Multivariable Control Performance Assessment Based on Generalized Minimum Variance Benchmark

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.

Source localization with minimum variance distortionless response for spherical microphone arrays

To improve localization accuracy, the spherical microphone arrays are used to capture high-order wavefield in- formation. For the far field sound sources, the array signal model is constructed based on plane wave decomposition. The spatial spectrum function is calculated by minimum variance distortionless response （MVDR） to scan the three-dimensional space. The peak values of the spectrum function correspond to the directions of multiple sound sources. A diagonal loading method is adopted to solve the ill-conditioned cross spectrum matrix of the received signals. The loading level depends on the alleviation of the ill-condition of the matrix and the accuracy of the inverse calculation. Compared with plane wave decomposition method, our proposed localization algorithm can acquire high spatial resolution and better estimation for multiple sound source directions, especially in low signal to noise ratio （SNR）.

Robust Design for Generalized Minimum Variance Controllers

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.

A Geometric Approach to Conditioning and the Search for Minimum Variance Unbiased Estimators

Our purpose is twofold: to present a prototypical example of the conditioning technique to obtain the best estimator of a parameter and to show that this technique resides in the structure of an inner product space. The technique uses conditioning of an unbiased estimator on a sufficient statistic. This procedure is founded upon the conditional variance formula, which leads to an inner product space and a geometric interpretation. The example clearly illustrates the dependence on the sampling methodology. These advantages show the power and centrality of this process.

SIMULATION STUDY OF GENERALIZED MINIMUM VARIANCE CONTROL FOR AN EXTRACTION TURBINE

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.

Improved minimum variance distortionless response spectrum method for efficient and robust non-uniform undersampled frequency identification in blade tip timing

The noncontact blade tip timing(BTT)measurement has been an attractive technology for blade health monitoring(BHM).However,the severe undersampled BTT signal causes a significant challenge for blade vibration parameter identification and fault feature extraction.This study proposes a novel method based on the minimum variance distortionless response(MVDR)of the direction of arrival(DoA)estimation for blade natural frequency estimation from the non-uniformly undersampled BTT signals.First,based on the similarity between the general data acquisition model for BTT and the antenna array model in DoA estimation,the circumferentially arranged probes on the casing can be regarded as a non-uniform linear array.Thus,BTT signal reconstruction is converted into the DoA estimation problem of the non-uniform linear array signal.Second,MVDR is employed to address the severe undersampling issue and recover the BTT undersampled signal.In particular,spatial smoothing is innovatively utilized to enhance the estimation of covariance matrix of the BTT signal to avoid ill-condition or singularity,while improving efficiency and robustness.Lastly,numerical simulation and experimental testing are employed to verify the validity of the proposed method.Monte Carlo simulation results suggest that the proposed method behaves better than conventional methods,especially under a lower signal-to-noise ratio condition.Experimental results indicate that the proposed method can effectively overcome the severe undersampling problem of BTT signal induced by physical limitations,and has a strong potential in the field of BHM.

Linear minimum variance estimation fusion

This paper shows that a general multisensor unbiased linearly weighted estimation fusion essentially is the linear minimum variance (LMV) estimation with linear equality constraint, and the general estimation fusion formula is developed by extending the Gauss-Markov estimation to the random parameter under estimation. First, we formulate the problem of distributed estimation fusion in the LMV setting. In this setting, the fused estimator is a weighted sum of local estimates with a matrix weight. We show that the set of weights is optimal if and only if it is a solution of a matrix quadratic optimization problem subject to a convex linear equality constraint. Second, we present a unique solution to the above optimization problem, which depends only on the covariance matrix Ck.Third, if a priori information, the expectation and covariance, of the estimated quantity is unknown, a necessary and sufficient condition for the above LMV fusion becoming the best unbiased LMV estimation with known prior information as the above is presented. We also discuss the generality and usefulness of the LMV fusion formulas developed. Finally, we provide an off-line recursion of Ck for a class of multisensor linear systems with coupled measurement noises.

NEW RESULTS ABOUT THE RELATIONSHIP BETWEEN OPTIMALLY WEIGHTED LEAST SQUARES ESTIMATE AND LINEAR MINIMUM VARIANCE ESTIMATE

The optimally weighted least squares estimate and the linear minimum variance estimateare two of the most popular estimation methods for a linear model.In this paper,the authors makea comprehensive discussion about the relationship between the two estimates.Firstly,the authorsconsider the classical linear model in which the coefficient matrix of the linear model is deterministic,and the necessary and sufficient condition for equivalence of the two estimates is derived.Moreover,under certain conditions on variance matrix invertibility,the two estimates can be identical providedthat they use the same a priori information of the parameter being estimated.Secondly,the authorsconsider the linear model with random coefficient matrix which is called the extended linear model;under certain conditions on variance matrix invertibility,it is proved that the former outperforms thelatter when using the same a priori information of the parameter.

A novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise,minimum mean square variance criterion and least mean square adaptive filter

Underwater acoustic signal processing is one of the research hotspots in underwater acoustics.Noise reduction of underwater acoustic signals is the key to underwater acoustic signal processing.Owing to the complexity of marine environment and the particularity of underwater acoustic channel,noise reduction of underwater acoustic signals has always been a difficult challenge in the field of underwater acoustic signal processing.In order to solve the dilemma,we proposed a novel noise reduction technique for underwater acoustic signals based on complete ensemble empirical mode decomposition with adaptive noise(CEEMDAN),minimum mean square variance criterion(MMSVC) and least mean square adaptive filter(LMSAF).This noise reduction technique,named CEEMDAN-MMSVC-LMSAF,has three main advantages:(i) as an improved algorithm of empirical mode decomposition(EMD) and ensemble EMD(EEMD),CEEMDAN can better suppress mode mixing,and can avoid selecting the number of decomposition in variational mode decomposition(VMD);(ii) MMSVC can identify noisy intrinsic mode function(IMF),and can avoid selecting thresholds of different permutation entropies;(iii) for noise reduction of noisy IMFs,LMSAF overcomes the selection of deco mposition number and basis function for wavelet noise reduction.Firstly,CEEMDAN decomposes the original signal into IMFs,which can be divided into noisy IMFs and real IMFs.Then,MMSVC and LMSAF are used to detect identify noisy IMFs and remove noise components from noisy IMFs.Finally,both denoised noisy IMFs and real IMFs are reconstructed and the final denoised signal is obtained.Compared with other noise reduction techniques,the validity of CEEMDAN-MMSVC-LMSAF can be proved by the analysis of simulation signals and real underwater acoustic signals,which has the better noise reduction effect and has practical application value.CEEMDAN-MMSVC-LMSAF also provides a reliable basis for the detection,feature extraction,classification and recognition of underwater acoustic signals.

Two Adaptive Control Algorithms in Semi-Active Suspension System

To reduce the vibration in the suspension, semi active suspension system was employed. And its CARMA model was built. Two adaptive control schemes, the minimum variance self tuning control algorithm and the pole configuration self tuning control algorithm, were proposed. The former can make the variance of the output minimum while the latter can make dynamic behavior satisfying. The stability of the two schemes was analyzed. Simulations of them show that the acceleration in the vertical direction has been reduced greatly. The purpose of reducing vibration is realized. The two schemes can reduce the vibration in the suspension and have some practicability.

Nonlinear Decoupling PID Control Using Neural Networks and Multiple Models

For a class of complex industrial processes with strong nonlinearity, serious coupling and uncertainty, a nonlinear decoupling proportional-integral-differential （PID） controller is proposed, which consists of a traditional PID controller, a decoupling compensator and a feedforward compensator for the unmodeled dynamics. The parameters of such controller is selected based on the generalized minimum variance control law. The unmodeled dynamics is estimated and compensated by neural networks, a switching mechanism is introduced to improve tracking performance, then a nonlinear decoupling PID control algorithm is proposed. All signals in such switching system are globally bounded and the tracking error is convergent. Simulations show effectiveness of the algorithm.

Retrieval Single-Doppler Radar Wind with Variational Assimilation Method-Part I: Objective Selection of Functional Weighting Factors

In variational problem, the selection of functional weighting factors (FWF) is one of the key points for discussing many relevant studies. To overcome arbitrariness and subjectivity of the empirical selecting methods used widely at present, this paper tries to put forward an optimal objective selecting method of FWF. The focus of the study is on the weighting factors optimal selection in the variation retrieval single-Doppler radar wind field with the simple adjoint models. Weighting factors in the meaning of minimal variance are calculated out with the matrix theory and the finite difference method of partial differential equation. Experiments show that the result is more objective comparing with the factors obtained with the empirical method.

DOA estimation of wideband signals based on iterative spectral reconstruction

In order to solve the problem of coherent signal subspace method(CSSM) depending on the estimated accuracy of signal subspace, a new direction of arrival(DOA) estimation method of wideband source, which is based on iterative adaptive spectral reconstruction, is proposed. Firstly, the wideband signals are divided into several narrowband signals of different frequency bins by discrete Fourier transformation(DFT). Then, the signal matched power spectrum in referenced frequency bins is computed, which can form the initial covariance matrix. Finally, the linear restrained minimum variance spectral(Capon spectral) of signals in other frequency bins are reconstructed using sequential iterative means, so the DOA can be estimated by the locations of spectral peaks. Theoretical analysis and simulation results show the proposed method based on the iterative spectral reconstruction for the covariance matrices of all sub-bands can avoid the problem of determining the signal subspace accurately with the coherent signal subspace method under the conditions of small samples and low signal to noise ratio(SNR), and it can also realize full dimensional focusing of different sub-band data, which can be applied to coherent sources and can significantly improve the accuracy of DOA estimation.

Beamforming analysis based on CSB sin-FDA

This paper studies the adaptive beamforming algorithm based on the frequency diverse array(FDA)array where the interference is located at the same angle(but different range)with the target.We take the cross subarray-based FDA with sinusoidal frequency offset(CSB sin-FDA)as the receiving array instead of the basic FDA.The sampling covariance matrix under insufficient snapshot can be corrected by the automatic diagonal loading method.On the basis of decomposing the mismatched steering vector error into a vertical component and a parallel one,this paper searches the vertical component of the error by the quadratic constraint method.The numerical simulation verifies that the beamformer based on the CSB sin-FDA can effectively hold the mainlobe at the target position when the snapshot is insufficient or the steering vector is mismatched.

MOTION COMPENSATION FOR HIGH RESOLUTION AIRBORNE SAR WITH IMU & GPS

Inertial measurement unit (IMU) is a standard motion sensor in modern airborne SAR systems. But how to remove its systematic error is a difficult problem, which impacts the improvement of resolution in azimuth. The technique of motion compensation presented in this paper, uses the GPS as a reference system to estimate and correct the systematic error of the IMU on the concept of linear unbiased minimum variance (LUMV). This new and effective method achieves very accurate position measurement (both high and low frequency) of the APC in not only short but also long terms, so that it can satisfy the requirement of high resolution airborne SAR. In the last section of the paper, some experimental simulations from raw data are given.

Adaptive monopulse beamforming with partial parallel structure

A new recursive algorithm with the partial parallel structure based on the linearly constrained minimum variance （LCMV） criterion for adaptive monopulse systems is proposed. The weight vector associated with the original whole antenna array is decomposed into several adaptive weight sub-vectors firstly. An adaptive algorithm based on the conventional LCMV principle is then deduced to update the weight sub-vectors for sum and difference beam, respectively. The optimal weight vector can be obtained after convergence. The required computational complexity is evaluated for the proposed technique, which is on the order of O（N） and less than that of the conventional LCMV method. The flow chart scheme with the partial parallel structure of the proposed algorithm is introduced. This scheme is easy to be implemented on a distributed computer/digital signal processor （DSP） system to solve the problems of the heavy computational burden and vast data transmission of the large-scale adaptive monopulse array. Then, the monopulse ratio and convergence rate of the proposed algorithm are evaluated by numerical simulations. Compared with some recent adaptive monopulse estimation methods, a better performance on computational complexity and monopulse ratio can be achieved with the proposed adaptive method.

Performance Assessment of a PID Controller

Performance assessment of a proportional-integral-derivative （PID） controller is condueted using the PIDachievable minimum variance as a benchmark. When the process model is unknown, we can estimate the PID-achievable minimum variance and the corresponding parameters by routine closed-loop operation data. Simulation results show that the process output variance is reduced by retuning controller parameters.

Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities

The previous studies have shown that capital market integration has increased in the ASEAN-5,implying that investors making investment diversification across ASEAN capital markets could only earn limited diversification advantages.To diversify their portfolios,equity investors must find other assets.The main focus of this research is to analyze the effectiveness of put replication,gold,and oil on hedge equities in the ASEAN-5(Indonesia,Malaysia,Singapore,Thailand,and the Philippines).Protective put strategy,DCC-GARCH,and Markowitz optimization are used to measure hedge effectiveness,risk-adjusted-performance such as Sharpe ratio,drawdown,and Omega ratio.The result reveals that gold is a cheaper hedge than oil and oil-hedged strategy is more expensive in ASEAN-5 compared to oil exporting nations.Also,investors with big exposure to the oil-related portfolio should diversify to Philippine equity.From hedging effectiveness and risk-adjusted-performance perspectives,oil is less attractive than money market instruments and gold.This study also implies that risk-averse investors should prefer to put replication or guaranteed financial products compared to commodities-hedged strategy.

Assessment of Model Predictive Control Performance Criteria

The current highly competitive environment has driven industries to operate with increasingly restricted profit margins. Thus, it is imperative to optimize production processes. Faced with this scenario, multivariable predictive control of processes has been presented as a powerful alternative to achieve these goals. Moreover, the rationale for implementation of advanced control and subsequent analysis of its post-match performance also focus on the benefits that this tool brings to the plant. It is therefore essential to establish a methodology for analysis, based on clear and measurable criteria. Currently, there are different methodologies available in the market to assist with such analysis. These tools can have a quantitative or qualitative focus. The aim of this study is to evaluate three of the best current main performance assessment technologies： Minimum Variance Control-Harris Index; Statistical Process Control （Cp and Cpk）; and the Qin and Yu Index. These indexes were studied for an alumina plant controlled by three MPC （model predictive control） algorithms （GPC （generalized predictive control）, RMPCT （robust multivariable predictive control technology） and ESSMPC （extended state space model predictive controller）） with different results.

OPTIMAL SELECTION FOR THE WEIGHTED COEFFICIENTS OF THE CONSTRAINED VARIATIONAL PROBLEMS

The aim is to put forward the optimal selecting of weights in variational problemin which the linear advection equation is used as constraint. The selection of the functionalweight coefficients ( FWC) is one of the key problems for the relevant research. It wasarbitrary and subjective to some extent presently. To overcome this difficulty, thereasonable assumptions were given for the observation field and analyzed field, variationalproblems with " weak constraints" and " strong constraints" were considered separately. Bysolving Euler' s equation with the matrix theory and the finite difference method of partialdifferential equation, the objective weight coefficients were obtained in the minimumvariance of the difference between the analyzed field and ideal field. Deduction results showthat theoretically the optimal selection indeed exists in the weighting factors of the costfunction in the means of the minimal variance between the analysis and ideal field in terms ofthe matrix theory and partial differential ( corresponding difference ) equation, if thereasonable assumption from the actual problem is valid and the differnece equation is stable.It may realize the coordination among the weight factors, numerical models and theobservational data. With its theoretical basis as well as its prospects of applications, thisobjective selecting method is probably a way towards the finding of the optimal weightingfactors in the variational problem.