有界误差模型的一种结构辨识方法

针对具有未知但有界(UBB)误差的线性回归模型辨识问题,提出了一种新的鲁棒结 构选择方法.该方法以重复递推椭球外界算法所得椭球轴信息阵的行列式相对值最大作为模 型定阶准则.不同于以往对噪声独立性、常方差或鞅差特性的假设,该方法假设噪声是渐近独 立的.文中证明了该方法的强相容性.     

有界误差模型的一种结构辨识方法1)

针对具有未知但有界(UBB)误差的线性回归模型辨识问题,提出了一种新的鲁棒结构选择方法.该方法以重复递推椭球外界算法所得椭球轴信息阵的行列式相对值最大作为模型定阶准则.不同于以往对噪声独立性、常方差或鞅差特性的假设,该方法假设噪声是渐近独立的.文中证明了该方法的强相容性.     

基于数据滤波的带协方差重置的递推贝叶斯算法

针对传统最小二乘算法计算量大、在有色噪声干扰下估计有误差的问题,提出了一种基于滤波技术的带协方差重置的递推贝叶斯算法。该算法首先使用一个动态非线性滤波器对输入输出数据进行滤波,然后使用贝叶斯方法进行参数估计。同时,为了加快参数的收敛速度,在算法中加入了一种新型的协方差重置策略。计算量分析表明,当过程模型和噪声模型的阶数分别为6和4的时候,所提算法可以减少约62.35%的计算量。仿真结果显示,所提算法与传统最小二乘算法在采样数据长度为3000时的估计误差分别为0.771%和1.118%。因此,所提算法具有较高的计算效率,并且可以给出精度较高的参数估计值。     

A new information-weighted recursive algorithm for time-varying systems: application to UAV system identification

This paper presents a new recursive identification method which can efficiently estimate time-varying parameters in discrete time systems and has significant advantages over standard recursive least-squares (RLS) method. This new information-weighted recursive algorithm for time-varying systems has three novel features, discounting of inaccurate estimates through weighting by the Information matrix, using the reuse of past data in computing current parameter estimates, a new tuneable damping factor parameter and a precisely designed compensation term to neutralise the estimation error caused by time-varying coefficients. A rigorous proof of convergence is also provided. Simulations show that the new algorithm significantly outperforms standard RLS, exhibiting better tracking performance and faster convergence. Flight tests on a T-REX 800 helicopter Unmanned Aerial Vehicle platform show that it gives system parameter estimates that are accurate enough and converge quickly enough that flight controllers can be designed in real-time based on the online identified model.     

Widlar微电流源的特性测量与建模研究

针对现有Widlar微电流源中电阻参数计算误差较大的问题,研究了一种基于Laguerre多项式拟合曲线的误差校正方法,并使用递推最小二乘法(RLS)对拟合曲线的模型参数进行递推计算,使得拟合曲线高精度拟合Widlar微电流源的非线性特性.研究结果表明,该方法具有很高的电阻参数计算精度,最大相对误差小于0.0963％,在Widlar微电流源设计领域具有重要的应用价值.     

一种不完全信息下递推辨识方法及收敛性分析

针对信号在网络环境下传输带来不完全信息使得在线参数辨识算法和收敛性困难的问题, 不同于传统递推最小二乘方法, 本文提出了一种不完全信息下递推辨识方法并分析其收敛性. 首先运用伯努利分布刻画引起不完全信息的数据丢包特性, 然后基于辅助模型方法补偿不完全信息并构造了新的数据信息矩阵, 并运用矩阵正交变换性质对数据信息矩阵进行QR分解, 推导了融合网络参数的递推辨识新算法, 理论证明了在不完全信息下递推参数辨识算法的收敛性. 最后仿真结果验证了所提方法的可行性和有效性.     

近似非齐次无偏GM(1,1) 模型的递推解法及应用

针对传统近似非齐次灰建模可能出现参数复数解的问题, 提出无偏灰色GM(1,1) 模型的递推解法, 从而减少由差分方程向微分方程跳跃而导致误差的问题. 给出不同初始条件下非齐次无偏GM(1,1) 模型的递推预测公式,并在此基础上, 将递推公式运用于时间序列分段, 提出基于近似非齐次无偏GM(1,1) 模型的时间序列分段表示方法. 实例结果表明, 所提出的递推模型能够获得较高的拟合精度, 分析结果验证了基于灰色预测模型在时间序列分段表示中的有效性和实用性.

     

Recursive identification for Hammerstein–Wiener systems with dead-zone input nonlinearity

A new recursive algorithm is proposed for the identification of a special form of Hammerstein–Wiener system with dead-zone nonlinearity input block. The direct motivation of this work is to implement on-line control strategies on this kind of system to produce adaptive control algorithms. With the parameterization model of the Hammerstein–Wiener system, a special form of model estimation error is defined; and then its approximate formula is given for the following derivation. Based on these, a recursive identification algorithm is established that aims at minimizing the sum of the squared parameter estimation errors. The conditions of uniform convergence are obtained from the property analysis of the proposed algorithm and an adaptive setting method for a weighted factor in the algorithm is given, which enhances the convergence of the proposed algorithm. This algorithm can also be used for the identification of the Hammerstein systems with dead-zone nonlinearity input block. Three simulation examples show the validity of this algorithm.     

Adaptive forgetting in recursive identification through multiple models†

A new recursive identification method, adaptive forgetting through multiple models (AFMM) is presented and evaluated using computer simulations. AFMM is especially suited for identification of systems with jumping or rapidly changing parameters. It can be viewed as a particular way of implementing adaptive gains or adaptive forgetting factors for recursive identification. The new method essentially consists of multiple recursive least-squares (RLS) algorithms running in parallel, each with a corresponding weighting factor. The simulations indicate that AFMM is able to track rapidly changing parameters well, and that the method is robust in several respects.     

基于自适应重叠系数的T-S 模型在线辨识算法及应用

为使T-S模型在线辨识时能够更加合理地划分模糊空间,提出一种根据相邻聚类中心距离确定模糊空间重叠系数的方法.将该方法与一次完成最小二乘法、递推最小二乘法相结合,得到了一种辨识精度较高的T-S模型在线辨识算法.以某型号单晶炉热场的实际运行数据为对象,应用所提出的算法对热场模型进行在线辨识.辨识结果表明,由该辨识算法得到的单晶炉热场模型具有较高的精度.     

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．     

递推子空间模型辨识算法的研究与仿真

为了很好的解决在线辨识系统模型问题,在对子空间模型辨识研究的基础上,结合递推最小二乘算法和子空问状态辨识方法。推导了子空间状态辨识的递推算法。该算法不仅解决了在线辨识问题,而且算法简单,计算方便,很好地克服了在线辨识时子空间矩阵维数的变化问题。经仿真研究表明,该递推算法克服了一次完成算法在大批量数据运算时,耗时大,专用内存多的缺点,而且对于测量和过程均有噪声干扰的多输入多输出系统,有很好的辨识效果,有较为广阔的应用前景。     

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.     

Research of internet worm warning system based on system identification

The frequent explosion of Internet worms has been one of the most serious problems in cyberspace security.In this paper, by analyzing the worm's propagation model, we propose a new worm warning system based on the method of system identification, and use recursive least squares algorithm to estimate the worm's infection rate. The simulation result shows the method we adopted is an efficient way to conduct Internet worm warning.     

Identification algorithm based on the approximate least absolute deviation criteria

Considering the situation that the least-squares (LS) method for system identification has poor robustness and the least absolute deviation (LAD) algorithm is hard to construct, an approximate least absolute deviation (ALAD) algorithm is proposed in this paper. The objective function of ALAD is constructed by introducing a deterministic function to approximate the absolute value function. Based on the function, the recursive equations for parameter identification are derived using Gauss-Newton iterative algorithm without any simplification. This algorithm has advantages of simple calculation and easy implementation, and it has second order convergence speed. Compared with the LS method, the new algorithm has better robustness when disorder and peak noises exist in the measured data. Simulation results show the efficiency of the proposed method.     

一种新的基于遗忘因子的递推子空间辨识算法

针对工业系统中广泛存在的时变特性, 提出一种新的递推子空间辨识算法, 实现对系统状态空间模型的在线递推估计. 为更好地跟踪系统时变特性, 研究基于遗忘因子的输入输出数据矩阵构造机制, 以提高递推算法的收敛速度; 针对算法中奇异值分解的求解问题, 将梯度型算法引入基于遗忘因子的状态子空间跟踪中, 实现对广义能观测矩阵的估计, 避免了子空间近似带来的估计有偏性; 该算法计算简单有效, 且对初值具有更高的鲁棒性; 最后给出该递推算法的性能分析, 理论证明其收敛性, 并通过仿真实例验证算法的有效性.     

一种基于ＳＩＭＯ系统的递推盲辨识算法

传统的盲辨识算潮基于通道输入的统计模型和通道输出,然而在对输入的统计特性进行准确估计时需要大量的数据,为了避免这种缺点,本文提出了一种单输入多输（SIMO)线性时不变有限单位冲击响应（ＦＩＲ）系统的盲辨识最小二乘算法,利用递推最小二乘算法求解这类算法中的ＸＬＴＫ方程,大大降低了算法对计算存储量的要求,在盲辨识的基础上,利用多项式互质的一个判别定理,通过解卷积求出ＳＩＭＯ－ＦＩＲ系统输入,最后通过实验验证了算法的有效性。     

Differential constraints for bounded recursive identification with multivariate splines

The ability to perform online model identification for nonlinear systems with unknown dynamics is essential to any adaptive model-based control system. In this paper, a new differential equality constrained recursive least squares estimator for multivariate simplex splines is presented that is able to perform online model identification and bounded model extrapolation in the framework of a model-based control system. A new type of linear constraints, the differential constraints, are used as differential boundary conditions within the recursive estimator which limit polynomial divergence when extrapolating data. The differential constraints are derived with a new, one-step matrix form of the de Casteljau algorithm, which reduces their formulation into a single matrix multiplication. The recursive estimator is demonstrated on a bivariate dataset, where it is shown to provide a speedup of two orders of magnitude over an ordinary least squares batch method. Additionally, it is demonstrated that inclusion of differential constraints in the least squares optimization scheme can prevent polynomial divergence close to edges of the model domain where local data coverage may be insufficient, a situation often encountered with global recursive data approximation.     

RGIA算法的QR分解实现

提出递推辨识算法一般形式(简称RGIA)的QR分解实现方法,并推导出相应的基 于HOUSEHOLDER变换的快速递推算法.该算法可用于各种递推辨识算法中,以减小增益 矩阵计算的误差积累和传递,提高辨识精度,同时减少了计算所需的运算量.数值仿真结果表 明该算法是正确的.     

基于递推批量最小二乘的Volterra级数辨识方法

针对用批量最小二乘方法进行 Volterra级数在线辨识计算量大 ,所需数据存储空间多 ,以及实际应用时自相关矩阵易出现病态的不足 ,提出了一种基于递推批量最小二乘的 Volterral级数辨识方法 .该方法利用观测矩阵维数固定的批量最小二乘辨识 ,形式简单 ,所需数据存储空间小 ;同时利用递推辨识的思想 ,避免了对矩阵直接求逆 ,减小了计算量 .另外 ,为了防止自相关矩阵出现病态 ,文中引入影响因子的概念对观测数据进行取舍 ,一定程度上增强辨识的数值稳定性 .最后通过一个工程实例验证了该方法的有效性 .该方法为 Volterra级数的在线辨识提供了一个重要方法