An Interacting Multiple Model Approach for State Estimation with Non‐Gaussian Noise Using a Variational Bayesian Method

The conventional interacting multiple models (IMM) approach for a hybrid system under the Gaussian assumption is limited for most real applications due to the noisy measurements often being in the presence of outliers. This paper aims at accommodating the IMM approach to the non‐Gaussian cases where outliers exist. In the proposed IMM algorithm, the Student‐t distribution is used to model the non‐Gaussian measurement noise. At the interaction step, the mixed statistics of the noise parameter under a Bayesian framework are obtained via a Gamma approximation and a recently reported moments matching method. To address the state noise‐coupled intractability in Bayesian filtering, a variational Bayesian method is utilized to approximate the posterior distributions of the noise and state recursively. The proposed algorithm is tested with a maneuvering target tracking example and is shown to be robust to the outliers.     

Moving from the Consortium to the Reference Desk: Keeping Chat and Improving Reference at the MSU Libraries

The experience of the Mississippi State University (MSU) Libraries illustrates the challenges presented by moving from consortial to local chat, as well as an evaluation of the advantages of chat reference in an academic setting. Countering the consortial, instant-messaging model prevalent in virtual reference today, the MSU Libraries have found chat offers advantages in an academic community. Moving to a local setting, it was possible for the MSU Libraries to maintain quality control over chat transactions while building relationships with faculty and students across campus.     

基于策略的安全模型研究

设计了一个基于策略的安全模型PMA（Policy Middleware Application）。PMA将安全管理目标及需求用形式化策略语言描述,实现了安全管理目标与应用技术的结合;借助中间件实施对安全模块的管理,将系统业务逻辑与安全行为分离,增强了安全防护的灵活性和扩展性;借助基于事件状态驱动的形式化分析方法,实现了基于策略的安全行为和状态的控制。     

报纸零售机的设计

针对国内情况,设计一个能识别投入的硬币面额大小和数量的街头报纸零售机,该报纸零售机能根据投入的硬币面额大小和数量而确定是否送出报纸和找回多余的零钱。此报纸零售机全硬件设计,电路简单,功能稳定,可靠性强,有一定的应用价值。     

基于粒子群优化的交叉口公交优先控制研究

以四相位单交叉口为研究对象,计算推导交叉口的延误计算模型,包括公交优先相位减少的延误以及非公交优先相位增加的延误。模型以减少人总延误最大为控制目标,采用粒子群算法优化求解,从而得到最优的绿信比,并通过仿真算例验证算法的有效性。     

电液负载模拟器的二次型最优控制算法

电液负载模拟器属于被动式加载系统,受载对象的自主运动和加载装置的运动相互耦合,所产生的位置扰动会引起多余力。为抑制多余力建立了电液负载模拟器的状态空间模型,利用线性二次型最优控制理论设计了最优控制算法,算法具有最优状态反馈、最优前馈补偿和外扰补偿,使得电液负载模拟器的性能有明显提高。电液负载模拟器的仿真计算结果表明,利用最优控制算法设计的电液负载模拟器较好地抑制了多余力,从而较好地跟踪力指令。     

Testing Forecast Accuracy of Foreign Exchange Rates: Predictions from Feed Forward and Various Recurrent Neural Network Architectures

In this research, we work with data of futures contracts on foreign exchange rates for British pound (BP), Canadian dollar (CD), and Japanese yen (JY) that are traded at the Chicago Mercantile Exchange (CME) against US dollars. We model relationships between exchange rates in these currencies using linear models, feed forward artificial neural networks (ANN), and three versions of recurrent neural networks (RNN1, RNN2 and RNN3) for predicting exchange rates in these currencies against the US dollar. Our results on forecast evaluations based on AGS test the tests of forecast equivalence between any two competing models among the entire models employed for each of the series show that ANN and the three versions of RNN models offer superior forecasts for predicting BP, CD and JY exchange rates although the forecast evaluations based on MGN test are in sharp contrast. On the other hand forecast based on SIGN test shows that ANN and all the versions of RNN models offer superior forecasts for BP and CD in exception of JY exchange rates. The results for forecast evaluation for all the models for each of the series based on summary measures of forecast evaluations show that RNN3 model appears to offer the most accurate predictions of BP and RNN1 for JP exchange rates. However, none of the RNN models appear to be statistically superior to the benchmark (i.e., linear model) for predicting CD exchange rates.      

Decentralised control of chromatographic simulated moving bed processes based on wave front reconstruction

The behaviour of chromatographic simulated moving bed processes is described by the movement of concentration profiles through a circle of separation columns. A closed-loop control manipulates the profiles in order to meet demands concerning specified product purity and disturbance attenuation. If steep wave fronts of the concentration profiles occur, the controlled variables undergo fast changes in case of a transient of the process. In this case, a reconstruction of the wave fronts is necessary for a successful control.A simple and effective decentralised controller structure is proposed based on cascaded discrete-time PI controllers. On-line product purity measurements and the reconstructed wave fronts are used for control purposes. Two kinds of process models are used: a rigorous model for dynamic simulations, and strongly simplified plant models for the design of the wave front reconstruction and the controller. The latter models are identified based on experimental step tests with the reference plant and numerical simulations. The performance of the control system is evaluated by numerical simulations.     

A generalized autocovariance least-squares method for Kalman filter tuning

This paper discusses a method for estimating noise covariances from process data. In linear stochastic state-space representations the true noise covariances are generally unknown in practical applications. Using estimated covariances a Kalman filter can be tuned in order to increase the accuracy of the state estimates. There is a linear relationship between covariances and autocovariance. Therefore, the covariance estimation problem can be stated as a least-squares problem, which can be solved as a symmetric semidefinite least-squares problem. This problem is convex and can be solved efficiently by interior-point methods. A numerical algorithm for solving the symmetric is able to handle systems with mutually correlated process noise and measurement noise.     

基于状态空间的机械臂轨迹规划

提出一种基于状态空间的机械臂轨迹规划方法,定义并构造了机械臂系统的状态空间,根据内在机构约束与外部环境约束描述出系统状态的可达范围,并给出了任务的可实现条件.对于可实现任务,在状态空间能搜索到任务完成的最优解.如果任务无法完成,则修改系统配置或约束,在新的状态空间确定任务实现的转化条件,并对任务的设计与规划给予指导.研究了障碍约束下两连杆机械臂的点到点任务,实验结果验证了该方法的有效性.