Prediction and Output Estimation of Pattern Moving in Non-Newtonian Mechanical Systems Based on Probability Density Evolution

A prediction framework based on the evolution of pattern motion probability density is proposed for the output prediction and estimation problem of non-Newtonian mechanical systems,assuming that the system satisfies the generalized Lipschitz condition.As a complex nonlinear system primarily governed by statistical laws rather than Newtonian mechanics,the output of non-Newtonian mechanics systems is difficult to describe through deterministic variables such as state variables,which poses difficulties in predicting and estimating the system’s output.In this article,the temporal variation of the system is described by constructing pattern category variables,which are non-deterministic variables.Since pattern category variables have statistical attributes but not operational attributes,operational attributes are assigned to them by posterior probability density,and a method for analyzing their motion laws using probability density evolution is proposed.Furthermore,a data-driven form of pattern motion probabilistic density evolution prediction method is designed by combining pseudo partial derivative(PPD),achieving prediction of the probability density satisfying the system’s output uncertainty.Based on this,the final prediction estimation of the system’s output value is realized by minimum variance unbiased estimation.Finally,a corresponding PPD estimation algorithm is designed using an extended state observer(ESO)to estimate the parameters to be estimated in the proposed prediction method.The effectiveness of the parameter estimation algorithm and prediction method is demonstrated through theoretical analysis,and the accuracy of the algorithm is verified by two numerical simulation examples.

MULTITARGET STATE AND TRACK ESTIMATION FOR THE PROBABILITY HYPOTHESES DENSITY FILTER

The particle Probability Hypotheses Density (particle-PHD) filter is a tractable approach for Random Finite Set (RFS) Bayes estimation, but the particle-PHD filter can not directly derive the target track. Most existing approaches combine the data association step to solve this problem. This paper proposes an algorithm which does not need the association step. Our basic ideal is based on the clustering algorithm of Finite Mixture Models (FMM). The intensity distribution is first derived by the particle-PHD filter, and then the clustering algorithm is applied to estimate the multitarget states and tracks jointly. The clustering process includes two steps: the prediction and update. The key to the proposed algorithm is to use the prediction as the initial points and the convergent points as the es- timates. Besides, Expectation-Maximization (EM) and Markov Chain Monte Carlo (MCMC) ap- proaches are used for the FMM parameter estimation.

Kernel density estimation and marginalized-particle based probability hypothesis density filter for multi-target tracking

In order to improve the performance of the probability hypothesis density(PHD) algorithm based particle filter(PF) in terms of number estimation and states extraction of multiple targets, a new probability hypothesis density filter algorithm based on marginalized particle and kernel density estimation is proposed, which utilizes the idea of marginalized particle filter to enhance the estimating performance of the PHD. The state variables are decomposed into linear and non-linear parts. The particle filter is adopted to predict and estimate the nonlinear states of multi-target after dimensionality reduction, while the Kalman filter is applied to estimate the linear parts under linear Gaussian condition. Embedding the information of the linear states into the estimated nonlinear states helps to reduce the estimating variance and improve the accuracy of target number estimation. The meanshift kernel density estimation, being of the inherent nature of searching peak value via an adaptive gradient ascent iteration, is introduced to cluster particles and extract target states, which is independent of the target number and can converge to the local peak position of the PHD distribution while avoiding the errors due to the inaccuracy in modeling and parameters estimation. Experiments show that the proposed algorithm can obtain higher tracking accuracy when using fewer sampling particles and is of lower computational complexity compared with the PF-PHD.

Probability density function and estimation for error of digitized map coordinates in GIS

Traditionally, it is widely accepted that measurement error usually obeys the normal distribution. However, in this paper a new idea is proposed that the error in digitized data which is a major derived data source in GIS does not obey the normal distribution but the p-norm distribution with a determinate parameter. Assuming that the error is random and has the same statistical properties, the probability density function of the normal distribution, Laplace distribution and p-norm distribution are derived based on the arithmetic mean axiom, median axiom and p-median axiom, which means that the normal distribution is only one of these distributions but not the least one. Based on this ideal distribution fitness tests such as Skewness and Kurtosis coefficient test, Pearson chi-square chi(2) test and Kolmogorov test for digitized data are conducted. The results show that the error in map digitization obeys the p-norm distribution whose parameter is close to 1.60. A least p-norm estimation and the least square estimation of digitized data are further analyzed, showing that the least p-norm adjustment is better than the least square adjustment for digitized data processing in GIS.

Multiple model PHD filter for tracking sharply maneuvering targets using recursive RANSAC based adaptive birth estimation

An algorithm to track multiple sharply maneuvering targets without prior knowledge about new target birth is proposed. These targets are capable of achieving sharp maneuvers within a short period of time, such as drones and agile missiles.The probability hypothesis density (PHD) filter, which propagates only the first-order statistical moment of the full target posterior, has been shown to be a computationally efficient solution to multitarget tracking problems. However, the standard PHD filter operates on the single dynamic model and requires prior information about target birth distribution, which leads to many limitations in terms of practical applications. In this paper,we introduce a nonzero mean, white noise turn rate dynamic model and generalize jump Markov systems to multitarget case to accommodate sharply maneuvering dynamics. Moreover, to adaptively estimate newborn targets’information, a measurement-driven method based on the recursive random sampling consensus (RANSAC) algorithm is proposed. Simulation results demonstrate that the proposed method achieves significant improvement in tracking multiple sharply maneuvering targets with adaptive birth estimation.

Strong Consistency of the Spline-Estimation of Probabilities Density in Uniform Metric

In the present paper as estimation of an unknown probability density of the spline-estimation is constructed, necessity and sufficiency conditions of strong consistency of the spline-estimation are given.

Estimation of structure crack propagation based on multiple factors correction

By deriving the stress concentration factor of theestimation approach for residual fatigue life’ an estimationapproach for structure crack propagation based on multiplefactors correction is proposed. Then’ the quantitativeexpression among the structure factor’ stress ratio’ loadingtype’ the manufacture processing factor and the crackpropagation is achieved. The proposed approach iimplemented in a case study for an instance structure’ and theinfluences of correction factors on the crack propagation areanalyzed. Meanwhile’ the probabilistic method based onWeibull distribution probability density function is selected toevaluate the precision of the corrected estimation approach’and the probability density of results is calculated by theprobability density function. It is shown that the resultsestimated by the corrected approach is more precise than thoseestimated by the fracture mechanics, and they are closer to thetest data.

一种基于BPNN和SVM-PDE的旋转机械变工况预警方法

针对传统固定报警限未考虑时变工况的影响,易造成设备在高工况下虚警、低工况下漏警的问题,提出了一种基于BPNN(BP神经网络)和SVM-PDE(支持向量机概率密度估计)的旋转机械变工况故障预警方法。利用BPNN识别设备运行工况,结合信号处理方法从各工况振动数据中提取出多维特征并利用PCA(主成分分析)约简特征维度。将传统支持向量机(SVM)核函数改造为概率密度函数,将运行工况和低维特征输入SVM求解不同工况下正常样本的概率密度。以各个工况下正常样本概率密度值的边界值作为振动阈值进行故障预警。利用双转子试验台振动数据进行验证,结果表明,相较于固定阈值预警方法,基于BPNN和SVM-PDE的旋转机械变工况预警方法能有效降低漏警率和虚警率,验证了该方法的有效性。

Maximum Likelihood Estimation of the Identification Parameters and Its Correction

By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.

Adaptive Linear Filtering Design with Minimum Symbol Error Probability Criterion

Adaptive digital filtering has traditionally been developed based on the minimum mean square error （MMSE） criterion and has found ever-increasing applications in communications. This paper presents an alternative adaptive filtering design based on the minimum symbol error rate （MSER） criterion for communication applications. It is shown that the MSER filtering is smarter, as it exploits the non-Gaussian distribution of filter output effectively. Consequently, it provides significant performance gain in terms of smaller symbol error over the MMSE approach. Adopting Parzen window or kernel density estimation for a probability density function, a block-data gradient adaptive MSER algorithm is derived. A stochastic gradient adaptive MSER algorithm, referred to as the least symbol error rate, is further developed for sample-by-sample adaptive implementation of the MSER filtering. Two applications, involving single-user channel equalization and beamforming assisted receiver, are included to demonstrate the effectiveness and generality of the proposed adaptive MSER filtering approach.

Estimation of Weibull Distribution Parameters for Wind Speed Characteristics Using Neural Network Algorithm

Harvesting the power coming from the wind provides a green andenvironmentally friendly approach to producing electricity. To facilitate theongoing advancement in wind energy applications, deep knowledge aboutwind regime behavior is essential. Wind speed is typically characterized bya statistical distribution, and the two-parameters Weibull distribution hasshown its ability to represent wind speeds worldwide. Estimation of Weibullparameters, namely scale (c) and shape (k) parameters, is vital to describethe observed wind speeds data accurately. Yet, it is still a challenging task.Several numerical estimation approaches have been used by researchers toobtain c and k. However, utilizing such methods to characterize wind speedsmay lead to unsatisfactory accuracy. Therefore, this study aims to investigatethe performance of the metaheuristic optimization algorithm, Neural NetworkAlgorithm (NNA), in obtaining Weibull parameters and comparing itsperformance with five numerical estimation approaches. In carrying out thestudy, the wind characteristics of three sites in Saudi Arabia, namely HaferAl Batin, Riyadh, and Sharurah, are analyzed. Results exhibit that NNA hashigh accuracy fitting results compared to the numerical estimation methods.The NNA demonstrates its efficiency in optimizing Weibull parameters at allthe considered sites with correlations exceeding 98.54.

Strong Consistency for the Kernal Estimates of the Random Window Width of the Density Function and its Derivatives Under Φ-Mixing Samples

In the paper,we study the strong uniform consistency for the kernal estimates of random window w■th of density function and its derivatives under the condition that the sequence{X_n}of the ■ are the identically Φ-mixing random variabks.

Aging Diversity Analysis and State of Health Estimation of LiFePO_(4)Batteries

In this paper,battery aging diversity among independent cells was studied in terms of available capacity degradation.During the aging process of LiFePO_(4)batteries,the phenomenon of aging diversity can be observed.When batteries with same specification were charged and discharged repeatedly under the same working conditions,the available capacity of different cell decreased at different rates along the cycle number.In this study,accelerated aging tests were carried out on multiple new LiFePO_(4)battery samples of different brands.Experimental results show that under the same working conditions,the actual available capacity of all cells decreased as the number of aging cycle increased,but an obvious aging diversity was observed even among different cells of same brand with same specification.This aging diversity was described and analysed in detail,and the common aging features of different cells beneath this aging diversity was explored.Considering this aging diversity,a probability density concept was adopted to estimate battery’s state of health(SOH).With this method,a relationship between battery SOH and its aging feature parameter was established,and a dynamic sliding window optimization technique was designed to ensure the optimal quality of aging feature extraction.Finally,the accuracy of this SOH estimation method was verified by random test.

Robust Frequency Estimation Under Additive Symmetric α-Stable Gaussian Mixture Noise

Here the estimating problem of a single sinusoidal signal in the additive symmetricα-stable Gaussian(ASαSG)noise is investigated.The ASαSG noise here is expressed as the additive of a Gaussian noise and a symmetricα-stable distributed variable.As the probability density function(PDF)of the ASαSG is complicated,traditional estimators cannot provide optimum estimates.Based on the Metropolis-Hastings(M-H)sampling scheme,a robust frequency estimator is proposed for ASαSG noise.Moreover,to accelerate the convergence rate of the developed algorithm,a new criterion of reconstructing the proposal covar-iance is derived,whose main idea is updating the proposal variance using several previous samples drawn in each iteration.The approximation PDF of the ASαSG noise,which is referred to the weighted sum of a Voigt function and a Gaussian PDF,is also employed to reduce the computational complexity.The computer simulations show that the performance of our method is better than the maximum likelihood and the lp-norm estimators.

十堰烟区近30年烤烟大田生长期气候因子变化特征分析

针对气候因子概率分布、周期变换规律对烟叶大田期不同生育阶段均存在不同差异性的现状,利用湖北省十堰烟区7个国家气象站1991—2020年4—9月气候统计资料,首先采用最小二乘法研究烟叶不同生育阶段气候因子年际变化趋势;其次采用核密度估计函数,研究不同生育阶段气候因子概率分布特征;最后采用小波变换算法,研究多时间尺度周期变换差异性。结果表明:烟叶不同生育阶段气候因子均存在一定年代差异性,气温条件较为稳定;日照时数在旺长期均呈递减趋势,其他生育期日照变化较为平稳;降水量方面各生育期存在较大差异;烟叶不同生育阶段气温、降水量概率分布存在较大差异,日照时数概率分布较为集中;不同生育阶段气候因子均存在多时间尺度周期变换规律,烟叶成熟期存在长时间尺度第一主周期变换,对气候因子敏感程度远高于其余阶段。研究结果为优化烟叶种植布局和提高种植效益提供了科学依据。

随机样本数据的概率表征方法

本文通过算例分析了参数概率表征方法的适用性和有效性.对于非参数概率密度估计,介绍了几种拟合变量概率密度函数的方法,通过算例对比了不同方法的拟合效果.

海洋环境噪声空间相关系数的统计特性

由于海洋环境的复杂性和随机性,实测海洋环境噪声空间相关系数同样具备随机性。本文利用南海浅海海洋环境噪声数据,分析比较了窄带以及宽频带海洋环境噪声空间相关系数统计特性,计算了海洋环境噪声空间相关系数的估计误差。结果表明:实测海洋环境噪声相关函数样本服从正态分布,噪声相关系数样本服从截断正态分布;带宽越宽,海洋环境噪声空间相关系数概率密度分布越集中,在数据量一定的条件下,宽频带噪声空间相关系数的估计精度高于窄带噪声。

Probability hypothesis density filter with adaptive parameter estimation for tracking multiple maneuvering targets

The probability hypothesis density(PHD) filter has been recognized as a promising technique for tracking an unknown number of targets. The performance of the PHD filter, however, is sensitive to the available knowledge on model parameters such as the measurement noise variance and those associated with the changes in the maneuvering target trajectories. If these parameters are unknown in advance, the tracking performance may degrade greatly. To address this aspect, this paper proposes to incorporate the adaptive parameter estimation(APE) method in the PHD filter so that the model parameters, which may be static and/or time-varying, can be estimated jointly with target states. The resulting APE-PHD algorithm is implemented using the particle filter(PF), which leads to the PF-APE-PHD filter. Simulations show that the newly proposed algorithm can correctly identify the unknown measurement noise variances, and it is capable of tracking multiple maneuvering targets with abrupt changing parameters in a more robust manner, compared to the multi-model approaches.

Weighted Probability Density Estimator with Updated Bandwidths

In this paper,the authors study a class of weighted version of probability density estimator.It is shown that the weighted estimator contains some existing estimators of probability density,no matter they are recursive or non-recursive.Some statistical results including weak consistency,strong consistency,rate of strong consistency,and asymptotic normality are established under some mild conditions.Moreover,the random weighted estimator is also investigated.Some numerical simulations and a real data analysis are presented to study the numerical performances of the estimators.

Density estimation-based method to determine sample size for random sample partition of big data

Random sample partition(RSP)is a newly developed big data representation and management model to deal with big data approximate computation problems.Academic research and practical applications have confirmed that RSP is an efficient solution for big data processing and analysis.However,a challenge for implementing RSP is determining an appropriate sample size for RSP data blocks.While a large sample size increases the burden of big data computation,a small size will lead to insufficient distribution information for RSP data blocks.To address this problem,this paper presents a novel density estimation-based method(DEM)to determine the optimal sample size for RSP data blocks.First,a theoretical sample size is calculated based on the multivariate Dvoretzky-Kiefer-Wolfowitz(DKW)inequality by using the fixed-point iteration(FPI)method.Second,a practical sample size is determined by minimizing the validation error of a kernel density estimator(KDE)constructed on RSP data blocks for an increasing sample size.Finally,a series of persuasive experiments are conducted to validate the feasibility,rationality,and effectiveness of DEM.Experimental results show that(1)the iteration function of the FPI method is convergent for calculating the theoretical sample size from the multivariate DKW inequality;(2)the KDE constructed on RSP data blocks with sample size determined by DEM can yield a good approximation of the probability density function(p.d.f);and(3)DEM provides more accurate sample sizes than the existing sample size determination methods from the perspective of p.d.f.estimation.This demonstrates that DEM is a viable approach to deal with the sample size determination problem for big data RSP implementation.