共查询到20条相似文献,搜索用时 158 毫秒
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针对一类二维空间系统的状态估计模型,提出了一种用三次卷积插值方法递推估计的非线性滤波算法.仿真实例采用一个常用的非线性模型,并与粒子滤波算法进行对比分析,仿真结果表明三次卷积插值方法提高滤波估计精度,从而验证其估计一类状态估计模型解析解的可行性,其插值算法还可以推广到多维空间系统. 相似文献
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针对股指波动所具有的动态结构信息特征,在状态空间建模理论的框架下,将服从Markov过程的潜在波动状态变量引入状态方程,同时在观测方程中考虑极值点的影响,构造出一类非高斯Markov随机波动状态空间模型。针对传统的MCMC方法对该类模型估计时效率低下的缺陷,设计了基于序贯Monte Carlo方法的贝叶斯滤波算法进行仿真分析,并且从算法效率和准确性方面对两种方法进行了比较。通过对沪深300股指波动的实证研究表明:对于一类非线性非高斯状态空间模型,贝叶斯滤波算法在保证估计精度的同时较MCMC方法更加有效率,能够有效刻画股指波动的动态结构特征。 相似文献
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面向具有输入约束的非线性不确定系统,根据输入输出有限增益$L_2$稳定的概念,提出了一种新的鲁棒控制Lyapunov函数.根据此概念,在前期研究的广义逐点最小范数控制的基础上,提出了一种对参数不确定性及外部干扰均具有抑制作用的鲁棒广义逐点最小范数控制器设计方法,并研究了其解析形式的求解方法.通过引入``引导函数",新的算法能够在保证鲁棒稳定性的同时更加灵活的考虑各种控制性能指标.最后,通过将新方法与状态相关Riccati方程非线性控制方法相结合验证该方法可用于提高原有控制器的闭环性能,并通过仿真实验验证了方法的可行性及有效性. 相似文献
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We present in this work the use of the extended Kalman filter (EKF) and unscented Kalman filter (UKF) for identification of constitutive material parameters with application in mechanized tunneling. Although both filters are based on the principle of recursive least squares estimation, one differs from another in terms of where approximation is made. Whereas in the EKF first-order Taylor series expansion is used to approximate the nonlinear modeling equation, in the UKF approximation of the probability density of the state is made using a small number of well defined points. To validate the methods, we performed parameter identification of the Hardening Soil constitutive model used for describing the soil behavior in an tunnel excavation model. Both methods showed fast and stable convergence of the considered soil parameters - the four parameters of the Hardening Soil model. Although the EKF requires less number of forward calculations of the numerical model, the UKF is favored since it does not require calculation of the derivatives of the observables with respect to the identifying parameters. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
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A novel parametric time-domain method for time varying spectral analysis of earthquake ground motions is presented. Based upon time varying autoregressive moving average (ARMA) modeling of earthquake ground motion, unscented Kalman filter (UKF) is used to estimate the time varying ARMA coefficients. Then, time varying spectrum is yielded according to the time varying ARMA coefficients. Analysis of the ground motion record El Centro (1940, N–S) shows that compared to Kalman filter (KF) based method, short-time Fourier transform (STFT) and wavelet transform (WT), UKF based method can more reasonably represent the distribution of the seismic energy in time–frequency plane, which ensures its better ability to track the local properties of earthquake ground motions and to identify the systems with nonlinearity. Analysis of the seismic response of a building during the 1994 Northridge earthquake shows that UKF based method can be potentially a useful tool for structural damage detection and health monitoring. Lastly, it is found that the theoretical frequency resolving power of ARMA models usually neglected in some studies has considerable effect on time varying spectrum and it is one of the key factors for ARMA modeling of earthquake ground motion. 相似文献
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地震动瞬时谱估计的UnscentedKalman滤波方法 总被引:1,自引:0,他引:1
用时变ARMA模型描述地震动时程,提出了采用Unscented Kalman滤波技术实现地震动瞬时谱估计的思路.算例分析表明,Unscented Kalman滤波方法较Kalman滤波方法适用范围广,具有较高的时间和频率分辨率,能够更好地跟踪地震动的局部特性,适合处理非线性模型或有突变特性的模型的辨识问题.不同阶数ARMA模型的估计结果还表明,以往被忽略的ARMA模型的理论频率分辨力对地震动瞬时谱估计精度有重要影响,应作为一个参考指标在ARMA模型的判阶中加以考虑. 相似文献
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An improved unscented Kalman filter approach is proposed to enhance online state of charge estimation in terms of both accuracy and robustness. The goal is to address the drawback associated with the unscented Kalman filter in terms of its requirement for an accurate model and a priori noise statistics. Firstly, Li-ion battery modelling and offline parameter identification is performed. Secondly, a sensitivity analysis experiment is designed to verify which model parameter has the greatest influence on state of charge estimation accuracy, in order to provide an appropriate parameter for the model adaptive algorithm. Thirdly, an improved unscented Kalman filter approach, composed of a model adaptive algorithm and a noise adaptive algorithm, is introduced. Finally, the results are discussed, which reveal that the proposed approach’s estimation error is less than 1.79% with acceptable robustness and time complexity. 相似文献
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An unscented filtering algorithm is derived for a class of nonlinear discrete-time stochastic systems using noisy observations which can be randomly delayed by one or two sample times. The update and the possible delays (of one and two sampling times) of any observation are modelled by using three Bernoulli random variables such that only one of them takes the value one. The algorithm performs in two-steps, prediction and update, and it uses a scaled unscented transformation to approximate the conditional mean and covariance of the state and observation at each time. The performance of the proposed filter is shown in a simulation example which uses a growth model with randomly delayed observations; in this example, the proposed filter is compared with the extended one obtained by linearizing the state and the observation equations and, also, with the unscented Kalman filter. A clear superiority of the proposed filter over the others is inferred. 相似文献
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Sebastian Reich 《BIT Numerical Mathematics》2011,51(1):235-249
We consider the problem of discrete time filtering (intermittent data assimilation) for differential equation models and discuss
methods for its numerical approximation. The focus is on methods based on ensemble/particle techniques and on the ensemble
Kalman filter technique in particular. We summarize as well as extend recent work on continuous ensemble Kalman filter formulations,
which provide a concise dynamical systems formulation of the combined dynamics-assimilation problem. Possible extensions to
fully nonlinear ensemble/particle based filters are also outlined using the framework of optimal transportation theory. 相似文献
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空间非合作目标的运动预测是航天器在轨服务中的一个重要问题。在获得非合作目标的运动预测结果后,追踪星即可规划运动轨迹以接近目标并对其进行捕获。该文提出了一种自由漂浮空间非合作目标的运动预测方法。该方法的核心思想是首先辨识出目标的姿态动力学参数和目标的质心运动学参数,然后利用参数辨识结果和目标的动力学方程实现对目标的运动预测。在姿态动力学参数的辨识过程中,首先对目标的惯性参数进行初步辨识,然后采用自适应无迹Kalman滤波器对姿态动力学参数进行粗略辨识,最后通过最优化方法进一步提高姿态动力学参数的辨识精度。该文通过数值仿真验证了所提运动预测方法的有效性。仿真结果表明,无论目标是做单轴旋转还是翻滚运动,所提运动预测方法都能够实现对目标的长时间高精度的运动预测。 相似文献
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A. Hermoso-Carazo J. Linares-Pérez 《Applied mathematics and computation》2011,217(20):7998-8009
An approximation to the least squares filter is proposed for discrete signals whose evolution is governed by nonlinear functions, when the estimation is based on nonlinear observations with additive noise which can consist only of random noise; this uncertainty in the observation process is modelled by Bernoulli random variables which are correlated at consecutive time instants and are otherwise independent. The proposed recursive approximation is based on the unscented principle; successive applications of the unscented transformation to a suitable augmented state vector enable us to approximate the one-stage state and observation predictors from the state filter at the previous time instant. The performance of the proposed algorithm is compared with that of an extended algorithm in a numerical simulation example. 相似文献
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Low-order self-tuner for fault-tolerant control of a class of unknown nonlinear stochastic sampled-data systems 总被引:1,自引:0,他引:1
Based on the modified state-space self-tuning control (STC) via the observer/Kalman filter identification (OKID) method, an effective low-order tuner for fault-tolerant control of a class of unknown nonlinear stochastic sampled-data systems is proposed in this paper. The OKID method is a time-domain technique that identifies a discrete input–output map by using known input–output sampled data in the general coordinate form, through an extension of the eigensystem realization algorithm (ERA). Then, the above identified model in a general coordinate form is transformed to an observer form to provide a computationally effective initialization for a low-order on-line “auto-regressive moving average process with exogenous (ARMAX) model”-based identification. Furthermore, the proposed approach uses a modified Kalman filter estimate algorithm and the current-output-based observer to repair the drawback of the system multiple failures. Thus, the fault-tolerant control (FTC) performance can be significantly improved. As a result, a low-order state-space self-tuning control (STC) is constructed. Finally, the method is applied for a three-tank system with various faults to demonstrate the effectiveness of the proposed methodology. 相似文献
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In this paper, the least squares filtering problem is investigated for a class of nonlinear discrete-time stochastic systems using observations with stochastic delays contaminated by additive white noise. The delay is considered to be random and modelled by a binary white noise with values of zero or one; these values indicate that the measurement arrives on time or that it is delayed by one sampling time. Using two different approximations of the first and second-order statistics of a nonlinear transformation of a random vector, we propose two filtering algorithms; the first is based on linear approximations of the system equations and the second on approximations using the scaled unscented transformation. These algorithms generalize the extended and unscented Kalman filters to the case in which the arrival of measurements can be one-step delayed and, hence, the measurement available to estimate the state may not be up-to-date. The accuracy of the different approximations is also analyzed and the performance of the proposed algorithms is compared in a numerical simulation example. 相似文献