A NONMONOTONE TRUST REGION METHOD FOR NONLINEAR LEAST SQUARES PROBLEMS

In this paper we present a nonmonotone trust region method for nonlinear least squares problems with zero-residual and prove its convergence properties. The extensive numerical results are reported which show that the nonmonotone trust region method is generally superior to the usual trust region method.

A NONLINEAR GALERKIN/PETROV-LEAST SQUARES MIXED ELEMENT METHOD FOR THE STATIONARY NAVIER-STOKES EQUATIONS

A nonlinear Galerkin/Petrov-least squares mixed element (NGPLSME) method for the stationary Navier-Stokes equations is presented and analyzed. The scheme is that Petrov-least squares forms of residuals are added to the nonlinear Galerkin mixed element method so that it is stable for any combination of discrete velocity and pressure spaces without requiring the Babu*lka-Brezzi stability condition. The existence, uniqueness and convergence (at optimal rate) of the NGPLSME solution is proved in the case of sufficient viscosity (or small data).

Solving method of generalized nonlinear dynamic least squares for data processing in building of digital mine

Data are very important to build the digital mine. Data come from many sources, have different types and temporal states. Relations between one class of data and the other one, or between data and unknown parameters are more nonlinear. The unknown parameters are non random or random, among which the random parameters often dynamically vary with time. Therefore it is not accurate and reliable to process the data in building the digital mine with the classical least squares method or the method of the common nonlinear least squares. So a generalized nonlinear dynamic least squares method to process data in building the digital mine is put forward. In the meantime, the corresponding mathematical model is also given. The generalized nonlinear least squares problem is more complex than the common nonlinear least squares problem and its solution is more difficultly obtained because the dimensions of data and parameters in the former are bigger. So a new solution model and the method are put forward to solve the generalized nonlinear dynamic least squares problem. In fact, the problem can be converted to two sub problems, each of which has a single variable. That is to say, a complex problem can be separated and then solved. So the dimension of unknown parameters can be reduced to its half, which simplifies the original high dimensional equations. The method lessens the calculating load and opens up a new way to process the data in building the digital mine, which have more sources, different types and more temporal states.

A Hybrid Method for Nonlinear Least Squares Problems

A negative curvature method is applied to nonlinear least squares problems with indefinite Hessian approximation matrices. With the special structure of the method, a new switch is proposed to form a hybrid method. Numerical experiments show that this method is feasible and effective for zero-residual, small-residual and large-residual problems.

Penalized total least squares method for dealing with systematic errors in partial EIV model and its precision estimation

When the total least squares(TLS)solution is used to solve the parameters in the errors-in-variables(EIV)model,the obtained parameter estimations will be unreliable in the observations containing systematic errors.To solve this problem,we propose to add the nonparametric part(systematic errors)to the partial EIV model,and build the partial EIV model to weaken the influence of systematic errors.Then,having rewritten the model as a nonlinear model,we derive the formula of parameter estimations based on the penalized total least squares criterion.Furthermore,based on the second-order approximation method of precision estimation,we derive the second-order bias and covariance of parameter estimations and calculate the mean square error(MSE).Aiming at the selection of the smoothing factor,we propose to use the U curve method.The experiments show that the proposed method can mitigate the influence of systematic errors to a certain extent compared with the traditional method and get more reliable parameter estimations and its precision information,which validates the feasibility and effectiveness of the proposed method.

Separating iterative solution model of generalized nonlinear dynamic least squares for data processing in building of digital earth

Data coming from different sources have different types and temporal states. Relations between one type of data and another ones, or between data and unknown parameters are almost nonlinear. It is not accurate and reliable to process the data in building the digital earth with the classical least squares method or the method of the common nonlinear least squares. So a generalized nonlinear dynamic least squares method was put forward to process data in building the digital earth. A separating solution model and the iterative calculation method were used to solve the generalized nonlinear dynamic least squares problem. In fact, a complex problem can be separated and then solved by converting to two sub problems, each of which has a single variable. Therefore the dimension of unknown parameters can be reduced to its half, which simplifies the original high dimensional equations.

A SELF-ADAPTIVE ALGORITHM FOR NONLINEAR LEAST SQUARES WITH LINEAR CONSTRAINTS

An algorithm for solving nonlinear least squares problems with general linear inequality constraints is described.At each step,the problem is reduced to an unconstrained linear least squares problem in a subs pace defined by the active constraints,which is solved using the quasi-Newton method.The major update formula is similar to the one given by Dennis,Gay and Welsch (1981).In this paper,we state the detailed implement of the algorithm,such as the choice of active set,the solution of subproblem and the avoidance of zigzagging.We also prove the globally convergent property of the algorithm.

Mean Square Stability of the Composite Milstein Method for Nonlinear Stochastic Differential Delay Equations

In this paper, we construct a composite Milstein method for nonlinear stochastic differential delay equations. Then we analyze the mean square stability for this method and obtain the step size condition under which the composite Milstein method is mean square stable. Moreover, we get the step size condition under which the composite Milstein method is global mean square stable. A nonlinear test stochastic differential delay equation is given for numerical tests. The results of numerical tests verify the theoretical results proposed.

A MESHLESS LOCAL PETROV-GALERKIN METHOD FOR GEOMETRICALLY NONLINEAR PROBLEMS

Nonlinear formulations of the meshless local Petrov-Galerkin （MLPG） method are presented for geometrically nonlinear problems. The method requires no mesh in computation and therefore avoids mesh distortion difficulties in the large deformation analysis. The essential boundary conditions in the present formulation axe imposed by a penalty method. An incremental and iterative solution procedure is used to solve geometrically nonlinear problems. Several examples are presented to demonstrate the effectiveness of the method in geometrically nonlinear problems analysis. Numerical results show that the MLPG method is an effective one and that the values of the unknown variable are quite accurate.

Recursive weighted least squares estimation algorithm based on minimum model error principle

Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.

AN EQUIVALENT NONLINEARIZATION METHOD FOR ANALYSINGRESPONSE OF NONLINEAR SYSTEMS TO RANDOM EXCITATIONS

In this paper, a new equivalent nonlinearization method is developed and used in analysing the response of nonlinear systems to Gaussian while noise excitation. Its basic idea and calculation method are expounded. With the help of the presented method, several kinds of usual nonlinear random vibration systems are analyzed. The numerical results show that the mean square responses of the proposed approach are much closer to the exact solutions or Monte Carlo solutions, than that obtained from equivalent linearization method.

Nondependent-derivative method to process nonlinear data in digital science engineering

Data, including the spatial data and the non-spatial data, are the basis of all digital scientific engineering projects, such as the digital earth and the digital nation, the digital mine. The spatial data have the characteristics of many sources, multi-dimension, multi-type, many time states and different accuracy. The spatial data firstly must be processed before using these data. The parameter estimation model to process the data is commonly the more complex nonlinear model including random parameters and non-random parameters. So a generalized nonlinear dynamic least squares method to process these data is put forward. According to the special structure of the generalized nonlinear dynamic least squares problem and the solution to the first order, a new solving model and a corresponding method to process the problem are put forward. The complex problem can be divided into two sub-problems so that the number of the unknown parameters is reduced largely. Therefore it reduces the computing difficulty and load.

A highly-efficient method for stationary response of multi-degree-of-freedom nonlinear stochastic systems

Analytical and numerical studies of multi-degree-of-freedom(MDOF) nonlinear stochastic or deterministic dynamic systems have long been a technical challenge.This paper presents a highly-efficient method for determining the stationary probability density functions(PDFs) of MDOF nonlinear systems subjected to both additive and multiplicative Gaussian white noises. The proposed method takes advantages of the sufficient conditions of the reduced Fokker-Planck-Kolmogorov(FPK) equation when constructing the trial solution. The assumed solution consists of the analytically constructed trial solutions satisfying the sufficient conditions and an exponential polynomial of the state variables, and delivers a high accuracy of the solution because the analytically constructed trial solutions capture the main characteristics of the nonlinear system. We also make use of the concept from the data-science and propose a symbolic integration over a hypercube to replace the numerical integrations in a higher-dimensional space, which has been regarded as the insurmountable difficulty in the classical method of weighted residuals or stochastic averaging for high-dimensional dynamic systems. Three illustrative examples of MDOF nonlinear systems are analyzed in detail. The accuracy of the numerical results is validated by comparison with the Monte Carlo simulation(MCS) or the available exact solution. Furthermore, we also show the substantial gain in the computational efficiency of the proposed method compared with the MCS.

MULTI-RESOLUTION LEAST SQUARES SUPPORT VECTOR MACHINES

The Least Squares Support Vector Machines (LS-SVM) is an improvement to the SVM. Combined the LS-SVM with the Multi-Resolution Analysis (MRA),this letter proposes the Multi-resolution LS-SVM (MLS-SVM).The proposed algorithm has the same theoretical framework as MRA but with better approximation ability.At a fixed scale MLS-SVM is a classical LS-SVM,but MLS-SVM can gradually approximate the target function at different scales.In experiments,the MLS-SVM is used for nonlinear system identification,and achieves better identification accuracy.

A NEW SOLUTION MODEL OF NONLINEAR DYNAMIC LEAST SQUARE ADJUSTMENT

The nonlinear least square adjustment is a head object studied in technology fields. The paper studies on the non derivative solution to the nonlinear dynamic least square adjustment and puts forward a new algorithm model and its solution model. The method has little calculation load and is simple. This opens up a theoretical method to solve the linear dynamic least square adjustment.

基于空间目标异步观测的惯导误差快速确定

针对惯性/天文组合导航系统中大的初始状态误差影响惯导误差收敛速度的问题,在星相机观测具有先验位置信息的有限空间目标的辅助下,提出一种基于目标-恒星角距异步测量的惯导误差在线快速确定方法。首先,在星相机光轴旋转角度和视场角大小受限的情况下,设计了通过异步照相观测方式获取有效空间目标参考信息的方案;其次,在利用惯导误差状态传播模型实现异步测量信息同步处理的基础上,构建基于空间目标与恒星之间角距的非线性最小二乘优化模型,避免了星相机的光轴扰动和安装误差对测量精度的影响;最后,基于高斯牛顿法设计了两轮迭代优化估计惯导位置误差和速度误差的方法。蒙特卡洛仿真结果表明,所提方法利用对空间目标和恒星的有限观测信息,可以有效估计惯导位置误差和速度误差,在初始位置误差约十千米量级的情况下,可以估计补偿约97.73%的位置误差以及66.25%的速度误差,优化求解误差参数的计算耗时为0.0160 s。

基于混合威布尔分布的水稻插秧机的可靠性分析及剩余寿命预测

为了更准确描述水稻插秧机的失效规律,提高可靠性分析的准确性,对水稻插秧机的故障数据进行分析,采用两参数混合威布尔分布对水稻插秧机进行建模。以残差平方和最小为优化目标,建立参数估计优化模型,利用改进粒子群算法对其进行求解,然后采用K-S检验法对模型进行检验,对比单一威布尔模型、混合威布尔模型与水稻插秧机失效数据之间的拟合程度,得出使用两参数混合威布尔模型评估水稻插秧机可靠性的合理性,在此模型的基础上计算得到水稻插秧机的平均无故障工作时间为161.75 h,中位寿命为147.14 h,特征寿命为191.31 h,且在可靠度为0.6时,预防性维修周期为115.19 h,最后在混合威布尔分布模型的基础上计算出剩余寿命-可靠度的关系,可定量分析插秧机在一定使用时间下的剩余寿命,从而进行预测性维护。

热环境下金属橡胶隔振结构的耗散特性及参数识别

由于金属橡胶的耗散特性对温度非常敏感且显著影响隔振性能,因此,开展热环境下金属橡胶隔振结构的耗散及参数识别研究十分重要.本文设计了一种双层金属橡胶隔振结构,研究了环境温度对该隔振结构耗散特性的影响规律,基于试验数据建立了金属橡胶双层隔振结构的非线性本构模型.首先,在不同温度下对该隔振结构进行了一系列耗散特性试验,绘制了隔振结构在各工况下的耗散特性曲线,计算了隔振结构的耗散系数、耗散能量以及最大变形势能,分析了温度、振幅、频率对金属橡胶双层隔振结构耗散特性的作用规律.然后,使用非线性最小二乘法对隔振结构的参数进行了识别,建立了该金属橡胶隔振结构的非线性泛函本构模型,准确预测了隔振结构在各工况下的耗散特性曲线.

基于参数辨识的电液伺服非线性模型预测控制

针对电液伺服系统存在的非线性、模型不确定性和约束问题,提出了一种基于参数辨识的非线性模型预测控制方法。利用递推最小二乘法辨识电液伺服系统模型参数,以克服模型不确定性;基于模型参数辨识结果,考虑负载流量非线性、控制量约束和状态约束需求,构建性能指标函数,设计了非线性模型预测控制方法,并进行闭环稳定性分析。仿真结果表明,辨识方法可以较快估计出模型参数,最大估计误差为1.802%,相比于PID控制,控制算法的最大轨迹跟踪误差减小了88.66%。所提方法能有效处理系统约束与非线性,具有较好的控制效果。