基于神经网络的非线性时间序列故障预报

对模型未知非线性系统, 将系统输出组成时间序列并通过空间嵌入的方法转化为一个离散动态系统. 利用线性 AR 模型拟合时间序列的线性部分, 用神经网络拟合时间序列的非线性部分并补偿外界未知的扰动, 提出了通过对状态的观测实现时间序列一步预测的方法. 利用滚动优化的思想将一步预测推广, 提出了时间序列的 N 步预测方法, 证明了时间序列预测误差有界. 通过对预测误差进行概率密度估计和检验, 提出了故障的预报方法. 对 F-16 歼击机的结构故障预报结果表明了方法的有效性.     

未知多变量非线性系统自适应模糊预测控制

对一类未知多变量非线性系统提出了直接自适应模糊预测控制方法,此方法首先对被控对象提出了线性时变子模型加非线性子模型的预测模型,然后直接用模糊逻辑系统组成的向量来设计预测控制器,并基于时变死区函数对控制器中的未知向量和广义误差估计值中的未知矩阵进行自适应调整．文中证明了此方法可使广义误差向量估计值收敛到原点的一个邻域内．     

基于SVM和Kalman预测的非线性系统故障预报

针对Kalman预测在非线性系统故障预报中预测误差较大的问题.提出一种基于支持向量机预测新息的Kalman预测方法.根据未知非线性系统的典型变量分析子空间模型进行Kalman预测.采用支持向量机时间序列预测算法预测未来时刻的新息,利用新息进行Kalman单步和多步预报.在连续搅拌反应器上的仿真研究表明:所提出方法能准确地预测较长时间段内故障过程的劣化趋势,预知可能发生的故障,使操作人员有时间采取必要措施消除故障隐患.     

基于未知输入观测器的非线性系统故障诊断

针对一类含未知输入和执行器故障的非线性系统,提出基于未知输入观测器的故障诊断算法,改进了Luenberger故障诊断观测器对系统出现未知扰动时的不足.利用广义逆方法,将未知输入从残差信号中完全解耦,通过产生对故障高敏感性以及对未知扰动强抗扰动性的观测器实现系统的故障诊断,并通过Lyapunov函数用线性矩阵不等式保证了系统稳定性.     

基于自适应未知输入观测器的非线性动态系统故障诊断

针对以往故障诊断研究中要求故障或故障导数及系统干扰的上界是已知的不足,以及难以同时诊断执行器故障和传感器故障的问题,提出一种自适应未知输入故障诊断观测器,能够同时重构非线性动态系统的执行器故障和传感器故障.首先,利用H_∞性能指标抑制未知输入对故障重构的影响,采用Lyapunov泛函得到观测误差动态系统的稳定性;然后,通过线性矩阵不等式求解观测器增益阵,并实现故障重构;最后,通过直流电机系统的仿真验证了所提出方法的有效性.     

基于SVM和Kalman预测的非线性系统故障预报

针对Kalman预测在非线性系统故障预报中预测误差较大的问题,提出一种基于支持向量机预测新息的Kalman预测方法.根据未知非线性系统的典型变量分析子空间模型进行Kalman预测,采用支持向量机时间序列预测算法预测未来时刻的新息,利用新息进行Kalman单步和多步预报.在连续搅拌反应器上的仿真研究表明:所提出方法能准确地预测较长时间段内故障过程的劣化趋势,预知可能发生的故障,使操作人员有时间采取必要措施消除故障隐患.

     

非线性系统RBF神经网络多步预测控制

针对较强非线性的控制问题, 提出一种以RBF 神经网络为模型的多步预测控制方法. 构建多步预测模型, 并给出预测误差关于控制序列的雅可比矩阵的计算方法. 利用Levenberg-Marquardt(L-M) 算法设计滚动优化策略, 过误差修正参考输入的方法实现了反馈校正, 证明了控制系统的稳定性. 仿真结果表明所提出的控制方法效果较好.

     

基于T-S模糊模型的非线性预测控制策略

提出了一种新的基于T-S模糊模型的非线性预测控制策略. T-S模糊模型用于描述对象的非线性动态特性, 通过将模糊模型的输出反馈回来作为模型输入, 从而构成了模糊多步预报器. 由于T-S模糊模型每条规则的结论部分是一个线性模型, 因此整个模糊模型可以看作一个线性时变系统, 从而将模糊预测控制器中的非线性优化问题转化为一个线性二次寻优问题, 以方便求解. pH中和过程的仿真结果表明其性能优于传统的动态矩阵控制器.     

周期时变时滞非线性参数化系统的自适应学习控制

针对一阶未知非线性参数化周期时变时滞系统, 设计了一种自适应学习控制方案. 假设未知时变参数, 时变时滞和参考信号的共同周期是已知的, 通过重构系统方程, 将包含时变时滞在内的所有未知时变项合并成为一个周期时变向量, 采用周期自适应律估计该向量. 通过构造一个Lyapunov-Krasovskii型复合能量函数证明了所有信号有界并且跟踪误差收敛. 结果被推广到一类含有混合参数的高阶非线性系统. 通过两个仿真例子说明本文所提出的控制算法的有效性.     

基于有限时间未知输入观测器的一类受扰非线性系统故障检测与估计

针对一类非线性系统同时存在执行器故障、传感器故障和扰动的问题,提出一种基于有限时间未知输入观测器的故障检测与估计方法.首先,通过线性非奇异变换将原系统解耦为两个降阶的子系统,其中一个子系统只包含扰动,另一个子系统同时包含扰动和故障;然后,通过一阶低通滤波器获得新的状态并与子系统构成增广系统,实现将原系统的传感器故障转化为增广系统的执行器故障;接着,设计未知输入观测器对增广系统故障进行检测,实现在有限时间内估计出系统的扰动和故障,并通过理论分析验证所设计观测器的有限时间收敛性;最后,基于永磁同步电机(PMSM)转速系统进行仿真研究,仿真结果验证了所提出方法的有效性.     

服务器负载的小波-神经网络-ARMA预测

为提高服务器负载预测的精度,提出一种新的基于小波的预测方法。该方法首先对具有非平稳特征的服务器负载序列进行小波分解与重构,得到一个低频信号和多个不同尺度的高频信号;对具有近似平稳特征的低频信号建立ARMA预测模型;对变化较多的各高频信号分别建立神经网络预测模型;然后分别对各信号进行一步预测并组合预测结果,获得原始负载的最终预测。实验表明:该方法能够有效预测非平稳的服务器负载序列,预测精度明显高于传统预测方法。     

数据挖掘技术用于间歇蒸馏过程转馏分点的在线预报

对于间歇蒸馏过程,提前准确判断从低馏分到主馏分的转馏分点是影响最终产品质量和产量的关键环节,设计基于数据挖掘技术的转馏分点在线预报软测量系统是一项重要的过程质量控制手段,为提高生产的综合自动化水平创造了重要条件。根据混沌理论,温度能较高程度的反映体系内反应及分离情况,因此选取间歇蒸馏上升气温度为考察变量。针对数据非线性、动态、数据长度短、不同批次数据不等长等特点,提出了将不同批次数据按照随机的顺序首尾相接组成长数据集的数据重构策略;采用自回归求和滑动平均方法和最小二乘支持向量机方法建立了组合时间序列预测模型;通过对理论转馏分温度与实际转馏分温度的差值和预测曲线近似斜率的统计分析,建立了转馏分点在线预报系统,经过在实际生产中的验证,实现了对转馏分点提前1min的准确预报。     

A moving-average filter based hybrid ARIMA–ANN model for forecasting time series data

A suitable combination of linear and nonlinear models provides a more accurate prediction model than an individual linear or nonlinear model for forecasting time series data originating from various applications. The linear autoregressive integrated moving average (ARIMA) and nonlinear artificial neural network (ANN) models are explored in this paper to devise a new hybrid ARIMA–ANN model for the prediction of time series data. Many of the hybrid ARIMA–ANN models which exist in the literature apply an ARIMA model to given time series data, consider the error between the original and the ARIMA-predicted data as a nonlinear component, and model it using an ANN in different ways. Though these models give predictions with higher accuracy than the individual models, there is scope for further improvement in the accuracy if the nature of the given time series is taken into account before applying the models. In the work described in this paper, the nature of volatility was explored using a moving-average filter, and then an ARIMA and an ANN model were suitably applied. Using a simulated data set and experimental data sets such as sunspot data, electricity price data, and stock market data, the proposed hybrid ARIMA–ANN model was applied along with individual ARIMA and ANN models and some existing hybrid ARIMA–ANN models. The results obtained from all of these data sets show that for both one-step-ahead and multistep-ahead forecasts, the proposed hybrid model has higher prediction accuracy.     

Multiple-step-ahead prediction in control systems with Gaussian process models and TS-fuzzy models

In this paper one-step-ahead and multiple-step-ahead predictions of time series in disturbed open loop and closed loop systems using Gaussian process models and TS-fuzzy models are described. Gaussian process models are based on the Bayesian framework where the conditional distribution of output measurements is used for the prediction of the system outputs. For one-step-ahead prediction a local process model with a small past horizon is built online with the help of Gaussian processes. Multiple-step-ahead prediction requires the knowledge of previous outputs and control values as well as the future control values. A “naive” multiple-step-ahead prediction is a successive one-step-ahead prediction where the outputs in each consecutive step are used as inputs for the next step of prediction. A global TS-fuzzy model is built to generate the nominal future control trajectory for multiple-step-ahead prediction. In the presence of model uncertainties a correction of the so computed control trajectory is needed. This is done by an internal feedback between the two process models. The method is tested on disturbed time invariant and time variant systems for different past horizons. The combination of the TS-fuzzy model and the Gaussian process model together with a correction of the control trajectory shows a good performance of the multiple-step-ahead prediction for systems with uncertainties.     

Identification of k-step-ahead prediction error model and MPC control

This work studies k-step-ahead prediction error model identification and its relationship to MPC control. The use of error criteria in parameter estimation will be discussed, where the identified model is used in model predictive control (MPC). Assume that the model error is dominated by the variance part, it can be shown that a k-step-ahead prediction error model is not optimal for k-step-ahead prediction. A normal one-step-ahead prediction error criterion will be optimal for k-step-ahead prediction. Then it is argued that even when some bias exists, the result could still hold true. Therefore, for MPC identification of linear processes, one-step-ahead prediction error models fever k-step-ahead prediction models. Simulations and industrial testing data will be used to illustrate the idea.     

High-precision forecast using grey models

In recent years the grey theorem has been successfully used in many prediction applications. The proposed Markov-Fourier grey model prediction approach uses a grey model to predict roughly the next datum from a set of most recent data. Then, a Fourier series is used to fit the residual error produced by the grey model. With the Fourier series obtained, the error produced by the grey model in the next step can be estimated. Such a Fourier residual correction approach can have a good performance. However, this approach only uses the most recent data without considering those previous data. In this paper, we further propose to adopt the Markov forecasting method to act as a longterm residual correction scheme. By combining the short-term predicted value by a Fourier series and a long-term estimated error by the Markov forecasting method, our approach can predict the future more accurately. Three time series are used in our demonstration. They are a smooth functional curve, a curve for the stock market and the Mackey-Glass chaotic time series. The performance of our approach is compared with different prediction schemes, such as back-propagation neural networks and fuzzy models. All these methods are one-step-ahead forecasting. The simulation results show that our approach can predict the future more accurately and also use less computational time than other methods do.     

一种非线性自适应混沌时间序列预测方法

基函数线性叠加的混沌时间序列预测算法不具有动态特性和明确的物理意义。改进的策略使用与混沌序列的非高斯特性相联系的函数作为基函数,使其能解释为表征混沌序列的高阶统计特性。同时,在算法中引入非线性反馈环节,使其具有了动态特性。数值仿真表明,以之为基础的自适应预测算法在一步预测性能和长期预测能力方面都优于常用的线性预测方法和已有的自适应预测算法。     

Nonlinear one-step-ahead control using neural networks: Control strategy and stability design

A nonlinear one-step-ahead control strategy based on a neural network model is proposed for nonlinear SISO processes. The neural network used for controller design is a feedforward network with external recurrent terms. The training of the neural network model is implemented by using a recursive least-squares (RLS)-based algorithm. Considering the case of the nonlinear processes with time delay, the extension of the mentioned neural control scheme to d-step-ahead predictive neural control is proposed to compensate the influence of the time-delay. Then the stability analysis of the neural-network-based one-step-ahead control system is presented based on Lyapunov theory. From the stability investigation, the stability condition for the neural control system is obtained. The method is illustrated with some simulated examples, including the control of a continuous stirred tank reactor (CSTR).     

基于模糊推理系统的非线性组合建模与预测方法研究

基于模糊推理系统在紧支集中能够逼近任意非线性连续函数的特性,提出了一种基于Takagi-sugeno模糊规则基的非线性组合建模与预测新方法,以克服线性组合预测方法在解决非平衡时间序列组合建模问题所遇到的困难和存在的不足,并给出了相应的基于学习自动机层次结构的优化算法确定模糊系统的参数和模糊子集的划分,理论分析和大量的经济预测实例表明：该方法具有很强的学习与泛化能力,在处理诸如经济时间序列这种具有一定程度不确定性的非线性系统组合建模与预测方法有很好的应用。