基于粒子群优化方法的电力系统状态向量估计模型

电力系统状态向量估计是电力系统能量管理系统的重要组成部分;在电力系统实时监控中,传统的基于最小二乘法的状态向量估计方法,存在估计值与实际电力系统中的参数值相差较大的问题,基于此提出了一种适用于电力系统实时监测的有效状态估计模型;该模型采用了一种基于直角坐标系的加权最小二乘法,由一组与测量量和状态变量相关的非线性方程组描述,使用预测-校正迭代技术求解状态估计器模型;利用粒子群算法优化同步相量测量单元(phasor measurements unit,PMU)仪表的分配,增强了算法的有效性;该模型被应用于IEEE14总线和IEEE-30总线测试系统;结果表明,与传统算法相比,所开发的电力系统状态向量估计模型在执行时间、准确性和迭代次数方面均有明显的优势,所提出的估计模型对于实时监控应用具有很好的应用前景.     

Analysis of quantization noise and state estimation with quantized measurements

The approximate correction of the additive white noise model in quantized Kalman filter is investigated under certain conditions. The probability density function of the error of quantized measurements is analyzed theoretically and experimentally. The analysis is based on the probability theory and nonparametric density estimation technique, respectively. The approximator of probability density function of quantized measurement noise is given. The numerical results of nonparametric density estimation algorithm demonstrate that the theoretical conclusion is reasonable. Based on the analysis of quantization noise, a novel algorithm for state estimation with quantized measurements also is proposed. The algorithm is based on the least-squares estimator and unscented transform. By least-squares estimator, the effective information is extracted from the quantized measurements. Also, using the information to update the estimated state can give a better estimation under the influence of quantization. The root mean square error (RMSE) of the proposed algorithm is compared with the RMSE of the existing methods for a typical tracking scenario in wireless sensor networks systems. Simulations provide a strong evidence that this tracking algorithm could indeed give us a more precise estimated result.     

带有随机通信时滞的状态估计

研究了测量值不带时间戳的网络控制系统的最优状态估计问题. 当最大的随机时滞界是一步滞后时, 对可能存在的乱序测量提出新的测量模型. 基于每一时刻收到的所有测量值的平均值构造估计器以保证不稳定网络控制系统的估计器是线性无偏的及估计误差协方差一致有界, 并通过求解离散黎卡提方程得到估计器增益. 在无偏性及误差协方差一致有界的意义下保证估计器是最优的. 最后给出仿真实例验证了该算法的有效性.     

基于牛顿迭代法的电力系统非线性谐波状态估计

谐波状态估计为电力系统的谐波监控、抑制和治理提供了依据.在同步相量量测装置配置不可观的条件下,引入数据采集与监控系统量测到的谐波有功功率作为量测量,建立基于混合量测的非线性谐波状态估计的灵敏度数学模型,应用牛顿迭代法进行求解.算例分析表明,谐波状态估计的灵敏度数学模型和牛顿迭代法求解有效,混合量测数据能提高系统谐波状态估计的精度.     

用于自动语音识别系统的切换语音功率谱估计算法

针对语音识别系统在噪声环境下不能保持很好鲁棒性的问题,提出了一种切换语音功率谱估计算法。该算法假设语音的幅度谱服从Chi分布,提出了一种改进的基于最小均方误差（MMSE）的语音功率谱估计算法。然后,结合语音存在的概率（SPP）,推导出改进的基于语音存在概率的MMSE估计器。接下来,将改进的MSME估计器与传统的维纳滤波器结合。在噪声干扰比较大时,使用改进的MMSE估计器来估计纯净语音的功率谱,当噪声干扰较小时,改用传统的维纳滤波器以减少计算量,最终得到用于识别系统的切换语音功率谱估计算法。实验结果表明,所提算法相比传统的瑞利分布下的MMSE估计器在各种噪声的情况下识别率平均提高在8个百分点左右,在去除噪声干扰、提高识别系统鲁棒性的同时,减小了语音识别系统的功耗。     

采用有限时间平均一致性协议的电力系统分布式状态估计

随着基于相量量测单元的广域量测系统在技术上的成熟与推广应用,利用WAMS量测可实现电力系统线性状态估计.本文基于广域量测系统提出一种全分布式状态估计算法.首先根据拉格朗日乘子法推导了多区域约束加权最小二乘估计模型,然后引入有限时间平均一致性协议,得到系统量测正常情况下的分布式状态估计算法.考虑了系统量测存在异常数据情况,根据最小二乘估计的几何意义扩展推导出修正算法,使其在各区域剔除异常量测后,无需改变信息矩阵,只需执行若干次有限时间平均一致性协议能收敛至信息矩阵修正后的集中式估计值.最后,理论分析和实验结果证明了算法的有效性.     

Genetic adaptive state estimation

A genetic algorithm (GA) uses the principles of evolution, natural selection, and genetics to offer a method for parallel search of complex spaces. This paper describes a GA that can perform on-line adaptive state estimation for linear and nonlinear systems. First, it shows how to construct a genetic adaptive state estimator where a GA evolves the model in a state estimator in real time so that the state estimation error is driven to zero. Next, several examples are used to illustrate the operation and performance of the genetic adaptive state estimator. Its performance is compared to that of the conventional adaptive Luenberger observer for two linear system examples. Next, a genetic adaptive state estimator is used to predict when surge and stall occur in a nonlinear jet engine. Our main conclusion is that the genetic adaptive state estimator has the potential to offer higher performance estimators for nonlinear systems over current methods.     

Online wavelet-based density estimation for non-stationary streaming data

There has been an important emergence of applications in which data arrives in an online time-varying fashion (e.g. computer network traffic, sensor data, web searches, ATM transactions) and it is not feasible to exchange or to store all the arriving data in traditional database systems to operate on it. For this kind of applications, as it is for traditional static database schemes, density estimation is a fundamental block for data analysis. A novel online approach for probability density estimation based on wavelet bases suitable for applications involving rapidly changing streaming data is presented. The proposed approach is based on a recursive formulation of the wavelet-based orthogonal estimator using a sliding window and includes an optimised procedure for reevaluating only relevant scaling and wavelet functions each time new data items arrive. The algorithm is tested and compared using both simulated and real world data.     

丢包和量化约束下的不确定系统分布式滚动时域估计

研究了数据丢包和量化约束下的随机不确定系统分布式状态估计问题.将丢包现象描述为随机Bernoulli序列,采用预测补偿机制对数据丢包进行补偿,将量化引入的误差转化为观测方程中的不确定参数,将系统的模型不确定性描述为系数矩阵受到随机扰动;利用固定时域内的所有观测值构造代价函数,将状态估计问题建模为带不确定参数的鲁棒最小二乘优化问题,并通过将矢量优化问题转化为单峰函数的标量优化问题,实现了鲁棒滚动时域局部估计器的快速求解;对局部估计器的稳定性进行研究,给出了估计误差范数平方期望收敛的充分条件.应用协方差交叉(CI)融合算法进行加权融合,得到了分布式融合估计器.最后通过仿真验证了所提算法的有效性.     

基于混合信号的状态估计方法

传统的系统状态估计方法只用到连续信号,而离散测量信号所包含的信息没有得到利用.提出一种基于混合信号(包括连续和离散)的系统状态估计方法,既利用了连续信号,也用到离散信号的信息.该方法将离散信号的变化视作系统的离散事件,提取其准确的信息并参与系统状态估计,构成具有混合系统特性的新型状态估计器.还讨论了该估计器的稳定性条件和设计方法.仿真实验证明这种所提出的状态估计方法可以有效地改善系统的状态估计性能.     

Decentralized control and state estimation of linear time-periodic systems

The main contributions of this article are the design of a decentralized controller and state estimator for linear time-periodic systems with fixed network topologies. The proposed method to tackle both problems consists of reformulating the linear periodic dynamics as a linear time-invariant system by applying a time-lifting technique and designing a discrete-time decentralized controller and state estimator for the time-lifted formulation. The problem of designing the decentralized estimator is formulated as a discrete-time Kalman filter subject to sparsity constraints on the gains. Two different algorithms for the computation of steady-state observer gains are tested and compared. The control problem is posed as a state feedback gain optimization problem over an infinite-horizon quadratic cost, subject to a sparsity constraint on the gains. An equivalent formulation that consists in the optimization of the steady-state solution of a matrix difference equation is presented and an algorithm for the computation of the decentralized gain is detailed. Simulation results for the practical cases of the quadruple-tank process and an extended 40-tank process are presented that illustrate the performance of the proposed solutions, complemented with numerical simulations using the Monte Carlo method.     

Optimal state estimation using randomly delayed measurements without time stamping

This paper studies an optimal state estimation (Kalman filtering) problem under the assumption that output measurements are subject to random time delays caused by network transmissions without time stamping. We first propose a random time delay model which mimics many practical digital network systems. We then study the so‐called unbiased, uniformly bounded linear state estimators and show that the estimator structure is given based on the average of all received measurements at each time for different maximum time delays. The estimator gains can be derived by solving a set of recursive discrete‐time Riccati equations. The estimator is guaranteed to be optimal in the sense that it is unbiased with uniformly bounded estimation error covariance. A simulation example shows the effectiveness of the proposed algorithm. Copyright © 2013 John Wiley & Sons, Ltd.     

Moving data window gradient‐based iterative algorithm of combined parameter and state estimation for bilinear systems

The combined iterative parameter and state estimation problem is considered for bilinear state‐space systems with moving average noise in this paper. There are the product terms of state variables and control variables in bilinear systems, which makes it difficult for the parameter and state estimation. By designing a bilinear state estimator based on the Kalman filtering, the states are estimated using the input‐output data. Furthermore, a moving data window (MDW) is introduced, which can update the dynamical data by removing the oldest data and adding the newest measurement data. A state estimator‐based MDW gradient‐based iterative (MDW‐GI) algorithm is proposed to estimate the unknown states and parameters jointly. Moreover, given the extended gradient‐based iterative (EGI) algorithm as a comparison, the MDW‐GI algorithm can reduce the impact of noise to parameter estimation and improve the parameter estimation accuracy. The numerical simulation examples validate the effectiveness of the proposed algorithm.     

带一步随机延迟量测非线性序列贝叶斯估计的条件后验克拉美罗下界

为了解决带一步随机延迟量测非线性状态估计器可获得最优性能的评价问题,提出了一种适用于带一步随机延迟量测非线性系统的条件后验克拉美罗下界(Conditional posterior Cramr-Rao lower bound, CPCRLB),且现有的CPCRLB仅是所提出的CPCRLB在延迟概率为零时的一种特例. 为了递归地计算提出的CPCRLB,本文提出了一种带一步随机延迟量测的粒子滤波器(Particle filter, PF),继而推导了提出的CPCRLB 一般近似解和在高斯噪声情况下的特殊近似解. 单变量非平稳增长模型、纯方位跟踪和频率调制信号模型的数值仿真证明了本文提出方法与现有方法相比的有效性和优越性.     

Noncertainty equivalent adaptive control of robot manipulators without velocity measurements

This paper presents a noncertainty equivalent adaptive motion control scheme for robot manipulators in the absence of link velocity measurements. A new output feedback adaptation algorithm, based on the attractive manifold design approach, is developed. A proportional-integral adaptation is selected for the adaptive parameter estimator to strengthen the passivity of the system. In order to relieve velocity measurements, an observer is designed to estimate the velocities. The controller guarantees semiglobal asymptotic motion tracking and velocity estimation, as well as L_∞ and L₂ bounded parameter estimation error. The effectiveness of the proposed controller is verified by simulations for a two-link robot manipulator and a four-bar linkage. The results are further compared with the earlier certainty-equivalent adaptive partial and full state feedback controller to highlight potential closed-loop performance improvements.     

Delay-dependent state estimation for delayed neural networks

In this letter, the delay-dependent state estimation problem for neural networks with time-varying delay is investigated. A delay-dependent criterion is established to estimate the neuron states through available output measurements such that the dynamics of the estimation error is globally exponentially stable. The proposed method is based on the free-weighting matrix approach and is applicable to the case that the derivative of a time-varying delay takes any value. An algorithm is presented to compute the state estimator. Finally, a numerical example is given to demonstrate the effectiveness of this approach and the improvement over existing ones.     

一种Sage-Husa和可观测度的滤波算法研究

针对目标跟踪中过程噪声统计特性未知和状态分量可观测度差而导致滤波精度不高甚至滤波发散的问题,提出了一种复合自适应滤波算法.我该算法在滤波过程中,利用Sage-Husa噪声估计器在线估计过程噪声,用可观测度分析方法抑制状态分量可观测度差对滤波器的不良影响.在滤波过程中实时估计和修正过程噪声的统计特性,同时对观测度差的分量...     

多率量测下随机跳变系统迁移交互多模型估计

实际工业过程中, 量测数据除了在线仪表采集的快速率数据, 还有离线化验等慢速率辅助量测数据. 为了更好地利用离线化验数据, 增加在线估计的精度, 针对随机跳变系统, 引入迁移学习思想, 提出迁移交互多模型估计 (Transfer interacting multiple model state estimator, IMM-TF) 新策略. 首先, 将离线化验数据的边缘分布作为可以迁移的知识, 迁移到贝叶斯后验分布, 实现辅助量测数据的充分利用. 其次, 利用KL (Kullback-Leibler) 散度度量知识迁移前后任务间的差异性, 求解最优的贝叶斯迁移估计器. 同时, 结合慢速率量测, 利用平滑策略获取待迁移的估计值, 解决多率量测下的迁移估计难题. 然后, 利用影响力函数构建辅助量测数据与估计性能之间的解析关系, 从而对迁移效果进行定量评价. 最后, 通过在目标跟踪实例中的应用, 表明所提方法的有效性及优越性.     

自适应SVD–UKF算法及在穿刺状态估计中的应用

柔性针在实际穿刺过程中会产生不规则形变, 导致柔性针模型存在参数不确定性问题, 影响穿刺精度. 本文针对柔性针穿刺过程存在的不确定性问题以及超声成像等设备存在的量测噪声统计特征不准确性问题, 提出了一种带有噪声估计器的自适应奇异值分解无迹卡尔曼滤波算法. 该算法采用自适应因子实时修正动力学模型误差, 通过奇异值分解抑制系统状态协方差矩阵的负定性, 利用Sage-Husa估计器在线估计噪声的统计特性, 减小了系统状态估计误差. 将新算法应用于带有曲率不定性的柔性针穿刺模型进行计算仿真, 仿真结果显示, 新的算法较现有的UKF算法相比, 估计误差减小了0.28 mm(82.7%), 与AUKF算法相比, 估计误差减小0.06 mm(52%). 因此, 新算法可有效改善滤波性能, 提高穿刺状态的估计精度.     

On sequential estimation of state noise variances

A sequential estimator for state noise variances is proposed. This formulation is proposed as a possible means of overcoming stability problems which have been observed in the Myers and Tapley [1] algorithm.