A MIXED INTEGER LINEAR PROGRAMMING-BASED TECHNIQUE FOR THE ESTIMATION OF MULTIPLE GROSS ERRORS IN PROCESS MEASUREMENTS

This paper presents a new strategy for detecting, identifying, and estimating gross errors (measurement biases and leaks) in linear steady state processes. The MILP-based gross error detection and identification model is constructed aiming at identifying the minimum number of gross errors and their sizes. One significant advantage of the method is that the detection, identification, and estimation of gross errors can be performed simultaneously without using any test statistics.     

ESTIMATION OF THE COEFFICIENTS OF A MULTIVARIATE LINEAR FILTER USING THE INNOVATIONS ALGORITHM

It is shown under mild conditions that the estimators of the coefficient matrices obtained by applying the innovations algorithm to the sample covariances of observations of the multivariate linear time series X _t = ∑^∞ _{j =0}ψ _i Z _t , t = 0, ±1, ±2, . . ., are consistent. The asymptotic distribution of the estimators is found to have a very simple form which generalizes the corresponding univariate result of Brockwell and Davis (Simple consistent estimation of the coefficients of a linear filter. In Stochastic Processes and Their Applications . Amsterdam: North- Holland, pp. 47--59). The asymptotic distribution of the corresponding estimator of the spectral density matrix is also derived. Some simulation results are presented to illustrate the small-sample behaviour of the estimators.     

GENERAL LINEAR PROCESSES:A PROPERTY OF THE EMPIRICAL PROCESS APPLIED TO DENSITY AND MODE ESTIMATION

Abstract. General linear processes do not usually satisfy strong mixing conditions. Therefore, we investigate the empirical process based on samples from such a general linear process by using a truncation argument and derive a local fluctuation inequality. It is well known that such a fluctuation inequality is of basic importance in the study of the empirical process. Here it is applied to obtain a rate of almost sure (a.s.) convergence for certain density estimators in the supremum norm. This extends a local result obtained by Chanda. As a direct corollary a rate of a.s. convergence for a mode estimator is obtained.     

LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

Abstract. This paper considers a mean shift with an unknown shift point in a linear process and estimates the unknown shift point (change point) by the method of least squares. Pre-shift and post-shift means are estimated concurrently with the change point. The consistency and the rate of convergence for the estimated change point are established. The asymptotic distribution for the change point estimator is obtained when the magnitude of shift is small. It is shown that serial correlation affects the variance of the change point estimator via the sum of the coefficients of the linear process. When the underlying process is autoregressive moving average, a mean shift causes overestimation of its order. A simple procedure is suggested to mitigate the bias in order estimation.     

A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

Abstract. A linear estimation procedure for the parameters of autoregressive moving-average processes is proposed. The basic idea is to write the spectrum for the moving-average part as a linear function of a properly selected set of parameters and to use Chiu's weighted least-squares procedure to reduce the problem to a weighted linear least-squares problem. The proposed procedure finds estimates by solving systems of linear equations and does not need optimization programs. An one-step estimate is also suggested. It is shown that the estimates are asymptotically equal to the commonly used 'approximate' maximum likelihood estimate described in the paper. For Gaussian processes, the estimates obtained by the proposed procedures are asymptotically efficient.     

溶胶-凝胶法制备羟基磷灰石工艺条件的探讨

探索用溶胶－凝胶法制备羟基磷灰石的工艺条件，用硝酸钙和磷酸三丁酯为反应原料，进行对比实验，优化得到的条件为：溶液PH值控制在8．0左右，烧结温度控制在950℃以上，恒温时间控制在2．5－4．5h。对合成羟基磷灰石样品进行了红外光谱分析和化学分析。     

OPTIMIZATION OF A WOOD DRYER KILN USING THE MIXED INTEGER PROGRAMMING TECHNIQUE: A CASE STUDY

Abstract

When wood is to be utilized as a raw material for furniture, buildings etc., it must be dried from approximately 100% to 6% moisture content. This is achieved at least partly in a drying kiln. Heat for this purpose is provided by electrical means, or by steam from boilers fired with wood chips or oil. By making a close examination of monitored values from an actual drying kiln it has been possible to optimize the use of steam and electricity using the so called mixed integer programming technique Owing to the operating schedule for the drying kiln it has been necessary to divide the drying process in very short lime intervals i.e., a number of minutes. Since a drying cycle takes about two or three weeks, a considerable mathematical problem is presented and this has to be solved.     

短纤维拉伸线采用变频传动技术的主要问题

结合生产实际 ,对短纤维拉伸线采用多单元变频电机传动方式的优点及采用这种方法必须解决的主要技术问题 ,如各单台电机功率的确定、传动与调节精度、多机台的同步、负功率的反馈、机器制动及张力保持等 ,作了较全面的介绍分析。指出在设计、使用变频电机单独传动方式时 ,必须正确选定各电机容量 ,有效解决功率反馈和拉伸比的调节范围 ,调节精度等问题     

OPTIMIZATION OF A WOOD DRYER KILN USING THE MIXED INTEGER PROGRAMMING TECHNIQUE: A CASE STUDY

When wood is to be utilized as a raw material for furniture, buildings etc., it must be dried from approximately 100% to 6% moisture content. This is achieved at least partly in a drying kiln. Heat for this purpose is provided by electrical means, or by steam from boilers fired with wood chips or oil. By making a close examination of monitored values from an actual drying kiln it has been possible to optimize the use of steam and electricity using the so called mixed integer programming technique Owing to the operating schedule for the drying kiln it has been necessary to divide the drying process in very short lime intervals i.e., a number of minutes. Since a drying cycle takes about two or three weeks, a considerable mathematical problem is presented and this has to be solved.     

(L_G)型参数估计中最小二乘估计对最佳线性无偏估计的相对误差与相对误差界

近年来对(L_G)型参数估计的研究取得不少新进展,主要有:给出了最小二乘与最佳线性无偏估计之差的范数界,最小二乘估计对最佳线性无偏估计的相对效率等。在此基础上,本文提出了最小二乘估计对最佳线性无偏估计的相对误差与相对误差界的新观点。     

THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS

Abstract. This paper presents a proof for the asymptotic efficiency of the linear procedure, suggested by Hannan and Rissanen (1982), for parameter estimation of ARMA models.     

SPECTRAL ESTIMATION AND DECONVOLUTION FOR A LINEAR TIME SERIES MODEL

Abstract. A vector linear time series model is observed as the sum of a convolution of an unknown signal and an additive noise process. The main objective is the estimation or deconvolution of the signal when the spectra of the signal and noise processes are unknown. We prove the strong consistency of a class of nonparametric spectral estimators derived by maximizing a particular Gaussian likelihood function. We also study the mean square convergence of the finite-sample deconvolution estimators as a function of the sample length T , the filter length M and the spectral bandwidth B_T = L_T/T .     

DETECTION OF GROSS ERRORS IN NONLINEARLY CONSTRAINED DATA: A CASE STUDY

The MIMT algorithm previously developed for gross error detection in linearly constrained systems was extended to nonlinear systems. The algorithm was tested by means of computer simulation using data from an industrial grinding circuit. The overall performance of the algorithm on the nonlinear system was found to be comparable to that exhibited on a linear system of approximately the same size. The algorithm correctly detected approximately 80% of all systematic errors in the data and achieved an average reduction in total error of more than 60%. The detection rate for the more significant (gross) systematic errors was approximately 90%. These results represent the first detailed performance evaluation of a gross error detection algorithm applied to a nonlinear system of industrial significance.     

新法合成间苯三酚

以苯胺为原料,经2,4,6－三溴苯胺、1,3,5－三溴苯、1,3,5－三甲氧基苯等四步合成间三酚总得率为60．5％,考察了各种影响因素对合成反应的影响,获得了较佳工艺条件,并对产品分离和保护以及废液的处理等进行了研究,实验表明,该种新工艺合成方法简单、费用低,反应条件平缓。     

ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING

Abstract. The Hannan-Rissanen procedure for recursive order determination of an autoregressive moving-average process provides 'non-parametric' estimators of the coefficients b ( u ), say, of the moving-average representation of a stationary process by auto-regressive model fitting, and also that of the cross-covariances, c ( u ), between the process and its linear innovations. An alternative 'autoregressive' estimator of the b ( u ) is obtained by inverting the autoregressive transfer function. Some uses of these estimators are discussed, and their asymptotic distributions are derived by requiring that the order k of the fitted autoregression approaches infinity simultaneously with the length T of the observed time series. The question of bias in estimating the parameters is also examined.     

单螺杆挤出过程的亚宏观可视化技术与理论

借助宏观和亚宏观可视化技术,描述了所观测到的聚合物挤出过程中的团块熔融和粒子熔融现象,由此提出了粒子熔融物理模型,这对聚合物材料加工理论的发展有重要意义。     

INVESTIGATION OF A METHOD FOR THE TIME OPTIMAL CONTROL OF LINEAR SYSTEMS WITH MULTIPLE INPUTS

Results are presented for a numerical investigation of a technique for calculating the time optimal control of linear systems with multiple inputs. The objective is to produce a technique generally applicable to linear systems. The technique was based upon the subsidiary problem derived using the methods of functional analysis and was previously thought to have advantages over other techniques because the solution of the subsidiary problem involves minimizing a function of several variables for which proven algorithms were available.

Solutions are presented for two systems using several of the available minimization algorithms including a rule of thumb algorithm developed specifically for this problem. The method derived from functional analysis is shown to yield good results for the lower order system. In addition, the rule of thumb algorithm is shown to be superior to other algorithms for higher order systems. Results show however that the functional analysis approach does not produce results superior to other available techniques, and in fact requires excessive computation time for higher order systems.     

INVESTIGATION OF A METHOD FOR THE TIME OPTIMAL CONTROL OF LINEAR SYSTEMS WITH MULTIPLE INPUTS

Results are presented for a numerical investigation of a technique for calculating the time optimal control of linear systems with multiple inputs. The objective is to produce a technique generally applicable to linear systems. The technique was based upon the subsidiary problem derived using the methods of functional analysis and was previously thought to have advantages over other techniques because the solution of the subsidiary problem involves minimizing a function of several variables for which proven algorithms were available.

Solutions are presented for two systems using several of the available minimization algorithms including a rule of thumb algorithm developed specifically for this problem. The method derived from functional analysis is shown to yield good results for the lower order system. In addition, the rule of thumb algorithm is shown to be superior to other algorithms for higher order systems. Results show however that the functional analysis approach does not produce results superior to other available techniques, and in fact requires excessive computation time for higher order systems.     

A LINEAR CORRELATION FOR SOLID SOLUBILITIES IN SUPERCRITICAL GASES

A previously derived equation (Jonah, 1986) for solid solubilities in supercritical gases is tested in empirically abbreviated form against experimental data on six solutes in supercritical ethylene and carbon dioxide. The solids considered are benzoic acid, 2,3- and 2,6-dimethylnaphthalene, naphthalene, phenanthrene and anthracene.

Our equation correlates these solid solubilities linearly with certain functions of pure solvent thermodynamic properties, thereby making possible the interpolation and extrapolation of sparse experimental data.     

ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS

Abstract. Two methods for the estimation of the non-stationary factor in ARUMA models are given. Both methods yield strongly consistent estimators and the roots of the corresponding filters lie on the unit circle.