The parameters are considered as normal random quantities in filtering and prediction, and the observation equations usually are nonlinear ones. The nonlinear equations should be deployed in Taylor抯 formula, adopting...The parameters are considered as normal random quantities in filtering and prediction, and the observation equations usually are nonlinear ones. The nonlinear equations should be deployed in Taylor抯 formula, adopting to first power of term, by linear static filtering and prediction, and transformed into linear equations, and then the tested estimating values and their variances according to some statistical methods such as maximum tested estimation. The formulas of nonlinear static filtering and prediction, adapting to quadratic and cross terms by Taylor抯 progression formula, and the compu-tation formulas were also deduced that filtering the corresponding function nonlinear sig-nals and predicting the signals with nonlinear function. Meanwhile, it is been testified that the formula of static filtering and prediction is a special case of nonlinear filtering formulas.展开更多
For the large number of nonlinear degradation devices existing in a project, the existing methods have not systematically studied the effects of random effect on the remaining lifetime(RL),the accuracy and efficiency ...For the large number of nonlinear degradation devices existing in a project, the existing methods have not systematically studied the effects of random effect on the remaining lifetime(RL),the accuracy and efficiency of the parameters estimation are not high, and the current degradation state of the target device is not accurately estimated. In this paper, a nonlinear Wiener degradation model with random effect is proposed and the corresponding probability density function(PDF) of the first hitting time(FHT)is deduced. A parameter estimation method based on modified expectation maximum(EM) algorithm is proposed to obtain the estimated value of fixed coefficient and the priori value of random coefficient in the model. The posterior value of the random coefficient and the current degradation state of target device are updated synchronously by the state space model(SSM) and the Kalman filter algorithm. The PDF of RL with random effect is deduced. A simulation example is analyzed to verify that the proposed method has the obvious advantage over the existing methods in parameter estimation error and RL prediction accuracy.展开更多
Based on a simple coupled Lorenz model,we investigate how to assess a suitable initial perturbation scheme for ensemble forecasting in a multiscale system involving slow dynamics and fast dynamics.Four initial perturb...Based on a simple coupled Lorenz model,we investigate how to assess a suitable initial perturbation scheme for ensemble forecasting in a multiscale system involving slow dynamics and fast dynamics.Four initial perturbation approaches are used in the ensemble forecasting experiments:the random perturbation(RP),the bred vector(BV),the ensemble transform Kalman filter(ETKF),and the nonlinear local Lyapunov vector(NLLV)methods.Results show that,regardless of the method used,the ensemble averages behave indistinguishably from the control forecasts during the first few time steps.Due to different error growth in different time-scale systems,the ensemble averages perform better than the control forecast after very short lead times in a fast subsystem but after a relatively long period of time in a slow subsystem.Due to the coupled dynamic processes,the addition of perturbations to fast variables or to slow variables can contribute to an improvement in the forecasting skill for fast variables and slow variables.Regarding the initial perturbation approaches,the NLLVs show higher forecasting skill than the BVs or RPs overall.The NLLVs and ETKFs had nearly equivalent prediction skill,but NLLVs performed best by a narrow margin.In particular,when adding perturbations to slow variables,the independent perturbations(NLLVs and ETKFs)perform much better in ensemble prediction.These results are simply implied in a real coupled air–sea model.For the prediction of oceanic variables,using independent perturbations(NLLVs)and adding perturbations to oceanic variables are expected to result in better performance in the ensemble prediction.展开更多
This paper deals with Wiener model based predictive control of a pH neutralization process.The dynamic linear block of the Wiener model is parameterized using Laguerre filters while the nonlinear block is constructed ...This paper deals with Wiener model based predictive control of a pH neutralization process.The dynamic linear block of the Wiener model is parameterized using Laguerre filters while the nonlinear block is constructed using least squares support vector machines (LSSVM).Input-output data from the first principle model of the pH neutralization process are used for the Wiener model identification.Simulation results show that the proposed Wiener model has higher prediction accuracy than Laguerre-support vector regression (SVR) Wiener models,Laguerre-polynomial Wiener models,and linear Laguerre models.The identified Wiener model is used here for nonlinear model predictive control (NMPC) of the pH neutralization process.The set-point tracking performance of the proposed NMPC is compared with those of the Laguerre-SVR Wiener model based NMPC,Laguerre-polynomial Wiener model based NMPC,and linear model predictive control (LMPC).Validation results show that the proposed NMPC outperforms the other three controllers.展开更多
On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering （EKF）, the unscented K...On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering （EKF）, the unscented Kalman filtering （UKF） and the Gaussian particle filtering （GPF） to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal （These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper）. Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF.展开更多
A new detection method for component faults based on predictive filters together with the fault detectability, false alarm rate, missed alarm rate and upper bound of detection time are proposed. The efficiency of the ...A new detection method for component faults based on predictive filters together with the fault detectability, false alarm rate, missed alarm rate and upper bound of detection time are proposed. The efficiency of the method is illustrated by a simulation example of a second-order system. It is shown that the fault detection method using predictive filters has a small delay, a low false alarm rate and a low missed alarm rate. Furthermore the filter can give accurate estimates of states even after a fault occurs. The real-time estimation provided by this method can also be used for fault tolerant control.展开更多
To attenuate white noise, nonstationary noise and impulse noise are important for signal processing. In this letter, we present nonlinear fusion filters (NFF) based on prediction and smoothing. By means of least squar...To attenuate white noise, nonstationary noise and impulse noise are important for signal processing. In this letter, we present nonlinear fusion filters (NFF) based on prediction and smoothing. By means of least square fitting of a polynomial, we define and give the operators of left prediction and right prediction, left smoothing and right smoothing, central smoothing and cross-validation smoothing. In simulated experiments, it is shown that the present method is an effective one.展开更多
文摘The parameters are considered as normal random quantities in filtering and prediction, and the observation equations usually are nonlinear ones. The nonlinear equations should be deployed in Taylor抯 formula, adopting to first power of term, by linear static filtering and prediction, and transformed into linear equations, and then the tested estimating values and their variances according to some statistical methods such as maximum tested estimation. The formulas of nonlinear static filtering and prediction, adapting to quadratic and cross terms by Taylor抯 progression formula, and the compu-tation formulas were also deduced that filtering the corresponding function nonlinear sig-nals and predicting the signals with nonlinear function. Meanwhile, it is been testified that the formula of static filtering and prediction is a special case of nonlinear filtering formulas.
基金supported by the National Defense Foundation of China(71601183)the China Postdoctoral Science Foundation(2017M623415)
文摘For the large number of nonlinear degradation devices existing in a project, the existing methods have not systematically studied the effects of random effect on the remaining lifetime(RL),the accuracy and efficiency of the parameters estimation are not high, and the current degradation state of the target device is not accurately estimated. In this paper, a nonlinear Wiener degradation model with random effect is proposed and the corresponding probability density function(PDF) of the first hitting time(FHT)is deduced. A parameter estimation method based on modified expectation maximum(EM) algorithm is proposed to obtain the estimated value of fixed coefficient and the priori value of random coefficient in the model. The posterior value of the random coefficient and the current degradation state of target device are updated synchronously by the state space model(SSM) and the Kalman filter algorithm. The PDF of RL with random effect is deduced. A simulation example is analyzed to verify that the proposed method has the obvious advantage over the existing methods in parameter estimation error and RL prediction accuracy.
基金jointly supported by the National Natural Science Foundation of China (Grant Nos. 42225501, 42105059)
文摘Based on a simple coupled Lorenz model,we investigate how to assess a suitable initial perturbation scheme for ensemble forecasting in a multiscale system involving slow dynamics and fast dynamics.Four initial perturbation approaches are used in the ensemble forecasting experiments:the random perturbation(RP),the bred vector(BV),the ensemble transform Kalman filter(ETKF),and the nonlinear local Lyapunov vector(NLLV)methods.Results show that,regardless of the method used,the ensemble averages behave indistinguishably from the control forecasts during the first few time steps.Due to different error growth in different time-scale systems,the ensemble averages perform better than the control forecast after very short lead times in a fast subsystem but after a relatively long period of time in a slow subsystem.Due to the coupled dynamic processes,the addition of perturbations to fast variables or to slow variables can contribute to an improvement in the forecasting skill for fast variables and slow variables.Regarding the initial perturbation approaches,the NLLVs show higher forecasting skill than the BVs or RPs overall.The NLLVs and ETKFs had nearly equivalent prediction skill,but NLLVs performed best by a narrow margin.In particular,when adding perturbations to slow variables,the independent perturbations(NLLVs and ETKFs)perform much better in ensemble prediction.These results are simply implied in a real coupled air–sea model.For the prediction of oceanic variables,using independent perturbations(NLLVs)and adding perturbations to oceanic variables are expected to result in better performance in the ensemble prediction.
基金Project (No.60574022) supported by the National Natural Science Foundation of China
文摘This paper deals with Wiener model based predictive control of a pH neutralization process.The dynamic linear block of the Wiener model is parameterized using Laguerre filters while the nonlinear block is constructed using least squares support vector machines (LSSVM).Input-output data from the first principle model of the pH neutralization process are used for the Wiener model identification.Simulation results show that the proposed Wiener model has higher prediction accuracy than Laguerre-support vector regression (SVR) Wiener models,Laguerre-polynomial Wiener models,and linear Laguerre models.The identified Wiener model is used here for nonlinear model predictive control (NMPC) of the pH neutralization process.The set-point tracking performance of the proposed NMPC is compared with those of the Laguerre-SVR Wiener model based NMPC,Laguerre-polynomial Wiener model based NMPC,and linear model predictive control (LMPC).Validation results show that the proposed NMPC outperforms the other three controllers.
基金supported by the National Natural Science Foundation of China (Grant No 60774067)the Natural Science Foundation of Fujian Province of China (Grant No 2006J0017)
文摘On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering （EKF）, the unscented Kalman filtering （UKF） and the Gaussian particle filtering （GPF） to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal （These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper）. Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF.
基金supported in part by the National Natural Science Foundation of China(Grant No.60234010)China National 973 Project(Grant No.2002CB312200)
文摘A new detection method for component faults based on predictive filters together with the fault detectability, false alarm rate, missed alarm rate and upper bound of detection time are proposed. The efficiency of the method is illustrated by a simulation example of a second-order system. It is shown that the fault detection method using predictive filters has a small delay, a low false alarm rate and a low missed alarm rate. Furthermore the filter can give accurate estimates of states even after a fault occurs. The real-time estimation provided by this method can also be used for fault tolerant control.
文摘To attenuate white noise, nonstationary noise and impulse noise are important for signal processing. In this letter, we present nonlinear fusion filters (NFF) based on prediction and smoothing. By means of least square fitting of a polynomial, we define and give the operators of left prediction and right prediction, left smoothing and right smoothing, central smoothing and cross-validation smoothing. In simulated experiments, it is shown that the present method is an effective one.
