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1.
For the multi-input single-output (MISO) system corrupted by colored noise, we transform the original system model into a new MISO output error model with white noise through data filtering technology. Based on the newly obtained model and the bias compensation principle, a novel data filtering-based bias compensation recursive least squares (BCRLS) identification algorithm is developed for identifying the parameters of the MISO system with colored noise disturbance. Unlike the exiting BCRLS method for the MISO system (see, in Section 3), without computing the complicated noise correlation functions, still the proposed method can achieve the unbiased parameters estimation of the MISO system in the case of colored process noises. The proposed algorithm simplifies the implementation of and further expands the application scope of the existing BCRLS method. Three numerical examples clearly illustrate the validity of and the good performances of the proposed method, including its superiority over the BCRLS method and so on.  相似文献   

2.
In traditional system identification methods, it is often assumed that the output data are corrupted by Gaussian white noise which is independent and identically distributed (i.i.d.). However, this assumption may lead to poor robustness since the noise characteristic often varies throughout the sampling process. In this work, output measurements affected by switching Gaussian noise are considered. In addition, a Markov chain model is utilized to describe the multi-mode behavior of the noises. Meanwhile, the collected data are usually incomplete in practice. Taking these circumstances into account, a new algorithm for Gaussian process regression (GPR) with switching noise mode and missing data is introduced. The parameters of the model are estimated by expectation maximization (EM) algorithm via conjugate gradient (CG) method. Two numerical examples along with a continuous stirred tank reactor simulation are employed to verify the effectiveness of the proposed algorithm. The superior performance is demonstrated by comparing the proposed algorithm with other existing relevant methods.  相似文献   

3.
This paper considers the identification problem of bilinear systems with measurement noise in the form of the moving average model. In particular, we present an interactive estimation algorithm for unmeasurable states and parameters based on the hierarchical identification principle. For unknown states, we formulate a novel bilinear state observer from input-output measurements using the Kalman filter. Then a bilinear state observer based multi-innovation extended stochastic gradient (BSO-MI-ESG) algorithm is proposed to estimate the unknown system parameters. A linear filter is utilized to improve the parameter estimation accuracy and a filtering based BSO-MI-ESG algorithm is presented using the data filtering technique. In the numerical example, we illustrate the effectiveness of the proposed identification methods.  相似文献   

4.
This paper considers the parameter estimation for Wiener time-delay systems with the output data contaminated with outliers. The time-delay and corrupted output data bring great challenges to the parameter estimation problem. The statistical model of the estimation problem is constructed based on the Laplace distribution and the identification problem is formulated in the scheme of the expectation-maximization (EM) algorithm. The negative effect of outliers imposed on the parameter estimation problem is sufficiently suppressed and the unknown time-delay and model parameters can be estimated simultaneously. The simulation example is given to demonstrate the effectiveness of the proposed algorithm.  相似文献   

5.
《Journal of The Franklin Institute》2023,360(14):10582-10604
In this paper, the optimal model reference adaptive control (MRAC) problem is studied for the unknown discrete-time nonlinear systems with input constraint under the premise of considering robustness to uncertainty. Through an input constraint auxiliary system, a new adaptive-critic-based MRAC algorithm is proposed to transform the above problem into the optimal regulation problem of the auxiliary error system with lumped uncertainty. In order to realize the chattering-free sliding model control for the auxiliary error system, an action-critic variable is introduced into the adaptive identification learning. In this case, the closed-loop control system is robust to the disturbance and the neural network approximation error. The uniformly ultimate bounded property is proved by the Lyapunov method, and the effectiveness of the algorithm is verified by a simulation example.  相似文献   

6.
The Hammerstein–Wiener model is a nonlinear system with three blocks where a dynamic linear block is sandwiched between two static nonlinear blocks. For parameter learning of the Hammerstein–Wiener model, the synchronous parameter learning methods are proposed to learn the model parameters by constructing hybrid model of the three series block, such as over parameterization method, subspace method and maximum likelihood method. It should be pointed out that the aforementioned methods appeared the product term of model parameters in the process of parameter learning, and parameter separation method is further adopted to separate hybrid parameters, which increases the complexity of parameter learning. To address this issue, a novel three-stage parameter learning method of the neuro-fuzzy based Hammerstein–Wiener model corrupted by process noise using combined signals is developed in this paper. The combined signals are designed to completely separate the parameter learning issues of the static input nonlinear block, the linear dynamic block and the static output nonlinear block, which effectively simplifies the process of parameter learning of the Hammerstein–Wiener model. Parameter learning of the Hammerstein–Wiener model are summarized into the following three aspects: The first one is to learn the output static nonlinear block parameters using two sets of separable signals with different sizes. The second one is to estimate the linear dynamic block parameters by means of the correlation analysis method, the unmeasurable intermediate variable information problem is effectively handled. The final one is to determine the parameters of the static input nonlinear block and the moving average noise model using recursive extended least square scheme. The simulation results are presented to illustrate that the proposed learning approach yields high learning accuracy and good robustness for the Hammerstein–Wiener model corrupted by process noise.  相似文献   

7.
This paper considers the parameter and order estimation for multiple-input single-output nonlinear systems. Since the orders of the system are unknown, a high-dimensional identification model and a sparse parameter vector are established to include all the valid inputs and basic parameters. Applying the data filtering technique, the input-output data are filtered and the original identification model with autoregressive noise is changed into the identification model with white noise. Based on the compressed sensing recovery theory, a data filtering-based orthogonal matching pursuit algorithm is presented for estimating the system parameters and the orders. The presented method can obtain highly accurate estimates from a small number of measurements by finding the highest absolute inner product. The simulation results confirm that the proposed algorithm is effective for recovering the model of the multiple-input single-output Hammerstein finite impulse response systems.  相似文献   

8.
The problem of the estimation of a discrete probability density from independent observations is considered. For a wide class of noises, a method is given for estimating a probability density when the measurements are corrupted by additive noise. This method is shown to be consistent, and several bounds on the error are given. An application to the detection of a (nonparametric) random signal is discussed. Finally, the estimation of a probability density is considered where the measurements are noisy and some of the measurements are incorrect. This situation may arise when a machine collecting the data fails part of the time.  相似文献   

9.
In this paper, we focus on the false data injection attacks (FDIAs) on state estimation and corresponding countermeasures for data recovery in smart grid. Without the information about the topology and parameters of systems, two data-driven attacks (DDAs) with noisy measurements are constructed, which can escape the detection from the residue-based bad data detection (BDD) in state estimator. Moreover, in view of the limited energy of adversaries, the feasibility of proposed DDAs is improved, such as more sparse and low-cost DDAs than existing work. In addition, a new algorithm for measurement data recovery is introduced, which converts the data recovery problem against the DDAs into the problem of the low rank approximation with corrupted and noisy measurements. Especially, the online low rank approximate algorithm is employed to improve the real-time performance. Finally, the information on the 14-bus power system is employed to complete the simulation experiments. The results show that the constructed DDAs are stealthy under BBD but can be eliminated by the proposed data recovery algorithms, which improve the resilience of the state estimator against the attacks.  相似文献   

10.
In this paper, identification of discrete-time power spectra of multi-input/multi-output (MIMO) systems in innovation models from output-only time-domain measurements is considered.A hybrid identification algorithm unifying mixed norm minimization with subspace estimation method is proposed. The proposed algorithm first estimates a covariance matrix from measurements. A significant dimension reduction is achieved in this step. Next, a regularized nuclear norm optimization problem is solved to enforce sparsity on the selection of most parsimonious model structure. A modification of the covariance estimates in the proposed algorithm generates yet another algorithm capable of handling data records with sequentially and intermittently missing values. The new and the modified identification algorithms are tested on a numerical study and a real-life application example concerned with the estimation of joint power spectral density (PSD) of parallel road tracks.  相似文献   

11.
A new control design approach is proposed for a class of nonlinear systems expressed by Takagi–Sugeno (T-S) fuzzy model, considering several objectives including robustness against input time-varying delay, input constraint satisfaction, and reference tracking. The proposed controller is designed on the basis of an augmented model, Lyapunov–Krasovskii functional, linear matrix inequality (LMI) tools, and parallel distributed compensation (PDC) approach. Proof of the input-to-state stability (ISS) criterion is provided for the error dynamics. Input constraint satisfaction is performed using a reference-management algorithm based on the linearized closed-loop system from the reference input to the constrained variables. In order to illustrate the effectiveness of the proposed control approach, simulations are performed on three practical examples, including a flexible-joint robot and a continuous stirred tank reactor (CSTR).  相似文献   

12.
This paper considers the parameter identification problems of the input nonlinear output-error (IN-OE) systems, that is the Hammerstein output-error systems. In order to overcome the excessive calculation amount of the over-parameterization method of the IN-OE systems. Through applying the hierarchial identification principle and decomposing the IN-OE system into three subsystems with a smaller number of parameters, we present the key term separation auxiliary model hierarchical gradient-based iterative algorithm and the key term separation auxiliary model hierarchical least squares-based iterative algorithm, which are called the key term separation auxiliary model three-stage gradient-based iterative algorithm and the key term separation auxiliary model three-stage least squares-based iterative algorithm. The comparison of the calculation amount and the simulation analysis indicate that the proposed algorithms are effective.  相似文献   

13.
In this paper, the problem of estimating the parameters of a two-dimensional autoregressive moving-average (2-D ARMA) model driven by an unobservable input noise is addressed. In order to solve this problem, the relation between the parameters of a 2-D ARMA model and their 2-D equivalent autoregressive (EAR) model parameters is investigated. Based on this relation, a new algorithm is proposed for determining the 2-D ARMA model parameters from the coefficients of the 2-D EAR model. This algorithm is a three-step approach. In the first step, the parameters of the 2-D EAR model that is approximately equivalent to the 2-D ARMA model are estimated by applying 2-D modified Yule-Walker (MYW) equation to the process under consideration. Then, the moving-average parameters of the 2-D ARMA model are obtained solving the linear equation set constituted by using the EAR coefficients acquired in the first step. Finally, the autoregressive parameters of the 2-D ARMA model are found by exploiting the values obtained in first and second steps. The performance of the proposed algorithm is compared with other 2-D ARMA parameter and spectral estimation algorithms available in the technical literature by means of three different criteria. As a result of this comparison, it is shown that the parameters and the corresponding power spectrums estimated by using the proposed algorithm are converged to the original parameters and the original power spectrums, respectively.  相似文献   

14.
This paper presents a decomposition based least squares estimation algorithm for a feedback nonlinear system with an output error model for the open-loop part by using the auxiliary model identification idea and the hierarchical identification principle and by decomposing a system into two subsystems. Compared with the auxiliary model based recursive least squares algorithm, the proposed algorithm has a smaller computational burden. The simulation results indicate that the proposed algorithm can estimate the parameters of feedback nonlinear systems effectively.  相似文献   

15.
The piecewise-linear characteristics often appear in the nonlinear systems that operate in different ways in different input regions. This paper studies the identification issue of a class of block-oriented systems with piecewise-linear characteristics. The asymmetric piecewise-linear nonlinearity is expressed as a linear parametric representation through introducing an appropriate switching function, then the identification model of the system is derived by using the key term separation technique. On this model basis, a multi-innovation forgetting gradient algorithm is presented to estimate the unknown parameters. To further enhance the identification accuracy, the filtering identification model of the system is derived by changing the structure of the system without changing the relationship between the input and output. Further, a data filtering-based multi-innovation forgetting gradient algorithm is proposed through the use of the data filtering technique. A simulation example is employed to illustrate that the proposed approaches are effective for parameter estimation and the data filtering-based multi-innovation forgetting gradient algorithm has better estimation performance.  相似文献   

16.
This paper focuses on parameter estimation problems for non-uniformly sampled Hammerstein nonlinear systems. By combining the lifting technique and state space transformation, we derive a nonlinear regression identification model with different input and output updating rates. Furthermore, the unmeasurable state vector is estimated by Kalman filter, and by using the hierarchical identification principle, we develop a hierarchical recursive least squares algorithm for estimating the unknown parameters of the identification model. Finally, illustrative examples are given to indicate that the proposed algorithm is effective.  相似文献   

17.
This paper considers the distributed tracking control problem for linear multi-agent systems with disturbances and a leader whose control input is nonzero and not available to any follower. Based on the relative output measurements of neighboring agents, a novel distributed observer-based tracking protocol is proposed, where the distributed intermediate estimators are constructed to estimate the leader’s unknown control input and the states of the tracking error system simultaneously, then a distributed tracking protocol is designed based on the derived estimates. It is proved that the states of the tracking error system are uniformly ultimately bounded and an explicit tracking error bound is obtained. A simulation example of aircrafts verifies the effectiveness of the proposed method.  相似文献   

18.
本文提出一种新的基于α稳定分布噪声环境下的自适应滤波算法,这种算法针对变步长自适应滤波算法收敛速度和稳态误差相矛盾的不足,建立了步长μ(n)与误差信号e(n)之间的新的非线性函数关系。该函数能够削弱输入端不相关α稳定分布噪声对步长调整的影响,更好地解决稳态误差与收敛时间之间的矛盾。通过系统辨识仿真结果表明,新的算法α对稳定分布下的尖峰脉冲噪声有较强的韧性,比传统的NLMP算法有更快的参数辨识速度和更小的稳态误差,同时还具有很好地跟踪多时变系统的能力。  相似文献   

19.
This paper focuses on the filtering problem for nonlinear networked systems with event-triggered data transmission and correlated noises. An event-triggered data transmission mechanism is introduced to reduce excessive measurements transmitted over a bandwidth-constrained network. Considering that process noise and measurement noise are one-step cross-correlated, an UKF-based filtering algorithm which depends on correlation parameter and trigger threshold is presented. Then sufficient conditions are established to ensure stability of the designed filter, where a critical value of the correlation parameter exists. Finally, the effectiveness of the proposed filtering algorithm is demonstrated by comparative simulations.  相似文献   

20.
This paper uses the directed communication topology to investigate the finite-time error constraint containment control for multiple Ocean Bottom Flying Node (OBFN) systems with thruster faults. The OBFN is a benthic Autonomous Underwater Vehicle (AUV), which has been used to explore submarine resources. The model uncertainties, velocity error constraint, external disturbances, and thruster faults of OBFNs motivate the design of containment controller. Moreover, some followers could obtain the states of leader OBFNs. We designed the command filter and the input signal is a hyperbolic tangent function. The virtual velocity error command is generated to follow the velocity error. Then the novel velocity error constraint distributed control algorithm is developed. Furthermore, for the problem of input saturation, by designing a stable anti-saturation compensator, an improved containment algorithm is proposed. It is proved that both the proposed approaches can converge the containment errors towards zero through Lyapunov theory in finite time, which means the followers can reach the convex hull formed by leaders in finite time. Finally, simulation results demonstrate the effectiveness of the two strategies.  相似文献   

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