基于双阶跃信号输入的Volterra模型辨识

Volterra模型作为非线性领域的一种非线性模型,由于其对工业过程可以以任意精度逼近,使得该模型有很广泛的应用研究意义。在将该模型运用到实际控制系统中之前,模型的高精度辨识显得尤为重要。在以往针对Volterra模型的辨识算法中,基本上主要是采用通用辨识算法识别模型参数,比如最小二乘法及各种改进的最小二乘法。这些通用的辨识算法在辨识Volterra模型时,不能充分考虑其非线性特点,同样不能在辨识过程中充分利用该特点。本文在充分考虑Volterra模型非线性的前提下,提出了一种基于双阶跃信号输入的Volterra模型辨识算法,该算法辨识原理简单,计算量较小,论文最后将该辨识算法应用到典型非线性CSTR系统的的辨识中,辨识结果证明了算法的有效性。     

基于减法聚类的多模型在线辨识算法

考虑到实际工业过程中复杂系统的工况变化往往具有不确定性的特点, 离线辨识的多模型系统难以自适应反映系统的非线性, 因此本文提出一种新的基于减法聚类的多模型在线辨识算法. 首先采用在线聚类算法辨识多模型系统中的局部模型个数与工况参数, 然后充分考虑聚类发生变化对局部模型参数辨识的影响, 给出相应的局部模型参数在线辨识算法. 最后以某电厂300MW锅炉--汽轮机的协调控制系统为对象, 采用上述辨识方法进行仿真研究, 结果验证了本文算法的有效性.     

非整数阶系统频域辨识的递推最小二乘算法

非整数阶系统辨识方法是建立非整数阶系统模型的一种重要工具．本文提出了一种非整数阶系统频域辨识的最小二乘递推算法．给出了算法的详细推导，并用已知系统验证了算法的有效性．结果表明该算法是整数阶系统辨识的最小二乘递推算法的推广．使用此算法，不但能辨识整数阶系统，还能辨识非整数阶系统．     

基于小波网络的动态系统辨识方法及应用*

本文介绍了一种多输入非线性动态系统辨识算法，基于该算法的非线性辨识系统成功用于局部地区短时暴雨的预报。在这个系统中我们采用一种小波网络来追踪非线性系统的动态性，用一种基于小波逼近的非参数估计方法用于系统的状态空间模型的辨识中。从实验结果可看出，与传统的神经网络方法相比，该系统在速度、可靠性以及精确度上都有了很大的提高。     

基于Wiener模型的混沌系统辨识与控制研究

本文采用Wiener模型来辨识混沌系统,利用扩 展Kalman滤波算法加快辨识过程．在此基础上,设计非线性广义预测控制算法对混沌系统加 以控制,引入增量因子改善了动态过渡过程特性．大量的辨识和控制仿真验证了本文的有效 性．     

一种基于小波分解的非线性系统辨识的新方法

提出了一种结合小波理论和NARX模型的新辨识算法．该算法利用小波(多维小波)函数有效的逼近能力避免了通常确定NARX模型结构时的复杂过程，构成了一个相当通用且不依赖于系统先验信息的辨识框架．应用递推最小二乘算法估计模型参数时，该算法可实现系统的在线辨识．两仿真算例说明了这种算法的有效性．     

基于残差方差的系统阶次和参数辨识算法

系统辨识的研究一般是将系统的阶次辨识和参数估计分开的,但实际应用过程中这两个问题又是紧密相关的。有的模型阶次辨识过程是伴随着模型的参数估计,因此可以对这类阶次辨识方法同参数估计的方法进行融合和扩展。针对输出误差系统,借助辅助模型推导出基于残差方差递推算法,利用该算法辨识出了模型的阶次和参数,减少了传统系统辨识过程的计算量和辨识时间。     

基于差分进化算法的Wiener模型辨识

DE算法是一类基于种群的启发式全局搜索技术,该算法原理简单,控制参数少,鲁棒性强,具有良好的优化性能.本文利用差分进化算法对Wiener模型参数进行辨识,把辨识问题等价为以估计参数为优化变量的非线性极小值优化问题,并分析了算法中种群规模NP、缩放因子F、交叉概率CR等控制参数对辨识过程中的全局并行搜索能力和收敛速度的影响,以保证算法的全局收敛性.对Wiener模型的数值仿真结果表明了DE算法在参数辨识问题中的有效性,以及较PSO算法更强的非线性系统辨识能力。     

一种非线性模型的在线辨识方法

提出一种用于非线性模型在线辨识的模糊算法。该算法将非线性输入输出系统用时变线性系统模型来拟和。并把此非线性系统模型表示成模糊模型的形式，用在线调节模糊模型的方法来辨识时变线性模型的相关参数。在以往的模糊辨识方法中，均未给出在线调整非线性系统的模糊辨识算法。将递推模糊聚类方法与卡尔曼滤波法用于在线调整模糊模型参数，仿真算例表明了此算法的有效性与良好的实用价值。     

神经网络并联辨识算法的收敛性研究

神经网络可用来建立非线性动态系统的模型，其辨识模型可分为串联并联辨识模型和并联辨识模型两种，后者的思路源于基于参考模型自适应方案的输出误差辨识模型，对观测扰动有较强的抑制能力。本文对这种神经网络并联辨识结构的收敛性进行了研究，指出在网络参数满足一定条件时并联预测过程收敛，且并联辨识算法具有局部收敛性，仿真实验验证了上述结论。     

Adaptive Iterated Extended KALMAN Filter for Relative Spacecraft Attitude and Position Estimation

This paper presents a novel adaptive iterated extended Kalman filter (AIEKF) for relative position and attitude estimation, taking into account the influence of model uncertainty. Considering a nonlinear stochastic discrete‐time system with unknown disturbance, the AIEKF algorithm adopts the Gauss‐Newton iterative optimization steps to implement a maximum a posteriori (MAP) estimation, and the switch‐mode combination technique is used to achieve the adaptive capability. The mean‐square estimation error (MSE) of the state estimate is derived. It is proved that the AIEKF can yield a smaller MSE than that of the traditional extended Kalman filter (EKF) or iterated extended Kalman filter (IEKF). The performance advantage of the AIEKF is illustrated via Monte Carlo simulations on a typical relative position and attitude estimation application. Through comparisons in different scenarios, the presented algorithm is shown to improve adaptability and ensure estimation accuracy.     

On the adaptive control of linear systems using the open-loop-feedback-optimal approach

This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.     

Performance Analysis of The Auxiliary‐Model‐Based Multi‐Innovation Stochastic Newton Recursive Algorithm for Dual‐Rate Systems

The stochastic Newton recursive algorithm is studied for dual‐rate system identification. Owing to a lack of intersample measurements, the single‐rate model cannot be identified directly. The auxiliary model technique is adopted to provide the intersample estimations to guarantee the recursion process continues. Intersample estimations have a great influence on the convergence of parameter estimations, and one‐step innovation may lead to a large fluctuation or even divergence during the recursion. In the meantime, the sample covariance matrix may appear singular. The recursive process would cease for these reasons. In order to guarantee the recursion process and to also improve estimation accuracy, multi‐innovation is utilized for correcting the parameter estimations. Combining the auxiliary model and multi‐innovation theory, the auxiliary‐model‐based multi‐innovation stochastic Newton recursive algorithm is proposed for time‐invariant dual‐rate systems. The consistency of this algorithm is analyzed in detail. The final simulations confirm the effectiveness of the proposed algorithm.     

Active fault tolerant control using state-space self-tuning control approach

This paper presents a new fault tolerant control scheme for unknown multivariable stochastic systems by modifying the conventional state-space self-tuning control approach. For the detection of faults, a quantitative criterion is developed by comparing the innovation process errors occurring in the Kalman filter estimation algorithm, which, for faulty system recovery, a weighting matrix resetting technique is developed by adjusting and resetting the covariance matrices of the parameter estimate obtained in the Kalman filter estimation algorithm to improve the parameter estimation of the faulty systems. The proposed method can effectively cope with partially abrupt and/or gradual system faults and/or input failures with fault detection. The modified state-space self-tuning control scheme can be applied to the multivariable stochastic faulty system without requiring prior knowledge of system parameters and noise properties.     

Fault estimation and prediction for nonlinear stochastic system with intermittent observations

This paper is concerned with the fault estimation and prediction problems for a class of nonlinear stochastic systems with intermittent observations. Based on the extended Kalman filter and Kalman filter, the fault and state are simultaneously estimated, and then, it is extended to the case of intermittent observations. Meanwhile, the boundedness of the estimation error is also discussed. Once the fault is detected, the parameters of each fault are identified by the linear regression method. Then, the future fault signal can be predicted by the parameters of the fault. The effectiveness of the proposed algorithm is verified by the simulation of the 3‐tank system.     

基于最大互信息指标的对偶控制研究

针对参数未知但恒定的随机系统, 研究了基于最大互信息指标的对偶控制. 运用了Kalman滤波器估计随机系统未知参数的方法; 研究了最大互信息指标所具有的对偶特性, 即跟踪理想的目标以及探测未知参数的不确定性; 采用了两级优化算法获得次优对偶控制律. 算例验证了此算法的有效性和可行性.     

具有学习特点的控制器设计算法

对于普遍存在的具有未知参数的随机最优控制问题,本文提出了一种具有学习特点的控制器设计算法.该算法用Kalman滤波估计系统的未知参数,在滚动优化机制下用动态规划获取控制增益,为了赋予控制器的学习特点,在LQG控制律中附加使下一时刻估计方差最小的学习控制分量.仿真结果表明了算法的有效性.     

Robust filtering of process in the stationary difference stochastic system

A technique to construct the robust Kalman filter for process estimation in the difference linear stationary stochastic system with an unknown covariance observation error matrix was developed. Consideration was given to the algorithm of constructing the set of permissible covariance matrices from a priori statistical data. A numerical method for solution of the general minimax optimization problem was proposed; and on its basis an iterative algorithm to calculate the robust filter parameters was developed, and its convergence was proved. Results of the numerical experiment were presented.     

核聚类人工免疫网络的参数研究

核聚类人工免疫网络是一种新型的聚类分析方法,其基本算法形式也是启发式随机搜索算法,所以算法中的参数对于方法的最后性能有着重要影响。本文通过实验探讨几个关键参数对算法性能的影响,从而说明算法中参数的选择方式。     

A Filtering Approach Based on MMAE for a SINS/CNS Integrated Navigation System

This paper explores multiple model adaptive estimation (MMAE) method, and with it, proposes a novel filtering algorithm. The proposed algorithm is an improved Kalman filter-multiple model adaptive estimation unscented Kalman filter (MMAE-UKF) rather than conventional Kalman filter methods, like the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). UKF is used as a subfilter to obtain the system state estimate in the MMAE method. Single model filter has poor adaptability with uncertain or unknown system parameters, which the improved filtering method can overcome. Meanwhile, this algorithm is used for integrated navigation system of strapdown inertial navigation system (SINS) and celestial navigation system (CNS) by a ballistic missile's motion. The simulation results indicate that the proposed filtering algorithm has better navigation precision, can achieve optimal estimation of system state, and can be more flexible at the cost of increased computational burden.