Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matri...Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.展开更多
The improved weighted-least-square model was used for state simulation of water distribution networks. And DFP algorithm was applied to get the model solution. In order to fit DFP algorithm,the initial model was trans...The improved weighted-least-square model was used for state simulation of water distribution networks. And DFP algorithm was applied to get the model solution. In order to fit DFP algorithm,the initial model was transformed into a non-constrained optimization problem using mass conservation. Then,through one dimensional optimization and scale matrix establishment,the feasible direction of iteration was obtained,and the values of state variables could be calculated. After several iterations,the optimal estimates of state variables were worked out and state simulation of water distribution networks was achieved as a result. A program of DFP algorithm is developed with Delphi 7 for verification. By running on a designed network,which is composed of 55 nodes,94 pipes and 40 loops,it is proved that DFP algorithm can quickly get the convergence. After 36 iterations,the root mean square of all nodal head errors is reduced by 90.84% from 5.57 to 0.51 m,and the maximum error is only 1.30 m. Compared to Marquardt algorithm,the procedure of DFP algorithm is more stable,and the initial values have less influences on calculation accuracy. Therefore,DFP algorithm can be used for real-time simulation of water distribution networks.展开更多
基金This work is supported by Postgraduate Research&Practice Innovation Program of Jiangsu Province(KYCX18_0467)Jiangsu Province,China.During the revision of this paper,the author is supported by China Scholarship Council(No.201906840021)China to continue some research related to data processing.
文摘Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system,such as projectile's trajectory estimation and control.While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined,which may result in filtering divergence.As to the problem that the accuracy of state estimation for nonlinear ballistic model strongly depends on its mathematical model,we improve the weighted least squares method(WLSM)with minimum model error principle.Invariant embedding method is adopted to solve the cost function including the model error.With the knowledge of measurement data and measurement error covariance matrix,we use gradient descent algorithm to determine the weighting matrix of model error.The uncertainty and linearization error of model are recursively estimated by the proposed method,thus achieving an online filtering estimation of the observations.Simulation results indicate that the proposed recursive estimation algorithm is insensitive to initial conditions and of good robustness.
基金Project(IRT0853) supported by Changjiang Scholars and Innovative Research Team in UniversityProject(DB03086) supported by Talents Fund of Xi’an University of Architecture and TechnologyProject(50978213) supported by National Natural Science Foundation
文摘The improved weighted-least-square model was used for state simulation of water distribution networks. And DFP algorithm was applied to get the model solution. In order to fit DFP algorithm,the initial model was transformed into a non-constrained optimization problem using mass conservation. Then,through one dimensional optimization and scale matrix establishment,the feasible direction of iteration was obtained,and the values of state variables could be calculated. After several iterations,the optimal estimates of state variables were worked out and state simulation of water distribution networks was achieved as a result. A program of DFP algorithm is developed with Delphi 7 for verification. By running on a designed network,which is composed of 55 nodes,94 pipes and 40 loops,it is proved that DFP algorithm can quickly get the convergence. After 36 iterations,the root mean square of all nodal head errors is reduced by 90.84% from 5.57 to 0.51 m,and the maximum error is only 1.30 m. Compared to Marquardt algorithm,the procedure of DFP algorithm is more stable,and the initial values have less influences on calculation accuracy. Therefore,DFP algorithm can be used for real-time simulation of water distribution networks.
