Variable projection algorithms with sparse constraint for separable nonlinear models

Separable nonlinear models are widely used in various fields such as time series analysis, system modeling, and machine learning, due to their flexible structures and ability to capture nonlinear behavior of data. However, identifying the parameters of these models is challenging, especially when sparse models with better interpretability are desired by practitioners. Previous theoretical and practical studies have shown that variable projection (VP) is an efficient method for identifying separable nonlinear models, but these are based on \(L_2\) penalty of model parameters, which cannot be directly extended to deal with sparse constraint. Based on the exploration of the structural characteristics of separable models, this paper proposes gradient-based and trust-region-based variable projection algorithms, which mainly solve two key problems: how to eliminate linear parameters under sparse constraint;and how to deal with the coupling relationship between linear and nonlinear parameters in the model. Finally, numerical experiments on synthetic data and real time series data are conducted to verify the effectiveness of the proposed algorithms.

The Velocity Measurement of Two-phase Flow Based on Particle Swarm Optimization Algorithm and Nonlinear Blind Source Separation

In order to overcome the disturbance of noise,this paper presented a method to measure two-phase flow velocity using particle swarm optimization algorithm,nonlinear blind source separation and cross correlation method.Because of the nonlinear relationship between the output signals of capacitance sensors and fluid in pipeline,nonlinear blind source separation is applied.In nonlinear blind source separation,the odd polynomials of higher order are used to fit the nonlinear transformation function,and the mutual information of separation signals is used as the evaluation function.Then the parameters of polynomial and linear separation matrix can be estimated by mutual information of separation signals and particle swarm optimization algorithm,thus the source signals can be separated from the mixed signals.The two-phase flow signals with noise which are obtained from upstream and downstream sensors are respectively processed by nonlinear blind source separation method so that the noise can be effectively removed.Therefore,based on these noise-suppressed signals,the distinct curves of cross correlation function and the transit times are obtained,and then the velocities of two-phase flow can be accurately calculated.Finally,the simulation experimental results are given.The results have proved that this method can meet the measurement requirements of two-phase flow velocity.

Applications of URANS on predicting unsteady turbulent separated flows

Accurate prediction of unsteady separated turbulent flows remains one of the toughest tasks and a practi cal challenge for turbulence modeling. In this paper, a 2D flow past a circular cylinder at Reynolds number 3,900 is numerically investigated by using the technique of unsteady RANS （URANS）. Some typical linear and nonlinear eddy viscosity turbulence models （LEVM and NLEVM） and a quadratic explicit algebraic stress model （EASM） are evaluated. Numerical results have shown that a high-performance cubic NLEVM, such as CLS, are superior to the others in simulating turbulent separated flows with unsteady vortex shedding.

ON THE SEPARABLE NONLINEAR LEAST SQUARES PROBLEMS

Separable nonlinear least squares problems are a special class of nonlinear least squares problems, where the objective functions are linear and nonlinear on different parts of variables. Such problems have broad applications in practice. Most existing algorithms for this kind of problems are derived from the variable projection method proposed by Golub and Pereyra, which utilizes the separability under a separate framework. However, the methods based on variable projection strategy would be invalid if there exist some constraints to the variables, as the real problems always do, even if the constraint is simply the ball constraint. We present a new algorithm which is based on a special approximation to the Hessian by noticing the fact that certain terms of the Hessian can be derived from the gradient. Our method maintains all the advantages of variable projection based methods, and moreover it can be combined with trust region methods easily and can be applied to general constrained separable nonlinear problems. Convergence analysis of our method is presented and numerical results are also reported.

Identification of Neuro-Fuzzy Hammerstein Model Based on Probability Density Function

A new identification method of neuro-uzzy Hammerstein model based on probability density function(PDF) is presented,which is different from the idea that mean squared error(MSE) is employed as the index function in traditional identification methods.Firstly,a neuro-fuzzy based Hammerstein model is constructed to describe the nonlinearity of Hammerstein process without any prior process knowledge.Secondly,a kind of special test signal is used to separate the link parts of the Hammerstein model.More specifically,the conception of PDF is introduced to solve the identification problem of the neuro-fuzzy Hammerstein model.The antecedent parameters are estimated by a clustering algorithm,while the consequent parameters of the model are identified by designing a virtual PDF control system in which the PDF of the modeling error is estimated and controlled to converge to the target.The proposed method not only guarantees the accuracy of the model but also dominates the spatial distribution of PDF of the model error to improve the generalization ability of the model.Simulated results show the effectiveness of the proposed method.