仅利用输出信号的挠性航天器模态参数子空间在轨辨识算法研究

在子空间辨识算法的基础上，给出了一种挠性航天器模态参数在轨辨识算法。其特点是当输入信号不易测量时，仅利用被噪声污染的输出信号就能进行模态参数的在轨辨识。通过对哈勃太空望远镜(HST)和空间挠性结构(Mini-Mast)两个算例的仿真，验证了算法的有效性和实用性。     

颤振信号处理中的时频域滤波方法

根据颤振试验的原理和观测信号特点,提出一种时频域滤波方法.该方法通过对信号进行自适应分解并求其时频谱,进而在联合时频域对其进行滤波重构.主要用于飞机颤振试验信号的预处理,对颤振模态参数提取与颤振边界预测有着直接的意义.数字仿真及物理试验验证了该方法的有效性和可行性.     

基于Householder变换的贪婪正交最小二乘辨识算法

针对含有未知时滞的多输入受控自回归系统模型的时滞与参数辨识问题,基于Householder变换探讨一种贪婪正交最小二乘辨识算法.首先,由于各输入通道的时滞未知,通过设置输入数据回归长度对系统模型进行过参数化,得到一个含有稀疏参数向量的高维辨识模型;其次,为了避免最小二乘算法中对高维协方差矩阵的求逆运算,利用Householder变换对信息矩阵进行正交分解,推导基于Householder变换的正交最小二乘算法;然后,为了提高辨识效率,降低辨识成本,推导基于Householder变换的贪婪准则,进而得到基于Householder变换的贪婪正交最小二乘辨识算法,该算法能够在少量采样数据的条件下获得稀疏参数向量的估计值;最后,根据估计的稀疏参数向量的结构得到系统时滞估计.仿真结果表明了所提出算法的有效性.     

一类有输入噪声扰动的逆系统无偏参数辨识算法研究

对逆系统建模时,原系统的输出作为逆系统参数辨识时的输入.由于原系统输出存在测量噪声,且噪声方差未知,采用普通最小二乘法辨识,无法得到逆系统参数的一致无偏估计.为此,本文研究了一种有输入扰动的的逆系统无偏参数辨识算法,该算法先通过小波变换估计输入信号噪声的方差,再由估计得到的方差,通过偏差消除的递推最小_乘法,对逆系统的参数进行无偏辨识.该算法降低了对输入辨识信号为白噪声的要求,具有较强的实用性.由于采用递推运算,该算法也可以用于逆系统参数的在线辨识.最后,通过实验验证了该算法的有效性.     

基于组合式信号源的Hammerstein-Wiener模型辨识方法

针对含有有色噪声的非线性Hammerstein-Wiener模型,提出一种基于组合式信号源的辨识方法.通过利用可分离信号和随机信号组成的组合信号源实现有色噪声干扰下Hammerstein-Wiener模型各串联模块参数辨识的分离,简化辨识过程.首先,基于可分离信号的输入和输出,采用相关分析方法抑制过程噪声的干扰,辨识输出静态非线性模块和动态线性模块的参数;然后,基于辅助模型技术,利用辅助模型的输出和残差的估计值分别取代辨识模型中的不可测中间变量和噪声变量,推导辅助模型递推增广最小二乘方法,根据随机信号的输入输出数据辨识输入静态非线性模块和噪声模型的参数;最后,通过理论分析和仿真结果表明,所提出方法能够有效辨识有色噪声干扰下的非线性Hammerstein-Wiener模型,具有较好的鲁棒性.     

基于辅助模型正交匹配追踪的多输入系统迭代辨识算法

针对含有未知时滞的多输入输出误差系统的时滞与参数辨识问题,提出一种基于辅助模型的正交匹配追踪迭代算法.首先,由于各输入通道的时滞未知,通过设定输入回归长度,对系统模型进行过参数化,得到一个高维的辨识模型,且辨识模型中参数向量为稀疏向量;然后,基于辅助模型思想和正交匹配追踪算法,在每次迭代过程中,对参数向量和辅助模型的输出进行交互估计,即利用正交匹配追踪算法获得参数向量的估计,再利用参数估计值计算辅助模型的输出,并用辅助模型的输出值代替信息向量中的不可测信息项以更新参数估计;最后,根据参数向量的稀疏特征,获得系统的时滞估计.所提出算法可以利用少量的采样数据信息同时获得系统参数和时滞的估计值.仿真结果表明了所提出算法的有效性.     

多变量系统辅助模型多新息随机梯度辨识方法

针对多变量输出误差系统的模型辨识问题,借助辅助模型思想推导出其随机梯度辨识算法;由于该算法的收敛速度慢,为了提高收敛速度,将算法中的新息向量扩展成新息矩阵,得到基于辅助模型的多新息随机梯度辨识算法;辅助模型多新息算法使用新息矩阵对参数进行校正估计,该新息矩阵不仅包含了当前时刻的新息向量,还包含过去多个时刻的新息向量,因而,与辅助模型随机梯度算法和增广随机梯度算法相比,该算法具有更快的收敛速度;一个二输入二输出的仿真例子证明了所提出的算法的确具有更快的收敛速度.     

状态空间双线性系统的极大似然辨识

提出了状态空间双线性系统的极大似然辨识方法。得到了以输入-输出序列为条件概率的似然函数解析表达式,推导了极大化似然函数的参数矩阵计算公式,给出适用于双线性系统状态估计的改进卡尔曼滤波方法,以及辨识系统参数的迭代估计算法。最后进行了数值仿真,结果说明了该方法的有效性。     

基于EEMD-RobustICA和Prony算法的谐波和间谐波检测方法

针对经验模态分解存在的模态混叠现象和Prony算法对噪声敏感的问题,将总体经验模态分解与鲁棒性独立分析法和Prony算法进行有机的结合,应用到谐波和间谐波的检测中。首先将含有噪声的谐波信号进行总体经验模态分解,得到不同阶数的固有模态函数,然后将其作为鲁棒性独立分量分析法的输入,对得到的独立分量进行软阈值去噪后进行逆变换得到重构后的固有模态函数,叠加得到去噪后的信号,最后用Prony算法对谐波和间谐波信号进行参数辨识,得到谐波和间谐波的参数。仿真结果表明,该方法具有较好的抗噪性,克服了Prony算法对噪声敏感的缺点,有效地提高了谐波和间谐波检测的精度。     

基于CIM的偏差补偿稀疏NLMAD算法研究

为了解决输入信号受噪声干扰和输出观测噪声具有脉冲特征的稀疏系统辨识问题,提出一种基于CIM的偏差补偿NLMAD(Normalized least mean absolute deviation, NLMAD)算法。 利用NLMAD算法可有效抵御脉冲输出观测噪声的优势,首先应用无偏准则设计偏差补偿NLMAD算法来有效解决由于输入噪声导致的估计偏差问题。再次考虑到稀疏系统辨识问题,将CIM作为稀疏约束惩罚项引入到偏差补偿NLMAD算法提出了新的稀疏自适应滤波算法CIMBCNLMAD。将所提算法应用于输入和输出均含有噪声的稀疏系统辨识和回声干扰抵消场景中,实验表明CIMBCNLMAD算法的稳态性能优于其它自适应滤波算法,说明该方法具有强的鲁棒性且可应用于工程实践。     

飞机颤振模态参数辨识的频域广义整体最小二乘算法

采用一种适用于噪声环境的广义整体最小二乘算法，准确地辨识飞机的颠振模态参数．该算法结合有理传递函数模型，将带噪系统的辨识问题转化为广义整体最小二乘问题．利用线性的广义奇异值分解求解模型系数，避免了非线性优化的复杂计算．通过迭代法更新加权项，获得了接近于极大似然估计的辨识效果．最后利用试飞试验数据辨识飞机的模态参数，验证了该方法的有效性．     

Decomposition‐based multiinnovation gradient identification algorithms for a special bilinear system based on its input‐output representation

This article considers the parameter estimation for a special bilinear system with colored noise. Its input‐output representation is derived by eliminating the state variables in the bilinear system. Based on the input‐output representation of the bilinear system, a multiinnovation generalized extended stochastic gradient (MI‐GESG) algorithm is proposed by using the multiinnovation identification theory. Furthermore, a decomposition‐based multiinnovation (ie, hierarchical multiinnovation) generalized extended stochastic gradient identification (H‐MI‐GESG) algorithm is derived to enhance the parameter estimation accuracy by using the hierarchical identification principle, and a GESG algorithm is presented for comparison. Compared with the existing identification algorithms for the bilinear system, the proposed MI‐GESG and H‐MI‐GESG algorithms can generate more accurate parameter estimation. Finally, a simulation example is provided to verify the effectiveness of the proposed algorithms.     

Kalman filtering in extended noise environments

This note introduces an extended environment for Kalman filtering that considers also the presence of additive noise on input observations in order to solve the problem of optimal (minimal variance) estimation of noise-corrupted input and output sequences. This environment includes as subcases both errors-in-variables filtering (optimal estimate of inputs and outputs from noisy observations) and traditional Kalman filtering (optimal estimate of state and output in presence of state and output noise). A Monte Carlo simulation shows that the performance of this extended filtering technique leads to the expected minimal variance estimates.     

Parameter identification of discrete systems via discrete legendre polynomials

This paper presents a new method for the parameter identification of linear time-invariant discrete systems with single input and single output. Using a well-constructed transformation matrix, the input and output data sequences are first transformed into discrete Legendre spectrum sequences. Performing the spectrum matching process, the parameter identification problem becomes the solution of a set of overdetermined linear algebraic equations. Examples are given to demonstrate the accuracy of the new method.     

Recursive least squares parameter identification algorithms for systems with colored noise using the filtering technique and the auxilary model

This paper focuses on the parameter estimation problems of output error autoregressive systems and output error autoregressive moving average systems (i.e., the Box–Jenkins systems). Two recursive least squares parameter estimation algorithms are proposed by using the data filtering technique and the auxiliary model identification idea. The key is to use a linear filter to filter the input–output data. The proposed algorithms can identify the parameters of the system models and the noise models interactively and can generate more accurate parameter estimates than the auxiliary model based recursive least squares algorithms. Two examples are given to test the proposed algorithms.     

Modeling and parameter identification of systems with multisegmentpiecewise-linear characteristics

This paper deals with the modeling and parameter identification of nonlinear systems having multi-segment piecewise-linear characteristics. The decomposition of the corresponding mapping provides a new form of multi-segment nonlinearity representation, leading to an output equation where all the parameters to be estimated are separated. Hence, an iterative method with internal variable estimation can be applied for parameter identification using input/output data records. The only required a-priori knowledge of the nonlinear characteristic represents the limits for the domain partition. The proposed model of given static nonlinearity is also incorporated into the Hammerstein model. Examples of parameter identification for static and dynamic systems with multi-segment piecewise-linear characteristics are presented     

一种结合主题模型的推荐算法

针对传统协同过滤推荐算法存在的冷启动、数据稀疏以及相似度度量的准确性问题,基于LDA主题模型对文本隐式主题挖掘的有效性和KL散度在主题分布相似性度量的准确性,提出了结合LDA主题模型的矩阵分解推荐算法。首先,利用改进的LDA算法输出项目-主题分布,并用困惑度作为主题数设置的修正函数;然后分别基于余弦相似度和KL散度计算得到项目相似度矩阵,将得到的相似度矩阵结合原评分训练集输出预评分,再将预评分填充到训练集;最后将训练集输入ALS矩阵分解算法得到推荐结果。通过MovieLens数据集的实验结果表明,该算法在不同隐式参数设定下均能得到比ALS推荐算法以及更小的预测误差,并且最优预测误差小于传统推荐算法。该实验说明了通过集成LDA主题模型的ALS算法效果要优于其他推荐算法。     

Frequency-domain application of an input-error method to estimate aircraft longitudinal parameters

An input-error method for estimating parameters of a single-input-multi-output linear time-invariant system is formulated in the frequency domain. The input-error method includes the Gauss-Newton minimization technique as a part of the estimation procedure. Two possible ways of defining the objective function are presented and the results obtained from these two approaches are compared. The method is applied to extract the longitudinal stability and control derivatives (parameters) of an aircraft from simulated flight data. Flight data for the short-period dynamics of the aircraft are analysed for different control input forms to identify the effect of the input forms on the accuracy of estimation. The effect of the variations in the intensity of noise present in the input and/or output data and the effect of the choice of initial values to start the identification process, on the accuracy of estimation, is also studied. The method is shown to be quite robust to estimate parameters from flight data having high intensity noise in both the input and the output signals.     

Identification for control: Optimal input intended to identify a minimum variance controller

It is well known that the quality of the parameters identified during an identification experiment depends on the applied excitation signal. Prediction error identification using full order parametric models delivers an ellipsoidal region in which the true parameters lie with some prescribed probability level. This ellipsoidal region is determined by the covariance matrix of the parameters. Input design strategies aim at the minimization of some measure of this covariance matrix. We show that it is possible to optimize the input in an identification experiment with respect to a performance cost function of a closed-loop system involving explicitly the dependence of the designed controller on the identified model. In the present contribution we focus on finding the optimal input for the estimation of the parameters of a minimum variance controller, without the intermediate step of first minimizing some measure of the model parameter accuracy. We do this in conjunction with using covariance formulas which are not asymptotic in the model order, which is rather new in the domain of optimal input design. The identification procedure is performed in closed-loop. Besides optimizing the input power spectrum for the identification experiment, we also address the question of optimality of the controller. It is a wide belief that the minimum variance controller should be the optimal choice, since we perform an experiment for designing a minimum variance controller. However, we show that this may not always be the case, but rather depends on the model structure.