This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum va...This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum variance)term of the multivariable control system is obtained,which is used as a standard benchmark for the assessment of the control performance for multi input multi output(MIMO)process.The proposed approach is based on the multivariable minimum variance benchmark.In comparison with the minimum variance benchmark, the developed method is more reasonable and practical for the control performance assessment of multivariable systems.The approach is illustrated by a simulation example and an industrial application.展开更多
In order to improve the robustness and noise resistance of generalized minimum valance cothrol systems, several generalizedminimum variance control schemes are synthetically analyzed. The output variance caused by st...In order to improve the robustness and noise resistance of generalized minimum valance cothrol systems, several generalizedminimum variance control schemes are synthetically analyzed. The output variance caused by stochastic noise is decomposed to two parts. One part accords with the output variance of minboum vedance control and the other is the additional term of output variance causedby the control weighting factors. At the same time, the sensitivity function of modeling error is also deduced. A new robast design method that can minimize the sensitivity and the additional part of output variance is Presented by regulating variable parameters of contollers. The simulation results of self-tuning control show the effect of this method.展开更多
In an extraction turbine, pressure of the extracted steam and rotate speed of the rotor are two important controlled quantities. The traditional linear state feedback control method is not perfect enough to control th...In an extraction turbine, pressure of the extracted steam and rotate speed of the rotor are two important controlled quantities. The traditional linear state feedback control method is not perfect enough to control the two quantities accurately because of existence of nonlinearity and coupling. A generalized minimum variance control method is studied for an extraction turbine. Firstly, a nonlinear mathematical model of the control system about the two quantities is transformed into a linear system with two white noises. Secondly, a generalized minimum variance control law is applied to the system. A comparative simulation is done. The simulation results indicate that precision and dynamic quality of the regulating system under the new control law are both better than those under the state feedback control law.展开更多
Maximum likelihood (ML) estimation for the generalized asymmetric Laplace (GAL) distribution also known as Variance gamma using simplex direct search algorithms is investigated. In this paper, we use numerical direct ...Maximum likelihood (ML) estimation for the generalized asymmetric Laplace (GAL) distribution also known as Variance gamma using simplex direct search algorithms is investigated. In this paper, we use numerical direct search techniques for maximizing the log-likelihood to obtain ML estimators instead of using the traditional EM algorithm. The density function of the GAL is only continuous but not differentiable with respect to the parameters and the appearance of the Bessel function in the density make it difficult to obtain the asymptotic covariance matrix for the entire GAL family. Using M-estimation theory, the properties of the ML estimators are investigated in this paper. The ML estimators are shown to be consistent for the GAL family and their asymptotic normality can only be guaranteed for the asymmetric Laplace (AL) family. The asymptotic covariance matrix is obtained for the AL family and it completes the results obtained previously in the literature. For the general GAL model, alternative methods of inferences based on quadratic distances (QD) are proposed. The QD methods appear to be overall more efficient than likelihood methods infinite samples using sample sizes n ≤5000 and the range of parameters often encountered for financial data. The proposed methods only require that the moment generating function of the parametric model exists and has a closed form expression and can be used for other models.展开更多
基金Supported by the National High Technology Research and Development Program of China(2008AA042902)the National Basic Research Program of China(2007CB714006)the Graduate Creative Research Program of Zhejiang Province (YK2008024)
文摘This paper is concerned with the control performance assessment based on the multivariable generalized minimum variance benchmark.An explicit expression for the feedback controller-invariant(the generalized minimum variance)term of the multivariable control system is obtained,which is used as a standard benchmark for the assessment of the control performance for multi input multi output(MIMO)process.The proposed approach is based on the multivariable minimum variance benchmark.In comparison with the minimum variance benchmark, the developed method is more reasonable and practical for the control performance assessment of multivariable systems.The approach is illustrated by a simulation example and an industrial application.
文摘In order to improve the robustness and noise resistance of generalized minimum valance cothrol systems, several generalizedminimum variance control schemes are synthetically analyzed. The output variance caused by stochastic noise is decomposed to two parts. One part accords with the output variance of minboum vedance control and the other is the additional term of output variance causedby the control weighting factors. At the same time, the sensitivity function of modeling error is also deduced. A new robast design method that can minimize the sensitivity and the additional part of output variance is Presented by regulating variable parameters of contollers. The simulation results of self-tuning control show the effect of this method.
文摘In an extraction turbine, pressure of the extracted steam and rotate speed of the rotor are two important controlled quantities. The traditional linear state feedback control method is not perfect enough to control the two quantities accurately because of existence of nonlinearity and coupling. A generalized minimum variance control method is studied for an extraction turbine. Firstly, a nonlinear mathematical model of the control system about the two quantities is transformed into a linear system with two white noises. Secondly, a generalized minimum variance control law is applied to the system. A comparative simulation is done. The simulation results indicate that precision and dynamic quality of the regulating system under the new control law are both better than those under the state feedback control law.
文摘Maximum likelihood (ML) estimation for the generalized asymmetric Laplace (GAL) distribution also known as Variance gamma using simplex direct search algorithms is investigated. In this paper, we use numerical direct search techniques for maximizing the log-likelihood to obtain ML estimators instead of using the traditional EM algorithm. The density function of the GAL is only continuous but not differentiable with respect to the parameters and the appearance of the Bessel function in the density make it difficult to obtain the asymptotic covariance matrix for the entire GAL family. Using M-estimation theory, the properties of the ML estimators are investigated in this paper. The ML estimators are shown to be consistent for the GAL family and their asymptotic normality can only be guaranteed for the asymmetric Laplace (AL) family. The asymptotic covariance matrix is obtained for the AL family and it completes the results obtained previously in the literature. For the general GAL model, alternative methods of inferences based on quadratic distances (QD) are proposed. The QD methods appear to be overall more efficient than likelihood methods infinite samples using sample sizes n ≤5000 and the range of parameters often encountered for financial data. The proposed methods only require that the moment generating function of the parametric model exists and has a closed form expression and can be used for other models.
