基于自适应多向独立成分分析的间歇过程监控的研究

针对间歇过程批次与批次之间,操作条件缓慢变化的特性,提出一种基于自适应多向独立成分分析(MICA)的监控算法。该方法首先用MICA法建模,然后在历史数据集中加入新的正常批次并剔除最早批次,逐渐更新模型,同时引入遗忘因子,提高对新过程特性的适应性。青霉素发酵过程的仿真结果表明,自适应MICA比MICA更准确地描述过程行为,并有效减少检测故障时的误报。     

基于最小均方误差准则的相关旋转预编码算法

针对传统相关旋转(CR)算法放大噪声的问题,利用拉格朗日函数最小化接收信号与发射信号间的误差,通过贝叶斯理论和信道统计特性计算不完美信道状态信息,设计了信道状态信息(CSI)完美和不完美两种情况下基于最小均方误差(MMSE)准则的CR预编码算法的系统方案。分析与仿真结果表明,与传统迫零(ZF)准则下的CR算法相比较：信道状态信息完美时设计方案在同一信噪比(SNR)下误码率性能提高2~3dB;信道状态信息不完美时系统误码性能也有显著的提高。     

基于最小均方误差估计的噪声相关UKF设计

传统Unscented卡尔曼滤波器(UKf)要求系统噪声和量测噪声必须是互不相关的.针对此局限性,研究了一类带相关噪声的非线性离散系统UKF设计方法.基于最小均方误差估计和正交变换,给出了噪声相关UKF滤波递推公式,并采用Unscented变换(UT)来计算系统状态的后验分布.所设计的UKF有效解决了传统UKF在噪声相关条件下非线性滤波失效的问题,拓展了UKF的应用范围.最后,仿真实例表明了所设计UKF的有效性.     

Statistical process monitoring with independent component analysis

In this paper we propose a new statistical method for process monitoring that uses independent component analysis (ICA). ICA is a recently developed method in which the goal is to decompose observed data into linear combinations of statistically independent components [1 and 2]. Such a representation has been shown to capture the essential structure of the data in many applications, including signal separation and feature extraction. The basic idea of our approach is to use ICA to extract the essential independent components that drive a process and to combine them with process monitoring techniques. I², I_e² and SPE charts are proposed as on-line monitoring charts and contribution plots of these statistical quantities are also considered for fault identification. The proposed monitoring method was applied to fault detection and identification in both a simple multivariate process and the simulation benchmark of the biological wastewater treatment process, which is characterized by a variety of fault sources with non-Gaussian characteristics. The simulation results clearly show the power and advantages of ICA monitoring in comparison to PCA monitoring.     

基于独立分量分析的极化SAR图像的相干斑抑制

研究基于独立分量分析( ICA)的极化合成孔径雷达（SAR）图像相干斑抑制方法。该方法将极化SAR图像斑点噪声的乘积模型,变换为应用ICA的信号独立加噪模型。并且将HV/VV的比值图像,也作为ICA的输入数据。利用ICA 的分离性,得到了分别对应于HH、HV和VV极化的三幅降噪图像。经本文方法处理后的图像,其相干斑噪声得到了有效的抑制,具有较高的等效视数,明显地改善了图像的质量。     

On the linearly constrained minimum mean square error estimate

It is shown that the minimum mean square error estimate under a linear constraint is a linear sum of the unconstrained estimate and the constraint. This result is derived without further restricting the estimated random variable or the observations.     

Linear minimum mean square error estimation for discrete-timeMarkovian jump linear systems

The linear minimum mean square error estimator (LMMSE) for discrete-time linear systems subject to abrupt changes in the parameters modeled by a Markov chain &thetas;(k)ϵ{1...,N} is considered. The filter equations are derived from geometric arguments in a recursive form, resulting in an on-line algorithm suitable for computer implementation. The author's approach is based on estimating x(k)1/sub {&thetas;(k/=i}) instead of estimating directly x(k). The uncertainty introduced by the Markovian jumps increases the dimension of the filter to N(n+1), where n is the dimension of the state variable. An example where the dimension of the filter can be reduced to n is presented, as well as a numerical comparison with the IMM filter     

基于阵列处理器的最小均方误差检测算法并行设计与实现

针对大规模多输入多输出（MIMO）系统中,最小均方误差（MMSE）检测算法在可重构阵列结构上适应性差、计算复杂度高和运算效率低的问题,基于项目组开发的可重构阵列处理器,提出了一种基于MMSE算法的并行映射方法。首先,利用Gram矩阵计算时较为简单的数据依赖关系,设计时间上和空间上可以高度并行的流水线加速方案;其次,根据MMSE算法中Gram矩阵计算和匹配滤波计算模块相对独立的特点,设计模块化并行映射方案;最后,基于Xilinx Virtex-6开发板对映射方案进行实现并统计其性能。实验结果表明,该方法在MIMO规模为\mathrm{128}\times \mathrm{4}、\mathrm{128}\times \mathrm{8}和\mathrm{128}\times \mathrm{16}的正交相移键控（QPSK）上行链路中,加速比分别2.80、4.04和5.57;在\mathrm{128}\times \mathrm{16}的大规模MIMO系统中,可重构阵列处理器比专用硬件减少了42.6%的资源消耗。     

基于正交频分复用的线性最小均方误差信道估计改进算法

传统的线性最小均方误差(LMMSE)信道估计要求已知信道的统计特性,而实际应用中无线信道的统计特性往往是不可知的.针对无线信道的不确定性,根据时域信道上能量分布的稀疏性特点,在最小二乘(LS)算法的基础上提出了一种改进的LMMSE信道估计算法.该算法从当前信道置信度较高的频率响应出发,把相邻子载波信道估计误差的比值作为信道响应的加权系数,然后通过加权平均的方法计算出多径信道下的信道响应.该算法避免了繁琐的矩阵求逆与分解运算,能够有效降低算法复杂度.实验结果表明,所提算法总体性能优于LS算法及经过奇异值分解的线性最小均方误差(SVD-LMMSE)估计算法,且其误码率接近于传统的LMMSE算法.     

Moments and error expressions in polynomial minimum mean square estimatior

The mathematical complexity of the minimum mean square estimators made inevitable the consideration of suboptimal solutions, such as the linear minimum mean square (m.m.s.) estimators. The compromise between performance and complexity can be, in general, less serious if the estimator that will substitute the optimum one is polynomial. If the minimum mean square estimator happens to be equal to a polynomial one, the polynomial substitution does not involve any compromise with respect to performance. Balakrishnan found a necessary and sufficient condition satisfied by the joint characteristic functions of observations and variable to be estimated, so that the m.m.s. estimate is a polynomial. The equivalent moment relationships in this case were found in the present paper. A matrix expression of the error difference from two different m.m.s. polynomial estimators was also found. This form involves much fewer calculations than required for finding separately the two errors.     

Ensemble modified independent component analysis for enhanced non-Gaussian process monitoring

As a multivariate statistical tool, the modified independent component analysis (MICA) has drawn considerable attention within the non-Gaussian process monitoring circle since it can solve two main problems in the original ICA method. Despite the diversity in applications, the determination logic for non-quadratic functions involved in the iterative procedures of MICA algorithm has always been empirical. Given that the MICA is an unsupervised modeling method, a direct rational study that can conclusively demonstrate which non-quadratic function is optimal for the general purpose of fault detection is inaccessible. The selection of non-quadratic functions is still a challenge that has rarely been attempted. Recognition of this issue and motivated by the superiority of ensemble learning strategy, a novel ensemble MICA (EMICA) modeling approach is presented for enhancing non-Gaussian process monitoring performance. Instead of focusing on a single non-quadratic function, the proposed method combines multiple base MICA models derived from different non-quadratic functions into an ensemble one, and the Bayesian inference is employed as a decision fusion method to form a unique monitoring index for fault detection. The enhanced fault detectability of the EMICA method is also illustrated on two industrial processes.     

A fast computational method for minimum square error transform

In this paper, we describe a basic minimum square error transform for point pattern matching and propose a fast computational method for minimum square error transform. The computational analysis revealed that the proposed method is faster than that of Groen et al. (1985).     

基于共同主成分的多元时间序列降维方法

针对常见的降维方法难以有效保留多元时间序列主要特征的问题,分析了传统主成分分析(PCA)方法在多元时间序列降维中的局限性,提出一种基于共同主成分分析的多元时间序列降维方法,并通过仿真实验比较了两种方法的降维有效性和计算复杂度.实验结果表明,所提出的降维方法能够以相对较小的计算代价,更有效地对多元时间序列进行降维.     

基于多尺度核主元分析的非线性过程监控方法研究

针对化工过程数据的多尺度性和非线性特性,提出了一种多尺度核主元分析方法(MSKPCA)监控过程的运行状态。使用小波变换在不同尺度下分解测量信号．然后借助于核函数对分解后的数据进行非线性变换,在变换后的线性空间中用主元分析(PCA)提取过程数据的主要特征,构造监控统计量T2和Q来检测故障。在此基础上,提出了一种贡献图方法．计算过程变量对故障的贡献量,用于故障变量的分离。在TE过程上的监控结果表明,MSKPCA可以比PCA和动态PCA更迅速地检测到过程故障,贡献图方法能够正确地分离故障变量。     

基于最小分类错误率和Parzen窗的降维方法

提出了一种基于最小分类错误率和Parzen窗的降维方法,利用Parzen窗估计数据的概率密度分布;通过计算各特征维度下的分类错误率,判断该特征维度对目标分类的贡献度;依据贡献度大小进行特征维度选择从而达到降维的目的。     

Linear minimum mean square error filtering with stochastic linear equality constraints

Constrained filters, through utilising the prior state constraint information, are designed to obtain more accurate state estimates in applications, and most of them deal with the estimation problem of systems with deterministic constraints. In practice, complex environmental disturbance, incomplete information or uncooperative behaviour often brings out uncertainties of the constraints. This paper tackles the filtering problem of dynamic systems subject to the stochastic linear equality constraints expressed by random weighted basis matrices. The corresponding constrained dynamic model is constructed first and the linear-minimum-mean-square-error filter is derived based on the orthogonality principle. Due to the effect of constraint randomness, the resultant filter encounters the problem of nonlinear stochastic calculation of random parameters, which is solved by the Taylor-based and the UT-based schemes, respectively, and the computational complexity as well as the tractability of both schemes are analysed. Finally, a simulation study on a road-constrained vehicle tracking demonstrates that the proposed filter has better performance than the classical estimation projection method in terms of estimation accuracy and computational complexity.     

结合最小均方误差的改进球形译码检测算法

在多输入多输出(MIMO)系统的信号检测算法中,球形译码算法的检测性能最接近最大似然算法,但传统球形译码算法运算复杂度较高。为降低球形译码算法复杂度,提出一种新型的球形译码检测算法。新算法由改进的快速球形译码算法与最小均方误差算法相结合而成。改进的快速球形译码算法通过在球形半径收缩时乘上一个常量参数来提高半径收缩速度,减少算法搜索的信号点数,从而达到降低复杂度的目的。最小均方误差算法则能够通过减小噪声对接收信号的干扰来降低因搜索噪声点而产生的复杂度。将最小均方误差算法的信道矩阵应用在改进的快速球形译码算法中,将两种算法有效地结合,能够进一步降低算法复杂度。仿真结果表明,当信噪比(SNR)低于10 dB时,新算法相比于原始球形译码算法,检测性能平均提高了9%左右。     

Dimension selection for feature selection and dimension reduction with principal and independent component analysis

This letter is concerned with the problem of selecting the best or most informative dimension for dimension reduction and feature extraction in high-dimensional data. The dimension of the data is reduced by principal component analysis; subsequent application of independent component analysis to the principal component scores determines the most nongaussian directions in the lower-dimensional space. A criterion for choosing the optimal dimension based on bias-adjusted skewness and kurtosis is proposed. This new dimension selector is applied to real data sets and compared to existing methods. Simulation studies for a range of densities show that the proposed method performs well and is more appropriate for nongaussian data than existing methods.     

基于独立成分分析及其扩展模型的工业过程监测方法综述

独立成分分析(independent component analysis,ICA)是一种多变量统计分析方法,常用于非高斯过程监测,它能够有效利用信号的高阶统计信息(三阶以上)提取相互独立的独立成分,在工业过程监测中得到了广泛的应用,是当前国际过程监测领域的研究热点.鉴于此,介绍经典ICA模型、改进ICA模型及其在工业...     

基于核典型相关性-熵成分分析的工业过程质量监测方法

工业过程多变量、数据高维度和非线性的特点使得对其质量监测及质量相关的故障诊断变得复杂.融合核熵成分分析(KECA)及典型相关分析(CCA)方法的思想,进行特征提取降维的同时确保所提取特征与质量变量的最大相关性,提出一种新的质量相关的工业过程故障检测方法.首先,采用KECA对输入数据进行核空间的映射及特征提取,同时融合CCA算法思想使得所提取特征与质量变量间关联最大化;然后,构建监测统计量并用Parzen窗估计其控制限,用于过程的故障检测;最后,运用所提方法对带钢热连轧工业过程实际生产数据进行分析,并与其他4种传统非线性算法对比分析,实验结果验证了所提方法的准确性、有效性及先进性.