Robust adaptive control of nonaffine nonlinear plants with small input signal changes

Assuming small input signal magnitudes, ARMA models can approximate the NARMA model of nonaffine plants. Recently, NARMA-L1 and NARMA-L2 approximate models were introduced to relax such input magnitude restrictions. However, some applications require larger input signals than allowed by ARMA, NARMA-L1 and NARMA-L2 models. Under certain assumptions, we recently developed an affine approximate model that eliminates the small input magnitude restriction and replaces it with a requirement of small input changes. Such a model complements existing models. Using this model, we present an adaptive controller for discrete nonaffine plants with unknown system equations, accessible input-output signals, but inaccessible states. Our approximate model is realized by a neural network that learns the unknown input-output map online. A deadzone is used to make the weight update algorithm robust against modeling errors. A control law is developed for asymptotic tracking of slowly varying reference trajectories.     

基于ARMA的微惯性传感器随机误差建模方法

针对微惯性传感器随机误差建模效果不理想,影响微惯性组合导航系统性能的问题,提出了采用自回归滑动平均(ARMA)对微惯性传感器随机误差进行建模的方法。通过对随机误差模型应用于微惯性器件误差建模的深入分析,将Yule-Walker方程引入线性预测问题中,实现AR功率谱密度的估计,建立了基于随机过程有理功率谱密度的ARMA模型建立方法,并给出了ARMA建模准确性的LDA验证准则。通过微惯性传感器实测数据,对随机误差建模方法进行了有效性验证。该方法为微惯性器件的随机误差建模和分析提供了一种新的途径。     

Time-varying parametric system multiresolution identification by wavelets

In this paper, the problem of time-varying parametric system identification by wavelets is discussed. Employing wavelet operator matrix representation, we propose a new multiresolution least squares (MLS) algorithm for time-varying AR (ARX) system identification and a multiresolution least mean squares (MLMS) algorithm for the refinement of parameter estimation. These techniques can achieve the optimal tradeoff between the over-fitted solution and the poorly represented identification. The main features of time-varying model parameters are extracted in a multiresolution way, which can be used to represent the smooth trends as well as track the rapidly changing components of time-varying parameters simultaneously and adaptively. Further, a noisy time-varying AR (ARX) model can also be identified by combining the total least squares algorithm with the MLS algorithm. Based on the proposed AR (ARX) model parameter estimation algorithm, a novel identification scheme for time-varying ARMA (ARMAX) system is presented. A higher-order time-varying AR (ARX) model is used to approximate the time-varying ARMA (ARMAX) system and thus obtain an initial parameter estimation. Then an iterative algorithm is applied to obtain the consistent and efficient estimates of the ARMA (ARMAX) system parameters. This ARMA (ARMAX) identification algorithm requires linear operations only and thus greatly saves the computational load. In order to determine the time-varying model order, some modified AIC and MDL criterions are developed based on the proposed wavelet identification schemes. Simulation results verify that our methods can track the rapidly changing of time-varying system parameters and attain the best balance between parsimonious modelling and accurate identification.     

确定ARMA模型MA阶数的一种方法

本文提出一种ARMA模型MA定阶的新方法.其基本思想是,将阶数确定转化为一上 三角阵的秩的确定.仿真例子表明,该方法在数值上是鲁棒的.     

Stochastic approximation algorithms for identifying ARMA processes

Following the convergence proofs for stochastic approximation identification of pure autoregressive (AR) processes with dependent observations, as derived by Saridis and Stein, it is shown that the convergence for mixed autoregressive-moving-average (ARMA) cases can also be proved when none of the AR or the MA parameters or of the covariances are assumed known. Consequently, a generalized stochastic approximations identification procedure for ARMA processes is derived, which is extendable to any linear Kalrman filter models.     

Choosing the parameters of the NARMA model implemented with the recurrent perceptron for speech prediction

Speech signals have statistically nonstationary properties and cannot be processed properly by means of classical linear parametric models (AR, MA, ARMA). The neural network approach to time series prediction is suitable for learning and recognizing the nonlinear nature of the speech signal. We present a neural implementation of the NARMA model (nonlinear ARMA) and test it on a class of speech signals, spoken by both men and women in different dialects of the English language. The Akaike’s information criterion is proposed for the selection of the parameters of the NARMA model.     

多变量自校正递推去卷滤波器

本文用时域上的新息分析方法，对于线性多变量系统的输入信号，提出了一种新的自校正递推去卷滤波器，它具有ＡＲＭＡ新息滤波器形式，可处理多变量非平稳ＡＲＭＡ输入信号、不稳定和／或非最小相位系统。仿真例子说明了其有效性。     

基于误差空间的鲁棒跟踪控制

为精确跟踪参考输入信号、抑制扰动信号，将输入信号和扰动信号满足的方程作为问题公式的一部分，在误差空间中设计鲁棒跟踪控制器；并加入前馈控制，改善系统的动态性能，提高系统抑制扰动的能力，使系统能以零稳态误差跟踪非衰减输入，零稳态误差抑制非衰减扰动，并在某些参数变化的情况下能准确跟踪输入信号．仿真结果表明系统具有很强的鲁棒性、优良的动态性能和稳态性能．     

Automatic identification of cardiac health using modeling techniques: A comparative study

Heart rate variability (HRV), a widely adopted quantitative marker of the autonomic nervous system can be used as a predictor of risk of cardiovascular diseases. Moreover, decreased heart rate variability (HRV) has been associated with an increased risk of cardiovascular diseases. Hence in this work HRV signal is used as the base signal for predicting the risk of cardiovascular diseases. The present study concerns nine cardiac classes that include normal sinus rhythm (NSR), congestive heart failure (CHF), atrial fibrillation (AF), ventricular fibrillation (VF), preventricular contraction (PVC), left bundle branch block (LBBB), complete heart block (CHB), ischemic/dilated cardiomyopathy (ISCH) and sick sinus syndrome (SSS). A total of 352 cardiac subjects belonging to the nine classes were analyzed in the frequency domain. The fast Fourier transforms (FFT) and three other modeling techniques namely, autoregressive (AR) model, moving average (MA) model and the autoregressive moving average (ARMA) model are used to estimate the power spectral densities of the RR interval variability. The spectral parameters obtained from the spectral analysis of the HRV signals are used as the input parameters to the artificial neural network (ANN) for classification of the different cardiac classes. Our findings reveal that the ARMA modeling technique seems to give better resolution and would be more promising for clinical diagnosis.     

非平稳ARMA信号自校正去卷滤波器

本文用现代时间序列分析方法[1],对于通过已知线性系统被观测的未知非平稳ARMA输 入信号,提出了一种新的自校正递推去卷滤波器,它可用ARMA新息滤波器形式表示,适用 于非最小相位和不稳定的线性观测系统.仿真例子说明了其有效性.