一种高精度的非平稳随机信号实时建模算法研究

针对传统的非平稳随机信号时变参数筹分模型算法的不足,论文把非平稳随机信号时变参数差分模型与一种带自适应遗忘因子的RLS算法结合起来,形成一种有效的非平稳随机信号实时建模算法,仿真分析表明该算法不仅能获得快的收敛速度而且能获得高的建模精度。     

基于聚类算法实现信号盲分类

本文解决了信号处理、工业控制等领域存在的非平稳信号盲分类问题。在聚类中广泛应用的K-Means算法及其它基于中心的聚类算法有两个共同的缺陷-需要预先确定类数目且随机初始化中心引起性能不稳定。本文提出的算法较好地解决了这两个问题，提高了算法稳定性，实现了非平稳信号盲分类。提取非平稳信号的小波系数作为聚类的样本空间，分析聚类结果的统计偏差以估计类的数目，采用调和均值准则进行分类。最后给出的仿真结果表明本文提出的方法较传统的K-Means算法明显降低分类错误率。     

A family of lower- and higher-order transversal linearization techniques in non-linear stochastic engineering dynamics

Sample pathwise numerical integration of noise-driven engineering dynamical systems cannot generally be performed beyond a limited level of accuracy, especially when the noise processes are modelled using (filtered) white noises. Recently, a locally transversal linearization (LTL) strategy has been proposed by the author (Proc Roy Soc London A 2001; 457 :539–566) for direct integration of deterministic and stochastic non-linear dynamical systems. The present effort is focussed on a host of extensions along with detailed theoretical error analyses of the linearization approach, especially as applied to problems in non-linear stochastic engineering dynamics. Thus, to begin with, estimates of local and global error orders in the basic LTL scheme are obtained separately for the displacement and velocity vectors when the system is driven either by a set of additive noises or by an arbitrary combination of (independently evolving) additive and multiplicative noises. Following this, a new family of higher-order LTL schemes is proposed in order to improve upon the basic LTL method and the associated error orders are established. A stepwise implementation of the lower- and higher-order versions of the LTL method, along with certain computational aspects, is also outlined. The proposed schemes are numerically illustrated, to a limited extent, for a single degree-of-freedom (SDOF) and a two degree-of-freedom (TDOF) non-linear engineering systems under additive and/or multiplicative white noise excitations. Copyright © 2004 John Wiley & Sons, Ltd.     

STATIONARY AND NON-STATIONARY STATE SPACE MODELS

Abstract. The concepts of time invariance, stationarity, non-stationarity and immemorial time are considered for state space models (SSMs). Necessary and sufficient conditions for stationarity are given and connected with standard conditions. Expressions are given for the unconditional mean and covariance matrix of the state of a time-immemorial SSM. Application of the results is made to a variety of theoretical and empirical models and the initialization of the Kalman filter in the non-stationary case and for the ARIMA ( p, d, q ) model.     

Some investigations on fuzzy P + fuzzy I + fuzzy D controller for non-stationary process

The paper addresses the adaptive behaviour of parallel fuzzy proportional plus fuzzy integral plus fuzzy derivative (FP+FI+FD) controller. The parallel FP+FI+FD controller is actually a non-linear adaptive controller whose gain changes continuously with output of the process under control. Two non-stationary processes, whose characteristics change with time, are considered for simulation study. Simulation is performed using software LabVIEW TM . The set-point tracking response of parallel FP+FI+FD is compared with conventional parallel proportional plus integral plus derivative (PID) controller, tuned with the Ziegler-Nichols (Z-N) tuning technique. Simulation results show that conventional PID controller fails to track the set-point and becomes unstable as the process changes its characteristic with time. But the parallel FP+FI+FD controller shows considerably much better set-point tracking response and does not deviate from steady state. Also, a huge spike is observed in the output of PID controller as the reference set-point and process parameters are changed, while the FP+FI+FD controller gives spike free control signal.     

考虑土体强度参数深度依赖性的非平稳随机场边坡滑动深度和体积分析

基于随机有限元方法（RFEM）和Monte-Carlo模拟,建立了能够模拟具有深度依赖性的土体强度参数边坡或具有软弱夹层边坡的非平稳随机场模型。通过辐射扫描方法获取最危险滑动面,得到非平稳随机场边坡滑动深度和滑动体积。将该方法与均质边坡和平稳随机场边坡获得的滑动深度和滑动体积进行对比,研究土体强度参数深度依赖性的非平稳随机场边坡的不同坡度和各向异性对滑动深度和滑动体积的影响。结果表明：基于RFEM的非平稳随机场滑动深度和滑动体积结果为地质灾害风险及后果评估提供了一个参考分析的新角度;参数的深度依赖性程度越高(变化率b越大),则边坡平均滑动深度和滑动体积越小;在大坡度滑坡风险后果评估中,可以基于均质边坡分析结果进行初步预估;在非平稳随机场中,随着各向异性的增大,所有坡度边坡的滑动体积变异系数增大;不同坡度下,水平方向的相关程度越大,则土坡内软弱夹层的不确定性越强,滑动体积的变异系数也不断增大。     

Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications

This paper addresses the optimal least-squares linear estimation problem for a class of discrete-time stochastic systems with random parameter matrices and correlated additive noises. The system presents the following main features: (1) one-step correlated and cross-correlated random parameter matrices in the observation equation are assumed; (2) the process and measurement noises are one-step autocorrelated and two-step cross-correlated. Using an innovation approach and these correlation assumptions, a recursive algorithm with a simple computational procedure is derived for the optimal linear filter. As a significant application of the proposed results, the optimal recursive filtering problem in multi-sensor systems with missing measurements and random delays can be addressed. Numerical simulation examples are used to demonstrate the feasibility of the proposed filtering algorithm, which is also compared with other filters that have been proposed.     

基于小波变换的地震波时变功率谱估计

为进一步认识地震动的非平稳特性,基于小波变换提出一种估计时变功率谱的方法.利用小波变换的带通滤波特性,结合时变功率谱的物理意义,从能量的角度推导各频带上小波系数与时变功率谱密度函数的关系,从而通过地震动信号的小波系数估计时变功率谱.利用基于小波变换的估计时变功率谱方法,针对实测和模拟地震动信号进行时变功率谱估计,并与基于傅里叶变换估计的功率谱进行了比较验证.结果表明：该方法正确、可行,它将原有的频率-幅值的二维认识提高到频率-时间-幅值的三维认识,解决了傅里叶变换估计功率谱缺乏时间信息的问题.     

相位非平稳人造地震动反应谱拟合技术研究

采用完全非平稳人造地震动技术,就是在传统的考虑幅值非平稳特性拟合目标反应谱的基础上,根据不同的场地条件和地震环境,引入实际强震或地震记录提取的非平稳的相位来共同拟合目标反应谱．本项研究技术将20多年来通用人造地震动的技术进行了实用性改进,建立了人造地震动与强震、测震记录的应有联系,使天然地震记录数据的推广应用有了更多的渠道和技术保证,可以直接应用于防震减灾工程实际．     

刚性连体位置对非对称双塔连体结构动力可靠度的影响

考虑地震动的非平稳性,变化连体位置,对非对称双塔连体结构运用虚拟激励法进行非平稳随机激励下的动力可靠度研究。采用刚度退化的Bouc-Wen模型模拟塔楼各楼层的滞变特性,建立非线性化动力方程。运用混合精细积分法对每一时刻的响应进行求解,得到连体位置变化时非对称连体结构在非平稳随机激励下的时变方差。基于首次超越破坏准则与Markov假定,研究非平稳随机地震激励下连体结构的动力可靠度。运用上述理论,在8度罕遇地震作用下对某非对称双塔连体结构进行随机地震响应与动力可靠度分析。研究结果表明,地震作用下结构的层间位移响应呈现强烈的非平稳性,变化连体位置对连体结构的随机地震响应与动力可靠度将产生显著影响。