A blast furnace fault monitoring algorithm with low false alarm rate:Ensemble of greedy dynamic principal component analysis-Gaussian mixture model

The large blast furnace is essential equipment in the process of iron and steel manufacturing. Due to the complex operation process and frequent fluctuations of variables, conventional monitoring methods often bring false alarms. To address the above problem, an ensemble of greedy dynamic principal component analysis-Gaussian mixture model(EGDPCA-GMM) is proposed in this paper. First, PCA-GMM is introduced to deal with the collinearity and the non-Gaussian distribution of blast furnace data.Second, in order to explain the dynamics of data, the greedy algorithm is used to determine the extended variables and their corresponding time lags, so as to avoid introducing unnecessary noise. Then the bagging ensemble is adopted to cooperate with greedy extension to eliminate the randomness brought by the greedy algorithm and further reduce the false alarm rate(FAR) of monitoring results. Finally, the algorithm is applied to the blast furnace of a large iron and steel group in South China to verify performance.Compared with the basic algorithms, the proposed method achieves lowest FAR, while keeping missed alarm rate(MAR) remain stable.

Robust Frequency Estimation Under Additive Symmetric α-Stable Gaussian Mixture Noise

Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators.

Improved pruning algorithm for Gaussian mixture probability hypothesis density filter

With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved pruning algorithm for the GM-PHD filter, which utilizes not only the Gaussian components' means and covariance, but their weights as a new criterion to improve the estimate accuracy of the conventional pruning algorithm for tracking very closely proximity targets. Moreover, it solves the end-less while-loop problem without the need of a second merging step. Simulation results show that this improved algorithm is easier to implement and more robust than the formal ones.

An efficiency algorithm on Gaussian mixture UKF for BDS/INS navigation system

To further improve the performance of UKF(Unscented Kalman Filter) algorithm used in BDS/SINS(BeiDou Navigation Satellite System/Strap down Inertial Navigation System), an improved GM-UKF(Gaussian Mixture Unscented Kalman Filter) considering non-Gaussian distribution is discussed in this paper. This new algorithm using SVD(Singular Value Decomposition) is proposed to alternative covariance square root calculation in UKF sigma point production. And to end the rapidly increasing number of Gaussian distributions, PDF(Probability Density Function) re-approximation is conducted. In principle this efficiency algorithm proposed here can achieve higher computational speed compared with traditional GM-UKF. And simulation experiment result show that, compared with UKF and GM-UKF algorithm, new algorithm implemented in BDS/SINS tightly integrated navigation system is suitable for handling nonlinear/non-Gaussian integrated navigation position calculation, for its lower computational complexity with high accuracy.

RBMDO Using Gaussian Mixture Model-Based Second-Order Mean-Value Saddlepoint Approximation

Actual engineering systems will be inevitably affected by uncertain factors.Thus,the Reliability-Based Multidisciplinary Design Optimization(RBMDO)has become a hotspot for recent research and application in complex engineering system design.The Second-Order/First-Order Mean-Value Saddlepoint Approximate(SOMVSA/-FOMVSA)are two popular reliability analysis strategies that are widely used in RBMDO.However,the SOMVSA method can only be used efficiently when the distribution of input variables is Gaussian distribution,which significantly limits its application.In this study,the Gaussian Mixture Model-based Second-Order Mean-Value Saddlepoint Approximation(GMM-SOMVSA)is introduced to tackle above problem.It is integrated with the Collaborative Optimization(CO)method to solve RBMDO problems.Furthermore,the formula and procedure of RBMDO using GMM-SOMVSA-Based CO(GMM-SOMVSA-CO)are proposed.Finally,an engineering example is given to show the application of the GMM-SOMVSA-CO method.

Research on Initialization on EM Algorithm Based on Gaussian Mixture Model

The EM algorithm is a very popular maximum likelihood estimation method, the iterative algorithm for solving the maximum likelihood estimator when the observation data is the incomplete data, but also is very effective algorithm to estimate the finite mixture model parameters. However, EM algorithm can not guarantee to find the global optimal solution, and often easy to fall into local optimal solution, so it is sensitive to the determination of initial value to iteration. Traditional EM algorithm select the initial value at random, we propose an improved method of selection of initial value. First, we use the k-nearest-neighbor method to delete outliers. Second, use the k-means to initialize the EM algorithm. Compare this method with the original random initial value method, numerical experiments show that the parameter estimation effect of the initialization of the EM algorithm is significantly better than the effect of the original EM algorithm.

Multimodal process monitoring based on transition-constrained Gaussian mixture model

Reliable process monitoring is important for ensuring process safety and product quality.A production process is generally characterized bymultiple operation modes,and monitoring thesemultimodal processes is challenging.Most multimodal monitoring methods rely on the assumption that the modes are independent of each other,which may not be appropriate for practical application.This study proposes a transition-constrained Gaussian mixture model method for efficient multimodal process monitoring.This technique can reduce falsely and frequently occurring mode transitions by considering the time series information in the mode identification of historical and online data.This process enables the identified modes to reflect the stability of actual working conditions,improve mode identification accuracy,and enhance monitoring reliability in cases of mode overlap.Case studies on a numerical simulation example and simulation of the penicillin fermentation process are provided to verify the effectiveness of the proposed approach inmultimodal process monitoring with mode overlap.

Automatic Delineation of Lung Parenchyma Based on Multilevel Thresholding and Gaussian Mixture Modelling

Delineation of the lung parenchyma in the thoracic Computed Tomography(CT)is an important processing step for most of the pulmonary image analysis such as lung volume extraction,lung nodule detection and pulmonary vessel segmentation.An automatic method for accurate delineation of lung parenchyma in thoracic Computed Tomography images is presented in this paper.The proposed method involves a segmentation phase followed by a lung boundary correction technique.The tissues in the thoracic Computed Tomography can be represented by a number of Gaussians.We propose a histogram utilized Adaptive Multilevel Thresholding(AMT)for estimating the total number of Gaussians and their initial parameters.The parameters of Gaussian components are updated by Expectation Maximization(EM)algorithm.The segmented lung parenchyma from the Gaussian Mixture model(GMM)undergoes an Adaptive Morphological Filtering(AMF)to reduce the boundary errors.The proposed method has been tested on 70 diseased and 119 normal lung images from 28 cases obtained from Lung Image Database Consortium(LIDC).The performance of the proposed system has been validated.

A multi-target tracking algorithm based on Gaussian mixture model

Since the joint probabilistic data association(JPDA)algorithm results in calculation explosion with the increasing number of targets,a multi-target tracking algorithm based on Gaussian mixture model(GMM)clustering is proposed.The algorithm is used to cluster the measurements,and the association matrix between measurements and tracks is constructed by the posterior probability.Compared with the traditional data association algorithm,this algorithm has better tracking performance and less computational complexity.Simulation results demonstrate the effectiveness of the proposed algorithm.

Adaptive learning algorithm based on mixture Gaussian background

The key problem of the adaptive mixture background model is that the parameters can adaptively change according to the input data. To address the problem, a new method is proposed. Firstly, the recursive equations are inferred based on the maximum likelihood rule. Secondly, the forgetting factor and learning rate factor are redefined, and their still more general formulations are obtained by analyzing their practical functions. Lastly, the convergence of the proposed algorithm is proved to enable the estimation converge to a local maximum of the data likelihood function according to the stochastic approximation theory. The experiments show that the proposed learning algorithm excels the formers both in converging rate and accuracy.

Dynamic soft sensor development based on Gaussian mixture regression for fermentation processes

The dynamic soft sensor based on a single Gaussian process regression(GPR) model has been developed in fermentation processes.However,limitations of single regression models,for multiphase/multimode fermentation processes,may result in large prediction errors and complexity of the soft sensor.Therefore,a dynamic soft sensor based on Gaussian mixture regression(GMR) was proposed to overcome the problems.Two structure parameters,the number of Gaussian components and the order of the model,are crucial to the soft sensor model.To achieve a simple and effective soft sensor,an iterative strategy was proposed to optimize the two structure parameters synchronously.For the aim of comparisons,the proposed dynamic GMR soft sensor and the existing dynamic GPR soft sensor were both investigated to estimate biomass concentration in a Penicillin simulation process and an industrial Erythromycin fermentation process.Results show that the proposed dynamic GMR soft sensor has higher prediction accuracy and is more suitable for dynamic multiphase/multimode fermentation processes.

An unsupervised clustering method for nuclear magnetic resonance transverse relaxation spectrums based on the Gaussian mixture model and its application

To make the quantitative results of nuclear magnetic resonance(NMR) transverse relaxation(T;) spectrums reflect the type and pore structure of reservoir more directly, an unsupervised clustering method was developed to obtain the quantitative pore structure information from the NMR T;spectrums based on the Gaussian mixture model(GMM). Firstly, We conducted the principal component analysis on T;spectrums in order to reduce the dimension data and the dependence of the original variables. Secondly, the dimension-reduced data was fitted using the GMM probability density function, and the model parameters and optimal clustering numbers were obtained according to the expectation-maximization algorithm and the change of the Akaike information criterion. Finally, the T;spectrum features and pore structure types of different clustering groups were analyzed and compared with T;geometric mean and T;arithmetic mean. The effectiveness of the algorithm has been verified by numerical simulation and field NMR logging data. The research shows that the clustering results based on GMM method have good correlations with the shape and distribution of the T;spectrum, pore structure, and petroleum productivity, providing a new means for quantitative identification of pore structure, reservoir grading, and oil and gas productivity evaluation.

An Improved Moving Object Detection Algorithm Based on Gaussian Mixture Models

Aiming at the problems that the classical Gaussian mixture model is unable to detect the complete moving object, and is sensitive to the light mutation scenes and so on, an improved algorithm is proposed for moving object detection based on Gaussian mixture model and three-frame difference method. In the process of extracting the moving region, the improved three-frame difference method uses the dynamic segmentation threshold and edge detection technology, and it is first used to solve the problems such as the illumination mutation and the discontinuity of the target edge. Then, a new adaptive selection strategy of the number of Gaussian distributions is introduced to reduce the processing time and improve accuracy of detection. Finally, HSV color space is used to remove shadow regions, and the whole moving object is detected. Experimental results show that the proposed algorithm can detect moving objects in various situations effectively.

An efficient approach for shadow detection based on Gaussian mixture model

An efficient approach was proposed for discriminating shadows from moving objects. In the background subtraction stage, moving objects were extracted. Then, the initial classification for moving shadow pixels and foreground object pixels was performed by using color invariant features. In the shadow model learning stage, instead of a single Gaussian distribution, it was assumed that the density function computed on the values of chromaticity difference or bright difference, can be modeled as a mixture of Gaussian consisting of two density functions. Meanwhile, the Gaussian parameter estimation was performed by using EM algorithm. The estimates were used to obtain shadow mask according to two constraints. Finally, experiments were carried out. The visual experiment results confirm the effectiveness of proposed method. Quantitative results in terms of the shadow detection rate and the shadow discrimination rate(the maximum values are 85.79% and 97.56%, respectively) show that the proposed approach achieves a satisfying result with post-processing step.

关于Log Gaussian Mixture Cox过程模型的研究

Log Gaussian Cox过程模型(简称LGCP模型)常用来描述关于空间变化的随机过程,但是它不能很好地拟合强度取对数后是非高斯过程情况下的数据。因此,通过将它的强度取对数后看成是一个混合高斯过程来改进LGCP模型,并研究改进后模型的性质。采用极大似然估计法和MCMC方法来估计模型参数,以及用AIC准则作模型选择。最后通过实例验证,结果显示改进后的模型能够有效地拟合数据。

Application of a Novel Method for Machine Performance Degradation Assessment Based on Gaussian Mixture Model and Logistic Regression

The currently prevalent machine performance degradation assessment techniques involve estimating a machine's current condition based upon the recognition of indications of failure features,which entail complete data collected in different conditions.However,failure data are always hard to acquire,thus making those techniques hard to be applied.In this paper,a novel method which does not need failure history data is introduced.Wavelet packet decomposition(WPD) is used to extract features from raw signals,principal component analysis(PCA) is utilized to reduce feature dimensions,and Gaussian mixture model(GMM) is then applied to approximate the feature space distributions.Single-channel confidence value(SCV) is calculated by the overlap between GMM of the monitoring condition and that of the normal condition,which can indicate the performance of single-channel.Furthermore,multi-channel confidence value(MCV),which can be deemed as the overall performance index of multi-channel,is calculated via logistic regression(LR) and that the task of decision-level sensor fusion is also completed.Both SCV and MCV can serve as the basis on which proactive maintenance measures can be taken,thus preventing machine breakdown.The method has been adopted to assess the performance of the turbine of a centrifugal compressor in a factory of Petro-China,and the result shows that it can effectively complete this task.The proposed method has engineering significance for machine performance degradation assessment.

Color-texture segmentation using JSEG based on Gaussian mixture modeling

An improved approach for J-value segmentation (JSEG) is presented for unsupervised color image segmentation. Instead of color quantization algorithm, an automatic classification method based on adaptive mean shift (AMS) based clustering is used for nonparametric clustering of image data set. The clustering results are used to construct Gaussian mixture modelling (GMM) of image data for the calculation of soft J value. The region growing algorithm used in JSEG is then applied in segmenting the image based on the multiscale soft J-images. Experiments show that the synergism of JSEG and the soft classification based on AMS based clustering and GMM overcomes the limitations of JSEG successfully and is more robust.

Parameter Optimization Method for Gaussian Mixture Model with Data Evolution

To learn from evolutionary experimental data points effectively,an evolutionary Gaussian mixture model based on constraint consistency(EGMM)is proposed and the corresponding method of parameter optimization is presented.Here,the Gaussian mixture model(GMM)is adopted to describe the data points,and the differences between the posterior probabilities of pairwise points under the current parameters are introduced to measure the temporal smoothness.Then,parameter optimization of EGMM can be realized by evolutionary clustering.Compared with most of the existing data analysis methods by evolutionary clustering,both the whole features and individual differences of data points are considered in the clustering framework of EGMM.It decreases the algorithm sensitivity to noises and increases the robustness of evaluated parameters.Experimental result shows that the clustering sequence really reflects the shift of data distribution,and the proposed algorithm can provide better clustering quality and temporal smoothness.

Multidirectional Gaussian Mixture Models for Nonlinear Uncertainty Propagation

Monte Carlo simulations are an accurate but computationally expensive procedure for approximating the resultant non-Gaussian probability density function(PDF)after propagation of an initial Gaussian PDF through a nonlinear function.Univariate splitting libraries for Gaussian Mixture Models(GMMs)exist with up to five elements in the literature.The number of splits are extended in the present work by generating three homoscedastic univariate splitting libraries with up to 39 elements.Mulitvariate GMMs are typically handled with splits along a single direction.Instead,we generate a regular multidirectional grid over the initial multivariate Gaussian distribution by recursively applying the splitting library along multiple directions.The splitting direction is arbitrary and no longer limited to directions parallel to the columns of the square-root of the covariance matrix.A second order Stirling’s interpolation of the nonlinear function evaluated at the mean of the initial Gaussian distribution is used to quantify nonlinearity along candidate splitting directions.The directions with the highest nonlinearity benefit most from splitting.The Multidirectional GMM(MGMM)has applications for uncertainty quantification with computationally intensive nonlinear functions.The variable number of splits in each direction allows for a spectrum of models in the accuracy versus compute time design space,filling the gap between expensive Monte Carlos and fast linearized models.The multidirectional method is demonstrated with four test cases,including an orbit uncertainty propagation case,to illustrate the benefit of splitting along multiple directions and of ranking the splitting directions.

Soft Image Segmentation Based on the Mixture of Gaussians and the Phase-Transition Theory

In this paper, we propose a new soft multi-phase segmentation model where it is assumed that the pixel intensities are distributed as a Gaussian mixture. The model is formulated as a minimization problem through the use of the maximum likelihood estimator and phase-transition theory. The mixture coefficients, which are estimated using a spatially varying mean and variance procedure, are used for image segmentation. The experimental results indicate the effectiveness of the method.