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1.
刘荣玄  吴高翔  徐向阳 《科技通报》2012,28(5):14-17,23
在LINEX损失函数下,讨论双参数指数分布位置参数的Bayes估计。假设样本是iid,利用概率密度函数的核估计方法,构造边缘分布的概率密度估计,按照参数的Bayes估计形式,提出参数的经验Bayes(EB)估计函数,在一定的条件下可以证明所提出的这个经验Bayes估计函数是渐近最优的,并获得其收敛速度,文尾举例说明满足定理条件的参数的先验分布是存在的。  相似文献   

2.
This paper presents a new method for the performance evaluation of bit decoding algorithms. The method is based on estimating the probability density function (pdf) of the bit log likelihood ratio (LLR) by using an exponential model. It is widely known that the pdf of the bit LLR is close to the normal density. The proposed approach takes advantage of this property to present an efficient algorithm for the pdf estimation. The moment matching method is combined with the maximum entropy principle to estimate the underlying parameters. We present a simple method for computing the probabilities of the point estimates for the estimated parameters, as well as for the bit error rate. The corresponding results are used to compute the number of samples that are required for a given precision of the estimated values. It is demonstrated that this method requires significantly fewer samples as compared to the conventional Monte-Carlo simulation.  相似文献   

3.
This paper considers the state estimation problem for a class of discrete-time non-homogeneous jump Markov linear systems (JMLSs), where the transition probability matrix (TPM) is assumed to be time-variant and takes value in a finite set randomly at each time step. To show the simplicity brought by the finite-valued hypothesis, the optimal recursion for the posterior TPM probability density functions conditioned on that the TPM belongs to a continuous set is firstly derived. Then, we naturally incorporate the proposed TPM estimation into the recursion of system state. Two interacting multiple-model (IMM)-type approximation stages are employed to avoid the exponential computational requirements. The resulting filter reduces to the IMM filter when the number of candidate TPMs is unity. A meaningful example is presented to illustrate the effectiveness of our method.  相似文献   

4.
This paper contributes a tutorial level discussion of some interesting properties of the recent Cauchy-Schwarz (CS) divergence measure between probability density functions. This measure brings together elements from several different machine learning fields, namely information theory, graph theory and Mercer kernel and spectral theory. These connections are revealed when estimating the CS divergence non-parametrically using the Parzen window technique for density estimation. An important consequence of these connections is that they enhance our understanding of the different machine learning schemes relative to each other.  相似文献   

5.
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   

6.
In large-scale complex dynamical networks, it is significant to estimate the states of target nodes with only a part of measured nodes. Meanwhile, multilayer complex dynamical networks exist widely in society and engineering. Therefore, it has important theoretic meaning and practical value to study the state estimation of target nodes in multilayer complex dynamical networks with limited node measurements. In this paper, with the measurable state information of a portion of nodes in one layer in the multilayer complex dynamical network, the state estimation of target nodes in other layers is studied. First, we build the model of the multilayer complex dynamical network which includes some target nodes and sensor nodes. Second, auxiliary nodes are selected by using the maximum matching principle in graph theory to construct the augmented node set. Third, we discuss the relationship between the minimum number of auxiliary nodes and interlayer connection probability in the multilayer complex dynamical network. Forth, an appropriate functional state observer is designed with limited number of measured nodes according to a typical model-based algorithm. Finally, numerical simulations are given to demonstrate the accuracy of the proposed method. The proposed method can achieve the accurate estimation with less placement of observers and fewer computational costs in the multilayer complex dynamical network.  相似文献   

7.
This paper investigates the state estimation problem for networked systems with colored noises and communication constraints. The colored noises are considered to be correlated to itself at other time steps, and communication constraints include two parts: (1) the information is quantized by a logarithmic quantizer before transmission, (2) only one node can access the network channel at each instant based on a specified media access protocol. A robust recursive estimator is designed under the condition of colored noises, quantization error and partially available measurements. The upper bound of the covariance of the estimation error is then derived and minimized by properly designing estimator gains. An illustrative example is finally given to demonstrate the effectiveness of the developed estimator.  相似文献   

8.
This paper is concerned with the probability-constrained tracking control problem for a class of time-varying systems with stochastic nonlinearities, stochastic noises and successively packet loss. The main purpose of this paper is to design a time-varying observer and tracking controller such that (1) the probabilities of both the estimation error and tracking error confined to given ellipsoidal sets are larger than prescribed constants, and (2) the ellipsoids are minimized in the sense of matrix norm at each time point. By using a stochastic analysis method, the probability constrained tracking control problem is solved and sufficient conditions are obtained in terms of recursive linear matrix inequalities. A recursive optimization algorithm is developed to design the observer and tracking controller such that not only the addressed probability constrained aim is satisfied, but also the ellipsoidal sets are minimized. At last, a simulation example is given to illustrate the effectiveness and applicability of the developed approach.  相似文献   

9.
The probabilistic-constrained tracking control issue is investigated for a class of time-varying nonlinear stochastic systems with sensor saturation, deception attacks and limited bandwidth in an unified framework. The saturation of sensors is quantified by a sector-bound-based function satisfying certain conditions, and the random deception attacks are considered and modeled by a random indicator variable. To gain more efficient utilization of communication channels, a Round-Robin (RR) protocol is utilized to orchestrate the transmission order of measurements. The main purposes of this study aim to plan an observer-based tracking controller to achieve the following goals: (1) the related performance indicators of the estimation error is less than given bound at each time step; and (2) the violation probability of the tracking error confined in a predefined scope is supposed to be higher than a prescribed scalar and the area is minimized at each instant. In order to reach these requirements, a group of recursive linear matrix inequalities (RLMIs) are developed to estimate the state and design the tracking controller at the same time. Finally, two simulation examples are exploited to illustrate the availability and flexibility of the proposed scheme.  相似文献   

10.
This paper proposes solutions that reduce the inaccuracy of distributed state estimation and consequent performance deterioration of distributed model predictive control caused by faults and inaccurate models. A distributed state estimation method for large-scale systems is introduced. A local state estimation approach considers the uncertainty of neighbor estimates, which can improve the state estimation accuracy, whereas it keeps a low network communication burden. The method also incorporates the uncertainty of model parameters which improves the performance when using simplified models. The proposed method is extended with multiple models and estimates the probability of nominal and fault behavior models, which creates a distributed fault detection and diagnosis method. An example with application to the building heating control demonstrates that the proposed algorithm provides accurate state estimates to a controller and detects local or global faults while using simplified models.  相似文献   

11.
The access of distributed generation (DG) and a large number of electric vehicles (EVs) have changed the operation mode of power system. Its reliability and stability are facing more and more challenges. Therefore, it is very important to accurately estimate the state of the power system. This paper discusses a new power system state estimation method that is based on the shuffled frog leaping pigeon-inspired optimization algorithm (SFL-PIOA). Firstly, establish EV charging load model and distributed generation probability model (including photovoltaic power generation and wind power generation). Then, considering EVs and DG, the state estimation model of the new power system is built. The objective function and constraint conditions are established, and then the improved SFL-PIOA is used to solve the model. Finally, a simulation example is given to compare the improved algorithms (SFL-PIOA) to initial algorithm (PIOA). The results verify the feasibility and effectiveness of the improved method.  相似文献   

12.
The purpose of fault diagnosis of stochastic distribution control (SDC) systems is to use the measured input and the system output probability density functions (PDFs) to obtain the fault information of the SDC system. When the target PDF is known, the purpose of fault tolerant control of stochastic distribution control system is to make the output PDF still track the given distribution using the fault tolerant controller. However, in practice, time delay may exist in the data (or image) processing, the modeling and transmission phases. When time delay is not considered, the effectiveness of the fault detection, diagnosis and fault tolerant control of stochastic distribution systems will be reduced. In this paper, the rational square-root B-spline is used to approach the output probability density function. In order to diagnose the fault in the dynamic part of such systems, it is then followed by the novel design of a nonlinear neural network observer-based fault diagnosis algorithm. The time delay term will be deleted in the stability proof of the observation error dynamic system. Based on the fault diagnosis information, a new fault tolerant controller based on PI tracking control is designed to make the post-fault probability density function still track the given distribution, which is dependent of the time delay term. Finally, simulations for the particle distribution control problem are given to show the effectiveness of the proposed approach.  相似文献   

13.
This paper proposes the design of a reset fuzzy observer for the class of nonlinear systems able to be described by a Takagi–Sugeno fuzzy model. The observer uses both continuous and discrete measurements and in contrast with the observers based on the First Order Reset Element (FORE), it updates its states resetting the initial condition of the integrator at each instant when the discrete measurements are available. The proposed fuzzy observer is applied to estimate the substrate and biomass concentration of an anaerobic wastewater treatment process and the effectiveness of the proposed method is tested by simulations comparing the results of a reset fuzzy observer with two fuzzy observers using continuous measurements only. Finally, the estimation scheme is validated using experimental data from an actual anaerobic digestion process, suggesting that the proposed reset fuzzy observer is a practical and encouraging approach to the state estimation of the class nonlinear processes under study.  相似文献   

14.
Nonlinear characteristic widely exists in industrial processes. Many approaches based on kernel methods and machine learning have been developed for nonlinear process monitoring. However, the fault isolation for nonlinear processes has rarely been studied in previous works. In this paper, a process monitoring and fault isolation framework is proposed for nonlinear processes using variational autoencoder (VAE) model. First, based on the probability graph model of VAE, a uniform monitoring index can be calculated by the probability density of observation variables. Then, the fault variables are estimated with normal variables by a missing value estimation method. The optimal fault variable set can be searched by branch and bound (BAB) algorithm. The proposed method can resolve the ”smearing effects” problem existing in traditional fault isolation methods. Finally, a numerical case and a hot strip mill process case are used to verified the proposed method.  相似文献   

15.
Event-triggered mechanism can effectively save communication resources, however, when it encounters channel uncertainty, the remote receiver cannot distinguish between “the sender did not send data” and “the sender sent data but the data lost” when it does not receive data, which causes that it is difficult to make full use of the information provided by the event-triggered mechanism. This paper addresses the identification of FIR (Finite Impulse Response) systems with binary-valued observations and either-or communication mechanism when the packet loss probability is known and unknown respectively. When the packet loss probability is known, it is used for compensation in the parameter estimation. An online identification algorithm is proposed, its strong convergence is proved, and its asymptotic normality is given. Furthermore, how does the packet loss probability affect the algorithm performance is discussed. When the packet loss probability is unknown, an identification algorithm is proposed to jointly estimate it and unknown system parameters by redesigning the either-or communication mechanism. The strong convergence of the algorithm is shown. The tradeoff between the communication rate and the convergence performance of the identification algorithm is modelled as a constrained optimization problem, and its solution is obtained. The rationality of theoretical results is verified by numerical simulation.  相似文献   

16.
This paper investigates the distributed state estimation problem for a linear time-invariant system characterized by fading measurements and random link failures. We assume that the fading effect of the measurements occurs slowly. Additionally, communication failures between sensors can affect the state estimation performance. To this end, we propose a Kalman filtering algorithm composed of a structural data fusion stage and a signal date fusion stage. The number of communications can be decreased by executing signal data fusion when a global estimate is required. Then, we investigate the stability conditions for the proposed distributed approach. Furthermore, we analyze the mismatch between the estimation generated by the proposed distributed algorithm and that obtained by the centralized Kalman filter. Lastly, numerical results verify the feasibility of the proposed distributed method.  相似文献   

17.
18.
This paper is concerned with the adaptive control problem for a class of linear discrete-time systems with unknown parameters based on the distributed model predictive control (MPC) method. Instead of using the system state, the state estimate is employed to model the distributed state estimation system. In this way, the system state does not have to be measurable. Furthermore, in order to improve the system performance, both the output error and its estimation are considered. Moreover, a novel Lyapunov functional, comprised of a series of distributed traces of estimation errors and their transposes, has been presented. Then, sufficient conditions are obtained to guarantee the exponential ultimate boundedness of the system as well as the asymptotic stability of the error system by solving a nonlinear programming (NP) problem subject to input constraints. Finally, the simulation examples is given to illustrate the effectiveness and the validity of the proposed technique.  相似文献   

19.
The technique involves estimation of cholesterol after a double precipitation procedure to separate subfractions of high density lipoprotein (HDL). Cholesterol estimation by a colorimetric method compares favourably with the enzymatic method. This simple method is acceptable for the routine estimation of HDL-Cholesterol (HDL-C) and its subclasses.  相似文献   

20.
提出了用于有界动态随机系统的状态观测器设计方法.首先利用平方根B样条逼近系统的输出概率密度函数来构造残差,同时利用李亚普诺夫函数方法得到观测器增益的自适应调节规律,然后提出了新的对数B样条逼近模型并设计了新的自适应观测器,两个仿真例子表明了方法的有效性.  相似文献   

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