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1.
甘建超  肖先赐 《物理学报》2003,52(5):1102-1107
根据相空间重构理论、最小均方误差准则和最陡下降原理,提出了一种基于相空间邻域的非线性自适应滤波算法.实验结果表明:这种非线性自适应预测滤波器能够有效预测一些混沌序列,在某种程度上具有抗噪声的能力. 关键词: 混沌时间序列 重构矢量 最小均方误差准则 非线性自适应预测  相似文献   

2.
一种基于混沌和分数阶傅里叶变换的数字水印算法   总被引:2,自引:0,他引:2       下载免费PDF全文
邹露娟  汪波  冯久超 《物理学报》2008,57(5):2750-2754
基于混沌序列及离散分数阶傅里叶变换,提出了一种基于混沌和分数阶傅里叶变换的数字水印算法,并对算法及抗攻击性能进行了仿真分析.结果表明,该算法简单有效,对JPEG压缩、噪声、滤波等攻击具有良好的鲁棒性. 关键词: 数字水印 混沌 分数阶傅里叶变换 鲁棒性  相似文献   

3.
基于Bernstein多项式的自适应混沌时间序列预测算法   总被引:3,自引:0,他引:3       下载免费PDF全文
闫华  魏平  肖先赐 《物理学报》2007,56(9):5111-5118
提出了利用Bernstein多项式对混沌时间序列的动力学方程进行建模的方法,并将该方法与递推最小二乘(RLS)算法相结合,从而可以自适应地逼近混沌时间序列的动力学特性,以达到预测的目的.理论分析和仿真实验表明该方法对一些常见的混沌时间序列具有较高的预测精度和较理想的准确预测率.由于RLS算法的收敛速度较快,因此该方法比较适合于对短混沌时间序列进行实时预测. 关键词: 混沌 预测 Bernstein多项式 RLS算法  相似文献   

4.
张学清  梁军 《物理学报》2013,62(5):50505-050505
针对风电功率时间序列的混沌特性,提出了一种基于集成经验模态分解(ensemble empirical mode decomposition, EEMD)-近似熵和回声状态网络(echo state network, ESN) 的风电功率混沌时间序列组合预测模型.首先为降低对风电功率局部分析的计算规模以及提高预测的准确性, 利用EEMD-近似熵将风电功率时间序列分解为一系列复杂度差异明显的风电子序列; 然后对各子序列分别建立ESN、经过高频分量正则化改进的EEMD-ESN模型和最小二乘支持向量机预测模型; 最后以某一风电场实际采集的数据为算例,仿真结果表明EEMD-ESN模型在训练速度和预测精度上优于最小二乘支持向量机模型,为实现风电功率短期预测的在线工程应用提供了新的有益参考. 关键词: 混沌时间序列 风电预测 集成经验模态分解 近似熵  相似文献   

5.
混沌时间序列基于邻域点的非线性多步自适应预测   总被引:9,自引:0,他引:9       下载免费PDF全文
甘建超  肖先赐 《物理学报》2003,52(12):2995-3001
根据流形理论,利用混沌时间序列中某点邻域内最近几点的P次迭代像,提出了一种多步自 适应预测算法.仿真说明,这种算法使得预测速度成倍提高,而预测稳定后得到的误差均方 根序列呈指数增长趋势,这个指数就是该混沌时间序列的Lyapunov指数. 关键词: 混沌时间序列 邻域 非线性自适应预测 Lyapunov指数  相似文献   

6.
基于极端学习机的多变量混沌时间序列预测   总被引:4,自引:0,他引:4       下载免费PDF全文
王新迎  韩敏 《物理学报》2012,61(8):80507-080507
针对多变量混沌时间序列预测问题, 提出了一种基于输入变量选择和极端学习机的预测模型. 其基本思想是 对多变量混沌时间序列进行相空间重构后, 采用互信息方法选择与预测输出统计相关最高的重构输入变量, 借助极端学习机的通用逼近能力建立多变量混沌时间序列的预测模型. 为进一步提高预测精度, 采用模型选择算法选择具有最小期望风险的极端学习机预测模型. 基于Lorenz, Rössler多变量混沌时间序列及Rössler超混沌时间序列的仿 真结果证明所提方法的有效性.  相似文献   

7.
张文超  谭思超  高璞珍 《物理学报》2013,62(14):144706-144706
利用替代数据法检验了摇摆条件下自然循环系统不规则复合型脉动的混沌特性, 并在此基础上进行混沌预测. 关联维数、最大Lyapunov指数等几何不变量计算结果表明不规则复合型脉动具有混沌特性, 但是由于计算结果受实验时间序列长度的限制和噪声的影响, 可能会出现错误的判断结果. 为了避免出现误判, 在提取流量脉动的非线性特征的同时, 需要用替代数据法进一步检验混沌特性是否来自于确定性的非线性系统. 本文用迭代的幅度调节Fourier 算法进行混沌检验, 在此基础上用加权一阶局域法进行混沌脉动的预测. 计算结果表明: 不规则复合型脉动是来自于确定性系统的混沌脉动, 加权一阶局域法对流量脉动进行混沌预测效果较好, 并提出动态预测方法. 关键词: 混沌时间序列 替代数据法 实时预测 两相流动不稳定性  相似文献   

8.
混沌现象普遍存在于现实生活中,混沌时间序列的分析是非线性系统研究的主要内容.基于Anderson 模型,提出了一种新的混沌序列的分析方法.通过对Logistic序列的分析,使用能谱涨落分析方法,发现能级斥力的大小能与最大lyapunov指数相对应.结果表明,该方法能较好的预测混沌序列,而且具有较强的抗噪声的能力,不受初值敏感性的影响.  相似文献   

9.
混沌现象普遍存在于现实生活中,混沌时间序列的分析是非线性系统研究的主要内容.基于Anderson 模型,提出了一种新的混沌序列的分析方法.通过对Logistic序列的分析,使用能谱涨落分析方法,发现能级斥力的大小能与最大lyapunov指数相对应.结果表明,该方法能较好的预测混沌序列,而且具有较强的抗噪声的能力,不受初值敏感性的影响.  相似文献   

10.
混沌现象普遍存在于现实生活中,混沌时间序列的分析是非线性系统研究的主要内容.基于Anderson模型,提出了一种新的混沌序列的分析方法 .通过对Logistic序列的分析,使用能谱涨落分析方法,发现能级斥力的大小能与最大Lyapunov指数相对应.结果表明,该方法能较好的预测混沌序列,而且具有较强的抗噪声的能力,不受初值敏感性的影响.  相似文献   

11.
A method of modifying the architecture of fractional least mean square (FLMS) algorithm is presented to work with nonlinear time series prediction. Here we incorporate an adjustable gain parameter in the weight adaptation equation of the original FLMS algorithm and absorb the gamma function in the fractional step size parameter. This approach provides an interesting achievement in the performance of the filter in terms of handling the nonlinear problems with less computational burden by avoiding the evaluation of complex gamma function. We call this new algorithm as the modified fractional least mean square (MFLMS) algorithm. The predictive performance for the nonlinear Mackey glass chaotic time series is observed and evaluated using the classical LMS, FLMS, kernel LMS, and proposed MFLMS adaptive filters. The simulation results for the time series with and without noise confirm the superiority and improvement in the prediction capability of the proposed MFLMS predictor over its counterparts.  相似文献   

12.
This paper presents an adaptive step-size modified fractional least mean square (AMFLMS) algorithm to deal with a nonlinear time series prediction. Here we incorporate adaptive gain parameters in the weight adaptation equation of the original MFLMS algorithm and also introduce a mechanism to adjust the order of the fractional derivative adaptively through a gradient-based approach. This approach permits an interesting achievement towards the performance of the filter in terms of handling nonlinear problems and it achieves less computational burden by avoiding the manual selection of adjustable parameters. We call this new algorithm the AMFLMS algorithm. The predictive performance for the nonlinear chaotic Mackey Glass and Lorenz time series was observed and evaluated using the classical LMS, Kernel LMS, MFLMS, and the AMFLMS filters. The simulation results for the Mackey glass time series, both without and with noise, confirm an improvement in terms of mean square error for the proposed algorithm. Its performance is also validated through the prediction of complex Lorenz series.  相似文献   

13.
张家树 《中国物理》2007,16(2):352-358
The least mean square error difference (LMS-ED) minimum criterion for an adaptive chaotic noise canceller is proposed in this paper. Different from traditional least mean square error minimum criterion in which the error is uncorrelated with the input vector, the proposed LMS-ED minimum criterion tries to minimize the correlation between the error difference and input vector difference. The novel adaptive LMS-ED algorithm is then derived to update the weights of adaptive noise canceller. A comparison between cancelling performances of adaptive least mean square (LMS), normalized LMS (NLMS) and proposed LMS-ED algorithms is simulated by using three kinds of chaotic noises. The simulation results clearly show that the proposed algorithm outperforms the LMS and NLMS algorithms in achieving small values of steady-state excess mean square error. Moreover, the computational complexity of the proposed LMS-ED algorithm is the same as that of the standard LMS algorithms.  相似文献   

14.
An adaptive nonlinear neuro-controller with an integrated evaluation algorithm for nonlinear active noise control systems is proposed to attenuate the nonlinear and non-Gaussian noises. Inspired by the structure of the Hammerstein or Wiener model, the proposed controller is realized by the static nonlinear memory function mapping on the basis of a single neuron. A generalized filtered-X gradient descent algorithm based on an integrated evaluation criterion is developed to adaptively adjust the weights of the controller, where the weighted sum of Renyi's quadratic error entropy and the mean square error is applied as the integrated performance index, which improves the performance of the adaptive algorithm by introducing the information entropy. In addition, the convergence of the proposed approach is analyzed, and the computational complexity among different methods is investigated. The proposed scheme can effectively attenuate the nonlinear and non-Gaussian noises and has a relative simple structure and less learning parameters. The simulation results demonstrate the validity of the proposed method for attenuating the nonlinear and non-Gaussian noises.  相似文献   

15.
张家树  肖先赐 《中国物理》2001,10(5):390-394
A multistage adaptive higher-order nonlinear finite impulse response (MAHONFIR) filter is proposed to predict chaotic time series. Using this approach, we may readily derive the decoupled parallel algorithm for the adaptation of the coefficients of the MAHONFIR filter, to guarantee a more rapid convergence of the adaptive weights to their optimal values. Numerical simulation results show that the MAHONFIR filters proposed here illustrate a very good performance for making an adaptive prediction of chaotic time series.  相似文献   

16.
基于自适应模糊控制的分数阶混沌系统同步   总被引:1,自引:0,他引:1       下载免费PDF全文
陈晔  李生刚  刘恒 《物理学报》2016,65(17):170501-170501
本文主要研究了带有未知外界扰动的分数阶混沌系统的同步问题.基于分数阶Lyapunov稳定性理论,构造了分数阶的参数自适应规则以及模糊自适应同步控制器.在稳定性分析中主要使用了平方Lyapunov函数.该控制方法可以实现两分数阶混沌系统的同步,使得同步误差渐近趋于0.最后,数值仿真结果验证了本文方法的有效性.  相似文献   

17.
针对非高斯环境下一般自适应滤波算法性能严重下降问题,本文提出了一种基于Softplus函数的核分式低次幂自适应滤波算法(kernel fractional lower algorithm based on Softplus function,SP-KFLP),该算法将Softplus函数与核分式低次幂准则相结合,利用输出误差的非线性饱和特性通过随机梯度下降法更新权重.一方面利用Softplus函数的特点在保证了SP-KFLP算法具有良好的抗脉冲干扰性能的同时提高了其收敛速度;另一方面将低次幂误差的倒数作为权重向量更新公式的系数,利用误差突增使得权重向量不更新的方法来抵制冲激噪声,并对其均方收敛性进行了分析.在系统辨识环境下的仿真表明,该算法很好地兼顾了收敛速度和跟踪性能稳定误差的矛盾,在收敛速度和抗脉冲干扰鲁棒性方面优于核最小均方误差算法、核分式低次幂算法和S型核分式低次幂自适应滤波算法.  相似文献   

18.
In some situations of active noise control, infinite impulse response (IIR) filters are more suitable than finite impulse response (FIR) filters owing to the poles in the transfer function. A number of algorithms have been derived for applying IIR filters in active noise control; however, most of them use the direct form IIR filter structure, which faces the difficulties of checking stability and relatively slow convergence speed for noise composed of narrow-band components with large power disparity. To overcome these difficulties along with using the direct form IIR filters, a new adaptive algorithm is proposed in this paper, which uses and updates the lattice form adaptive IIR filter in an active noise control system. Full mathematical derivations of the proposed algorithm are presented, and the comparison between the proposed algorithm and the commonly used filtered-u LMS and filtered-v LMS algorithms shows the superiority of the proposed algorithm.  相似文献   

19.
为了进一步提高在a稳定分布噪声背景下非线性自适应滤波算法的收敛速度,本文提出了一种新的基于p范数的核最小对数绝对差自适应滤波算法(kernel least logarithm absolute difference algorithm based on p-norm, P-KLLAD).该算法结合核最小对数绝对差算法和p范数,一方面利用最小对数绝对差准则保证了算法在a稳定分布噪声环境下良好的鲁棒性,另一方面在误差的绝对值上添加p范数,通过p范数和一个正常数a来控制算法的陡峭程度,从而提高该算法的收敛速度.在非线性系统辨识和Mackey-Glass混沌时间序列预测的仿真结果表明,本文算法在保证鲁棒性能的同时提高了收敛速度,并且在收敛速度和鲁棒性方面优于核最小均方误差算法、核分式低次幂算法、核最小对数绝对差算法和核最小平均p范数算法.  相似文献   

20.
张若洵  杨世平 《中国物理 B》2012,21(3):30505-030505
We investigate the synchronization of a class of incommensurate fractional-order chaotic systems,and propose a modified adaptive controller for fractional-order chaos synchronization based on the Lyapunov stability theory,the fractional order differential inequality,and the adaptive strategy.This synchronization approach is simple,universal,and theoretically rigorous.It enables the synchronization of0 fractional-order chaotic systems to be achieved in a systematic way.The simulation results for the fractional-order Qi chaotic system and the four-wing hyperchaotic system are provided to illustrate the effectiveness of the proposed scheme.  相似文献   

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