The optimal conditions for two-stage Kalman estimator with random bias of anARMA model is considered in this paper.First,the optimal augmented state Kalman fil-ter and the two-stage Kalman estimator are given.Second,u...The optimal conditions for two-stage Kalman estimator with random bias of anARMA model is considered in this paper.First,the optimal augmented state Kalman fil-ter and the two-stage Kalman estimator are given.Second,under an algebraic constraint,the equivalence between the two-stage Kalman estimator and the optimal augmented stateKalman filter is proved.Finally,because the given algebraic constraint are restrictive inpractice,the results thus obtained implies that two-stage Kalman estimator is suboptimal.展开更多
On-line estimation of unmeasurable biological variables is important in fermentation processes,directly influencing the optimal control performance of the fermentation system as well as the quality and yield of the ta...On-line estimation of unmeasurable biological variables is important in fermentation processes,directly influencing the optimal control performance of the fermentation system as well as the quality and yield of the targeted product.In this study,a novel strategy for state estimation of fed-batch fermentation process is proposed.By combining a simple and reliable mechanistic dynamic model with the sample-based regressive measurement model,a state space model is developed.An improved algorithm,swarm energy conservation particle swarm optimization(SECPSO) ,is presented for the parameter identification in the mechanistic model,and the support vector machines(SVM) method is adopted to establish the nonlinear measurement model.The unscented Kalman filter(UKF) is designed for the state space model to reduce the disturbances of the noises in the fermentation process.The proposed on-line estimation method is demonstrated by the simulation experiments of a penicillin fed-batch fermentation process.展开更多
Aimed at low accuracy of attitude determination because of using low-cost components which may result in non-linearity in integrated attitude determination systems, a novel attitude determination algorithm using vecto...Aimed at low accuracy of attitude determination because of using low-cost components which may result in non-linearity in integrated attitude determination systems, a novel attitude determination algorithm using vector observations and gyro measurements is presented. The various features of the unscented Kalman filter （UKF） and optimal-REQUEST （quaternion estimator） algorithms are introduced for attitude determination. An interlaced filtering method is presented for the attitude determination of nano-spacecraft by setting the quaternion as the attitude representation, using the UKF and optimal-REQUEST to estimate the gyro drifts and the quaternion, respectively. The optimal-REQUEST and UKF are not isolated from each other. When the optimal-REQUEST algorithm estimates the attitude quaternion, the gyro drifts are estimated by the UKF algorithm synchronously by using the estimated attitude quaternion. Furthermore, the speed of attitude determination is improved by setting the state dimension to three. Experimental results show that the presented method has higher performance in attitude determination compared to the UKF algorithm and the traditional interlaced filtering method and can estimate the gyro drifts quickly.展开更多
A new filtering algorithm — PSO-UPF was proposed for nonlinear dynamic systems. Basing on the concept of re-sampling, particles with bigger weights should be re-sampled more time, and in the PSO-UPF, after calculatin...A new filtering algorithm — PSO-UPF was proposed for nonlinear dynamic systems. Basing on the concept of re-sampling, particles with bigger weights should be re-sampled more time, and in the PSO-UPF, after calculating the weight of particles, some particles will join in the refining process, which means that these particles will move to the region with higher weights. This process can be regarded as one-step predefined PSO process, so the proposed algo-rithm is named PSO-UPF. Although the PSO process increases the computing load of PSO-UPF, but the refined weights may make the proposed distribution more closed to the poster distribution. The proposed PSO-UPF algorithm was compared with other several filtering algorithms and the simulating results show that means and variances of PSO-UPF are lower than other filtering algorithms.展开更多
针对阵列信号波达角(direction of arrival,DOA)先验信息已知的情况,利用信号的恒模特性,在卡尔曼滤波(Kalman filter,KF)结构下,提出一种附加阵列导向矢量约束的自适应波束形成算法.对约束情况下的卡尔曼滤波目标函数运用拉格朗日乘子...针对阵列信号波达角(direction of arrival,DOA)先验信息已知的情况,利用信号的恒模特性,在卡尔曼滤波(Kalman filter,KF)结构下,提出一种附加阵列导向矢量约束的自适应波束形成算法.对约束情况下的卡尔曼滤波目标函数运用拉格朗日乘子法,求得约束条件下的最优估计表达式,并将其推广到无迹卡尔曼滤波(unscented Kalman filter,UKF)算法中,通过约束迭代算法对阵列估计信号的导向角施加约束,实现约束UKF自适应波束形成算法的最优权值分配.仿真过程中,用所提算法与约束恒模迭代最小二乘算法和约束最小方差迭代最小二乘算法作对比,表明表明,该算法在收敛速度、信噪比、稳健性、跟踪性能方面具有较好的性能.展开更多
文摘The optimal conditions for two-stage Kalman estimator with random bias of anARMA model is considered in this paper.First,the optimal augmented state Kalman fil-ter and the two-stage Kalman estimator are given.Second,under an algebraic constraint,the equivalence between the two-stage Kalman estimator and the optimal augmented stateKalman filter is proved.Finally,because the given algebraic constraint are restrictive inpractice,the results thus obtained implies that two-stage Kalman estimator is suboptimal.
基金Supported by the National Natural Science Foundation of China（20476007 20676013）
文摘On-line estimation of unmeasurable biological variables is important in fermentation processes,directly influencing the optimal control performance of the fermentation system as well as the quality and yield of the targeted product.In this study,a novel strategy for state estimation of fed-batch fermentation process is proposed.By combining a simple and reliable mechanistic dynamic model with the sample-based regressive measurement model,a state space model is developed.An improved algorithm,swarm energy conservation particle swarm optimization(SECPSO) ,is presented for the parameter identification in the mechanistic model,and the support vector machines(SVM) method is adopted to establish the nonlinear measurement model.The unscented Kalman filter(UKF) is designed for the state space model to reduce the disturbances of the noises in the fermentation process.The proposed on-line estimation method is demonstrated by the simulation experiments of a penicillin fed-batch fermentation process.
基金co-supported by the National Natural Science Foundation of China (Nos. 61004140, 61004129, 60825305, 61104198, 60904093)National Basic Research Program of China (No. 2009CB7240 0101C)
文摘Aimed at low accuracy of attitude determination because of using low-cost components which may result in non-linearity in integrated attitude determination systems, a novel attitude determination algorithm using vector observations and gyro measurements is presented. The various features of the unscented Kalman filter （UKF） and optimal-REQUEST （quaternion estimator） algorithms are introduced for attitude determination. An interlaced filtering method is presented for the attitude determination of nano-spacecraft by setting the quaternion as the attitude representation, using the UKF and optimal-REQUEST to estimate the gyro drifts and the quaternion, respectively. The optimal-REQUEST and UKF are not isolated from each other. When the optimal-REQUEST algorithm estimates the attitude quaternion, the gyro drifts are estimated by the UKF algorithm synchronously by using the estimated attitude quaternion. Furthermore, the speed of attitude determination is improved by setting the state dimension to three. Experimental results show that the presented method has higher performance in attitude determination compared to the UKF algorithm and the traditional interlaced filtering method and can estimate the gyro drifts quickly.
文摘A new filtering algorithm — PSO-UPF was proposed for nonlinear dynamic systems. Basing on the concept of re-sampling, particles with bigger weights should be re-sampled more time, and in the PSO-UPF, after calculating the weight of particles, some particles will join in the refining process, which means that these particles will move to the region with higher weights. This process can be regarded as one-step predefined PSO process, so the proposed algo-rithm is named PSO-UPF. Although the PSO process increases the computing load of PSO-UPF, but the refined weights may make the proposed distribution more closed to the poster distribution. The proposed PSO-UPF algorithm was compared with other several filtering algorithms and the simulating results show that means and variances of PSO-UPF are lower than other filtering algorithms.
