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 accuracy of parameter estimation is critical when digitally modeling a ship. A parameter estimation method with constraints was developed, based on the variational method. Performance functions and constraint equa...The accuracy of parameter estimation is critical when digitally modeling a ship. A parameter estimation method with constraints was developed, based on the variational method. Performance functions and constraint equations in the variational method are constructed by analyzing input and output equations of the system. The problem of parameter estimation was transformed into a problem of least squares estimation. The parameter estimation equation was analyzed in order to get an optimized estimation of parameters based on the Lagrange multiplication operator. Simulation results showed that this method is better than the traditional least squares estimation, producing a higher precision when identifying parameters. It has very important practical value in areas of application such as system identification and parameter estimation.展开更多
Using the inversion of the auto correlation function Toeplitz matrix of pseudo random binary sequence (PRBS) derived in this paper and the theorem of partitioned matrix inversion, a fast multistage least squares (FM...Using the inversion of the auto correlation function Toeplitz matrix of pseudo random binary sequence (PRBS) derived in this paper and the theorem of partitioned matrix inversion, a fast multistage least squares (FMLS) method is developed. Its performances are theoretically analyzed and digital simulation is made to compare FMLS with multistage least squares (MSLS), correlation least squares(COR LS) and LS for their computer speed and identification accuracy. Finally, FMLS is applied to identifying the heat excharger dynamics. It is shown that FMLS is a good and effective identification technique.展开更多
We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. U...We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator （LSE） when a small dispersion parameter ε→0 and n →∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.展开更多
提出基于贝叶斯理论的抗剪强度参数最优Copula函数识别方法,首先简要介绍了基于Copula函数的岩土体抗剪强度参数相关结构表征方法,给出常用的识别最优Copula函数的最小平方欧氏距离法和AIC(akaike information criterion)准则。其次,采...提出基于贝叶斯理论的抗剪强度参数最优Copula函数识别方法,首先简要介绍了基于Copula函数的岩土体抗剪强度参数相关结构表征方法,给出常用的识别最优Copula函数的最小平方欧氏距离法和AIC(akaike information criterion)准则。其次,采用蒙特卡洛模拟方法验证了贝叶斯理论识别最优Copula函数的有效性,比较了3种方法的最优Copula函数识别能力,并分析了影响贝叶斯理论识别精度的主要因素。最后,收集了实际工程共23组抗剪强度参数试验数据,研究了贝叶斯理论在抗剪强度参数最优Copula函数识别中的应用。结果表明,贝叶斯理论能够有效地识别表征抗剪强度参数间相关结构的最优Copula函数,且能有效考虑先验信息对识别结果的影响;与传统的最小平方欧氏距离法和AIC准则相比,贝叶斯理论的识别能力和识别精度都更高;抗剪强度参数的样本数目、相关性大小、真实Copula函数类型以及先验信息都对贝叶斯理论的识别精度具有重要的影响。此外,常用的Gaussian Copula函数并不总是表征抗剪强度参数间相关结构的最优Copula函数。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Supported by the Navy Equipment Department Foundation under Grant No. 2009(189)
文摘The accuracy of parameter estimation is critical when digitally modeling a ship. A parameter estimation method with constraints was developed, based on the variational method. Performance functions and constraint equations in the variational method are constructed by analyzing input and output equations of the system. The problem of parameter estimation was transformed into a problem of least squares estimation. The parameter estimation equation was analyzed in order to get an optimized estimation of parameters based on the Lagrange multiplication operator. Simulation results showed that this method is better than the traditional least squares estimation, producing a higher precision when identifying parameters. It has very important practical value in areas of application such as system identification and parameter estimation.
文摘Using the inversion of the auto correlation function Toeplitz matrix of pseudo random binary sequence (PRBS) derived in this paper and the theorem of partitioned matrix inversion, a fast multistage least squares (FMLS) method is developed. Its performances are theoretically analyzed and digital simulation is made to compare FMLS with multistage least squares (MSLS), correlation least squares(COR LS) and LS for their computer speed and identification accuracy. Finally, FMLS is applied to identifying the heat excharger dynamics. It is shown that FMLS is a good and effective identification technique.
基金supported by FAU Start-up funding at the C. E. Schmidt Collegeof Science
文摘We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator （LSE） when a small dispersion parameter ε→0 and n →∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.
文摘提出基于贝叶斯理论的抗剪强度参数最优Copula函数识别方法,首先简要介绍了基于Copula函数的岩土体抗剪强度参数相关结构表征方法,给出常用的识别最优Copula函数的最小平方欧氏距离法和AIC(akaike information criterion)准则。其次,采用蒙特卡洛模拟方法验证了贝叶斯理论识别最优Copula函数的有效性,比较了3种方法的最优Copula函数识别能力,并分析了影响贝叶斯理论识别精度的主要因素。最后,收集了实际工程共23组抗剪强度参数试验数据,研究了贝叶斯理论在抗剪强度参数最优Copula函数识别中的应用。结果表明,贝叶斯理论能够有效地识别表征抗剪强度参数间相关结构的最优Copula函数,且能有效考虑先验信息对识别结果的影响;与传统的最小平方欧氏距离法和AIC准则相比,贝叶斯理论的识别能力和识别精度都更高;抗剪强度参数的样本数目、相关性大小、真实Copula函数类型以及先验信息都对贝叶斯理论的识别精度具有重要的影响。此外,常用的Gaussian Copula函数并不总是表征抗剪强度参数间相关结构的最优Copula函数。
