Filtering based recursive least squares algorithm for Hammerstein FIR-MA systems

We consider the parameter estimation problem for Hammerstein finite impulse response (FIR) systems. An estimated noise transfer function is used to filter the input–output data of the Hammerstein system. By combining the key-term separation principle and the filtering theory, a recursive least squares algorithm and a filtering-based recursive least squares algorithm are presented. The proposed filtering-based recursive least squares algorithm can estimate the noise and system models. The given examples confirm that the proposed algorithm can generate more accurate parameter estimates and has a higher computational efficiency than the recursive least squares algorithm.     

Multistage least squares based iterative estimation for feedback nonlinear systems with moving average noises using the hierarchical identification principle

This paper develops a multistage least squares based iterative algorithm to estimate the parameters of feedback nonlinear systems with moving average noise from input–output data. Since that the identification model is bilinear on the unknown parameter space, the solution is to decompose a system into several subsystems with each of which is linear about its parameter vector, then to replace the unknown noise terms in the information vectors with their corresponding estimates at the previous iteration of each subsystem, and estimate each subsystem, respectively. The simulation results show that the proposed algorithm can work well.     

Hierarchical recursive least squares algorithm for Hammerstein systems using the filtering method

A hierarchical recursive least squares algorithm is presented in the paper to estimate the parameters of Hammerstein nonlinear systems by combining the filtering method and least squares search principle. The key is to decompose the Hammerstein system into two subsystems by adopting the hierarchical idea. Numerical examples are given to illustrate the performance of the proposed algorithm.     

基于非线性最小二乘估计的eLoran/INS/磁传感器组合导航方法

为实现不依赖GNSS系统的高精度导航系统,提出了一种基于非线性最小二乘估计的e Loran/INS/磁传感器组合导航方法。利用INS/磁传感器等传感器稳定性好,高频噪声低的特点,降低eLoran导航系统受传播路径影响导致的定位误差;同时所提方法可以校准其它传感器的零点偏移。首先利用INS系统估计载体当前的状态(包括姿态、位置),再通过高斯-牛顿法,求解载体状态的最小二乘解,从而使各物理量(磁场矢量、重力矢量和位置)在当前估计的载体坐标系内计算的数值与传感器的测量结果之间误差达到最小。最后,利用传感器的零点偏移在误差项中变化缓慢的特点,通过低通滤波估计零点偏移并进行校准。所提方法具有运算量小,解算精度高的特点。仿真试验结果显示所提出方法可将罗兰导航系统定位误差从100 m提高至6.1 m(2σ),证明了该系统具备独立于GNSS系统提供高精度导航定位的潜力。     

A weighted least squares method for first-order hyperbolic systems

The paper presents a generalization of the classical L²-norm weighted least squares method for the numerical solution of a first-order hyperbolic system. This alternative least squares method consists of the minimization of the weighted sum of the L² residuals for each equation of the system. The order of accuracy of global conservation of each equation of the system is shown to be inversely proportional to the weight associated with the equation. The optimal relative weights between the equations are then determined in order to satisfy global conservation of the energy of the physical system. As an application of the algorithm, the shallow water equations on an irregular domain are first discretized in time and then solved using Laplace modification and the proposed least squares method.     

基于移动相关的最小二乘地图匹配新算法

为了提高军用车辆导航数字地图匹配的精度,针对通常匹配方法易出现误匹配和无法消除沿道路方向纵向误差的问题,提出了一种基于移动相关的最小二乘地图匹配新方法。该方法充分利用路网和历史轨迹信息,以多分辨率移动相关性进行匹配路段的搜索和定位,以最小二乘法进行SINS轨迹到待配路段的曲线整体投影,并通过视觉和数学的方法消除车辆偏离道路中心线的偏差影响。跑车实验表明,匹配后定位圆误差极限在1 m以内。该算法简单有效,且能满足高精度的要求,可以为组合导航提供良好辅助信息。     

Directly adaptive fuzzy control of discrete-time chaotic systems by least squares algorithm with dead-zone

A new design scheme of directly adaptive fuzzy control for a class of discrete-time chaotic systems is proposed in this paper. The T-S fuzzy model is employed to represent the discrete-time chaotic systems. Then a fuzzy controller is designed and the unknown coefficients of the controller are identified by least squares algorithm with dead-zone. By Lyapunov method, all the signals involved in the closed-loop systems are shown to be bounded and the error between the system output and the reference output is proved to converge to a small neighborhood of zero. Simulation results demonstrate the effectiveness of the theoretical results.     

Gradient-based parameter estimation for input nonlinear systems with ARMA noises based on the auxiliary model

This paper presents a gradient-based iterative identification algorithm and an auxiliary-model-based multi-innovation generalized extended stochastic gradient algorithm for input nonlinear systems with autoregressive moving average (ARMA) noises, i.e., the input nonlinear Box–Jenkins (IN–BJ) systems. The estimation errors given by the gradient-based iterative algorithm are smaller than the generalized extended stochastic gradient algorithm under same data lengths. A simulation example is provided.     

Global stabilization of high-order nonlinear systems under multi-rate sampled-data control

This paper studies the sampled-data control problem for a class of high-order nonlinear systems. Based on exact discrete-time equivalent model of the sampled-data system, a multi-rate sampled-data controller with the form of a power series expansion is designed to achieve the global asymptotic stability of the closed-loop system under some assumptions. Approximate solutions of the proposed controller are proved to be effective by a theoretical analysis. The results show that, compared with the emulated control scheme, the approximate controllers allow considering larger sampling periods and enlarge the domain of attraction for a given sampling period. Finally, a simulation example is given to show the effectiveness of the proposed control scheme.     

Recursive parameter identification of the dynamical models for bilinear state space systems

This paper investigates the recursive parameter and state estimation algorithms for a special class of nonlinear systems (i.e., bilinear state space systems). A state observer-based stochastic gradient (O-SG) algorithm is presented for the bilinear state space systems by using the gradient search. In order to improve the parameter estimation accuracy and the convergence rate of the O-SG algorithm, a state observer-based multi-innovation stochastic gradient algorithm and a state observer-based recursive least squares identification algorithm are derived by means of the multi-innovation theory. Finally, a numerical example is provided to demonstrate the effectiveness of the proposed algorithms.     

一类广义连续-离散系统量测丢失情况下鲁棒滤波算法

有噪声的非线性广义连续-离散系统的状态估计问题是目前一个较新的研究领域。量测丢失可能会导致系统动态模型的状态估计值与动态方程真实值产生较大偏差。为解决该问题,针对一类量测丢失情况下的范数有界非线性广义连续-离散系统,提出一种基于鲁棒扩展卡尔曼滤波(REKF)算法的状态估计方法。首先,给出参数并使用欧拉离散化方法将理想化的广义连续-离散系统转化为非奇异离散系统,但这样的处理方式导致转换得到的非奇异离散系统动态模型中存在新增不确定项。针对该问题,提出最优上界以保证卡尔曼滤波误差协方差矩阵收敛。其次,针对转化得到的非奇异离散系统,提出基于该优化上界的扩展卡尔曼滤波方法,用于在量测丢失时对系统的动态模型量进行观测。最后,仿真算例验证了该方法的有效性。     

Highly computationally efficient parameter estimation algorithms for a class of nonlinear multivariable systems by utilizing the state estimates

This paper investigates the parameter estimation issue for an input nonlinear multivariable state-space system. First, the canonical form of the input nonlinear multivariable state-space system is obtained through the linear transformation and the over-parameterization identification model of the considered system is derived. Second, by cutting down the redundant parameter estimates and extracting the unique parameter estimates from the parameter estimation vector in the least-squares identification method, we present an over-parameterization-based partially coupled average recursive extended least-squares parameter estimation algorithm to estimate the parameters. As for the unknown states in the parameter estimation algorithm, a new state estimator is designed to generate the state estimates. Third, in order to improve the computational efficiency of the parameter estimation algorithm, an over-parameterization-based multi-stage partially coupled average recursive extended least-squares algorithm is proposed. Finally, the computational efficiency analysis and the simulation examples are given to verify the effectiveness of the proposed algorithms.

     

非稳态流动的隐式最小二乘等几何方法

对非稳态粘性不可压流动问题提出了一种隐式最小二乘等几何计算方法。该方法先用隐式的向后多步差分格式对Navier-Stokes方程进行时间离散,再用Newton法线性化对流项,最后在每个时间步上用最小二乘等几何方法进行求解。根据该算法编制了计算程序,通过构造解析解的方法验证了程序的正确性,用该程序求解了雷诺数为5000时的非稳态二维顶盖驱动流问题,计算结果捕捉到了流动过程中涡的演化过程,表明本文方法可用于非稳态流动的求解。     

截断总体最小二乘法在抑制地磁导航磁力仪随机误差方面的应用

三轴磁力仪的随机误差补偿技术是当前水下地磁导航领域的研究热点。传统上采用最小二乘法或其相关改进方法进行误差修正,是基于假设随机误差为高斯分布或者没有考虑到磁力仪观测方程的病态问题。将总体最小二乘方法与正则化方法结合起来,提出一种截断总体最小二乘法,来处理观测方程两边都存在随机误差的病态问题。仿真结果表明,截断总体二乘法能很好地抑制磁力仪测量中的病态影响,且将经过截断总体二乘法标定前后的残差减小至10 n T以内。此外,比起最小二乘法补偿和总体最小二乘法补偿后的测量数据,经过截断总体最小二乘法补偿后的测量数据更加接近真实值,达到了抑制随机误差的目的。     

Guaranteed cost nonlinear sampled-data control: applications to a class of chaotic systems

Nonlinear Dynamics - This paper addresses the guaranteed cost sampled-data controller synthesis and analysis problems with application to nonlinear chaotic systems. A linear parameter-varying (LPV)...     

Recursive identification of discrete-time nonlinear cascade systems with time-varying output hysteresis

Nonlinear Dynamics - A recursive identification method for discrete-time nonlinear cascade systems with a linear dynamic system followed by a time-varying output hysteresis is presented. The...