New method for computing the predicting function of the ARMAX model is proposed. The proposed method constructs a set of schemes for recursively computing the parameters in predicting function of the ARMAX model. In c...New method for computing the predicting function of the ARMAX model is proposed. The proposed method constructs a set of schemes for recursively computing the parameters in predicting function of the ARMAX model. In contrast to the existing method, that only gives results for the special case of the ARX model, the method presented is suitable not only for an SISO system, but also for an MIMO system. For the SISO system, the method presented here is even more convenient than the exisiting ones.展开更多
This paper gives a definition of identifiability for multidimensional linear input-output systems and presents a necessary and sufficient condition for its satisfaction.For a class of identifiable systems it is also s...This paper gives a definition of identifiability for multidimensional linear input-output systems and presents a necessary and sufficient condition for its satisfaction.For a class of identifiable systems it is also shown that the unknown coeffcients of the system can consistently be estimated by a recursive algorithm.展开更多
针对带有外生变量的自回归移动平均模型(Autoregressive moving average with exogenous variable,ARMAX)的参数辨识问题提出一种两阶段辨识方法.首先通过偏差消除最小二乘方法辨识带有外生变量的自回归部分(Autoregressive part with e...针对带有外生变量的自回归移动平均模型(Autoregressive moving average with exogenous variable,ARMAX)的参数辨识问题提出一种两阶段辨识方法.首先通过偏差消除最小二乘方法辨识带有外生变量的自回归部分(Autoregressive part with exogenous variable,ARX),然后采用Durbin方法将移动平均部分(Moving average,MA)的参数辨识问题转换成一个长自回归模型(Long autoregressive,LAR)的参数辨识问题,并利用MA与等价LAR的参数对应关系直接得到MA参数,最后利用辨识出的MA参数计算出噪声方差.与扩展最小二乘法的数值仿真比较验证了这种两阶段辨识方法的有效性.展开更多
为探究车-桥耦合系统可靠性的效率和精度,建立列车-桥梁的耦合振动模型,并采用自回归方法模拟轨道不平顺.回顾ARMAX(auto-regressive moving average exogenous)模型的基本原理,提出了基于ARMAX代理模型的车-桥耦合系统可靠性分析框架;...为探究车-桥耦合系统可靠性的效率和精度,建立列车-桥梁的耦合振动模型,并采用自回归方法模拟轨道不平顺.回顾ARMAX(auto-regressive moving average exogenous)模型的基本原理,提出了基于ARMAX代理模型的车-桥耦合系统可靠性分析框架;利用代理模型获得列车响应预测值,并与直接蒙特卡罗模拟(monte carlo simulation,MCS)法结果进行对比,探讨了代理模型在分析行车安全时的计算精度和可靠性分析效率.结果表明:代理模型预测列车竖向和横向加速度响应的效率显著高于MCS法,约为3个数量级;预测竖向、横向车体加速度的精度分别为98.66%、86.55%,求解精度较好,可显著提高车-桥耦合系统可靠性分析的效率.展开更多
基于系统辨识理论,提出一种新的预测冰蓄冷中央空调平均负荷的外源自回归滑动平均(ARMAX)模型辨识方法.首先根据空调负荷历史数据构建次日平均负荷的ARMAX模型;然后基于不同的室外最高温度建立自适应ARMAX温度区间模型,该模型由几组参...基于系统辨识理论,提出一种新的预测冰蓄冷中央空调平均负荷的外源自回归滑动平均(ARMAX)模型辨识方法.首先根据空调负荷历史数据构建次日平均负荷的ARMAX模型;然后基于不同的室外最高温度建立自适应ARMAX温度区间模型,该模型由几组参数时变的子模型组成,子模型参数由在线回归算法辨识.测试数据表明,所提出的ARMAX温度区间模型与传统的ARMAX模型相比具有较高的预测精度,而且室外最高温度差异越大,效果越明显,可用于冰蓄冷中央空调的优化控制.
Abstract:
A novel ARMAX model identification method for average load forecasting of ice-storage central air conditioning is introduced based on system identification theory. Firstly an ARMAX model for the next day average load is obtained according to the historical data,then an adaptive ARMAX model is proposed based on different outdoor maximum temperature, the temperature interval based ARMAX model is composed of several time-varyiag sub-models whose parameters are identified using an on-line regression algorithm. As a result, the proposed model has good quality in terms of prediction precision in comparison with traditional ARMAX model, besides, the more outdoor maximum temperature difference, the better prediction precision, it can be applied to the optimal control of ice-storage central air conditioning.展开更多
To evaluate the software behavior of the electronic control unit (ECU) of automotive electrical parking brake (EPB), a software- in-the-loop (SiL) simulation system is built. The EPB is simulated by ARX (auto-r...To evaluate the software behavior of the electronic control unit (ECU) of automotive electrical parking brake (EPB), a software- in-the-loop (SiL) simulation system is built. The EPB is simulated by ARX (auto-regressive with auxiliary input) model, ARMAX (auto-regressive moving average with auxiliary input) model, and NNARMAX (neural network ARMAX) model. By system identification, the ARX(3,4,2), ARX(4,4,2), ARMAX(3,3,1,1), and ARMAX(4,4,3,2) models are derived. Validation results show that the four-order ARMAX model and the NNARMAX model better simulate the actuator of the EPB.展开更多
车-桥耦合系统不可避免的受到系统参数不确定性的影响,为了研究车-桥耦合系统参数随机性的影响,提出了可考虑动态时变系统参数不确定性的PC-ARMAX(Polynomial Chaos expansions and AutoRegressive Moving-Average with eXogenous inpu...车-桥耦合系统不可避免的受到系统参数不确定性的影响,为了研究车-桥耦合系统参数随机性的影响,提出了可考虑动态时变系统参数不确定性的PC-ARMAX(Polynomial Chaos expansions and AutoRegressive Moving-Average with eXogenous inputs)模型。该模型采用ARMAX模型建立了不同系统参数条件下的代理模型,针对不同系统参数条件下代理模型的参数进行混沌多项式展开。在不考虑随机轨道不平顺影响的条件下,分析了车体质量、二系刚度和阻尼等参数随机性对车-桥响应的影响。研究了轨道不平顺随机性和参数不确定性共同作用的影响。结果表明:该模型的预测结果和蒙特卡洛模拟(MCS)的结果吻合,最大误差仅为2%,计算效率较MCS提高了2个~3个数量级;车体质量参数随机对车辆响应的影响最大,系统参数随机性的影响在车-桥耦合振动分析中是不可忽略,且同时考虑参数不确定性和激励随机性的影响是必要的。展开更多
文摘New method for computing the predicting function of the ARMAX model is proposed. The proposed method constructs a set of schemes for recursively computing the parameters in predicting function of the ARMAX model. In contrast to the existing method, that only gives results for the special case of the ARX model, the method presented is suitable not only for an SISO system, but also for an MIMO system. For the SISO system, the method presented here is even more convenient than the exisiting ones.
基金This project is supported by the National Natural Science Foundation of Chinathe TWAS RG MP898-117
文摘This paper gives a definition of identifiability for multidimensional linear input-output systems and presents a necessary and sufficient condition for its satisfaction.For a class of identifiable systems it is also shown that the unknown coeffcients of the system can consistently be estimated by a recursive algorithm.
文摘针对带有外生变量的自回归移动平均模型(Autoregressive moving average with exogenous variable,ARMAX)的参数辨识问题提出一种两阶段辨识方法.首先通过偏差消除最小二乘方法辨识带有外生变量的自回归部分(Autoregressive part with exogenous variable,ARX),然后采用Durbin方法将移动平均部分(Moving average,MA)的参数辨识问题转换成一个长自回归模型(Long autoregressive,LAR)的参数辨识问题,并利用MA与等价LAR的参数对应关系直接得到MA参数,最后利用辨识出的MA参数计算出噪声方差.与扩展最小二乘法的数值仿真比较验证了这种两阶段辨识方法的有效性.
文摘为探究车-桥耦合系统可靠性的效率和精度,建立列车-桥梁的耦合振动模型,并采用自回归方法模拟轨道不平顺.回顾ARMAX(auto-regressive moving average exogenous)模型的基本原理,提出了基于ARMAX代理模型的车-桥耦合系统可靠性分析框架;利用代理模型获得列车响应预测值,并与直接蒙特卡罗模拟(monte carlo simulation,MCS)法结果进行对比,探讨了代理模型在分析行车安全时的计算精度和可靠性分析效率.结果表明:代理模型预测列车竖向和横向加速度响应的效率显著高于MCS法,约为3个数量级;预测竖向、横向车体加速度的精度分别为98.66%、86.55%,求解精度较好,可显著提高车-桥耦合系统可靠性分析的效率.
文摘基于系统辨识理论,提出一种新的预测冰蓄冷中央空调平均负荷的外源自回归滑动平均(ARMAX)模型辨识方法.首先根据空调负荷历史数据构建次日平均负荷的ARMAX模型;然后基于不同的室外最高温度建立自适应ARMAX温度区间模型,该模型由几组参数时变的子模型组成,子模型参数由在线回归算法辨识.测试数据表明,所提出的ARMAX温度区间模型与传统的ARMAX模型相比具有较高的预测精度,而且室外最高温度差异越大,效果越明显,可用于冰蓄冷中央空调的优化控制.
Abstract:
A novel ARMAX model identification method for average load forecasting of ice-storage central air conditioning is introduced based on system identification theory. Firstly an ARMAX model for the next day average load is obtained according to the historical data,then an adaptive ARMAX model is proposed based on different outdoor maximum temperature, the temperature interval based ARMAX model is composed of several time-varyiag sub-models whose parameters are identified using an on-line regression algorithm. As a result, the proposed model has good quality in terms of prediction precision in comparison with traditional ARMAX model, besides, the more outdoor maximum temperature difference, the better prediction precision, it can be applied to the optimal control of ice-storage central air conditioning.
基金Sichuan Province Key Discipline Con-struction for Automotive Engineering ( No.SZD0410 )Research Foundation of Xihua University (No.R0620301)
文摘To evaluate the software behavior of the electronic control unit (ECU) of automotive electrical parking brake (EPB), a software- in-the-loop (SiL) simulation system is built. The EPB is simulated by ARX (auto-regressive with auxiliary input) model, ARMAX (auto-regressive moving average with auxiliary input) model, and NNARMAX (neural network ARMAX) model. By system identification, the ARX(3,4,2), ARX(4,4,2), ARMAX(3,3,1,1), and ARMAX(4,4,3,2) models are derived. Validation results show that the four-order ARMAX model and the NNARMAX model better simulate the actuator of the EPB.
文摘车-桥耦合系统不可避免的受到系统参数不确定性的影响,为了研究车-桥耦合系统参数随机性的影响,提出了可考虑动态时变系统参数不确定性的PC-ARMAX(Polynomial Chaos expansions and AutoRegressive Moving-Average with eXogenous inputs)模型。该模型采用ARMAX模型建立了不同系统参数条件下的代理模型,针对不同系统参数条件下代理模型的参数进行混沌多项式展开。在不考虑随机轨道不平顺影响的条件下,分析了车体质量、二系刚度和阻尼等参数随机性对车-桥响应的影响。研究了轨道不平顺随机性和参数不确定性共同作用的影响。结果表明:该模型的预测结果和蒙特卡洛模拟(MCS)的结果吻合,最大误差仅为2%,计算效率较MCS提高了2个~3个数量级;车体质量参数随机对车辆响应的影响最大,系统参数随机性的影响在车-桥耦合振动分析中是不可忽略,且同时考虑参数不确定性和激励随机性的影响是必要的。