针对电-气-热综合能源系统(integrated energy system,IES),建立了非高斯测量噪声下的量测-状态方程。考虑耦合元件边界条件,将其既作为等式约束又作为虚拟量测方程,基于极大似然鲁棒状态估计方法,提出了一种考虑边界等式约束的电-气-热...针对电-气-热综合能源系统(integrated energy system,IES),建立了非高斯测量噪声下的量测-状态方程。考虑耦合元件边界条件,将其既作为等式约束又作为虚拟量测方程,基于极大似然鲁棒状态估计方法,提出了一种考虑边界等式约束的电-气-热IES鲁棒状态估计方法。在高斯和非高斯噪声下,进行仿真验证。仿真结果证明:所提方法可为IES在线分析和优化调度提供准确的全局状态感知。展开更多
Turbulent dynamical systems involve dynamics with both a large dimensional phase space and a large number of positive Lyapunov exponents. Such systems are ubiqui- tous in applications in contemporary science and engin...Turbulent dynamical systems involve dynamics with both a large dimensional phase space and a large number of positive Lyapunov exponents. Such systems are ubiqui- tous in applications in contemporary science and engineering where the statistical ensemble prediction and the real time filtering/state estimation are needed despite the underlying complexity of the system. Statistically exactly solvable test models have a crucial role to provide firm mathematical underpinning or new algorithms for vastly more complex scien- tific phenomena. Here, a class of statistically exactly solvable non-Gaussian test models is introduced, where a generalized Feynman-Ka~ formulation reduces the exact behavior of conditional statistical moments to the solution to inhomogeneous Fokker-Planck equations modified by linear lower order coupling and source terms. This procedure is applied to a test model with hidden instabilities and is combined with information theory to address two important issues in the contemporary statistical prediction of turbulent dynamical systems： the coarse-grained ensemble prediction in a perfect model and the improving long range forecasting in imperfect models. The models discussed here should be use- ful for many other applications and algorithms for the real time prediction and the state estimation.展开更多
文摘针对电-气-热综合能源系统(integrated energy system,IES),建立了非高斯测量噪声下的量测-状态方程。考虑耦合元件边界条件,将其既作为等式约束又作为虚拟量测方程,基于极大似然鲁棒状态估计方法,提出了一种考虑边界等式约束的电-气-热IES鲁棒状态估计方法。在高斯和非高斯噪声下,进行仿真验证。仿真结果证明:所提方法可为IES在线分析和优化调度提供准确的全局状态感知。
基金Project supported by the Office of Naval Research (ONR) Grants (No. ONR DRI N00014-10-1-0554)the DOD-MURI award "Physics Constrained Stochastic-Statistical Models for Extended Range Environmental Prediction"
文摘Turbulent dynamical systems involve dynamics with both a large dimensional phase space and a large number of positive Lyapunov exponents. Such systems are ubiqui- tous in applications in contemporary science and engineering where the statistical ensemble prediction and the real time filtering/state estimation are needed despite the underlying complexity of the system. Statistically exactly solvable test models have a crucial role to provide firm mathematical underpinning or new algorithms for vastly more complex scien- tific phenomena. Here, a class of statistically exactly solvable non-Gaussian test models is introduced, where a generalized Feynman-Ka~ formulation reduces the exact behavior of conditional statistical moments to the solution to inhomogeneous Fokker-Planck equations modified by linear lower order coupling and source terms. This procedure is applied to a test model with hidden instabilities and is combined with information theory to address two important issues in the contemporary statistical prediction of turbulent dynamical systems： the coarse-grained ensemble prediction in a perfect model and the improving long range forecasting in imperfect models. The models discussed here should be use- ful for many other applications and algorithms for the real time prediction and the state estimation.
