GEKF, GUKF and GGPF based prediction of chaotic time-series with additive and multiplicative noises

On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering （EKF）, the unscented Kalman filtering （UKF） and the Gaussian particle filtering （GPF） to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal （These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper）. Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF.     

线性加速度计在压电陀螺卡尔曼滤波技术中的应用

针对光电稳定平台常用的压电陀螺随机游走噪声大的缺点,提出采用基于线性加速度计的卡尔曼滤波技术对其进行信号滤波。利用卡尔曼滤波理论,建立了压电陀螺角速率状态观测方程,采用线性加速度计测量平台惯性角加速度,由此对陀螺信号进行了滤波。实验结果表明:采用线性加速度计能够在不影响陀螺带宽的前提下将压电陀螺的随机游走噪声水平由原有的0.005(°).s-1/槡Hz降低到0.001 25(°).s-1/槡Hz,提高了光电平台的稳定精度。     

一种新型广义RBF神经网络在混沌时间序列预测中的研究

提出了一种新颖的广义径向基函数神经网络模型,其径向基函数(RBF)的形式由生成函数确定.然后,给出了易实现的梯度学习算法,同时为了进一步提高网络的收敛速度和网络性能,又给出了基于卡尔曼滤波的动态学习算法.为了验证网络的学习性能，采用基于卡尔曼滤波算法的新型广义RBF网络预测模型对Mackey-Glass混沌时间序列和Henon映射进行了仿真.结果表明,所提出的新型广义RBF神经网络模型能快速、精确地预测混沌时间序列,是研究复杂非线性动力系统辨识和控制的一种有效方法. 关键词： 广义径向基函数神经网络 卡尔曼滤波 梯度下降学习算法 混沌时间序列 预测     

线性加速度计在压电陀螺卡尔曼滤波技术中的应用

针对光电稳定平台常用的压电陀螺随机游走噪声大的缺点,提出采用基于线性加速度计的卡尔曼滤波技术对其进行信号滤波。利用卡尔曼滤波理论,建立了压电陀螺角速率状态观测方程,采用线性加速度计测量平台惯性角加速度,由此对陀螺信号进行了滤波。实验结果表明：采用线性加速度计能够在不影响陀螺带宽的前提下将压电陀螺的随机游走噪声水平由原有的0.005（°）.s-1/槡Hz降低到0.001 25（°）.s-1/槡Hz,提高了光电平台的稳定精度。     

基于模糊模型的混沌时间序列预测

对于复杂、病态、非线性动态系统，基于模糊集合的模糊模型，利用模糊推理规则描述动态系统的特性，是一种有效方法.讨论了利用模糊建模方法实现非线性系统的建模和预测.首先，利用在线模糊竞争学习方法划分输入变量的模糊输入空间，然后利用卡尔曼滤波算法估计模糊模型的参数.采用该方法对Mackey Glass混沌时间序列进行预测试验，结果表明利用本方法可以在线或者离线能对Mackey Glass混沌时间序列进行准确预测，证明了本方法的有效性. 关键词： 模糊竞争学习 混沌时间序列 卡尔曼滤波     

Local filtering of noisy nonlinear time series

We investigate the use of different local nonlinear modelling and nonlinear filtering techniques to clean a noisy time series obtained from a deterministic chaotic systems. The methods are tested on data from the Ikeda map and the Mackey-Glass delay differential equation. We test the results of the filtered times series using the correlation dimension statistic and SNR gain. In all cases we see that local filtering has produced a new time series which is more consistent with the original clean time series.     

逼近积分点数下限的五阶容积卡尔曼滤波定轨算法

为了在保持滤波定轨精度不变的条件下提高定轨计算的实时性,提出一种新的逼近积分点个数下限的五阶容积卡尔曼滤波定轨算法.首先,采用一种数值容积准则对非线性函数的高斯加权积分进行近似,该准则所需的积分点个数仅比五阶代数精度容积准则积分点个数的理论下限多一个积分点,并在贝叶斯滤波算法框架下推导出本文算法的更新步骤.然后,给出实时定轨所需的状态方程和量测方程,在状态方程中考虑了J2项引力摄动和大气阻力摄动,在量测方程中利用坐标系转换推导了轨道状态与测量元素之间的非线性关系.仿真实验结果表明,本文所提算法在定轨精度方面与已有的五阶滤波算法相当,但所需的积分点个数最少,计算实时性最高,从而验证了本文算法的有效性.     

A Recurrent Quantum Neural Network Model to Describe Eye Tracking of Moving Targets

A theoretical quantum neural network model is proposed using a nonlinear Schrödinger wave equation. The model proposes that there exists a nonlinear Schrödinger wave equation that mediates the collective response of a neural lattice. The model is used to explain eye movements when tracking moving targets. Using a recurrent quantum neural network(RQNN) while simulating the eye tracking model, two very interesting phenomena are observed. First, as eye sensor data is processed in a classical neural network, a wave packet is triggered in the quantum neural network.This wave packet moves like a particle. Second, when the eye tracks a fixed target, this wave packet moves not in a continuous but rather in a discrete mode. This result reminds one of the saccadic movements of the eye consisting of ‘jumps’ and ‘rests’. However, such a saccadic movement is intertwined with smooth pursuit movements when the eye has to track a dynamic trajectory. In a sense, this is the first theoretical model explaining the experimental observation reported concerning eye movements in a static scene situation. The resulting prediction is found to be very precise and efficient in comparison to classical objective modeling schemes such as the Kalman filter.     

A survey of numerical methods for nonlinear filtering problems

The main goal of filtering is to obtain, recursively in time, good estimates of the state of a stochastic dynamical system based on noisy partial observations of the same. In settings where the signal/observation dynamics are significantly nonlinear or the noise intensities are high, an extended Kalman filter (EKF), which is essentially a first order approximation to an infinite dimensional problem, can perform quite poorly: it may require very frequent re-initializations and in some situations may even diverge. The theory of nonlinear filtering addresses these difficulties by considering the evolution of the conditional distribution of the state of the system given all the available observations, in the space of probability measures. We survey a variety of numerical schemes that have been developed in the literature for approximating the conditional distribution described by such stochastic evolution equations; with a special emphasis on an important family of schemes known as the particle filters. A numerical study is presented to illustrate that in settings where the signal/observation dynamics are non linear a suitably chosen nonlinear scheme can drastically outperform the extended Kalman filter.     

Discussion About Nonlinear Time Series Prediction Using Least Squares Support Vector Machine

The least squares support vector machine (LS-SVM) is used to study the nonlinear time series prediction. First, the parameter γ and multi-step prediction capabilities of the LS-SVM network are discussed. Then we employ clustering method in the model to prune the number of the support values. The learning rate and the capabilities of filtering noise for LS-SVM are all greatly improved.     

MEMS陀螺随机误差特性研究及补偿

为了提高MEMS陀螺输出角速度的精度,采用Allan分析法以及Kalman滤波算法对MEMS陀螺仪进行随机误差分析和补偿。由Allan方差分析陀螺的输出数据,对Allan方差进行最小二乘法拟合,得到各项随机噪声的定量评价指标;对陀螺的输出数据使用AR模型进行数学建模,采用AIC准则确定了AR模型的阶次,建立了陀螺零漂数据的离散时间表达式;在AR模型所建立的陀螺随机误差模型的基础上,设计了Kalman滤波器,对陀螺输出数据使用Kalman算法进行了滤波处理,对陀螺的随机误差进行了补偿;通过Allan方差对Kalman算法对陀螺随机误差的补偿效果进行分析。实验结果表明:角速率随机游走Kalman滤波前为槡0.148 7°/h~(1/2),Kalman滤波补偿后为槡0.004 1°/h~(1/2),,通过补偿可减小97.24%的角速率随机游走误差;零偏不稳定性Kalman滤波前为1.940 8°/h,Kalman滤波补偿后为0.054 2°/h,通过补偿可减小97.21%的零偏不稳定性误差;速率随机游走Kalman滤波前为2.698 5°/h~(3/2),Kalman滤波补偿后为0.334 3°/h~(3/2),通过补偿可减小87.61%的速率随机游走误差。Kalman滤波适用于MEMS陀螺的滤波处理,可有效降低陀螺的随机误差。     

Failure strength prediction of glass/epoxy composite laminates from acoustic emission parameters using artificial neural network

The ageing effect of glass/epoxy composite laminates exposed to seawater environment for different periods of time was investigated using acoustic emission (AE) monitoring. The mass gain ratio and flexural strength of glass fiber reinforced plastic (GFRP) composite laminates were examined after the seawater treatment. The flexural strength of the seawater treated GFRP specimens showed a decreasing trend with increasing exposure time. The degradation effects of seawater are studied based on the changes in AE signal parameters for various periods of time. The significant AE parameters like counts, energy, signal strength, absolute energy and hits were considered as training data input. The input data were taken from 40% to 70% of failure loads for developing the radial basis function neural network (RBFNN) and generalised regression neural network (GRNN) models. RBFNN model was able to predict the ultimate failure strength and could be validated with the experimental results with the percentage error well within 0.5–7.2% tolerance, whereas GRNN model was able to predict the ultimate failure strength with the percentage error well within 0.5–4.4% tolerance. The prediction accuracy of GRNN model is found to be better than RBFNN model.     

Stochastic stability of the derivative unscented Kalman filter

This is the second of two consecutive papers focusing on the filtering algorithm for a nonlinear stochastic discretetime system with linear system state equation. The first paper established a derivative unscented Kalman filter(DUKF) to eliminate the redundant computational load of the unscented Kalman filter(UKF) due to the use of unscented transformation(UT) in the prediction process. The present paper studies the error behavior of the DUKF using the boundedness property of stochastic processes. It is proved that the estimation error of the DUKF remains bounded if the system satisfies certain conditions. Furthermore, it is shown that the design of the measurement noise covariance matrix plays an important role in improvement of the algorithm stability. The DUKF can be significantly stabilized by adding small quantities to the measurement noise covariance matrix in the presence of large initial error. Simulation results demonstrate the effectiveness of the proposed technique.     

Discussion of Some Problems About Nonlinear Time Series Prediction Using v-Support Vector Machine

Some problems in using v-support vector machine (v-SVM) for the prediction of nonlinear time series are discussed. The problems include selection of various net parameters, which affect the performance of prediction, mixture of kernels, and decomposition cooperation linear programming v-SVM regression, which result in improvements of the algorithm. Computer simulations in the prediction of nonlinear time series produced by Mackey-Glass equation and Lorenz equation provide some improved results.     

基于局域相关向量机回归模型的小尺度网络流量的非线性预测

基于非线性时间序列局域预测法与相关向量机回归模型, 本文提出了局域相关向量机预测方法, 并应用于预测实际的小尺度网路流量序列. 应用基于信息准则的局域预测法邻近点的选取方法来选取局域相关向量机回归模型的邻近点个数. 对比分析了局域相关向量机预测法、前馈神经网络模型与局域线性预测法对网络流量序列的预测性能, 其中前馈神经网络模型的参数采用粒子群优化算法来优化. 实验结果表明: 邻近点优化后的局域相关向量机回归模型能够有效地预测小尺度网络流量序列, 归一化均方误差很小; 局域相关向量机回归模型生成的时间序列具有与原网络流量时间序列相一致的概率分布; 局域相关向量机回归模型的预测精度好于前馈神经网络模型的与局域线性预测法的. 关键词： 小尺度网络流量 非线性时间序列预测方法 局域预测法 相关向量机回归模型     

State Estimation of an Underwater Markov Chain Maneuvering Target Using Intelligent Computing

In this study, an application of deep learning-based neural computing is proposed for efficient real-time state estimation of the Markov chain underwater maneuvering object. The designed intelligent strategy is exploiting the strength of nonlinear autoregressive with an exogenous input (NARX) network model, which has the capability for estimating the dynamics of the systems that follow the discrete-time Markov chain. Nonlinear Bayesian filtering techniques are often applied for underwater maneuvering state estimation applications by following state-space methodology. The robustness and precision of NARX neural network are efficiently investigated for accurate state prediction of the passive Markov chain highly maneuvering underwater target. A continuous coordinated turning trajectory of an underwater maneuvering object is modeled for analyzing the performance of the neural computing paradigm. State estimation modeling is developed in the context of bearings only tracking technology in which the efficiency of the NARX neural network is investigated for ideal and complex ocean environments. Real-time position and velocity of maneuvering object are computed for five different cases by varying standard deviations of white Gaussian measured noise. Sufficient Monte Carlo simulation results validate the competence of NARX neural computing over conventional generalized pseudo-Bayesian filtering algorithms like an interacting multiple model extended Kalman filter and an interacting multiple model unscented Kalman filter.     

A design for a general digital filter for state estimation of an arbitrary stochastic sound system

This article describes a new attempt at the design of a general digital filter for the state estimation of a nonstationary nonlinear stochastic sound system. A recursive algorithm for estimating the higher-order statistics of arbitrary-function type, mean, and variance is obtained by introducing a new expansion form of Bayes' theorem. Further, the state probability density function (PDF) can also be estimated in a unified form of orthogonal or nonorthogonal series expansions by using these estimates. This method is widely applicable for cases where the random-noise fluctuation is non-Gaussian. The estimation algorithm proposed in this article agrees completely with a well-known Kalman filtering theory [J. Basic Eng. 82, 35-45 (1960); Kalman and Buchy, J. Basic Eng. 83, 95-108 (1961)], as a simplified special case when the stochastic system is of linear type with Gaussian random excitation. The validity and effectiveness of the proposed theory were confirmed experimentally by applying it to actually observed room acoustic data and road-traffic noise data.     

Discussion of Some Problems About Nonlinear Time Series Prediction Using ν-Support Vector Machine

Some problems in using ν-support vector machine (ν-SVM) for the prediction of nonlinear time series are discussed. The problems include selection of various net parameters, which affect the performance of prediction, mixture of kernels, and decomposition cooperation linear programming ν-SVM regression, which result in improvements of the algorithm. Computer simulations in the prediction of nonlinear time series produced by Mackey-Glass equation and Lorenz equation provide some improved results.     

Time series prediction using wavelet process neural network

In the real world, the inputs of many complicated systems are time-varying functions or processes. In order to predict the outputs of these systems with high speed and accuracy, this paper proposes a time series prediction model based on the wavelet process neural network, and develops the corresponding learning algorithm based on the expansion of the orthogonal basis functions. The effectiveness of the proposed time series prediction model and its learning algorithm is proved by the Macke-Glass time series prediction, and the comparative prediction results indicate that the proposed time series prediction model based on the wavelet process neural network seems to perform well and appears suitable for using as a good tool to predict the highly complex nonlinear time series.