输出信号量化的双率采样系统参数辨识方法

针对双率采样和信号量化(signal quantization)[BFQB]的控制系统,采用随机重复性试验测量信息,提出基于辅助模型的双率采样量化控制系统辨识方法.分析了在随机重复试验和放松估计误差方差条件下,双率采样量化系统的模型特征并给出了分两步辨识的策略,推导了进行参数辨识所满足的持续激励条件,并给出了基于辅助模型的双率采样量化控制系统量化辨识递推算法;接着分析了所给出量化辨识递推算法的收敛性,得到了双率采样量化系统参数估计误差上界的计算式,最后数字仿真验证了该算法及结论的有效性.     

State estimation and parameter identification method for dual-rate system based on improved Kalman prediction

For the dual-rate system, such as the process of space teleoperation whose control signals is partly determined by delayed feedback states, the state values and system parameters are coupled and influenced each other, which are hard to be estimated simultaneously. In this paper, we propose a novel method for this problem. Firstly, considering the asynchronism of the input and output sampling signals, an auxiliary model is modeled as a medium to the state and output functions. Secondly, the Kalman prediction algorithm is improved to estimate the state values at output signals of the dual-rate system. The general step is using the output estimated errors in original and auxiliary systems to modify the estimated state values of the auxiliary model, and then the unknown state values in original system is defined by the ones in auxiliary model. Based on improved Kalman algorithm and hierarchical identification algorithm, we present the detailed procedures of state estimation and parameter identification method for the dual-rate system. The processes of state estimation and parameter identification are calculated and modified alternately. Finally, the simulation results reveal that the state and parameters both approach to the real values and the state values converge faster than the parameters.     

Stochastic gradient algorithm for a dual-rate Box-Jenkins model based on auxiliary model and FIR model简

Based on the work in Ding and Ding （2008）, we develop a modifi ed stochastic gradient （SG） parameter estimation algorithm for a dual-rate Box-Jenkins model by using an auxiliary model. We simplify the complex dual-rate Box-Jenkins model to two fi nite impulse response （FIR） models, present an auxiliary model to estimate the missing outputs and the unknown noise variables, and compute all the unknown parameters of the system with colored noises. Simulation results indicate that the proposed method is effective.     

Analysis of dual-rate inferential control systems

For a dual-rate control system where the output sampling interval is an integer multiple of the control interval, we propose a model-based inferential control scheme which uses a fast-rate model to estimate the intersample outputs and then supply them to a controller at the fast rate. Comparing such an inferential controller with the corresponding fast single-rate controller, we conclude that the former is no better in disturbance rejection capability; however, in the presence of model-plant mismatch, the former is advantageous in stability robustness of the closed-loop system.     

Stochastic gradient algorithm for a dual-rate Box-Jenkins model based on auxiliary model and FIR model

Based on the work in Ding and Ding(2008),we develop a modifed stochastic gradient(SG)parameter estimation algorithm for a dual-rate Box-Jenkins model by using an auxiliary model.We simplify the complex dual-rate Box-Jenkins model to two fnite impulse response(FIR)models,present an auxiliary model to estimate the missing outputs and the unknown noise variables,and compute all the unknown parameters of the system with colored noises.Simulation results indicate that the proposed method is efective.     

A modified stochastic gradient based parameter estimation algorithm for dual-rate sampled-data systems

In this paper, we propose a novel identification algorithm for a class of dual-rate sampled-data systems whose input–output data are measured by two different sampling rates. A polynomial transformation technique is employed to derive a mathematical model for such dual-rate systems. The proposed modified stochastic gradient algorithm has faster convergence rate than stochastic gradient algorithms for parameter identification using the dual-rate input–output data. Convergence properties of the algorithm are analyzed. Finally, illustrative and comparison examples are provided to verify the effectiveness and performance improvement of the proposed method.     

Combined parameter and output estimation of dual-rate systems using an auxiliary model

For a dual-rate sampled-data system, an auxiliary model based identification algorithm for combined parameter and output estimation is proposed. The basic idea is to use an auxiliary model to estimate the unknown noise-free output (true output) of the system, and directly to identify the parameters of the underlying fast single-rate model from the dual-rate input-output data. It is shown that the parameter estimation error consistently converges to zero under generalized or weak persistent excitation conditions and unbounded noise variance, and that the output estimates uniformly converge to the true outputs. An example is included.     

Performance Analysis of The Auxiliary‐Model‐Based Multi‐Innovation Stochastic Newton Recursive Algorithm for Dual‐Rate Systems

The stochastic Newton recursive algorithm is studied for dual‐rate system identification. Owing to a lack of intersample measurements, the single‐rate model cannot be identified directly. The auxiliary model technique is adopted to provide the intersample estimations to guarantee the recursion process continues. Intersample estimations have a great influence on the convergence of parameter estimations, and one‐step innovation may lead to a large fluctuation or even divergence during the recursion. In the meantime, the sample covariance matrix may appear singular. The recursive process would cease for these reasons. In order to guarantee the recursion process and to also improve estimation accuracy, multi‐innovation is utilized for correcting the parameter estimations. Combining the auxiliary model and multi‐innovation theory, the auxiliary‐model‐based multi‐innovation stochastic Newton recursive algorithm is proposed for time‐invariant dual‐rate systems. The consistency of this algorithm is analyzed in detail. The final simulations confirm the effectiveness of the proposed algorithm.     

Generalized Yule-walker and two-stage identification algorithms for dual-rate systems

1 Introduction Presenting new identification methods and performance analysis of identification algorithms under weak conditions are everlasting themes and melodies of identification studies and are also my everlasting pursuits in life [1～4]. Multirate systems with different input and output sampling periods are very active in process industries [5～7], e.g. fermenta- tion processes [8], and petroleum production [9]. The stud- ies of multirate systems involve various areas of control, in- clu…     

Generalized Yule-walker and two-stage identification algorithms for dual-rate systems

In this paper, two approaches are developed for directly identifying single-rate models of dual-rate stochas- tic systems in which the input updating frequency is an integer multiple of the output sampling frequency. The first is the generalized Yule-Walker algorithm and the second is a two-stage algorithm based on the correlation technique. The basic idea is to directly identify the parameters of underlying single-rate models instead of the lifted models of dual-rate systems from the dual-rate input-output data, assuming that the measurement data are stationary and ergodic. An example is given.     

Modeling and Identification of Multirate Systems

Multirate systems are abundant in industry; for example, many soft-sensor design problems are related to modeling, parameter identification, or state estimation involving multirate systems. The study of multirate systems goes back to the early 1950s, and has become an active research area in systems and control. This paper briefly surveys the history of development in the area of multirate systems, and introduces some basic concepts and latest results on multirate systems, including a polynomial transformation technique and the lifting technique as tools for handling multirate systems, lifted state space models, parameter identification of dual-rate systems, how to determine fast single-rate models from dual-rate models and directly from dual-rate data, and a hierarchical identification method for general multirate systems. Finally, some further research topics for multirate systems are given.     

Input-to-state stabilization for nonlinear dual-rate sampled-data systems via approximate discrete-time model

The problem of state feedback stabilization of nonlinear sampled-data systems is considered under the “low measurement rate” constraint. A dual-rate control scheme is proposed that utilizes a numerical integration scheme to approximately predict the current state. Given an approximate discrete-time model of a sampled nonlinear plant and given a family of controllers that stabilizes the plant model in input-to-state sense, we show that under some standard assumptions the closed loop dual-rate sampled data system is input-to-state stable in the semiglobal practical sense.     

基于随机梯度的双率系统自校正控制方法

针对输入更新频率是输出刷新频率整数倍的未知参数双率系统,设计一个损失输出估计器计算采样间输出,再根据随机梯度算法设计参数估计器并得到系统模型的估计参数,基于最小方差控制原则设计出双率系统的自适应控制器。通过与基于最小二乘方法辨识系统参数的自适应控制算法进行比较,可以看出该算法的计算量较小,尤其是在输入数据更新频率与输出数据刷新频率相差较大时,计算量的差距更加明显。最后用仿真例子说明了该算法的有效性。     

输出时滞双率采样系统的鲁棒迭代学习控制

针对一类带有输出时滞的单输入单输出双率采样系统,提出一种鲁棒迭代学习控制算法.首先,利用提升技术将带有输出时滞的双率采样系统转化为无时滞形式的慢速率采样的状态空间模型,并基于二维(2D)系统理论,将迭代学习控制过程转化为等价2D模型;然后利用线性矩阵不等式(LMI)技术,给出确保系统稳定的充分条件和鲁棒控制器设计方法;最后,通过3层液位贮槽系统的液位控制仿真验证所提出方法的可行性和有效性.     

A function space approach to sampled data control systems andtracking problems

This paper presents a new framework for hybrid sampled data control systems. Instead of considering the state only at sampling instants, this paper introduces a function piece during the sampling period as the state and gives an infinite-dimensional model with such a state space. This gives the advantage that sampled data systems with built-in intersample behavior can be regarded as linear, time-invariant, discrete-time systems. As a result, the approach makes it possible to introduce such time-invariant concepts as transfer functions, poles, and zeros to the sampled data systems even with the presence of the intersample behavior. In particular, tracking problems can be studied in this setting in a simple and unified way, and ripples are completely characterized as a mismatch between the intersample reference signal and transmission zero directions. This leads to the internal model principle for sampled data systems     

Output feedback stabilization of nonlinear dual-rate sampled-data systems via an approximate discrete-time model

The problem of output feedback stabilization of nonlinear sampled-data control systems is considered under the low measurement rate constraint. A dual-rate control scheme is proposed that utilizes a numerical integration scheme to approximately predict the missing output values between measured output samples. It is shown that if an observer-based output feedback controller that semiglobally practically asymptotically (SPA) stabilizes the single-rate sampled-data plant model is given, then the SPA stability property will be preserved for the closed-loop dual-rate sampled-data system, on the basis of the proposed dual-rate control scheme under standard assumptions. A numerical example is given to illustrate the design method.     

噪声强度不确定的连续系统的鲁棒采样估计

基于内采产特性讨论噪声强度不确定的连续系统的鲁棒采样估计问题,主要目的是为这类不确定系统设计离散滤波器,使每个状态的估计误差方差不大于预先指定值,从而获得满意的稳态滤波特性,文中首先研究了仅有模型噪声强度不确定时的情形,随后说明当测量噪声强度不确定时可用同样方法进行研究,最后用数值例子说明了本文设计方法的有用性和有效性。     

基于协同PSO算法的非均匀采样系统辨识

对于非均匀采样数据的双率系统,运用提升技术,得到系统离散状态空间模型,变换得到相应的传递函数模型。讨论在有色噪声和白噪声的干扰下,提出了利用协同粒子群（Cooperative Particle Swarm Optimization,CPSO）的新颖算法,通过实验仿真对比传统的算法和协同PSO算法的精度和鲁棒性,证明新型算法的有效性和合理性。     

A GRADIENT BASED ADAPTIVE CONTROL ALGORITHM FOR DUAL‐RATE SYSTEMS

In this paper, using a polynomial transformation technique, we derive a mathematical model for dual‐rate systems. Based on this model, we use a stochastic gradient algorithm to estimate unknown parameters directly from the dual‐rate input‐output data, and then establish an adaptive control algorithm for dual‐rate systems. We prove that the parameter estimation error converges to zero under persistent excitation, and the parameter estimation based control algorithm can achieve virtually asymptotically optimal control and ensure the closed‐loop systems to be stable and globally convergent. The simulation results are included.     

双线性状态空间系统的状态观测器设计

针对受过程噪声和量测噪声干扰的双线性状态空间系统,研究其状态估计算法.借助双线性系统的特殊结构,将其等价表示为线性时变模型,推导基于Kalman滤波的状态估计算法.针对线性时变模型中存在的未知变量,基于辅助模型辨识思想,通过构造一个辅助模型,将未知变量用该模型的输出代替,提出基于辅助模型的双线性系统状态估计算法.构造双线性状态观测器,引入delta算子极小化状态估计误差协方差矩阵,从而得到最优状态估计增益,并提出基于delta算子的双线性系统状态估计算法.所提出的算法能够避免线性化过程带来的估计精度差的问题,提高双线性系统的状态估计精度.通过仿真实验验证了所提出算法的有效性,并对比分析了不同噪声情况下所提出算法的估计效果.