gaussian modulating filters,by numerical integratio...An efficient unbiased estimation method is proposed for the direct identification of linear continuous-time system with noisy input and output measurements.Using the Gaussian modulating filters,by numerical integration,an equivalent discrete identification model which is parameterized with continuous-time model parameters is developed,and the parameters can be estimated by the least-squares (LS) algorithm.Even with white noises in input and output measurement data,the LS estimate is biased,and the bias is determined by the variances of noises.According to the asymptotic analysis,the relationship between bias and noise variances is derived.One equation relating to the measurement noise variances is derived through the analysis of the LS errors.Increasing the degree of denominator of the system transfer function by one,an extended model is constructed.By comparing the true value and LS estimates of the parameters between original and extended model,another equation with input and output noise variances is formulated.So,the noise variances are resolved by the set of equations,the LS bias is eliminated and the unbiased estimates of system parameters are obtained.A simulation example by comparing the standard LS with bias eliminating LS algorithm indicates that the proposed algorithm is an efficient method with noisy input and output measurements.展开更多
To deal with colored noise and unexpected load disturbance in identification of industrial processes with time delay, a bias-eliminated iterative least-squares(ILS) identification method is proposed in this paper to e...To deal with colored noise and unexpected load disturbance in identification of industrial processes with time delay, a bias-eliminated iterative least-squares(ILS) identification method is proposed in this paper to estimate the output error model parameters and time delay simultaneously. An extended observation vector is constructed to establish an ILS identification algorithm. Moreover, a variable forgetting factor is introduced to enhance the convergence rate of parameter estimation. For consistent estimation, an instrumental variable method is given to deal with the colored noise. The convergence and upper bound error of parameter estimation are analyzed. Two illustrative examples are used to show the effectiveness and merits of the proposed method.展开更多
The adaptive algorithm used for echo cancellation(EC) system needs to provide 1) low misadjustment and 2) high convergence rate. The affine projection algorithm(APA) is a better alternative than normalized least mean ...The adaptive algorithm used for echo cancellation(EC) system needs to provide 1) low misadjustment and 2) high convergence rate. The affine projection algorithm(APA) is a better alternative than normalized least mean square(NLMS) algorithm in EC applications where the input signal is highly correlated. Since the APA with a constant step-size has to make compromise between the performance criteria 1) and 2), a variable step-size APA(VSS-APA) provides a more reliable solution. A nonparametric VSS-APA(NPVSS-APA) is proposed by recovering the background noise within the error signal instead of cancelling the a posteriori errors. The most problematic term of its variable step-size formula is the value of background noise power(BNP). The power difference between the desired signal and output signal, which equals the power of error signal statistically, has been considered the BNP estimate in a rough manner. Considering that the error signal consists of background noise and misalignment noise, a precise BNP estimate is achieved by multiplying the rough estimate with a corrective factor. After the analysis on the power ratio of misalignment noise to background noise of APA, the corrective factor is formulated depending on the projection order and the latest value of variable step-size. The new algorithm which does not require any a priori knowledge of EC environment has the advantage of easier controllability in practical application. The simulation results in the EC context indicate the accuracy of the proposed BNP estimate and the more effective behavior of the proposed algorithm compared with other versions of APA class.展开更多
Modal identification involves estimating the modal parameters, such as modal frequencies, damping ratios, and mode shapes, of a structural system from measured data. Under the condition that noisy impulse response sig...Modal identification involves estimating the modal parameters, such as modal frequencies, damping ratios, and mode shapes, of a structural system from measured data. Under the condition that noisy impulse response signals associated with multiple input and output locations have been measured, the primary objective of this study is to apply the local or global noise removal technique for improving the modal identification based on the polyreference time domain (PTD) method. While the traditional PTD method improves modal parameter estimation by over-specifying the computational model order to absorb noise, this paper proposes an approach using the actual system order as the computational model order and rejecting much noise prior to performing modal parameter estimation algorithms. Two noise removal approaches are investigated: a "local" approach which removes noise from one signal at a time, and a "global" approach which removes the noise of multiple measured signals simultaneously. The numerical investigation in this article is based on experimental measurements from two test setups: a cantilever beam with 3 inputs and 10 outputs, and a hanged plate with 4 inputs and 32 outputs. This paper demonstrates that the proposed noise-rejection method outperforms the traditional noise-absorption PTD method in several crucial aspects.展开更多
文摘In this paper, we propose a cross reference method for nonlinear time series analyzing in semi blind case, that is, the dynamic equations modeling the time series are known but the corresponding parameters are not. The tasks of noise reduction and parameter estimation which were fulfilled separately before are combined iteratively. With the positive interaction between the two processing modules, the method is somewhat superior. Some prior work can be viewed as special cases of this general framework. The simulations for noise reduction and parameter estimation of contaminated chaotic time series show improved performance of our method compared with previous work.
基金Project(50875028) supported by the National Natural Science Foundation of China
文摘An efficient unbiased estimation method is proposed for the direct identification of linear continuous-time system with noisy input and output measurements.Using the Gaussian modulating filters,by numerical integration,an equivalent discrete identification model which is parameterized with continuous-time model parameters is developed,and the parameters can be estimated by the least-squares (LS) algorithm.Even with white noises in input and output measurement data,the LS estimate is biased,and the bias is determined by the variances of noises.According to the asymptotic analysis,the relationship between bias and noise variances is derived.One equation relating to the measurement noise variances is derived through the analysis of the LS errors.Increasing the degree of denominator of the system transfer function by one,an extended model is constructed.By comparing the true value and LS estimates of the parameters between original and extended model,another equation with input and output noise variances is formulated.So,the noise variances are resolved by the set of equations,the LS bias is eliminated and the unbiased estimates of system parameters are obtained.A simulation example by comparing the standard LS with bias eliminating LS algorithm indicates that the proposed algorithm is an efficient method with noisy input and output measurements.
基金Supported by the National Thousand Talents Program of Chinathe National Natural Science Foundation of China(61473054)the Fundamental Research Funds for the Central Universities of China
文摘To deal with colored noise and unexpected load disturbance in identification of industrial processes with time delay, a bias-eliminated iterative least-squares(ILS) identification method is proposed in this paper to estimate the output error model parameters and time delay simultaneously. An extended observation vector is constructed to establish an ILS identification algorithm. Moreover, a variable forgetting factor is introduced to enhance the convergence rate of parameter estimation. For consistent estimation, an instrumental variable method is given to deal with the colored noise. The convergence and upper bound error of parameter estimation are analyzed. Two illustrative examples are used to show the effectiveness and merits of the proposed method.
文摘The adaptive algorithm used for echo cancellation(EC) system needs to provide 1) low misadjustment and 2) high convergence rate. The affine projection algorithm(APA) is a better alternative than normalized least mean square(NLMS) algorithm in EC applications where the input signal is highly correlated. Since the APA with a constant step-size has to make compromise between the performance criteria 1) and 2), a variable step-size APA(VSS-APA) provides a more reliable solution. A nonparametric VSS-APA(NPVSS-APA) is proposed by recovering the background noise within the error signal instead of cancelling the a posteriori errors. The most problematic term of its variable step-size formula is the value of background noise power(BNP). The power difference between the desired signal and output signal, which equals the power of error signal statistically, has been considered the BNP estimate in a rough manner. Considering that the error signal consists of background noise and misalignment noise, a precise BNP estimate is achieved by multiplying the rough estimate with a corrective factor. After the analysis on the power ratio of misalignment noise to background noise of APA, the corrective factor is formulated depending on the projection order and the latest value of variable step-size. The new algorithm which does not require any a priori knowledge of EC environment has the advantage of easier controllability in practical application. The simulation results in the EC context indicate the accuracy of the proposed BNP estimate and the more effective behavior of the proposed algorithm compared with other versions of APA class.
基金supported by the National Natural Science Foundation of China (Grant Nos. 51079134 and 51009124)the NSFC Major International Joint Research Project (Grant No. 51010009)+2 种基金the Program for Changjiang Scholars and Innovative Research Team in University (Grant No. PCSIRT 1086)the Natural Science Foundation of Shandong Province(Grant Nos. ZR2011EEQ022 and 2009ZRA05100)the Fundamental Research Funds for the Central Universities (Grant Nos. 27R1202008A and27R1002076A)
文摘Modal identification involves estimating the modal parameters, such as modal frequencies, damping ratios, and mode shapes, of a structural system from measured data. Under the condition that noisy impulse response signals associated with multiple input and output locations have been measured, the primary objective of this study is to apply the local or global noise removal technique for improving the modal identification based on the polyreference time domain (PTD) method. While the traditional PTD method improves modal parameter estimation by over-specifying the computational model order to absorb noise, this paper proposes an approach using the actual system order as the computational model order and rejecting much noise prior to performing modal parameter estimation algorithms. Two noise removal approaches are investigated: a "local" approach which removes noise from one signal at a time, and a "global" approach which removes the noise of multiple measured signals simultaneously. The numerical investigation in this article is based on experimental measurements from two test setups: a cantilever beam with 3 inputs and 10 outputs, and a hanged plate with 4 inputs and 32 outputs. This paper demonstrates that the proposed noise-rejection method outperforms the traditional noise-absorption PTD method in several crucial aspects.