一种基于差分进化算法的多模型建模方法

针对非线性系统的多模型建模问题,基于差分进化算法提出了一种优化建模方法.从系统的输入输出数据出发,将样本空间分割与局部模型建立相结合,首先将PWA辨识问题转化为MIQP问题;然后采用自适应混沌差分进化算法对模型数量及模型参数同时优化;最后利用支持向量基求取分割曲面方程.仿真结果表明,该方法能以最优的线性子模型集准确地逼近非线性系统.     

An iterative approach to determine the complexity of local models for robust identification of nonlinear systems

In this paper, a new multi-model approach is proposed for identification of nonlinear systems. In similar identification methods, the operating space is partitioned and a local model is suggested for each partition. In such approaches, since the same linear structure is often used for all local models; huge number of local linear models is usually required to reasonably model an operating region with severely nonlinear dynamics. Therefore the size of the global model may exponentially increase; and as a result model robustness may decrease. In the proposed approach the best model structure is selected for the particular nonlinear study system in an iterative approach. At each iteration, a choice is made to increase number of local models and/or increase the local model complexity. Furthermore, it determines the complexity of local models based on increasing the model accuracy and ensuring the model robustness. In order to optimize the model approximation capability and model robustness, a model term selection approach based on a forward orthogonal least squares algorithm and a criterion that minimizes the sum of the variance of the parameter estimates is applied. Simulation results show that the proposed method results in an excellent validation performance with fewer parameters.     

Identification of piecewise affine systems based on statistical clustering technique

This paper is concerned with the identification of a class of piecewise affine systems called a piecewise affine autoregressive exogenous (PWARX) model. The PWARX model is composed of ARX sub-models each of which corresponds to a polyhedral region of the regression space. Under the temporary assumption that the number of sub-models is known a priori, the input-output data are collected into several clusters by using a statistical clustering algorithm. We utilize support vector classifiers to estimate the boundary hyperplane between two adjacent regions in the regression space. In each cluster, the parameter vector of the sub-model is obtained by the least squares method. It turns out that the present statistical clustering approach enables us to estimate the number of sub-models based on the information criteria such as CAIC and MDL. The estimate of the number of sub-models is performed by applying the identification procedure several times to the same data set, after having fixed the number of sub-models to different values. Finally, we verify the applicability of the present identification method through a numerical example of a Hammerstein model.     

A bias-corrected estimator for nonlinear systems with output-error type model structures

Parametric identification of linear time-invariant (LTI) systems with output-error (OE) type of noise model structures has a well-established theoretical framework. Different algorithms, like instrumental-variables based approaches or prediction error methods (PEMs), have been proposed in the literature to compute a consistent parameter estimate for linear OE systems. Although the prediction error method provides a consistent parameter estimate also for nonlinear output-error (NOE) systems, it requires to compute the solution of a nonconvex optimization problem. Therefore, an accurate initialization of the numerical optimization algorithms is required, otherwise they may get stuck in a local minimum and, as a consequence, the computed estimate of the system might not be accurate. In this paper, we propose an approach to obtain, in a computationally efficient fashion, a consistent parameter estimate for output-error systems with polynomial nonlinearities. The performance of the method is demonstrated through a simulation example.     

Learning nonlinear manifolds based on mixtures of localized linear manifolds under a self-organizing framework

This paper presents a neural model which learns low-dimensional nonlinear manifolds embedded in higher-dimensional data space based on mixtures of local linear manifolds under a self-organizing framework. Compared to other similar networks, the local linear manifolds learned by our network have a more localized representation of local data distributions thanks to a new distortion measure, which removes confusion between sub-models that exists in many similar mixture models. Each neuron in the network asymptotically learns a mean vector and a principal subspace of the data in its local region. It is proved that there is no local extremum for each sub-model. Experiments show that the new mixture model is better adapted to nonlinear manifolds of various data distributions than other similar models. The online-learning property of this model is desirable when the data set is very large, when computational efficiency is of paramount importance, or when data are sequentially input. We further show an application of this model to recognition of handwritten digit images based on mixtures of local linear manifolds.     

Identification of a toroidal continuously variable transmission using continuous-time system identification methods

This paper deals with the identification of a toroidal continuously variable transmission (T-CVT). The model describing the T-CVT system is a model with exogenous time-varying parameters and, in order to facilitate the parameter estimation, the complete T-CVT model is split into two sub-models. The parameters of the first sub-model are estimated with the Poisson moment functionals (PMF) method around several operating points, while the parameter of the second sub-model, reduced to a pure integrator, is estimated with the linear integral filter (LIF) method. These two methods belong to the continuous-time system identification methods. The complete T-CVT model accuracy is finally verified with experiments carried out with a test-bed and an actual vehicle.     

Two-stage multi-innovation stochastic gradient algorithm for multivariate output-error ARMA systems based on the auxiliary model

ABSTRACT

This paper investigates the parameter estimation problem for multivariate output-error systems perturbed by autoregressive moving average noises. Since the identification model has two different kinds of parameters, a vector and a matrix, the gradient algorithm cannot be used directly. Therefore, we decompose the original system model into two sub-models and proceed the identification problem by the collaboration between the two sub-models. By employing the gradient search and determining the optimal step-sizes, we present an auxiliary model based two-stage projection algorithm. However, in order to alleviate the sensitivity to the noise, we reselect the step-sizes and derive the auxiliary model based two-stage stochastic gradient (AM-2S-SG) algorithm. Based on the AM-2S-SG algorithm, an auxiliary model based two-stage multi-innovation stochastic gradient algorithm is proposed to generate more accurate estimates. Finally, numerical simulations are provided to demonstrate the effectiveness of the proposed algorithms.     

基于微粒群算法的非线性系统建模方法研究

针对非线性系统多模型自适应控制中的模型覆盖问题,提出一种基于微粒群算法的多模型建模方法.首先,对非线性系统定义了基于混合逻辑模型的多模型描述,建立了非线性系统的混合线性多模型;然后,基于微粒群优化算法对非线性系统进行优化建模,在保证建模准确性的同时采用最少的子模型逼近非线性系统;最后,通过一个仿真算例表明了该建模方法的有效性.     

机械手臂的多模型预测控制

针对机械手臂的非线性特点,提出了基于隶属度函数的多模型预测控制方法。该方法首先根据机械手臂的特点,选择合适的调度变量,将机械手臂的工作空间划分为若干个工作子空间,在每个子空间内的平衡点处对机械手臂进行线性化处理,得到相应的线性子模型,从而得到机械手臂的多模型表示;其次针对每个线性子模型设计局部预测控制器,使其在相应的子空间内达到控制要求;最后选择梯形隶属度函数与局部预测控制器进行加权求和,获得全局多模型预测控制器,以对机械手臂进行控制。仿真结果表明,当机械手臂的工作条件在大范围内变化时,全局多模型预测控制器的控制性能远优于常规PD控制器,达到了预期的控制目的。     

Recursive Identification Methods for Multivariate Output-error Moving Average Systems Using the Auxiliary Model

This paper studies the parameter identification problems of multivariate output-error moving average systems. An auxiliary model based extended stochastic gradient algorithm and based recursive extended least squares algorithm are proposed for estimating the parameters of the multivariate output-error moving average systems. By using the multi-innovation identification theory, an auxiliary model based multi-innovation extended stochastic gradient algorithm is derived for improving the parameter estimation accuracy. Finally, the simulation results indicate that the proposed algorithms can work well.     

普通话发音训练多级音素模板综合评价方法

提出了一种应用于普通话声韵母发音评价的多级音素模板综合评分法,该方法在单模板匹配的基础上,通过寻找汉语音素发音过程中的浊化、摩擦、爆破等特征,形成多个子模式,进行多模式匹配,最后给出加权评分。实验结果表明多级音素模板综合评分法有效地改善了汉语发音中几组相似音之间的区分度。也介绍了MFCC等语音特征提取、DTW模板匹配算法、基于聚类的模板训练以及综合加权评价机制的实现方法。     

Identification of Neurofuzzy Models Using GTLS Parameter Estimation

In this paper, nonlinear system identification utilizing generalized total least squares (GTLS) methodologies in neurofuzzy systems is addressed. The problem involved with the estimation of the local model parameters of neurofuzzy networks is the presence of noise in measured data. When some or all input channels are subject to noise, the GTLS algorithm yields consistent parameter estimates. In addition to the estimation of the parameters, the main challenge in the design of these local model networks is the determination of the region of validity for the local models. The method presented in this paper is based on an expectation–maximization algorithm that uses a residual from the GTLS parameter estimation for proper partitioning. The performance of the resulting nonlinear model with local parameters estimated by weighted GTLS is a product both of the parameter estimation itself and the associated residual used for the partitioning process. The applicability and benefits of the proposed algorithm are demonstrated by means of illustrative examples and an automotive application.      

面向限价指令簿趋势分析的网络集成模型

为了更好地分析限价指令簿(LOBs)的趋势,文中提出面向LOBs趋势分析的网络集成模型(NEM-LOB).模型融合2个长短期记忆(LSTM)子模型和1个卷积神经网络(CNN)子模型.一个LSTM子模型可通过LOBs的分布信息捕捉全局时间依赖性,另一个LSTM子模型可通过LOBs和订单流的动态信息捕捉全局动态性.CNN子模型通过LOBs的事实信息提取局部特征.最后,结合3个子模型,提取特征以获得预测结果.在FI-2010数据集上的实验表明NEM-LOB通过引入订单流信息,能对LOBs进行更好的趋势分析.     

Soft computing applications in dynamic model identification of polymer extrusion process

This paper proposes the applications of soft computing to deal with the constraints in conventional modelling techniques of the dynamic extrusion process. The proposed technique increases the efficiency in utilising the available information during the model identification. The resultant model can be classified as a ‘grey-box model’ or has been termed as a ‘semi-physical model’ in the context. The extrusion process contains a number of parameters that are sensitive to the operating environment. Fuzzy rule-based system (FRBS) is introduced into the analytical model of extrusion by means of sub-models to approximate those operational-sensitive parameters. In drawing an optimal structure for each sub-model, a hybrid algorithm of genetic algorithm with fuzzy system (GA-fuzzy) has been implemented. The sub-models obtained show advantages such as linguistic interpretability, simpler rule-base and less membership functions (MFs). The developed model is adaptive with its learning ability through the steepest decent error back-propagation algorithm. This ability might help to minimise the deviation of the model prediction when the operational-sensitive parameters adapt to the changing operating environment in the real situation. The model is first evaluated through simulations on the consistency of model prediction with the theoretical analysis. Then, the usefulness of adaptive sub-models during the operation is further explored in existence of prediction error.     

基于二次仿射传播聚类的非线性系统多模型LSSVM建模

针对复杂非线性系统单模型建模存在计算量大和精度差的问题,提出一种采用仿射传播聚类的多模型LSSVM建模方法,通过仿射传播聚类对样本数据按输入集和输出集二次聚类划分,并分别建立LSSVM子模型,非线性系统模型通过子模型加权合成.将该方法应用于两电机变频调速系统的张力和速度模型辨识,仿真结果表明,该建模方法具有较高的精度,能准确拟合系统的非线性特性.     

PSO算法在非线性回归模型参数估计中的应用

非线性回归模型的参数估计是较为困难的寻优问题,经典方法常会陷入局部极值。由于粒子群算法是一种有效的解决优化问题的群集智能算法,它的突出特点是操作简便、容易实现且全局搜索功能较强,故将粒子群优化算法用于非线性系统模型参数估计,并通过对6种非线性回归模型的参数估计进行了验证。实验结果表明：粒子群优化算法是一种有效的参数估计方法。     

On optimal experiment design for identifying premise and conclusion parameters of Takagi-Sugeno models: Nonlinear regression case

Optimal Experiment Design (OED) is a well-developed concept for regression problems that are linear-in-the-parameters. In case of experiment design to identify nonlinear Takagi-Sugeno (TS) models, non-model-based approaches or OED restricted to the local model parameters (assuming the partitioning to be given) have been proposed. In this article, a Fisher Information Matrix (FIM) based OED method is proposed that considers local model and partition parameters. Due to the nonlinear model, the FIM depends on the model parameters that are subject of the subsequent identification. To resolve this paradoxical situation, at first a model-free space filling design (such as Latin Hypercube Sampling) is carried out. The collected data permits making design decisions such as determining the number of local models and identifying the parameters of an initial TS model. This initial TS model permits a FIM-based OED, such that data is collected which is optimal for a TS model. The estimates of this first stage will in general not be ideal. To become robust against parameter mismatch, a sequential optimal design is applied. In this work the focus is on D-optimal designs. The proposed method is demonstrated for three nonlinear regression problems: an industrial axial compressor and two test functions.     

Uniform modeling of parameter dependent nonlinear systems

This paper addresses the problem of approximating parameter dependent nonlinear systems in a unified framework. This modeling has been presented for the first time in the form of parameter dependent piecewise affine systems. In this model, the matrices and vectors defining piecewise affine systems are affine functions of parameters. Modeling of the system is done based on distinct spaces of state and parameter, and the operating regions are partitioned into the sections that we call ’multiplied simplices’. It is proven that this method of partitioning leads to less complexity of the approximated model compared with the few existing methods for modeling of parameter dependent nonlinear systems. It is also proven that the approximation is continuous for continuous functions and can be arbitrarily close to the original one. Next, the approximation error is calculated for a special class of parameter dependent nonlinear systems. For this class of systems, by solving an optimization problem, the operating regions can be partitioned into the minimum number of hyper-rectangles such that the modeling error does not exceed a specified value. This modeling method can be the first step towards analyzing the parameter dependent nonlinear systems with a uniform method.     

MISO系统辅助模型多新息增广随机梯度算法

对于有色噪声干扰的输出误差多输入单输出（MISO）系统,常规的递推最小二乘辨识方法给出的参数估计是有偏的。为了提高随机梯度辨识方法的收敛精度和速度,用辅助模型的输出代替辨识模型信息向量中的未知不可测变量,推导出其辅助模型增广随机梯度辨识算法;再引入新息长度扩展标量新息为新息向量,提出了基于辅助模型的MISO系统多新息增广随机梯度辨识算法。所得算法在每一次的迭代中不仅使用了当前数据和新息,而且使用了过去数据和新息,提高了参数估计精度和收敛速度。仿真例子验证了算法的有效性。     

基于粒子群优化的Wiener模型辨识与实例研究

针对一类工业过程中可描述成Wiener模型的非线性系统,其辨识问题可等价成以估计参数为优化变量的非线性极小值优化问题．利用粒子群优化(PSO)算法在整个参数空间内并行搜索获得极小值优化问题的最优解(Wiener模型的最优估计),通过对粒子的迭代轨迹进行分析,改进了PSO算法中惯性权重和学习因子的选择．通过一个Wiener模型的数值仿真验证了本文提出的辨识方法的有效性和实用性,并将该方法应用在连续退火机组加热炉产品质量模型的辨识研究,取得了满意的辨识效果．