Covariance matrix adaptation evolution strategy based design of fixed structure robust H∞ loop shaping controller

This paper proposes the application of Covariance Matrix Adaptation Evolution Strategy (CMA-ES) in fixed structure H_∞ loop shaping controller design. Integral Time Absolute Error (ITAE) performance requirement is incorporated as a constraint with an objective of maximization of stability margin in the fixed structure H_∞ loop shaping controller design problem. Pneumatic servo system, separating tower process and F18 fighter aircraft system are considered as test systems. The CMA-ES designed fixed structure H_∞ loop-shaping controller is compared with the traditional H_∞ loop shaping controller, non-smooth optimization and Heuristic Kalman Algorithm (HKA) based fixed structure H_∞ loop shaping controllers in terms of stability margin. 20% perturbation in the nominal plant is used to validate the robustness of the CMA-ES designed H_∞ loop shaping controller. The effect of Finite Word Length (FWL) is considered to show the implementation difficulties of controller in digital processors. Simulation results demonstrated that CMA-ES based fixed structure H_∞ loop shaping controller is suitable for real time implementation with good robust stability and performance.     

相干源二维波达方向估计

本文分析了平面阵接收信号的协方差矩阵，发现它可分解为一个广义对称矩阵与一个非广义对称矩阵之和，利用信号协方差矩阵的这一结构特征，重点研究了相干源二维波达方向（DOA）估计．该方法通过构造一个差矩阵，求出其本特征值对应的任一特征向量，利用谱函数估计相干源二维DOA．简要分析了二维DOA估计的分维处理。     

A Bayesian propensity score adjustment for latent variable modeling and MCMC algorithm

The estimation of the differences among groups in observational studies is frequently inaccurate owing to a bias caused by differences in the distributions of covariates. In order to estimate the average treatment effects when the treatment variable is binary, Rosenbaum and Rubin [1983. The central role of the propensity score in observational studies for causal effects. Biometrika 70, 41-55] proposed an adjustment method for pre-treatment variables using propensity scores. Imbens [2000. The role of the propensity score in estimating dose-response functions. Biometrika 87, 706-710] extended the propensity score methodology for estimation of average treatment effects with multivalued treatments.However, these studies focused only on estimating the marginal mean structure. In many substantive sciences such as the biological and social sciences, a general estimation method is required to deal with more complex analyses other than regression, such as testing group differences on latent variables. For latent variable models, the EM algorithm or the traditional Monte Carlo methods are necessary. However, in propensity score adjustment, these methods cannot be used because the full distribution is not specified.In this paper, we propose a quasi-Bayesian estimation method for general parametric models that integrate out the distributions of covariates using propensity scores. Although the proposed Bayes estimates are shown to be consistent, they can be calculated by existing Markov chain Monte Carlo methods such as Gibbs sampler. The proposed method is useful to estimate parameters in latent variable models, while the previous methods were unable to provide valid estimates for complex models such as latent variable models.We also illustrated the procedure using the data obtained from the US National Longitudinal Survey of Children and Youth (NLSY1979-2002) for estimating the effect of maternal smoking during pregnancy on the development of the child's cognitive functioning.     

Modeling energy dependent nuclear reaction probabilities from pointwise measurements including full covariance information

For the design of large and highly complex facilities – like, the international project ITER (http://www.iter.org/) – reliable basic data with well established covariance information (uncertainties, correlations) are indispensable. Procedures to attain the requirements by means of a Bayesian generalized least squares method and recent approaches using theoretical nuclear reaction codes in combination with Monte Carlo techniques will be discussed and results compared. Particular emphasis is given to the procedures of constructing covariance matrices for the experimental data sets as this determines the quality of the result.     

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.     

非合作式传感器空间运动目标截获概率研究

为了实现非合作式传感器对空间运动目标的有效捕获,在分析kalman滤波误差协方差矩阵的基础上,建立了传感器对目标跟踪误差的空间分布模型,并利用该模型提出了一种基于联合高斯分布的截获概率计算方法。该方法经过降维处理,降低了截获概率计算的复杂度,提高了运算的实时性。仿真实验表明,所提算法具有良好的估计性能。最后,对截获概率的误差来源、影响因素进行了深入的分析并得出了相关结论,可为实际工程应用提供了一定的参考价值。     

Ensemble data assimilation in the presence of cloud

In numerical weather prediction (NWP) data assimilation (DA) methods are used to combine available observations with numerical model estimates. This is done by minimising measures of error on both observations and model estimates with more weight given to data that can be more trusted. For any DA method an estimate of the initial forecast error covariance matrix is required. For convective scale data assimilation, however, the properties of the error covariances are not well understood.An effective way to investigate covariance properties in the presence of convection is to use an ensemble-based method for which an estimate of the error covariance is readily available at each time step. In this work, we investigate the performance of the ensemble square root filter (EnSRF) in the presence of cloud growth applied to an idealised 1D convective column model of the atmosphere. We show that the EnSRF performs well in capturing cloud growth, but the ensemble does not cope well with discontinuities introduced into the system by parameterised rain. The state estimates lose accuracy, and more importantly the ensemble is unable to capture the spread (variance) of the estimates correctly. We also find, counter-intuitively, that by reducing the spatial frequency of observations and/or the accuracy of the observations, the ensemble is able to capture the states and their variability successfully across all regimes.     

采用加权协方差矩阵描述子的OCR识别方法

传统光学字符识别（Optical Character Recognition,OCR）方法一般只提取图像亮度特征,在图像退化较严重时识别准确率不高。针对这一问题,提出一种新的扫描字符特征提取方法。除各通道亮度外,还提取像素位置、亮度的一阶导、二阶导等特征构成特征图像,并根据各个特征对图像的贡献程度进行加权处理。计算以当前像素为中心的局部区域特征图像块的协方差矩阵作为当前像素的描述子,然后在黎曼空间对字符实施分类。实验结果表明,采用典型的结构化分类器时,该特征提取方法对字符识别的准确率高于传统方法,表现出较强的鲁棒性。     

Identifying Outliers in Correlated Water Quality Data

Evaluating water quality data for outliers is a good quality control/quality assessment procedure whether the data are used for monitoring or for modeling. Often water quality data are correlated, e.g., carbonaceous biochemical oxygen demand (CBOD) has some correlation with NH3. Univariate methods for identifying outliers do not consider the correlation between variables and may identify too many data points as outliers or miss observations which have extreme ratios between variables, e.g., a raw wastewater sample with relatively low CBOD but high NH3. Testing for outliers using multivariate methods such as the Mahalanobis distance, Jackknife distance, p-values, or Hadi’s automatically incorporates the correlation or covariance between variables and is fundamentally more correct. Such multivariate methods can better identify potential outliers and avoid eliminating valid data.     

Performance assessment of thermal power plant load control system based on covariance index

This paper proposes a novel method of performance assessment for load control system of thermal power unit. Load control system is the most important multivariable control system. It is necessary to monitor and evaluate the performance of it. The performance evaluation index system based on covariance is defined, and the performance evaluation rules are given. In MATLAB, the double input and double output object model of the load control system is established, and the dynamic characteristics of the load control system are analyzed under the BF and TF mode. The simulation data, which is based on the parameters retuning, is used as the “benchmark data”, and the simulation data of different controllers are collected as “monitoring data”. For most of the time, the thermal power plant is under the coordinated control mode, and the principle and strategy of the two coordinated control are analyzed, and the engineering realization scheme is given. Operation data in different time periods of two different thermal power plants was acquisition and preprocessing respectively. The principle of selecting “benchmark data” is the minimum of pressure parameter. Two data segments were selected as “benchmark data”, performance assessment and analysis was carried on the data from other time periods. The results show that the validity and reliability of the method based on the evaluation index. In short, the data of the simulation and the load control system of power plant are used to demonstrate the effectiveness of the method.