基于递阶分解聚类的非线性系统递推模糊辨识

提出一种基于递阶分解聚类的递推模糊辨识方法．采用半模糊化方法对论域内的样本进行归类,根据各子集“线性化”程度评判模糊聚类的有效性,通过对性能最差的子集进行分解并辨识新增子模型的参数,逐步完成整个样本空间的模糊划分和模型辨识过程．在线辨识时采用递推最小二乘算法对模糊规则进行修正,同时可根据建模精度的要求删除性能最差的规则,并确立新模糊规则．仿真研究表明了该方法的有效性．

     

复杂系统的递阶模糊辨识

针对Takagi_Sugeno模糊模型 (T_S模型 )严重的维数灾问题, 借鉴GMDH算法, 提出了一种新的复杂系统递阶模糊辨识方法. 本文首先详细描述了由两输入变量的特殊T_S模型所组成的递阶模糊模型 ;然后提出了具体的辨识该递阶模糊模型的方法. 该方法的特点是 :a)在结构辨识阶段, 用FCM模糊聚类方法评价系统中每个输入变量的重要性, 以便构造合理的递阶模糊模型 ;b)预先合理地确定了所要辨识的参数的初始值, 用扩展卡尔曼滤波方法可很快地得到这些参数. 最后, 给出的仿真实例说明了本文辨识方法的有     

非整数阶系统频域辨识的递推最小二乘算法

非整数阶系统辨识方法是建立非整数阶系统模型的一种重要工具．本文提出了一种非整数阶系统频域辨识的最小二乘递推算法．给出了算法的详细推导，并用已知系统验证了算法的有效性．结果表明该算法是整数阶系统辨识的最小二乘递推算法的推广．使用此算法，不但能辨识整数阶系统，还能辨识非整数阶系统．     

一种基于小波分解的非线性系统辨识的新方法

提出了一种结合小波理论和NARX模型的新辨识算法．该算法利用小波(多维小波)函数有效的逼近能力避免了通常确定NARX模型结构时的复杂过程，构成了一个相当通用且不依赖于系统先验信息的辨识框架．应用递推最小二乘算法估计模型参数时，该算法可实现系统的在线辨识．两仿真算例说明了这种算法的有效性．     

衰减激励条件下递阶最小二乘辨识的均方收敛性

为减少递推辨识的计算量，提出了递阶辨识原理，它是将系统分解为多个维数较小的虚拟子系统进行辨识，从而获得递阶最小二乘辨识方法。在衰减激励条件下，针对时不变系统研究了递阶最小二乘法的收敛性，得到了参数估计误差均方收敛于零时衰减指数应满足的条件。递阶最小二乘具有良好的性能，其计算量比递推量小二乘辨识要小得多，并具有容易实现等优点。     

大系统的递阶辨识

大系统的特点是维数高、待估计的参数数目多,使得辨识方法的计算量和存储量急剧增加,以致常规辨识算法难以实现.为了减少大系统辨识的计算量,提出了计算量较小的递阶辨识算法,并用鞅超收敛定理证明了它的收敛性.结果说明该算法可以给出大系统参数的一致估计.     

相对阶的递推辨识

首先给出相对阶与输入一输出相关函数之间的关系，然后给出非线性时不变性控制系统的相对阶的递推辨识方法，并把结果扩展到多变量系统。     

基于一种新模糊模型的非线性系统模糊辨识

提出一种基于新的模糊模型和加权递推最小二乘算法 (WRLSA)的非线性系统模糊辨识方法.新型的具有插值能力的模糊系统可以通过学习从输入输出采样数据中提取MISO系统模糊规则,它继承了Sugeno模型及其变化形式的许多优点.采用相应的模糊隶属函数,使得被辨识的模型可用若干局部线性模型来表示,然后利用WRLSA拟合这些线性模型.给出了详细的模糊辨识算法,为了验证该辨识方法的有效性,还给出了对熟知的Box-Jenkins数据的辨识结果.     

基于改进遗传算法的非线性系统模糊辨识新方法

提出一种基于改进遗传算法和递推最小二乘的非线性模糊辨识新算法.该辨识方法包含结构辨识辨出和参数辨识,结构辨识即输入空间的模糊划分,采用具有自适应性的广义高斯隶属函数;参数辨识包含前提参数和结论参数,用基于动态比例变换的改进遗传算法优化高斯函数的前提参数,用递推最小二乘辨识模糊模型的结论参数.最后通过著名的Box-Jenkins煤气炉数据仿真(仿真环境:MATLAB 6.5,计算机主频2.4 GHz,内存512 MB),并根据输入变量个数和模糊规则数,得到均方误差以证明本文方法的辨识精度,将该文辨识方法与其他方法进行比较,验证了该方法辨识精度更高.     

非线性系统辨识的改进双对角化最小二乘算法

本文提出了一种新的有效的非线性系统最小二乘辨识算法－－改进的双对角化最小二乘（ＭＢＬＳ）算法，在存在舍入误差的条件下，给出了算法的收敛性证明，事实上，算法的收敛性几何不受舍入误差的影响，算法是大范围数值稳定的，仿真结果说明了新算法的有效性。     

Recursive identification of switched ARX systems

We consider the problem of recursively identifying the parameters of a deterministic discrete-time Switched Auto-Regressive eXogenous (SARX) model, under the assumption that the number of models, the model orders and the mode sequence are unknown. The key to our approach is to view the identification of multiple ARX models as the identification of a single, though more complex, lifted dynamical model built by applying a polynomial embedding to the input/output data. We show that the dynamics of this lifted model do not depend on the value of the discrete state or the switching mechanism, and are linear on the so-called hybrid model parameters. Therefore, one can identify the parameters of the lifted model using a standard recursive identifier applied to the embedded input/output data. The estimated hybrid model parameters are then used to build a polynomial whose derivatives at a regressor give an estimate of the parameters of the ARX model generating that regressor. The estimated ARX model parameters are shown to converge exponentially to their true values under a suitable persistence of excitation condition on a projection of the embedded input/output data. Such a condition is a natural generalization of the well known result for ARX models. Although our algorithm is designed for perfect input/output data, our experiments also evaluate its performance as a function of the level of noise for different choices of the number of models and model orders. We also present an application to temporal video segmentation.     

基于T-S模型的非线性系统模糊聚类辨识方法

提出一种基于T-S模型的非线性系统模糊聚类辨识方法,对T-S模糊模型的前提部分和结论部分进行分开辨识,既简化该模型的辨识步骤,又提高它的泛化能力,同时也解决了T-S模糊模型随辨识系统复杂程度提高而规则数增大的问题。对一个非线性系统辨识的仿真结果验证了这种模糊聚类辨识方法的有效性。     

基于目标函数的递推子空间辨识算法

针对实际工程中要求对系统参数进行在线估计的问题, 提出一种递推子空间辨识的新方法. 通过引入辅助变量关系将递推子空间辨识问题转化为目标函数的迭代最小化问题. 采用递推最小二乘算法在线估计参数并由传播方法得到更新的广义能观性矩阵, 进而求得子空间辨识模型系统参数. 该算法简单有效且对初值具有鲁棒性. 最后, 通过仿真实例验证算法的有效性.     

Fast approximate identification of nonlinear systems

In this paper, a method is presented to extend the classical identification methods for linear systems towards nonlinear modelling of linear systems that suffer from nonlinear distortions. A well chosen, general nonlinear model structure is proposed that is identified in a two-step procedure. First, a best linear approximation is identified using the classical linear identification methods. In the second step, the nonlinear extensions are identified with a linear least-squares method. The proposed model not only includes Wiener and Hammerstein systems, it is also suitable to model nonlinear feedback systems. The stability of the nonlinear model can be easily verified. The method is illustrated on experimental data.     

多变量非线性系统的间接模糊输出反馈自适应控制

针对一类多输入多输出非线性不确定系统，提出一种基于观测器的模糊间接自适应控制方法，并基于李亚普诺夫函数方法，导出了输出反馈控制律以及参数的自适应律，证明了整个控制方案不但能保证闭环系统稳定，而且取得了良好的跟踪控制性能。     

Parametric identification of structured nonlinear systems

In this paper, identification of structured nonlinear systems is considered. Using linear fractional transformations (LFT), the a priori information regarding the structural interconnection is systematically exploited. A parametric approach to the identification problem is investigated, where it is assumed that the linear part of the interconnection is given and the input to the nonlinear part is measurable. An algorithm for the identification of the nonlinear part is proposed. The uniqueness properties of the estimate provided by the algorithm are examined. It is shown that the estimate converges asymptotically to its true value under a certain persistence of excitation condition. Two simulated examples and a real-data example are presented to show the effectiveness of the proposed algorithm.     

Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise

This paper considers the recursive identification problems for a class of multivariate autoregressive equation-error systems with autoregressive noise. By decomposing the system into several regressive identification subsystems, a maximum likelihood recursive generalised least squares identification algorithm is proposed to identify the parameter vectors in each subsystem. In addition, a multivariate recursive generalised least squares algorithm is derived as a comparison. The numerical simulation results indicate that the maximum likelihood recursive generalised least squares algorithm can effectively estimate the parameters of the multivariate autoregressive equation-error autoregressive systems and get more accurate parameter estimates than the multivariate recursive generalised least squares algorithm.     

多个未知时延的MISO系统的递推辨识

对于未知时延的多输入单输出（ＭＩＳＯ）系统,借助分离性原理,推导出迭代的可分离的非线性最小二乘（ＳＮＬＳ）辨识方法．为降低收敛于局部最小的可能性,利用全局优化理论,推导了全局可分离的非线性最小二乘（ＧＳＮＬＳ）辨识方法;为消除强观测噪声所引起的参数估计的偏差,将ＧＳＮＬＳ方法调整为一新颖的全局可分离的非线性多新息递推最小二乘（ＧＳＮＭＩＲＬＳ）辨识方法,仿真实验验证了算法的有效性．     

An efficient hierarchical identification method for general dual-rate sampled-data systems

For the lifted input–output representation of general dual-rate sampled-data systems, this paper presents a decomposition based recursive least squares (D-LS) identification algorithm using the hierarchical identification principle. Compared with the recursive least squares (RLS) algorithm, the proposed D-LS algorithm does not require computing the covariance matrices with large sizes and matrix inverses in each recursion step, and thus has a higher computational efficiency than the RLS algorithm. The performance analysis of the D-LS algorithm indicates that the parameter estimates can converge to their true values. A simulation example is given to confirm the convergence results.     

Solving parametric fuzzy systems of linear equations by a nonlinear programming method

Linear systems of equations, with uncertainty on the parameters, play a major role in various problems in economics and finance. In this paper parametric fuzzy linear systems of the general form A ₁ x + b ₁ = A ₂ x + b ₂, with A ₁, A ₂, b ₁ and b ₂ matrices with fuzzy elements, are solved by means of a nonlinear programming method. The relation between this methodology and the algorithm proposed in Muzzioli and Reynaerts [(2006) Fuzzy Sets and Systems, in press] is highlighted. The methodology is finally applied to an economic and a financial problem.