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1.
基于分数阶最大相关熵算法的混沌时间序列预测   总被引:1,自引:0,他引:1       下载免费PDF全文
王世元  史春芬  钱国兵  王万里 《物理学报》2018,67(1):18401-018401
为提高最大相关熵算法对混沌时间序列的预测速度和精度,提出了一种新的分数阶最大相关熵算法.在采用最大相关熵准则的基础上,利用分数阶微分设计了一种新的权重更新方法.在alpha噪声环境下,采用新的分数阶最大相关熵算法对Mackey-Glass和Lorenz两类具有代表性的混沌时间序列进行预测,并分析了分数阶的阶数对混沌时间序列预测性能的影响.仿真结果表明:与最小均方算法、最大相关熵算法以及分数阶最小均方算法三类自适应滤波算法相比,所提分数阶最大相关熵算法在混沌时间序列预测中能够有效地抑制非高斯脉冲噪声干扰的影响,具有较快收的敛速度和较低的稳态误差.  相似文献   

2.
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...  相似文献   

3.
互补型自适应滤波器在心磁信号处理中的应用   总被引:1,自引:1,他引:0       下载免费PDF全文
将心磁信号从干扰噪声中加以提取并有效地消除噪声干扰是心磁信号处理中尤为重要的环节 .从改进算法的角度出发,提出互补型自适应滤波器结构以实现心磁信号的消噪处理.该滤波器针对心磁这类非平稳信号进行设计,有效地解决了常规自适应滤波器应用于心磁信号处理时收敛速度和稳态误差的矛盾.通过仿真实验和心磁实验结果表明,该算法能有效地消除心磁信号的背景噪声和工频干扰噪声.同时该算法也可用于其他非平稳信号的消噪处理. 关键词: 自适应滤波 心磁图 最小均方误差  相似文献   

4.
Adaptive filter techniques and the filtered-x least mean square (FxLMS) algorithm have been used in Active Noise Control (ANC) systems. However, their effectiveness may degrade due to the nonlinearities and modeling errors in the system. In this paper, a new feedback ANC system with an adaptive neural controller and variable step-size learning parameters (VSSP) is proposed to improve the performance. A nonlinear adaptive controller with the FxLMS algorithm is first designed to replace the traditional adaptive FIR filter; then, a variable step-size learning method is developed for online updating the controller parameters. The proposed control is implemented without any offline learning phase, while faster convergence and better noise elimination can be achieved. The main contribution is that we show how to analyze the stability of the proposed closed-loop ANC systems, and prove the convergence of the presented adaptations. Moreover, the computational complexities of different methods are compared. Comparative simulation results demonstrate the validity of the proposed methods for attenuating different noise sources transferred via nonlinear paths, and show the improved performance over classical methods.  相似文献   

5.
Augmented IIR filter adaptive algorithms have been considered in many studies, which are suitable for proper and improper complex-valued signals. However, lots of augmented IIR filter adaptive algorithms are developed under the mean square error (MSE) criterion. It is an ideal optimality criterion under Gaussian noises but fails to model the behavior of non-Gaussian noise found in practice. Complex correntropy has shown robustness under non-Gaussian noises in the design of adaptive filters as a similarity measure for the complex random variables. In this paper, we propose a new augmented IIR filter adaptive algorithm based on the generalized maximum complex correntropy criterion (GMCCC-AIIR), which employs the complex generalized Gaussian density function as the kernel function. Stability analysis provides the bound of learning rate. Simulation results verify its superiority.  相似文献   

6.
We investigate underwater acoustic (UWA) channel equalization and introduce hierarchical and adaptive nonlinear (piecewise linear) channel equalization algorithms that are highly efficient and provide significantly improved bit error rate (BER) performance. Due to the high complexity of conventional nonlinear equalizers and poor performance of linear ones, to equalize highly difficult underwater acoustic channels, we employ piecewise linear equalizers. However, in order to achieve the performance of the best piecewise linear model, we use a tree structure to hierarchically partition the space of the received signal. Furthermore, the equalization algorithm should be completely adaptive, since due to the highly non-stationary nature of the underwater medium, the optimal mean squared error (MSE) equalizer as well as the best piecewise linear equalizer changes in time. To this end, we introduce an adaptive piecewise linear equalization algorithm that not only adapts the linear equalizer at each region but also learns the complete hierarchical structure with a computational complexity only polynomial in the number of nodes of the tree. Furthermore, our algorithm is constructed to directly minimize the final squared error without introducing any ad-hoc parameters. We demonstrate the performance of our algorithms through highly realistic experiments performed on practical field data as well as accurately simulated underwater acoustic channels.  相似文献   

7.
The polynomial chaos decomposition of stochastic variables and processes is implemented in conjunction with optimal polynomial control of nonlinear dynamical systems. The procedure is demonstrated on a base-excited system whereby ground motion is modeled as a stochastic process with a specified correlation function and is approximated by its Karhunen-Loeve expansion. An adaptive scheme for stochastic approximation with polynomial chaos bases is proposed which is based on a displacement-velocity norm and is applied to the identification of phase orbits of nonlinear oscillators. This approximation is then integrated in the design of an optimal polynomial controller, allowing for the efficient estimation of statistics and probability density functions of quantities of interest. Numerical investigations are carried out employing the polynomial chaos expansions and the Lyapunov asymptotic stability condition based control policy. The results reveal that the performance, as gaged by probabilistic quantities of interest, of the controlled oscillators is greatly improved. A comparative study is also presented against the classical stochastic optimal control, whereby statistical linearization based LQG is employed to design the optimal controller. It is remarked that the proposed polynomial chaos expansion is a preferred approach to the optimal control of nonlinear random oscillators.  相似文献   

8.
赵海全  张家树  曾祥萍 《物理学报》2007,56(4):1975-1982
针对混沌通信系统中非线性信道干扰问题,基于混沌信号重构理论和Legendre正交多项式结构,提出了一种自适应神经Legendre正交多项式信道均衡器,并给出相应的归一化最小均方算法. 仿真研究表明:所提出的自适应神经Legendre正交多项式信道均衡器能有效地消除线性和非线性信道干扰,均衡器输出信号能反映出混沌信号的特性,具有良好的抗干扰性能.该均衡器的结构简单,权系数参数较少,收敛稳定性较好. 关键词: Legendre 正交多项式 信道均衡 混沌吸引子 神经网络  相似文献   

9.
This paper describes a functional analysis-based method for the estimation of driving-forces from nonlinear dynamic systems. The driving-forces account for the perturbation inputs induced by the external environment or the secular variations in the internal variables of the system. The proposed algorithm is applicable to the problems for which there is too little or no prior knowledge to build a rigorous mathematical model of the unknown dynamics. We derive the estimator conditioned on the differentiability of the unknown system’s mapping, and smoothness of the driving-force. The proposed algorithm is an adaptive sequential realization of the blind prediction error method, where the basic idea is to predict the observables, and retrieve the driving-force from the prediction error. Our realization of this idea is embodied by predicting the observables one-step into the future using a bank of echo state networks (ESN) in an online fashion, and then extracting the raw estimates from the prediction error and smoothing these estimates in two adaptive filtering stages. The adaptive nature of the algorithm enables to retrieve both slowly and rapidly varying driving-forces accurately, which are illustrated by simulations. Logistic and Moran-Ricker maps are studied in controlled experiments, exemplifying chaotic state and stochastic measurement models. The algorithm is also applied to the estimation of a driving-force from another nonlinear dynamic system that is stochastic in both state and measurement equations. The results are judged by the posterior Cramer-Rao lower bounds. The method is finally put into test on a real-world application; extracting sun’s magnetic flux from the sunspot time series.  相似文献   

10.
郭鹏  胡慧  刘国荣  胡俊达 《物理学报》2010,59(9):5925-5929
针对一类多时滞不确定非线性系统,研究了基于无记忆状态观测器的自适应控制问题.时滞状态扰动的上界未知,在控制中通过自适应律估计未知参数,并利用估计值设计了不依赖于时滞的无记忆状态观测器和控制器,基于Lyapunov-Krasovskii函数证明了观测误差渐近收敛到零.最后仿真结果说明了该方法的有效性.  相似文献   

11.
Eun-Ju Hwang 《Physics letters. A》2009,373(22):1935-1939
This Letter presents fuzzy model-based robust tracking control for the adaptive synchronization of uncertain chaotic systems. Fuzzy model and adaptive algorithm are employed to present the unknown chaotic systems. H and sliding mode control are combined to construct a robust tracking controller. The incorporated H controller can attenuate the external disturbance and approximation error to any prescribed level. The proposed scheme guarantees that all the variables are bounded and the tracking error is compensated.  相似文献   

12.
赵海全  张家树 《物理学报》2008,57(7):3996-4006
针对混沌通信系统的非线性信道干扰问题,基于混沌信号重构理论和函数型连接神经网络理论,提出了一种横向滤波器与函数型连接神经网络组合(combination of transversal filter and functional link neural network,CFFLNN)的自适应非线性信道均衡器,并给出基于低复杂度归一化最小均方(NLMS)的自适应算法,并对该均衡器的稳定性以及收敛条件进行了分析.该非线性自适应均衡器充分利用了横向滤波器的快速收敛,以及函数型连接神经网络通过增大输入空间提高非线性逼近能力的特点,进一步提高均衡器的收敛速度和降低稳态误差.仿真研究表明:所提出的非线性自适应均衡器能够有效地消除线性和非线性信道干扰,均衡器输出信号能反映出混沌信号的特性,具有良好的抗干扰性能;且该均衡器的结构简单,收敛稳定性较好,易于工程实现. 关键词: 非线性信道 自适应均衡器 混沌吸引子 神经网络  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.
The maximum correntropy Kalman filter (MCKF) is an effective algorithm that was proposed to solve the non-Gaussian filtering problem for linear systems. Compared with the original Kalman filter (KF), the MCKF is a sub-optimal filter with Gaussian correntropy objective function, which has been demonstrated to have excellent robustness to non-Gaussian noise. However, the performance of MCKF is affected by its kernel bandwidth parameter, and a constant kernel bandwidth may lead to severe accuracy degradation in non-stationary noises. In order to solve this problem, the mixture correntropy method is further explored in this work, and an improved maximum mixture correntropy KF (IMMCKF) is proposed. By derivation, the random variables that obey Beta-Bernoulli distribution are taken as intermediate parameters, and a new hierarchical Gaussian state-space model was established. Finally, the unknown mixing probability and state estimation vector at each moment are inferred via a variational Bayesian approach, which provides an effective solution to improve the applicability of MCKFs in non-stationary noises. Performance evaluations demonstrate that the proposed filter significantly improves the existing MCKFs in non-stationary noises.  相似文献   

15.
We study the transition problems in a piecewise nonlinear model induced by correlated multiplicative non-Gaussian noise and additive Gaussian white noise. Firstly, applying the path integral approach, the unified colored noise approximation, the analytical expression of the steady-state probability density function (SPD) is derived. Then the change regulation of the SPD is analyzed with the change of the strength and relevance of multiplicative noise and additive noise. From numerical computations we obtain some new nonlinear phenomena: the transition can be induced by the cross-correlation strength between noises, the non-Gaussian noise intensity and the Gaussian noise intensity as well as the non-Gaussian noise deviation parameter. This indicates that the effect of the non-Gaussian noise intensity on SPD is the same as that of the Gaussian noise intensity. Moreover, we also find the correlation time of the non-Gaussian noise can not induce the transition.  相似文献   

16.
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   

17.
由压电驱动器驱动的快速反射镜(FSM)广泛应用于各种精密稳定跟踪系统,FSM的控制精度决定了系统的跟踪精度。但压电驱动器具有严重的迟滞非线性干扰,针对这一缺点,应用自适应径向基RBF神经网络对迟滞干扰进行非线性逼近,并在此基础上结合滑模控制和反演法,设计了自适应反演滑模(ABSM)控制器。仿真实验表明,相对于滑模控制器,ABSM控制器的最大跟踪误差和均方根误差为分别降低了57.26%和52.53%,提高了FSM的控制精度。  相似文献   

18.
压电驱动快速反射镜的自适应反演滑模控制   总被引:1,自引:0,他引:1       下载免费PDF全文
由压电驱动器驱动的快速反射镜(FSM)广泛应用于各种精密稳定跟踪系统,FSM的控制精度决定了系统的跟踪精度。但压电驱动器具有严重的迟滞非线性干扰,针对这一缺点,应用自适应径向基RBF神经网络对迟滞干扰进行非线性逼近,并在此基础上结合滑模控制和反演法,设计了自适应反演滑模(ABSM)控制器。仿真实验表明,相对于滑模控制器,ABSM控制器的最大跟踪误差和均方根误差为分别降低了57.26%和52.53%,提高了FSM的控制精度。  相似文献   

19.
基于磁悬浮作动器的自适应有源振动控制研究   总被引:2,自引:0,他引:2  
针对周期扰动提出一种基于磁悬浮作动器的非线性前馈自适应有源振动控制算法。算法中将磁悬浮作动器视为具有时变非线性的单输入输出系统,并使用径向基函数神经网络进行控制,分别采用聚类算法和随机梯度算法对其隐层中心点和输出层权值进行自适应调整。该算法摆脱了传统磁悬浮控制对模型的依赖,在正常工作条件下不需对作动器建模。仿真和实验结果表明:在单自由度主动隔振系统中,非线性自适应算法可以显著降低周期振动的能量,同时能对磁悬浮作动器的时变非线性进行有效的补偿。   相似文献   

20.
刘朝华  章兢  张英杰  李小花  吴建辉 《物理学报》2011,60(3):30701-030701
针对一类受扰不确定离散非线性混沌系统,提出了基于免疫动态微粒群优化策略的ADRC与CMAC神经网络并行控制方法(ADRC-CMAC).ADRC控制器抑制系统扰动,保证系统的稳定性;CMAC神经网络控制器实现前馈控制保证系统的控制精度和响应速度.利用动态免疫微粒群算法对ADRC-CMAC并行控制器参数进行全局优化.实验结果表明该控制方法具有较快系统的响应速度,较好的抗干扰能力,控制精度高. 关键词: 自抗扰控制器 小脑神经网络 并行控制 混沌系统  相似文献   

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