Hopfield networks for identification of delay differential equations with an application to dengue fever epidemics in Cuba

This work is aimed at proposing an algorithm, based upon Hopfield networks, for estimating the parameters of delay differential equations. This neural estimator has been successfully applied to models described by Ordinary Differential Equations, whereas its application to systems with delays is a novel contribution. As a case in point, we present a model of dengue fever for the Cuban case, which is defined by a delay differential system. This epidemiological model is built upon the scheme of an SIR (susceptible, infected, recovered) population system, where both delays and time-varying parameters have been included. The latter are thus estimated by the proposed neural algorithm. Additionally, we obtain an expression of the Basic Reproduction Number for our model. Experimental results show the ability of the estimator to deal with systems with delays, providing plausible parameter estimations, which lead to predictions that are coherent with actual epidemiological data. Besides, when the Basic Reproduction Number is computed from the estimated parameter values, results suggest an evolution of the epidemic that is consistent with the observed infection. Hence the estimation could help health authorities to both predict the future trend of the epidemic and assess the efficiency of control measures.     

Optimal state estimation using randomly delayed measurements without time stamping

This paper studies an optimal state estimation (Kalman filtering) problem under the assumption that output measurements are subject to random time delays caused by network transmissions without time stamping. We first propose a random time delay model which mimics many practical digital network systems. We then study the so‐called unbiased, uniformly bounded linear state estimators and show that the estimator structure is given based on the average of all received measurements at each time for different maximum time delays. The estimator gains can be derived by solving a set of recursive discrete‐time Riccati equations. The estimator is guaranteed to be optimal in the sense that it is unbiased with uniformly bounded estimation error covariance. A simulation example shows the effectiveness of the proposed algorithm. Copyright © 2013 John Wiley & Sons, Ltd.     

On-line identification and control of multivariablc discrete-time systems based on a transformed model

Recursive algorithms for on-line combined identification and control of linear discrete-time multivariable systems is presented. A variant of the observable canonical model with one-way coupling form of the state model is used to develop a solution of the problem. Exploiting the canonical structure of the model, the proposed solution turns out to be simpler than that obtained by El-Sherief (1983) and moreover, a combined decentralized state and parameter estimation based control scheme can be developed in three stages. In Stage I, the parameters of the system matrices are estimated by a recursive least-square algorithm or by a normalized stochastic approximation algorithm in decoupled manner. These parameters are then employed for state estimation in Stage 2 using a centralized conventional Kalman filter or by a decentralized adaptive Kalman filter which in turn reduces instrumentation and telemetry costs. Estimated parameters and states are then utilized in Stage 3 to implement the square-root based control law along with the good numerical behaviour of the control problem. The proposed algorithms are tested by considering an example of a third-order state-space model.     

基于粒子群优化方法的电力系统状态向量估计模型

电力系统状态向量估计是电力系统能量管理系统的重要组成部分;在电力系统实时监控中,传统的基于最小二乘法的状态向量估计方法,存在估计值与实际电力系统中的参数值相差较大的问题,基于此提出了一种适用于电力系统实时监测的有效状态估计模型;该模型采用了一种基于直角坐标系的加权最小二乘法,由一组与测量量和状态变量相关的非线性方程组描述,使用预测-校正迭代技术求解状态估计器模型;利用粒子群算法优化同步相量测量单元(phasor measurements unit,PMU)仪表的分配,增强了算法的有效性;该模型被应用于IEEE14总线和IEEE-30总线测试系统;结果表明,与传统算法相比,所开发的电力系统状态向量估计模型在执行时间、准确性和迭代次数方面均有明显的优势,所提出的估计模型对于实时监控应用具有很好的应用前景.     

引力搜索算法在青霉素发酵模型参数估计中的应用

针对生物发酵过程难以精确估计模型参数的问题,提出一种利用引力搜索算法(GSA)对青霉素发酵非构造式动力学模型参数进行估计的方法。在分析发酵过程反应机理的基础上,选取合适的青霉素发酵非构造式动力学模型的状态方程式;然后利用GSA良好的全局搜索能力,对状态方程式的参数进行估计,从而得到精确的发酵模型。仿真结果表明：GSA实现了对青霉素发酵过程模型参数的准确估计,所得到的模型精度能够满足青霉素发酵过程的状态估计和控制需求。因此,GSA可有效地应用于模型参数估计。     

带有随机通信时滞的状态估计

研究了测量值不带时间戳的网络控制系统的最优状态估计问题. 当最大的随机时滞界是一步滞后时, 对可能存在的乱序测量提出新的测量模型. 基于每一时刻收到的所有测量值的平均值构造估计器以保证不稳定网络控制系统的估计器是线性无偏的及估计误差协方差一致有界, 并通过求解离散黎卡提方程得到估计器增益. 在无偏性及误差协方差一致有界的意义下保证估计器是最优的. 最后给出仿真实例验证了该算法的有效性.     

Moving data window gradient‐based iterative algorithm of combined parameter and state estimation for bilinear systems

The combined iterative parameter and state estimation problem is considered for bilinear state‐space systems with moving average noise in this paper. There are the product terms of state variables and control variables in bilinear systems, which makes it difficult for the parameter and state estimation. By designing a bilinear state estimator based on the Kalman filtering, the states are estimated using the input‐output data. Furthermore, a moving data window (MDW) is introduced, which can update the dynamical data by removing the oldest data and adding the newest measurement data. A state estimator‐based MDW gradient‐based iterative (MDW‐GI) algorithm is proposed to estimate the unknown states and parameters jointly. Moreover, given the extended gradient‐based iterative (EGI) algorithm as a comparison, the MDW‐GI algorithm can reduce the impact of noise to parameter estimation and improve the parameter estimation accuracy. The numerical simulation examples validate the effectiveness of the proposed algorithm.     

Regression-based weight generation algorithm in neural network for solution of initial and boundary value problems

This paper introduces a new algorithm for solving ordinary differential equations (ODEs) with initial or boundary conditions. In our proposed method, the trial solution of differential equation has been used in the regression-based neural network (RBNN) model for single input and single output system. The artificial neural network (ANN) trial solution of ODE is written as sum of two terms, first one satisfies initial/boundary conditions and contains no adjustable parameters. The second part involves a RBNN model containing adjustable parameters. Network has been trained using the initial weights generated by the coefficients of regression fitting. We have used feed-forward neural network and error back propagation algorithm for minimizing error function. Proposed model has been tested for first, second and fourth-order ODEs. We also compare the results of proposed algorithm with the traditional ANN algorithm. The idea may very well be extended to other complicated differential equations.     

T-S model based indirect adaptive fuzzy control using online parameter estimation

A parameter estimation scheme with an appropriate adaptive law for updating the parameters is designed and analyzed based on the Lyapunov theory for the general MIMO Takagi-Sugeno (T-S) fuzzy models. The parameters of the Takagi-Sugeno fuzzy models can be estimated by observing the behavior of the system and with the online parameter estimator, any type of fuzzy controllers works adaptively to the parameter perturbation. In order to show the applicability of the proposed estimator, an existing fuzzy state feedback controller is adopted and indirect adaptive fuzzy control design with the proposed estimator is shown. From the numerical simulations and experiments, it is shown that the derived adaptive law works for the estimation model to follows the parameterized plant model and the overall control system has robustness to the parameter perturbation.     

Suboptimal state estimation algorithm for non-linear discrete-time distributed-parameter systems

A non-linear discrete-time distributed-parameter system may be described by stochastic partial differential equations. Some state variables are measured at selected points of the system space. For this system a suboptimal state estimation algorithm is proposed. The error covariance matrix is calculated by an approximate approach. This simplification considerably reduces computer calculations in comparison with an optimal algorithm. Finally, the digital simulation of a non-linear DPS demonstrates the effectiveness of the suboptimal estimator.     

一类不确定非线性系统的自适应鲁棒控制

针对一类由非线性微分方程描述的不确定单输入单输出(SISO)系统,提出了一种自适应鲁棒控制算法.设计了一动态滤波器并将其与原系统组成扩展系统,由滤波器求得控制律稳定扩展系统.算法绕开辨识模型参数而是直接估计函数值,加快了控制律的求解.设计了状态误差观测器,用观测器的值构造控制律逼近状态反馈时的控制效果.基于Lyapunov 稳定理论分析了扩展系统的渐近稳定性并给出了闭环稳定的充分条件.最后仿真结果验证了算法的有效性和鲁棒性.     

Robust control of electric generator with compensation of perturbations

The problem of robust control of an electric generator with respect to relative speed is considered; the mathematical model of this generator is a system of third-order differential algebraic equations with a priori unknown parameters. The control algorithm ensuring the generator synchronization with the required precision is obtained. The results are illustrated by a numerical example.     

A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise

A well-known method for estimation of parameters in linear systems with correlated noise is the extended Kalman filter where the unknown parameters are estimated as a part of an enlarged state vector. To avoid the computational burden in determining the state estimates when only the parameter estimates are required, a new simple form of the extended Kalman filter, where the state consists only of the parameters to be estimated, is proposed. The algorithm is based on the inclusion of the computed residuals in the observation matrix of a state representation of the system, an idea first introduced in the so-called extended least-squares or Panuska's method. Convergence properties of the proposed algorithm are studied, and the algorithm is shown to perform a gradient-based minimization of the maximum likelihood loss function. Some special cases of the algorithm are also discussed, and an extension to an estimator for randomly varying parameters is outlined.     

Application of CMAC neural network to the control of induction motor drives

In this paper, a cerebellar-model-articulation-controller (CMAC) neural network (NN) based control system is developed for a speed-sensorless induction motor that is driven by a space-vector pulse-width modulation (SVPWM) inverter. By analyzing the CMAC NN structure and motor model in the stationary reference frame, the motor speed can be estimated through CMAC NN. The gradient-type learning algorithm is used to train the CMAC NN online in order to provide a real-time adaptive identification of the motor speed. The CMAC NN can be viewed as a speed estimator that produces the estimated speed to the speed control loop to accomplish the speed-sensorless vector control drive. The effectiveness of the proposed CMAC speed estimator is verified by experimental results in various conditions, and the performance of the proposed control system is compared with a new neural algorithm. Accurate tracking response and superior dynamic performance can be obtained due to the powerful online learning capability of the CMAC NN.     

Online Noise Estimation Using Stochastic-Gain HMM for Speech Enhancement

We propose a noise estimation algorithm for single-channel noise suppression in dynamic noisy environments. A stochastic-gain hidden Markov model (SG-HMM) is used to model the statistics of nonstationary noise with time-varying energy. The noise model is adaptive and the model parameters are estimated online from noisy observations using a recursive estimation algorithm. The parameter estimation is derived for the maximum-likelihood criterion and the algorithm is based on the recursive expectation maximization (EM) framework. The proposed method facilitates continuous adaptation to changes of both noise spectral shapes and noise energy levels, e.g., due to movement of the noise source. Using the estimated noise model, we also develop an estimator of the noise power spectral density (PSD) based on recursive averaging of estimated noise sample spectra. We demonstrate that the proposed scheme achieves more accurate estimates of the noise model and noise PSD, and as part of a speech enhancement system facilitates a lower level of residual noise.     

A simulation‐based algorithm for optimal pricing policy under demand uncertainty

We propose a simulation‐based algorithm for computing the optimal pricing policy for a product under uncertain demand dynamics. We consider a parameterized stochastic differential equation (SDE) model for the uncertain demand dynamics of the product over the planning horizon. In particular, we consider a dynamic model that is an extension of the Bass model. The performance of our algorithm is compared to that of a myopic pricing policy and is shown to give better results. Two significant advantages with our algorithm are as follows: (a) it does not require information on the system model parameters if the SDE system state is known via either a simulation device or real data, and (b) as it works efficiently even for high‐dimensional parameters, it uses the efficient smoothed functional gradient estimator.     

Direct identification of continuous time delay systems from step responses

In this paper, a simple yet robust method is proposed for identification of linear continuous time delay processes from step responses. New linear regression equations are directly derived from the process differential equation. The regression parameters are then estimated without iterations, and an explicit relationship between the regression parameters and those in the process are given. Due to use of the process output integrals in the regression equations, the resulting parameter estimation is very robust in the face of large measurement noise in the output. The proposed method is detailed for a second-order plus dead-time model with one zero, which can approximate most practical industrial processes, covering monotonic or oscillatory dynamics of minimum-phase or non-minimum-phase processes. Such a model can be obtained without any iteration. The effectiveness of the identification method has been demonstrated through simulation.     

Development of moving window state and parameter estimators under maximum likelihood and Bayesian frameworks

Estimation of slowly varying model parameters/unmeasured disturbances is of paramount importance in process monitoring, fault diagnosis, model based advanced control and online optimization. The conventional approach to estimate drifting parameters is to artificially model them as a random walk process and estimate them simultaneously with the states. However, this may lead to a poorly conditioned problem, where the tuning of the random walk model becomes a non-trivial exercise. In this work, the moving window parameter estimator of Huang et al. [1] is recast as a moving window maximum likelihood (ML) estimator. The state can be estimated within the window using any recursive Bayesian estimator. It is assumed that, when the model parameters are perfectly known, the innovation sequence generated by the chosen Bayesian estimator is a Gaussian white noise process and is further used to construct a likelihood function that treats the model parameters as unknowns. This leads to a well conditioned problem where the only tuning parameter is the length of the moving window, which is much easier to select than selecting the covariance of the random walk model. The ML formulation is further modified to develop a maximum a posteriori (MAP) cost function by including arrival cost for the parameter. Efficacy of the proposed ML and MAP formulations has been demonstrated by conducting simulation studies and experimental evaluation. Analysis of the simulation and experimental results reveals that the proposed moving window ML and MAP estimators are capable of tracking the drifting parameters/unmeasured disturbances fairly accurately even when the measurements are available at multiple rates and with variable time delays.     

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.