共查询到20条相似文献,搜索用时 93 毫秒
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现有很多方法都属局部搜索方法,不能保证得到问题的全部全局最优解,而基于区间分析的区间全局优化算法则能在给定精度范围内求出问题的全部全局最优解,并能给出满足要求的包含最优解的任意小区间。基于此,给出了非线性回归模型参数估计的区间全局优化算法,论述了算法求解问题的基本思想、解算步骤、基本算法和加速工具等,并将其应用于非线性回归模型参数估计中,仿真实验结果验证了所给算法的可行性和有效性. 相似文献
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基于子空间迭代的Prony模型参数估计 总被引:1,自引:0,他引:1
在Prony模型满足充分必要条件的非线性最小二乘最优解的基础上,给出了Prony模型基于子空间迭代的非线性最小二乘参数估计(ISNLSE).基于对最优解几何结构的认识,导出了一个合理的"收敛控制条件",并构造了一个充分有效的算法;既加深了对问题求解的认识,又大大地改进了算法的收敛性和有效性.最后,用一个简单的例子阐明这一迭代过程,其结果和"扩充的ESPRIT算法"的结果作了比较. 相似文献
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针对有限区间哈默斯坦(Hammerstein)非线性时变系统,该文提出一种加权迭代学习算法用以估计系统时变参数。首先将Hammerstein系统输入非线性部分进行多项式展开,采用迭代学习最小二乘算法辨识系统的时变参数。为了防止数据饱和,采用带遗忘因子的迭代学习最小二乘算法,进而引入权矩阵,采用加权迭代学习最小二乘算法改进系统跟踪误差,以提高辨识精度。该文分别给出3种算法的推导过程并进行仿真验证。结果表明,与迭代学习最小二乘算法和带遗忘因子迭代学习最小二乘算法相比,加权迭代学习最小二乘算法具有辨识精度高、跟踪误差小以及迭代次数少等优点。 相似文献
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固态介质击穿寿命特性通常用威布尔分布来描述,形状参数卢反应了固态介质的失效特征,因而需要精确估计β值.提出了在小样本情况下基于最小二乘支持向量机(LSSVM)的参数评估方法,并给出了LSSVM在MOS电容与时间有关的击穿寿命分布评估中的应用实例,并与常规的最小二乘评估方法相比,得到的结果表明LSSVM的评估精度更高(均方误差更小)、鲁棒性更好,在小样本情况下能更精确地确定威布尔分布的形状参数. 相似文献
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本文提出基于GA-LS指数衰减正弦信号的参数估计方法,根据系统模型特性将待估计参数分成两类,非线性类和线性类,将遗传算法和最小二乘法估计结合起来对参数进行估计。在观察与分析信号的频域特征后,确定各非线性部分的参数范围,采用遗传算法在参数空间里搜索,再用当下最优的非线性类参数,通过最小线性二乘法确定线性类参数。通过缩小了遗传算法的搜索空间维数,考虑了系统的线性部分参数间的约束关系,达到提高参数的搜索效率,提高参数的估计精度。大量仿真实验表明算法收敛速度优于标准遗传算法,精度高。用于估计冲击实验的采集信号满足实际需要。 相似文献
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针对Wiener非线性时变系统的参数辨识问题,该文提出一种基于重复轴的迭代学习算法来实现对时变甚至突变参数的估计.文中将维纳系统输出非线性部分的反函数进行多项式展开,进而构造了回归模型,未知参数及中间变量用其估计替代,分别给出了采用迭代学习梯度算法和迭代学习最小二乘算法实现时变参数辨识的方法.仿真结果表明,与带遗忘因子的递推算法和迭代学习梯度算法相比,迭代学习最小二乘算法更具有参数估计收敛速度快,辨识精度高,系统输出误差小等优势,验证了所提学习算法的有效性. 相似文献
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针对Wiener非线性时变系统的参数辨识问题,该文提出一种基于重复轴的迭代学习算法来实现对时变甚至突变参数的估计.文中将维纳系统输出非线性部分的反函数进行多项式展开,进而构造了回归模型,未知参数及中间变量用其估计替代,分别给出了采用迭代学习梯度算法和迭代学习最小二乘算法实现时变参数辨识的方法.仿真结果表明,与带遗忘因子... 相似文献
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本文对噪声未知的CARMA模型,用自适应线性增强器与自适应滤波器并联,作CARMA模型的噪声估计器,以最小二乘法估计参数,形成了一种适用于CARMA模型的两步估计法。 相似文献
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We present a new approach to joint state and parameter estimation for a target-directed, nonlinear dynamic system model with switching states. The model, recently proposed for representing speech dynamics, is called the hidden dynamic model (HDM). The model parameters, subject to statistical estimation, consist of the target vector and the system matrix (also called "time-constants"), as well as parameters characterizing the nonlinear mapping from the hidden state to the observation. We implement these parameters as the weights of a three-layer feedforward multilayer perceptron (MLP) network. The new estimation approach is based on the extended Kalman filter (EKF), and its performance is compared with the traditional expectation-maximization (EM) based approach. Extensive simulation results are presented using both approaches and under typical HDM speech modeling conditions. The EKF-based algorithm demonstrates superior convergence performance compared with the EM algorithm, but the former suffers from excessive computational loads when adopted for training the MLP weights. In all cases, the simulated model output converges to the given observation sequence. However, only in the case where the MLP weights or the target vector are assumed known do the time-constant parameters converge to their true values. We also show that the MLP weights never converge to their true values, thus demonstrating the many-to-one mapping property of the feedforward MLP. We conclude that, for the system to be identifiable, restrictions on the parameter space are needed. 相似文献
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A linear and nonlinear autoregressive (AR) moving average (MA) (ARMA) identification algorithm is developed for modeling time series data. The new algorithm is based on the concepts of affine geometry in which the salient feature of the algorithm is to remove the linearly dependent ARMA vectors from the pool of candidate ARMA vectors. For noiseless time series data with a priori incorrect model-order selection, computer simulations show that accurate linear and nonlinear ARMA model parameters can be obtained with the new algorithm. Many algorithms, including the fast orthogonal search (FOS) algorithm, are not able to obtain correct parameter estimates in every case, even with noiseless time series data, because their model-order search criteria are suboptimal. For data contaminated with noise, computer simulations show that the new algorithm performs better than the FOS algorithm for MA processes, and similarly to the FOS algorithm for ARMA processes. However, the computational time to obtain the parameter estimates with the new algorithm is faster than with FOS. Application of the new algorithm to experimentally obtained renal blood flow and pressure data show that the new algorithm is reliable in obtaining physiologically understandable transfer function relations between blood pressure and flow signals. 相似文献
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大气下行辐射是地表辐射和能量平衡中的一个关键参数, 在反演地表温度和发射率、开展气候变化研究
中起着关键作用。基于现有的大气下行辐射测量方法的分析比较, 开展了合肥大气下行长波辐射的研究。利用
MODTRAN 辐射传输模型模拟计算了合肥大气下行辐射通量, 并以该方法获取的大气下行辐射通量为基准, 对广
泛应用的个晴天经验模型进行性能评价, 验证了 Idso 模型和 Ångstrom ¨ 模型对于合肥大气条件的适用性。进而利用
MODTRAN 辐射传输模型模拟数据对 Idso 模型中的参数进行修正, 提高了该模型的模拟精度。该研究为方便快捷准
确地获取合肥大气下行辐射通量提供了可靠方法。 相似文献
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针对在跳频信号跳变时刻和跳变频率估计方面实时性和估计精度无法同时兼顾的问题,提出了一种基于短时傅立叶变换(STFT)和多重信号分类(MUSIC)算法的跳频信号参数估计方法。在建立跳频信号数学模型的基础上,利用STFT选取较大时间窗对整个信号在时域进行粗搜索,生成时频谱图,提取时频脊线从而获得跳变时刻,然后选取较小时间窗在已知跳变时间段利用STFT进行跳变时刻的细估计,并利用MUSIC算法进行频率的精确估计。该方法利用STFT的二次估计,减少了MUSIC搜索范围,从而降低了时间开销。仿真表明该算法的跳变时刻频率估计精度高,实时性能满足参数测量需求。 相似文献
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ter extraction method is further validated by comparing the modeled and simulated S-parameters as a function of frequency. 相似文献