A novel method under the interactive multiple model (IMM) filtering framework is presented in this paper, in which the expectation-maximization (EM) algorithm is used to identify the process noise covariance Q online....A novel method under the interactive multiple model (IMM) filtering framework is presented in this paper, in which the expectation-maximization (EM) algorithm is used to identify the process noise covariance Q online. For the existing IMM filtering theory, the matrix Q is determined by means of design experience, but Q is actually changed with the state of the maneuvering target. Meanwhile it is severely influenced by the environment around the target, i.e., it is a variable of time. Therefore, the experiential covariance Q can not represent the influence of state noise in the maneuvering process exactly. Firstly, it is assumed that the evolved state and the initial conditions of the system can be modeled by using Gaussian distribution, although the dynamic system is of a nonlinear measurement equation, and furthermore the EM algorithm based on IMM filtering with the Q identification online is proposed. Secondly, the truncated error analysis is performed. Finally, the Monte Carlo simulation results are given to show that the proposed algorithm outperforms the existing algorithms and the tracking precision for the maneuvering targets is improved efficiently.展开更多
Detecting naturally arising structures in data is central to knowledge extraction from data. In most applications, the main challenge is in the choice of the appropriate model for exploring the data features. The choi...Detecting naturally arising structures in data is central to knowledge extraction from data. In most applications, the main challenge is in the choice of the appropriate model for exploring the data features. The choice is generally poorly understood and any tentative choice may be too restrictive. Growing volumes of data, disparate data sources and modelling techniques entail the need for model optimization via adaptability rather than comparability. We propose a novel two-stage algorithm to modelling continuous data consisting of an unsupervised stage whereby the algorithm searches through the data for optimal parameter values and a supervised stage that adapts the parameters for predictive modelling. The method is implemented on the sunspots data with inherently Gaussian distributional properties and assumed bi-modality. Optimal values separating high from lows cycles are obtained via multiple simulations. Early patterns for each recorded cycle reveal that the first 3 years provide a sufficient basis for predicting the peak. Multiple Support Vector Machine runs using repeatedly improved data parameters show that the approach yields greater accuracy and reliability than conventional approaches and provides a good basis for model selection. Model reliability is established via multiple simulations of this type.展开更多
Input-output data fitting methods are often used for unknown-structure nonlinear system modeling. Based on model-on-demand tactics, a multiple model approach to modeling for nonlinear systems is presented. The basic i...Input-output data fitting methods are often used for unknown-structure nonlinear system modeling. Based on model-on-demand tactics, a multiple model approach to modeling for nonlinear systems is presented. The basic idea is to find out, from vast historical system input-output data sets, some data sets matching with the current working point, then to develop a local model using Local Polynomial Fitting (LPF) algorithm. With the change of working points, multiple local models are built, which realize the exact modeling for the global system. By comparing to other methods, the simulation results show good performance for its simple, effective and reliable estimation.展开更多
基金Supported by the National Key Fundamental Research & Development Programs of P. R. China (2001CB309403)
文摘A novel method under the interactive multiple model (IMM) filtering framework is presented in this paper, in which the expectation-maximization (EM) algorithm is used to identify the process noise covariance Q online. For the existing IMM filtering theory, the matrix Q is determined by means of design experience, but Q is actually changed with the state of the maneuvering target. Meanwhile it is severely influenced by the environment around the target, i.e., it is a variable of time. Therefore, the experiential covariance Q can not represent the influence of state noise in the maneuvering process exactly. Firstly, it is assumed that the evolved state and the initial conditions of the system can be modeled by using Gaussian distribution, although the dynamic system is of a nonlinear measurement equation, and furthermore the EM algorithm based on IMM filtering with the Q identification online is proposed. Secondly, the truncated error analysis is performed. Finally, the Monte Carlo simulation results are given to show that the proposed algorithm outperforms the existing algorithms and the tracking precision for the maneuvering targets is improved efficiently.
文摘Detecting naturally arising structures in data is central to knowledge extraction from data. In most applications, the main challenge is in the choice of the appropriate model for exploring the data features. The choice is generally poorly understood and any tentative choice may be too restrictive. Growing volumes of data, disparate data sources and modelling techniques entail the need for model optimization via adaptability rather than comparability. We propose a novel two-stage algorithm to modelling continuous data consisting of an unsupervised stage whereby the algorithm searches through the data for optimal parameter values and a supervised stage that adapts the parameters for predictive modelling. The method is implemented on the sunspots data with inherently Gaussian distributional properties and assumed bi-modality. Optimal values separating high from lows cycles are obtained via multiple simulations. Early patterns for each recorded cycle reveal that the first 3 years provide a sufficient basis for predicting the peak. Multiple Support Vector Machine runs using repeatedly improved data parameters show that the approach yields greater accuracy and reliability than conventional approaches and provides a good basis for model selection. Model reliability is established via multiple simulations of this type.
基金This project was supported by National Natural Science Foundation (No. 69934020).
文摘Input-output data fitting methods are often used for unknown-structure nonlinear system modeling. Based on model-on-demand tactics, a multiple model approach to modeling for nonlinear systems is presented. The basic idea is to find out, from vast historical system input-output data sets, some data sets matching with the current working point, then to develop a local model using Local Polynomial Fitting (LPF) algorithm. With the change of working points, multiple local models are built, which realize the exact modeling for the global system. By comparing to other methods, the simulation results show good performance for its simple, effective and reliable estimation.
基金supported by the National Natural Science Foundation of China(71171193,11501575)the Humanities and Social Science Project of China University of Political Science and Law(12ZFQ11001)the Young Faculty Academic Innovation Team of China University of Political Science and Law(2014CXTD01)
