应用粒子群优化的非线性系统辨识

提出了一种应用粒子群优化的非线性系统辨识方法。首先将非线性系统的辨识问题转化为参数空间上的优化问题,然后利用粒子群优化算法对整个参数空间进行高效并行搜索以获得系统参数的最优估计。以Hammerstein模型的辨识为例说明了本方法的可行性。     

变遗忘因子递推最小二乘Hammerstein系统辨识算法

摘.要:本论文研究了单输入单输出非线性Hammerstein系统的辨识问题,提出了一种具有变遗忘因子的递推最小二乘算法.由于Hammerstein系统模型的非线性特征,传统的递推最小二乘算法无法直接用来解决该系统的辨识问题.为此,论文将Hammerstein系统参数进行了映射变换,使得变换后的系统参数与Hammerst...     

面向窃听用户的RIS-MISO系统鲁棒资源分配算法

针对信道不确定性影响、用户信息泄露和能效提升等问题,该文提出一种基于不完美信道状态信息的可重构智能反射面(RIS)多输入单输出系统鲁棒资源分配算法。首先,考虑能量收集最小接收功率约束、合法用户最小保密速率约束、基站最大发射功率约束及RIS相移约束,基于有界信道不确定性,建立一个联合优化基站主动波束、能量波束、RIS相移矩阵的多变量耦合非线性资源分配问题。然后,利用Dinkelbach,S-procedure和交替优化方法,将原非凸问题转换成确定性凸优化问题,并提出一种基于连续凸近似的交替优化算法。仿真结果表明,与传统非鲁棒算法对比,所提算法具有较低的中断概率。     

改进的PSO算法在非线性模型参数辨识中的应用

参数辨识是过程建模的基础,对于参数辨识问题提出了许多不同的方法.针对传统模型参数辩识方法和遗传算法用于模型参数辨识时的缺点,提出一种基于微粒群优化(PSO)算法的模型参数辨识方法,利用PSO算法的强大优化能力,通过对算法的改进,将过程模型的每个参数作为微粒群体中的一个微粒,利用微粒群体在参数空间进行高效并行的搜索,以获得过程模型的最佳参数值,并将其用于对非线性系统模型的参数辨识,可有效提高参数辨识的精度和效率.该方法应用到实际例子中,获得了满意的辨识精度和效率,得到较为精确的过程模型,模型输出与实际输出基本一致,仿真结果令人满意.实例仿真结果表明,微粒群算法为非线性系统模型参数辨识提供了一种有效的途径.     

哈默斯坦非线性时变系统的加权学习辨识方法

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。     

基于IRS辅助的SWIPT物联网系统安全波束成形设计

为满足绿色万物互联的智能信号处理部署和物理层安全的新要求,针对基于智能反射面辅助的无线携能通信物联网系统中可持续能量供应紧缺问题,提出了一种安全波束成形设计方法。考虑保密速率、发射功率和IRS反射相移约束,以最大化能量采集器采集功率为目标,联合优化基站发射波束成形矩阵和干扰机协方差矩阵以及IRS相移,将优化问题建模为具有二次型约束的非凸二次型规划问题。利用松弛变量、半定松弛法、辅助变量和序列参数凸逼近法将非凸的二次型问题转化为等价的凸问题,并提出一种交替迭代优化算法获取原问题的可行解。仿真结果表明,所提算法能够快速收敛,且与基准方案相比能有效地提升性能。     

IRS和人工噪声辅助的MIMO-SWIPT系统安全传输方案设计

针对多天线无线携能通信系统中能量收集节点作为潜在窃听者的信息安全问题，提出了一种智能反射面(Intelligent Reflecting Surface, IRS)和人工噪声辅助的物理层安全传输方案。首先考虑发射功率、能量收集门限以及IRS单位模约束，以最大化系统安全速率为优化目标，在合法用户直射链路不可用的情况下，联合设计发射端波束赋形矩阵、人工噪声协方差矩阵以及IRS相移矩阵，建模一非线性多变量耦合的非凸优化问题；接着利用均方误差准则等价转换非凸目标函数，并利用连续凸逼近方法(Successive Convex Approximation, SCA)处理非凸的能量收集约束；最后基于交替优化框架，分别用拉格朗日对偶方法和基于价格机制的优化最小化(Majorization-Minimization, MM)算法求解发射端变量和IRS端变量。仿真结果表明，与现有方案相比，所提算法能够在保障能量收集需求的同时大幅度提升系统的安全性能。     

基于低截获概率优化的雷达组网系统最优功率分配算法(英文)

针对现代电子战中对低截获概率(LPI)技术的需求,该文提出了一种基于LPI性能优化的最优功率分配算法。该文首先推导了雷达组网系统的Schleher截获因子。然后,以最小化系统的Schleher截获因子为目标,在满足系统跟踪性能要求的前提下,通过优化组网雷达的功率配置,提升雷达组网系统的LPI性能。并用基于非线性规划的遗传算法(NPGA)对此非凸、非线性约束优化问题进行了求解。仿真结果验证了所提算法的有效性。     

可重构智能表面辅助的非正交多址接入网络鲁棒能量效率资源分配算法

为提高非正交多址接入(NOMA)网络的鲁棒性和系统能效(EE),考虑了不完美信道状态信息,该文提出一种可重构智能表面(RIS)辅助的NOMA网络鲁棒能效最大资源分配算法。考虑用户信干噪比(SINR)中断概率约束、基站的最大发射功率约束以及连续相移约束,建立了一个非线性的能效最大化资源分配模型。用Dinkelbach方法将分式形式的目标函数转换为线性的参数相减的形式,利用S-procedure方法将含有信道不确定性的SINR中断概率约束转换成确定性形式,利用交替优化算法将多变量耦合的非凸优化问题分解成多个凸优化子问题,最后用CVX对分解出的子问题进行求解。仿真结果表明,在EE方面,所提算法比无可重构智能表面(RIS)算法提高了7.4%。在SINR中断概率方面,所提算法比非鲁棒算法降低了85.5%。     

平方根变步长lp范数LMS算法的稀疏系统辨识

针对稀疏未知系统的辨识问题,提出了一种基于lp(0相似文献   

Adaptive polynomial filters

Adaptive nonlinear filters equipped with polynomial models of nonlinearity are explained. The polynomial systems considered are those nonlinear systems whose output signals can be related to the input signals through a truncated Volterra series expansion or a recursive nonlinear difference equation. The Volterra series expansion can model a large class of nonlinear systems and is attractive in adaptive filtering applications because the expansion is a linear combination of nonlinear functions of the input signal. The basic ideas behind the development of gradient and recursive least-squares adaptive Volterra filters are first discussed. Adaptive algorithms using system models involving recursive nonlinear difference equations are then treated. Such systems may be able to approximate many nonlinear systems with great parsimony in the use of coefficients. Also discussed are current research trends and new results and problem areas associated with these nonlinear filters. A lattice structure for polynomial models is described     

Adaptive model-based motion estimation

A general discrete-time, adaptive, multidimensional framework is introduced for estimating the motion of one or several object features from their successive nonlinear projections on an image plane. The motion model consists of a set of linear difference equations with parameters estimated recursively from a nonlinear observation equation. The model dimensionality corresponds to that of the original, nonprojected motion space, thus allowing to compensate for variable projection characteristics such as paning and zooming of the camera. Extended recursive least-squares and linear-quadratic tracking algorithms are used to adaptively adjust the model parameters and minimize the errors of either smoothing, filtering or prediction of the object trajectories in the projection plane. Both algorithms are derived using a second order approximation of the projection nonlinearities. All the results presented here use a generalized vectorial notation suitable for motion estimation of any finite number of object features and various approximations of the nonlinear projection. The application of the model-based motion estimator for temporal decimation/interpolation in digital video sequence compression systems is presented.     

Numeric Variable Forgetting Factor RLS Algorithm for Second-Order Volterra Filtering

Nonlinear adaptive filtering techniques for system identification (based on the Volterra model) are widely used for the identification of nonlinearities in many applications. In this correspondence, the improved tracking capability of a numeric variable forgetting factor recursive least squares (NVFF-RLS) algorithm is presented for first-order and second-order time-varying Volterra systems under a nonstationary environment. The nonlinear system tracking problem is converted into a state estimation problem of the time-variant system. The time-varying Volterra kernels are governed by the first-order Gauss–Markov stochastic difference equation, upon which the state-space representation of this system is built. In comparison to the conventional fixed forgetting factor recursive least squares algorithm, the NVFF-RLS algorithm provides better channel estimation as well as channel tracking performance in terms of the minimum mean square error (MMSE) for first-order and second-order Volterra systems. The NVFF-RLS algorithm is adapted to the time-varying signals by using the updating prediction error criterion, which accounts for the nonstationarity of the signal. The demonstrated simulation results manifest that the proposed method has good adaptability in the time-varying environment, and it also reduces the computational complexity.     

Adaptive derivative estimation for delay-constrained accelerationmeasurement

The well-known noise problem in digital differentiation is addressed by means of using adaptive digital filtering for signal pre-processing. Rapidly responding differentiators with low-noise output can be constructed by using the adaptive filter in a predictor configuration. As the prefilter is adaptive, the approximation is more flexible than polynomial fitting. The recursive least-squares adaptive algorithm is used for prediction     

Design and performance of adaptive systems based on structured stochastic optimization strategies

The theory and design of linear adaptive filters based on FIR filter structures is well developed and widely applied in practice. However, the same is not true for more general classes of adaptive systems such as linear infinite impulse response adaptive filters (MR) and nonlinear adaptive systems. This situation results because both linear IIR structures and nonlinear structures tend to produce multi-modal error surfaces for which stochastic gradient optimization strategies may fail to reach the global minimum. After briefly discussing the state of the art in linear adaptive filtering, the attention of this paper is turned to MR and nonlinear adaptive systems for potential use in echo cancellation, channel equalization, acoustic channel modeling, nonlinear prediction, and nonlinear system identification. Structured stochastic optimization algorithms that are effective on multimodal error surfaces are then introduced, with particular attention to the particle swarm optimization (PSO) technique. The PSO algorithm is demonstrated on some representative IIR and nonlinear filter structures, and both performance and computational complexity are analyzed for these types of nonlinear systems.     

非线性贝叶斯滤波算法综述

滤波的目的是从序贯量测中在线、实时地估计和预测出动态系统的状态和误差的统计量。从递归贝叶斯估计的框架出发,对非线性滤波算法作了统一描述,并根据对后验概率密度的近似方法的不同,把非线性滤波划归为3类:基于函数近似的滤波方法、基于确定性采样的滤波方法和基于随机采样的滤波方法。对这些非线性滤波的原理、方法及特点做了分析和评述,最后介绍了非线性滤波研究的新动态,并对其发展作了展望。     

Gain-Constrained Extended Kalman Filtering with Stochastic Nonlinearities and Randomly Occurring Measurement Delays

In this paper, the gain-constrained extended Kalman filtering problem is studied for discrete time-varying nonlinear system with stochastic nonlinearities and randomly occurring measurement delays. Both deterministic and stochastic nonlinearities are simultaneously present in the model, where the stochastic nonlinearities are described by first moment and can encompass several classes of well-studied stochastic nonlinear functions. A diagonal matrix composed of mutually independent Bernoulli random variables is introduced to reflect the phenomenon of randomly occurring measurement delays caused by unfavorable network conditions. The aim of the addressed filtering problem is to design a finite-horizon recursive filter such that, for all stochastic nonlinearities, randomly occurring measurement delays and gain constraint, the upper bound of the cost function involving filtering error is minimized at each sampling time. It is shown that the filter gain is obtained by solving matrix equations. A numerical simulation example is provided to illustrate the effectiveness of the proposed algorithm.     

Making sense of a complex world [chaotic events modeling]

Addresses the identification of nonlinear systems from output time series, which we have called dynamic modeling. We start by providing the mathematical basis for dynamic modeling and show that it is equivalent to a multivariate nonlinear prediction problem in the reconstructed space. We address the importance of dynamic reconstruction for dynamic modeling. Recognizing that dynamic reconstruction is an ill-defined inverse problem, we describe a regularized radial basis function network for solving the dynamic reconstruction problem. Prior knowledge in the form of smoothness of the mapping is imposed on the solution via regularization. We also show that, in time-series analysis, some form of regularization can be accomplished by using the structure of the time series instead of imposing a smoothness constraint on the cost function. We develop a methodology based on iterated prediction to train the network weights with an error derived through trajectory learning. This method provides a robust performance because during learning the weights are constrained to follow a trajectory. The dynamic invariants estimated from the generated time series are similar to the ones estimated from the original time series, which means that the properties of the attractor have been captured by the neural network. We finally raise the question that generalized delay operators may have advantages in dynamic reconstruction, primarily in cases where the time series is corrupted by noise. We show how to set the recursive parameter of the gamma operator to attenuate noise and preserve the dynamics     

BEACON: an adaptive set-membership filtering technique with sparseupdates

This paper deals with adaptive solutions to the so-called set-membership filtering (SMF) problem. The SMF methodology involves designing filters by imposing a deterministic constraint on the output error sequence. A set-membership decision feedback equalizer (SM-DFE) for equalization of a communications channel is derived, and connections with the minimum mean square error (MMSE) DFE are established. Further, an adaptive solution to the general SMF problem via a novel optimal bounding ellipsoid (OBE) algorithm called BEACON is presented. This algorithm features sparse updating, wherein it uses about 5-10% of the data to update the parameter estimates without any loss in mean-squared error performance, in comparison with the conventional recursive least-squares (RLS) algorithm. It is shown that the BEACON algorithm can also be derived as a solution to a certain constrained least-squares problem. Simulation results are presented for various adaptive signal processing examples, including estimation of a real communication channel. Further, it is shown that the algorithm can accurately track fast time variations in a nonstationary environment. This improvement is a result of incorporating an explicit test to check if an update is needed at every time instant as well as an optimal data-dependent assignment to the updating weights whenever an update is required