多变量输出误差系统的辅助模型随机梯度辨识算法

考虑了多变量输出误差系统的辨识问题. 使用系统可得到的输入输出数据构造一个辅助模型, 用辅助模型的输出代替信息向量中的未知变量, 提出了一个基于辅助模型的随机梯度辨识算法. 使用鞅收敛定理的收敛性分析表明: 提出的算法给出的参数估计收敛于它们的真值. 给出了带遗忘因子的辅助模型随机梯度算法来改进参数估计精度, 仿真结果证实了提出的结论.     

基于辅助模型的多新息广义增广随机梯度算法

将辅助模型辨识思想与多新息辨识理论相结合,利用系统可测信忠建立一个辅助模型.分别用辅助模型输出和噪声估计值代替辨识模型信忠向量中未知真实输出变量和不可测噪声项,并引入新忠长度扩展标量新息为新息向量,提出了Box-lenkins模型的辅助模型多新忠广义增广随机梯度辨识方法.所提出方法重复使用系统数据,能够改善参数估计精度,加快算法的收敛速度.     

Auxiliary model-based interval-varying multi-innovation least squares identification for multivariable OE-like systems with scarce measurements

The identification problem of multivariable OE-like systems with scarce measurements is considered in this paper. By replacing the unknown inner variables in the information matrix with the outputs of the auxiliary model and by expanding the scalar innovation to an innovation vector, an auxiliary model-based multi-innovation least squares (AM-MILS) algorithm is proposed. In order to deal with the scarce measurement pattern, the algorithm takes the form of interval-varying recursive computation to skip the unavailable measurements including outliers. The introduction of the multi-innovation concept improves the parameter estimation accuracy and makes the identification algorithm more efficient. The convergence analysis shows that for the proposed algorithm, the parameter estimates can converge to their true values in the scarce output measurement pattern. Illustrative examples are given to demonstrate the effectiveness and accuracy of the proposed method.     

双输入多率系统辅助模型增广随机梯度算法

针对有色噪声干扰的双输入多率系统,为解决辨识模型信息向量中存在未知变量和不可测噪声项的问题,结合辅助模型思想和递推增广随机梯度算法的优点,用辅助模型的输出代替系统的未知变量,用估计残差代替信息向量中的不可测噪声项,进而提出了双输入多率系统的辅助模型增广随机梯度算法。为了提高辨识算法的收敛速度和改善参数估计精度,在算法中引入遗忘因子,得到相应的辅助模型带遗忘因子增广随机梯度算法。仿真实例说明,引入遗忘因子,能加快算法的收敛性,提高参数估计精度。     

Data filtering based least squares algorithms for multivariable CARAR-like systems

This paper focuses on the identification problem of multivariable controlled autoregressive autoregressive (CARAR-like) systems. The corresponding identification model contains a parameter vector and a parameter matrix, and thus the conventional least squares methods cannot be applied to directly estimate the parameters of the systems. By using the hierarchical identification principle, this paper presents a hierarchical generalized least squares algorithm and a filtering based hierarchical least squares algorithm for the multivariable CARAR-like systems. The simulation results show that the two hierarchical least squares algorithms are effective.     

基于辅助模型正交匹配追踪的多输入系统迭代辨识算法

针对含有未知时滞的多输入输出误差系统的时滞与参数辨识问题,提出一种基于辅助模型的正交匹配追踪迭代算法.首先,由于各输入通道的时滞未知,通过设定输入回归长度,对系统模型进行过参数化,得到一个高维的辨识模型,且辨识模型中参数向量为稀疏向量;然后,基于辅助模型思想和正交匹配追踪算法,在每次迭代过程中,对参数向量和辅助模型的输出进行交互估计,即利用正交匹配追踪算法获得参数向量的估计,再利用参数估计值计算辅助模型的输出,并用辅助模型的输出值代替信息向量中的不可测信息项以更新参数估计;最后,根据参数向量的稀疏特征,获得系统的时滞估计.所提出算法可以利用少量的采样数据信息同时获得系统参数和时滞的估计值.仿真结果表明了所提出算法的有效性.     

MISO系统辅助模型多新息增广随机梯度算法

对于有色噪声干扰的输出误差多输入单输出（MISO）系统,常规的递推最小二乘辨识方法给出的参数估计是有偏的。为了提高随机梯度辨识方法的收敛精度和速度,用辅助模型的输出代替辨识模型信息向量中的未知不可测变量,推导出其辅助模型增广随机梯度辨识算法;再引入新息长度扩展标量新息为新息向量,提出了基于辅助模型的MISO系统多新息增广随机梯度辨识算法。所得算法在每一次的迭代中不仅使用了当前数据和新息,而且使用了过去数据和新息,提高了参数估计精度和收敛速度。仿真例子验证了算法的有效性。     

传递函数阵递阶随机梯度辨识方法的收敛性分析

阐述了递阶辨识原理,提出了传递函数阵模型参数的递阶随机梯度（HSG）辨识方法,在递阶辨识中,系统参数被分解为参数向量和参数矩阵,前者是由系统的特征多项式的系数构成的,后者是由传递函数矩阵分子多项式的系数构成的,借助于鞅超收敛定理的收敛性分析表明,HSG算法的参数估计误差一致有界;当持续激励条件成立时,参数估计误差一致收敛于零,递阶辨识方法具有计算量小和容易实现等特点。     

Iterative identification algorithms for input nonlinear output error autoregressive systems

This paper focuses on the parameter estimation problems of input nonlinear output error autoregressive systems. Based on the key variables separation technique and the auxiliary model identification idea, the output of the system is expressed as a linear combination of all the system parameters, the unknown inner variables in the information vector are replaced with the outputs of the auxiliary model and a gradient based and a least squares based iterative identification algorithms are derived. Simulation example is provided to illustrate the effectiveness of the proposed algorithms.     

Auxiliary model-based least-squares identification methods for Hammerstein output-error systems

The difficulty in identification of a Hammerstein (a linear dynamical block following a memoryless nonlinear block) nonlinear output-error model is that the information vector in the identification model contains unknown variables—the noise-free (true) outputs of the system. In this paper, an auxiliary model-based least-squares identification algorithm is developed. The basic idea is to replace the unknown variables by the output of an auxiliary model. Convergence analysis of the algorithm indicates that the parameter estimation error consistently converges to zero under a generalized persistent excitation condition. The simulation results show the effectiveness of the proposed algorithms.     

基于辅助模型的递推增广最小二乘辨识方法

针对有色噪声干扰的输出误差滑动平均系统, 将辅助模型与递推增广最小二乘算法相结合: 用辅助模型的输出代替辨识模型信息向量中的未知真实输出项, 用估计残差代替信息向量中的不可测噪声项, 从而提出了基于辅助模型的递推增广最小二乘辨识方法. 为了展示所提方法的特点, 文中还给出了经过模型变换的递推增广最小二乘算法. 理论分析和仿真研究表明, 提出的方法原理简单、计算量小, 可以给出高精度参数估计, 且能够用于在线辨识.     

基于辅助模型和数据滤波的伪线性回归系统参数估计方法

针对伪线性输出误差回归系统的辨识模型新息信息向量存在不可测变量的问题,首先通过构造一个辅助模型,用辅助模型的输出代替未知中间变量,推导得到的基于辅助模型的递推最小二乘参数估计算法计算量较大,但算法的辨识效果不佳。进一步采用估计的噪声模型对系统观测数据进行滤波,使用滤波后的数据进行参数估计,从而推导提出了基于数据滤波的递推最小二乘参数估计算法。仿真结果表明,所提算法能够有效估计伪线性回归线性输出误差系统的参数。     

Auxiliary model multiinnovation stochastic gradient parameter estimation methods for nonlinear sandwich systems

This article studies the identification problem of the nonlinear sandwich systems. For the sandwich system, because there are inner variables which cannot be measured in the information vector of the identification models, it is difficult to identify the nonlinear sandwich systems. In order to overcome the difficulty, an auxiliary model is built to predict the estimates of inner variables by means of the output of the auxiliary model. For the purpose of employing the real‐time observed data, a cost function with dynamical data is constructed to capture on‐line information of the nonlinear sandwich system. On this basis, an auxiliary model stochastic gradient identification approach is proposed based on the gradient optimization. Moreover, an auxiliary model multiinnovation stochastic gradient estimation method is developed, which tends to enhance estimation accuracy by introducing more observed data dynamically. The numerical simulation is provided and the simulation results show that the proposed auxiliary model identification method is effective for the nonlinear sandwich systems.     

非均匀周期采样系统的递阶最小二乘辨识方法

针对非均匀周期采样系统,通过状态空间模型离散化方法得到其输入输出表达形式.鉴于参数化后得到的辨识模型同时包含1个参数向量和1个参数矩阵,利用递阶辨识原理,将辨识模型分解为分别含有参数向量和参数矩阵的2个虚拟子系统;考虑到系统的因果约束问题,将包含参数矩阵的子系统分解为子子系统进行辨识,从而提出这类非均匀采样系统的递阶最小二乘辨识方法.仿真例子表明该算法是有效的.     

基于并行支持向量机的多变量非线性模型预测控制

提出一种基于并行支持向量机的多变量系统非线性模型预测控制算法．首先，通过考虑输入、输出间的耦合，建立基于并行支持向量机的多步预测模型；然后，将该模型用于非线性预测控制,提出新的适用于并行预测模型的反馈校正策略，得到最优控制律．连续搅拌槽式反应器（CSTR）的控制仿真结果表明,该算法的性能优于基于并行神经网络的非线性模型预测控制和基于集成模型的非线性模型预测控制．     

一种卷积神经网络集成的多样性度量方法

分类器模型之间的多样性是分类器集成的一个重要性能指标。目前大多数多样性度量方法都是基于基分类器模型的0/1输出结果（即Oracle 输出）进行计算,针对卷积神经网络的概率向量输出结果,仍需要将其转化为Oracle输出方式进行度量,这种方式未能充分利用卷积神经网络输出的概率向量所包含的丰富信息。针对此问题,利用多分类卷积神经网络模型的输出特性,提出了一种基于卷积神经网络的概率向量输出方式的集成多样性度量方法,建立多个不同结构的卷积神经网络基模型并在CIFAR-10和CIFAR-100数据集上进行实验。实验结果表明,与双错度量、不一致性度量和Q统计多样性度量方法相比,所提出的方法能够更好地体现模型之间的多样性,为模型选择集成提供更好的指导。     

Consistency of the extended gradient identification algorithm for multi-input multi-output systems with moving average noises

The consistency of identification algorithms for systems with colored noises is a main topic in system identification. This paper focuses on the extended stochastic gradient (ESG) identification algorithm for the multivariable linear systems with moving average noises. By integrating the noise regression terms and the noise model parameters into the information matrix and the parameter vector, and based on the gradient search principle, the ESG algorithm is presented. The unknown noise terms in the information matrix are replaced with their estimates. The convergence analysis shows that the parameter estimation error converges to zero under a persistent excitation condition. Two simulation examples are given to illustrate the effectiveness of the algorithm.     

广义输出误差模型的两阶段最小二乘递推辨识

在有色噪声干扰系统中有一类系统, 它具有广义输出误差模型(OEARMA), 本文提出一类广义输出误差模型的 两阶段递推最小二乘参数估计算法. 该算法基本思想是结合辅助模型辨识思想和分解技术, 将系统分解成两个子系统, 每个子系统包含一个参数向量. 借助基于辅助模型和递推最小二乘理论, 用辅助模型的输出代替辨识模型信息向量中未 知中间变量, 用估计残差代替信息向量中不可测噪声项, 从而可以运用递推辨识思想来估计系统所有参数. 该算法具有 较高的计算效率, 仿真例子说明提出算法的有效性.     

基于注意力交互机制的层次网络情感分类

目前关于商品评论的深度网络模型难以有效利用评论中的用户信息和产品信息。提出一种基于注意力交互机制的层次网络（HNAIM）模型。该模型利用层次网络对不同粒度语义信息进行提取,并通过注意力交互机制在层次网络中通过捕捉用户、产品中的重要特征来帮助提取文本特征。最终将用户视角下的损失值和产品视角下的损失值作为辅助分类信息,并利用层次网络输出的针对用户或产品的关键文本特征进行训练和分类。三个公开数据集上对比结果表明,该模型较相关模型而言效果均有提升。     

Identification of factor models by behavioural and subspace methods

The behavioural framework has several attractions to offer for the identification of multivariable systems. Some of the variables may be left unexplained without the need for a distinction between inputs and outputs; criteria for model quality are independent of the chosen parametrization; and behaviours allow for a global (i.e., non-local) approximation of the system dynamics. This is illustrated by the identification of dynamic factor models. Behavioural least squares is a natural method for this problem, and a comparison is given with non-behavioural methods.