Locality preserving projection (LPP) is a newly emerging fault detection method which can discover local manifold structure of a data set to be analyzed, but its linear assumption may lead to monitoring performance de...Locality preserving projection (LPP) is a newly emerging fault detection method which can discover local manifold structure of a data set to be analyzed, but its linear assumption may lead to monitoring performance degradation for complicated nonlinear industrial processes. In this paper, an improved LPP method, referred to as sparse kernel locality preserving projection (SKLPP) is proposed for nonlinear process fault detection. Based on the LPP model, kernel trick is applied to construct nonlinear kernel model. Furthermore, for reducing the computational complexity of kernel model, feature samples selection technique is adopted to make the kernel LPP model sparse. Lastly, two monitoring statistics of SKLPP model are built to detect process faults. Simulations on a continuous stirred tank reactor (CSTR) system show that SKLPP is more effective than LPP in terms of fault detection performance.展开更多
This paper extends the dimension-reduced projection four-dimensional variational assimilation method(DRP-4DVar) by adding a nonlinear correction process,thereby forming the DRP-4DVar with a nonlinear correction, which...This paper extends the dimension-reduced projection four-dimensional variational assimilation method(DRP-4DVar) by adding a nonlinear correction process,thereby forming the DRP-4DVar with a nonlinear correction, which shall hereafter be referred to as the NC-DRP-4DVar. A preliminary test is conducted using the Lorenz-96 model in one single-window experiment and several multiple-window experiments. The results of the single-window experiment show that compared with the adjoint-based traditional 4DVar, the final convergence of the cost function for the NC-DRP-4DVar is almost the same as that using the traditional 4DVar, but with much less computation. Furthermore, the 30-window assimilation experiments demonstrate that the NC-DRP-4DVar can alleviate the linearity approximation error and reduce the root mean square error significantly.展开更多
A direct as well as iterative method(called the orthogonally accumulated projection method, or the OAP for short) for solving linear system of equations with symmetric coefficient matrix is introduced in this paper. W...A direct as well as iterative method(called the orthogonally accumulated projection method, or the OAP for short) for solving linear system of equations with symmetric coefficient matrix is introduced in this paper. With the Lanczos process the OAP creates a sequence of mutually orthogonal vectors, on the basis of which the projections of the unknown vectors are easily obtained, and thus the approximations to the unknown vectors can be simply constructed by a combination of these projections. This method is an application of the accumulated projection technique proposed recently by the authors of this paper, and can be regarded as a match of conjugate gradient method(CG) in its nature since both the CG and the OAP can be regarded as iterative methods, too. Unlike the CG method which can be only used to solve linear systems with symmetric positive definite coefficient matrices, the OAP can be used to handle systems with indefinite symmetric matrices. Unlike classical Krylov subspace methods which usually ignore the issue of loss of orthogonality, OAP uses an effective approach to detect the loss of orthogonality and a restart strategy is used to handle the loss of orthogonality.Numerical experiments are presented to demonstrate the efficiency of the OAP.展开更多
A polyhedral active set algorithm PASA is developed for solving a nonlinear optimization problem whose feasible set is a polyhedron. Phase one of the algorithm is the gradient projection method, while phase two is any...A polyhedral active set algorithm PASA is developed for solving a nonlinear optimization problem whose feasible set is a polyhedron. Phase one of the algorithm is the gradient projection method, while phase two is any algorithm for solving a linearly constrained optimization problem. Rules are provided for branching between the two phases. Global convergence to a stationary point is established, while asymptotically PASA performs only phase two when either a nondegeneracy assumption holds, or the active constraints are linearly independent and a strong second-order sufficient optimality condition holds.展开更多
基金Supported by the National Natural Science Foundation of China （61273160）, the Natural Science Foundation of Shandong Province of China （ZR2011FM014） and the Fundamental Research Funds for the Central Universities （10CX04046A）.
文摘Locality preserving projection (LPP) is a newly emerging fault detection method which can discover local manifold structure of a data set to be analyzed, but its linear assumption may lead to monitoring performance degradation for complicated nonlinear industrial processes. In this paper, an improved LPP method, referred to as sparse kernel locality preserving projection (SKLPP) is proposed for nonlinear process fault detection. Based on the LPP model, kernel trick is applied to construct nonlinear kernel model. Furthermore, for reducing the computational complexity of kernel model, feature samples selection technique is adopted to make the kernel LPP model sparse. Lastly, two monitoring statistics of SKLPP model are built to detect process faults. Simulations on a continuous stirred tank reactor (CSTR) system show that SKLPP is more effective than LPP in terms of fault detection performance.
基金supported by the National Basic Research Program of China (973 Program, Grant No. 2010CB951604)the National Key Technologies Research and Development Program of China (Grant No. 2012BAC22B02)the National Natural Science Foundation of China (Grant No. 41105120)
文摘This paper extends the dimension-reduced projection four-dimensional variational assimilation method(DRP-4DVar) by adding a nonlinear correction process,thereby forming the DRP-4DVar with a nonlinear correction, which shall hereafter be referred to as the NC-DRP-4DVar. A preliminary test is conducted using the Lorenz-96 model in one single-window experiment and several multiple-window experiments. The results of the single-window experiment show that compared with the adjoint-based traditional 4DVar, the final convergence of the cost function for the NC-DRP-4DVar is almost the same as that using the traditional 4DVar, but with much less computation. Furthermore, the 30-window assimilation experiments demonstrate that the NC-DRP-4DVar can alleviate the linearity approximation error and reduce the root mean square error significantly.
基金supported by National Natural Science Foundation of China (Grant Nos. 91430108 and 11171251)the Major Program of Tianjin University of Finance and Economics (Grant No. ZD1302)
文摘A direct as well as iterative method(called the orthogonally accumulated projection method, or the OAP for short) for solving linear system of equations with symmetric coefficient matrix is introduced in this paper. With the Lanczos process the OAP creates a sequence of mutually orthogonal vectors, on the basis of which the projections of the unknown vectors are easily obtained, and thus the approximations to the unknown vectors can be simply constructed by a combination of these projections. This method is an application of the accumulated projection technique proposed recently by the authors of this paper, and can be regarded as a match of conjugate gradient method(CG) in its nature since both the CG and the OAP can be regarded as iterative methods, too. Unlike the CG method which can be only used to solve linear systems with symmetric positive definite coefficient matrices, the OAP can be used to handle systems with indefinite symmetric matrices. Unlike classical Krylov subspace methods which usually ignore the issue of loss of orthogonality, OAP uses an effective approach to detect the loss of orthogonality and a restart strategy is used to handle the loss of orthogonality.Numerical experiments are presented to demonstrate the efficiency of the OAP.
基金supported by the National Science Foundation of USA(Grant Nos.1522629 and 1522654)the Office of Naval Research of USA(Grant Nos.N00014-11-1-0068 and N00014-15-12048)+1 种基金the Air Force Research Laboratory of USA(Contract No.FA8651-08-D-0108/0054)National Natural Science Foundation of China(Grant No.11571178)
文摘A polyhedral active set algorithm PASA is developed for solving a nonlinear optimization problem whose feasible set is a polyhedron. Phase one of the algorithm is the gradient projection method, while phase two is any algorithm for solving a linearly constrained optimization problem. Rules are provided for branching between the two phases. Global convergence to a stationary point is established, while asymptotically PASA performs only phase two when either a nondegeneracy assumption holds, or the active constraints are linearly independent and a strong second-order sufficient optimality condition holds.
