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1.
Consistent dynamic PCA based on errors-in-variables subspace identification   总被引:4,自引:0,他引:4  
In this paper, we make a comparison between dynamic principal component analysis (PCA) and errors-in-variables (EIV) subspace model identification (SMI) and establish consistency conditions for the two approaches. We first demonstrate the relationship between dynamic PCA and SMI. Then we show that when process variables are corrupted by measurement noise dynamic PCA fails to give a consistent estimate of the process model in general whether or not process noise is present. We then propose an indirect dynamic PCA approach for the consistent estimate of the process model resorting to EIV SMI algorithms. Consistent dynamic PCA models are obtained with and without process disturbances. Additional features of the indirect approach include (i) easy determination of the number of lagged variables in the model; (ii) determination of the number of significant process disturbances; and (iii) consistent estimate of the dynamic PCA models with and without process disturbances. We conduct two simulation examples and an industrial case study to support our theoretical results, where the relationship between dynamic PCA and EIV SMI is numerically verified.  相似文献   

2.
In this paper, a subspace system identification algorithm for the errors-in-variables (EIV) state space models subject to observation noise with outliers has been developed. By using the minimum covariance determinant (MCD) estimator, the outliers have been identified and deleted. Then the classical EIV subspace system identification algorithms have been applied to estimate the parameters of the state space models. In order to solve the MCD problem for the EIV state space models, a random search algorithm has been proposed. A Monte-Carlo simulation results demonstrate the effectiveness of the proposed algorithm.  相似文献   

3.
Ill-conditioned multivariable processes exhibit significantly strong interactions among system variables and large gain directions from the system inputs to the outputs, which makes the identification and control a challenging task. The objective of this paper is to develop an order estimation algorithm for model identification of ill-conditioned processes using subspace methods. In this paper, the order is determined from noise-corrupted samples with high accuracy based on the principal component analysis (PCA) method. To excite each direction in the ill-conditioned process, test signals are designed carefully based on the system characteristics. Using the PCA modeling, the model prediction error is first reconstructed, and the Akaike Information Criterion (AIC) is then used to examine the modeling error bound and thus to determine the process order. A new weighted direction variable is proposed to strengthen the interactions along the small gain directions, thus improving the identifiability and accuracy of the ill-conditioned model. The effectiveness of the proposed method is confirmed by an application study on a high purity distillation column process under noise conditions.  相似文献   

4.
针对质子交换膜燃料电池(PEMFC)发电过程中的分数阶和非线性特性,本文提出了一种分数阶子空间辨识方法建立了PEMFC非线性状态空间模型.首先,为了降低建模复杂度,采用典型相关分析法和相关分析法确定了模型输入变量;其次,将分数阶微分理论与Hammerstein模型子空间辨识方法相结合,采用Poisson矩函数对输入输出数据进行预处理,构造了子空间辨识方法的输入输出矩阵,并引入分数阶短时记忆法减少辨识算法计算量;最后,选取多项式作为Hammerstein模型前端静态非线性环节,采用模糊遗传算法优化系统分数阶阶次和系数矩阵.仿真结果验证了算法的有效性,改进的辨识算法可以明显减小计算时间,所得PEMFC辨识模型能够准确地描述PEMFC的动态过程.  相似文献   

5.
本文提出一种基于UD(upper-diagonal)分解与偏差补偿结合的辨识方法,用于变量带误差(errors-in-variables,EIV)模型辨识.考虑单输入单输出(single input and single output,SISO)线性动态系统,当输入和输出含有零均值、方差未知的高斯测量白噪声时,该类系统的模型参数估计是一种典型的EIV模型辨识问题.为了获得这种EIV模型参数的无偏估计,本文先推导出最小二乘模型参数估计偏差量与输入输出噪声方差以及最小二乘损失函数与输入输出噪声方差的关系,然后采用UD分解方法递推获得模型参数估计值,再利用输入输出噪声方差估计值补偿模型参数估计偏差,以此获得模型参数的无偏估计.本文还讨论了算法实现过程中遇到的一些问题及修补方法,并通过仿真例验证了所提辨识方法的有效性.  相似文献   

6.
The LQG trade-off curve has been used as a benchmark for control loop performance assessment. The subspace approach to estimating the LQG benchmark has been proposed in the literature which requires certain intermediate matrices in subspace identification as well as the covariance matrix of the noise. It is shown in this paper that many existing closed-loop identification methods do not give a consistent estimate of the noise covariance matrix. As a result, we propose an alternative subspace formulation for the joint input–output closed-loop identification for which the consistency of the required subspace matrices and noise covariance is guaranteed. Simulation studies and experimental results are provided to demonstrate the utility of the proposed method.  相似文献   

7.
We propose a constrained EM algorithm for principal component analysis (PCA) using a coupled probability model derived from single-standard factor analysis models with isotropic noise structure. The single probabilistic PCA, especially for the case where there is no noise, can find only a vector set that is a linear superposition of principal components and requires postprocessing, such as diagonalization of symmetric matrices. By contrast, the proposed algorithm finds the actual principal components, which are sorted in descending order of eigenvalue size and require no additional calculation or postprocessing. The method is easily applied to kernel PCA. It is also shown that the new EM algorithm is derived from a generalized least-squares formulation.  相似文献   

8.
In this paper, a bias-eliminated subspace identification method is proposed for industrial applications subject to colored noise. Based on double orthogonal projections, an identification algorithm is developed to eliminate the influence of colored noise for consistent estimation of the extended observability matrix of the plant state-space model. A shift-invariant approach is then given to retrieve the system matrices from the estimated extended observability matrix. The persistent excitation condition for consistent estimation of the extended observability matrix is analyzed. Moreover, a numerical algorithm is given to compute the estimation error of the estimated extended observability matrix. Two illustrative examples are given to demonstrate the effectiveness and merit of the proposed method.  相似文献   

9.
子空间辨识算法作为一种优良的多变量系统辨识算法,最近在国内发展很快.但是现在国内介绍的大多数子空间辨识算法在变量有误差(errors-in-variable)时和闭环辨识时辨识结果却是有偏的,这是因为大多数子空间辨识算法都假设输入变量是没有噪声及辨识算法中存在的一个投影过程.文中介绍了一种新的子空间辨识算法,这种算法利用主元分析(PCA)来获取系统矩阵,避免了其他算法中的投影过程,因此该算法在闭环辨识和变量有误差(errors-in-variable)的情况下,辨识结果也是无偏的.最后给出一个仿真例子说明这种辨识算法的辨识效果良好.  相似文献   

10.
To overcome the influence from load disturbance with unknown transient and periodic dynamics, as often encountered when performing identification tests in engineering applications, a bias-eliminated subspace model identification method is proposed to realize consistent estimation, which can be used for both open- and closed-loop systems. By decomposing the output response into disturbed and undisturbed components, an oblique projection is subtly introduced to eliminate the disturbance and noise impact so as to obtain unbiased estimation on the deterministic system state matrices, while the disturbance response dynamics could be estimated. In particular, a specific algorithm based on minimizing the output prediction error is given to find out the disturbance period if exists, such that the disturbance effect can be eliminated by the above projection regardless of the disturbance waveform and magnitude. A shift-invariant approach is then given to retrieve the deterministic state matrices. Consistent estimation on the deterministic system matrices is analyzed with a proof. A benmark example from the literature and an industrial injection molding process are used to demonstrate the effectiveness and merit of the proposed method.  相似文献   

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