非标准多传感器信息融合下的状态融合估计

给出了标准多传感器观测信息的统一融合模型,在此基础上分析了传感器观测系统参数对最优融合估计性能的影响.针对存在量测系统误差的非标准多传感器融合系统,构建了一种有效的系统误差参数估计模型.此外对传感器问具有不同非线性误差成份的融合系统,提出了一种基于互迭代自适应半参数的状态融合估计算法.该算法通过对非标准多传感器融合模型误差的补偿,利用线性和非线性迭代的方法来提取非线性因素,进而确定状态的最优融合估计.给出了应用该算法的具体步骤,并通过理论分析与仿真实验证明了该算法的有效性.     

适于交通在线控制OD矩阵的一种估计方法

适于交通在线控制ＯＤ矩阵的一种估计方法周晶，徐南荣（东南大学管理学院，南京２１００１８）ＡｎＥｓｔｉｍａｔｉｏｎＭｅｔｈｏｄｏｆＯＤＴｒｉｐＭａｔｒｉｘｆｏｒＴｒａｆｆｉｃＯｎｌｉｎｅＣｏｎｔｒｏｌＺｈｏｕＪｉｎｇＸｕＮａｎｒｏｎｇ（Ｍａｎａｇｅｍｅ...     

Head pose estimation method based on pose manifold and tensor decomposition

Pose manifold and tensor decomposition are used to represent the nonlinear changes of multi-view faces for pose estimation, which cannot be well handled by principal component analysis or multilinear analysis methods. A pose manifold generation method is introduced to describe the nonlinearity in pose subspace. And a nonlinear kernel based method is used to build a smooth mapping from the low dimensional pose subspace to the high dimensional face image space. Then the tensor decomposition is applied to the nonlinear mapping coefficients to build an accurate multi-pose face model for pose estimation. More importantly, this paper gives a proper distance measurement on the pose manifold space for the nonlinear mapping and pose estimation. Experiments on the identity unseen face images show that the proposed method increases pose estimation rates by 13.8%and 10.9% against principal component analysis and multilinear analysis based methods respectively. Thus, the proposed method can be used to estimate a wide range of head poses.     

基于非线性PLS回归的军用软件成本估算

当变量间存在多重相关性时,常采用偏最小二乘（partial least squares, PLS）回归进行建模。但是,传统PLS回归采用线性关系式来建立内部成分与外部成分之间的关系,已有的非线性PLS在模型可解释性方面存在不足。针对军用软件成本估算问题的非线性特点,建立了一种基于内部机理的非线性PLS回归模型,给出了模型的推导过程和实现算法。实例分析表明,该方法的估算精度优于多元线性回归,线性PLS回归和基于多项式内部映射的非线性回归。     

Jelinski-Moranda模型的一种新的NLS估计法

提出了一种新的基于非线性最小二乘法的软件可靠性Jelinski-Moranda(J-M)模型参数估计方法(LogLSE).给出了一种与经典的J-M模型最小二乘法等价的曲线拟合函数,推导了J-M模型的新的非线性最小二乘(NLS)参数估计公式.在标准的软件可靠性失效数据一海军战术数据系统(NTDS)和三组J-D.Musa软件可靠性数据上,利用牛顿迭代法求解参数估计的实例分析,说明了LogLSE估计优于传统的基于最大似然估计(MLE)和最小二乘估计(LsE)的J-M模型参数估计.     

基于半参数回归的联合定轨误差估计仿真算法

通过对联合定轨非线性影响因素特征的分析,提出了一种参数建模与非参数分量表示相结合的联合定轨非线性半参数回归建模方法。首先讨论了联合定轨模型及常值系统误差估计算法,在此基础上建立了一种广义非线性半参数回归联合定轨模型,设计了相应的卫星轨道参数、系统误差参数及模型误差估计算法,并从理论上证明了半参数模型轨道估计精度优于经典最小二乘轨道估计精度。仿真计算结果表明,广义非线性半参数回归联合估计方法能将模型误差和随机误差有效分离,同时联合定轨精度也得到了进一步的改善,从实际应用角度验证了半参数回归联合定轨建模方法的合理性和可行性。     

基于状态相依RBF-ARX模型的非线性预测控制及应用

对于一类工作点时变的光滑非线性多变量系统,采用状态相依自回归(state-dependent auto-regressive with exogenous, SD-ARX)模型描述系统的非线性状态特征,用高斯径向基函数(radial basis function, RBF)神经网络近似SD-ARX模型的函数型系数,利用结构化非线性参数优化方法(structured nonlinear parameter optimization method, SNPOM)离线估计模型参数,并以状态信号量引导模型实时反映对象的动态特性,在此基础上设计的非线性预测控制器因避免了在线模型参数估计,可提高系统的实时性,并具有较好的控制效果。对四旋翼飞行器的实验结果验证了建模方法的有效性和控制方法的可行性。     

基于复合微粒群算法的非线性系统模型参数估计

在系统辨识理论的实际应用中根据不同的对象和建模的不同目的去选择合适的辨识算法是一件不容易的事。针对非线性系统模型的多样性,提出了适应于多种不同模型的基于复合微粒群优化算法(HPSO)的系统参数估计方法,并对多种模型实例进行了仿真研究。实验结果表明,该算法是一种有效的系统模型参数估计方法。     

门限分位数自回归模型及在股市收益自相关分析中应用

门限分位数自回归模型(threshold quantile autoregressive model,简记为TQAR)是一种非线性分位数回归模型,主要用于讨论系统中的门限效应.在TQAR模型中,自回归阶数与门限值的确定等,都会影响模型分析效果.为此,本文给出模型定阶、门限值估计及门限效应检验等方法.数值模拟结果表明,TQAR模型在门限值估计、回归系数估计的有限样本表现方面都优于传统的门限均值自回归模型(threshold autoregressive model,简记为TAR)及门限均值自回归条件异方差(TAR-GARCH)模型.最后,将TQAR模型应用于中国股市收益的自相关性研究,实证结果证实收益序列的自相关性呈现出明显的门限效应和异质效应.这一发现,有助于准确刻画股市收益动态变化规律,为重新认识金融市场运行机制提供了一个实证基础.     

联合定轨非线性模型估值的偏差修正算法

从理论上推导了联合定轨非线性参数回归模型估值的偏差与均方误差的表示方法,提出了一种基于迭代算法的参数估值的偏差修正方法。通过对联合定轨非线性半参数回归模型结构的分析,建立了参数估值的偏差与方差的近似表示公式,并设计了非线性半参数联合定轨模型估值的偏差修正算法。理论分析和仿真计算结果表明,联合定轨非线性回归模型估值偏差修正方法能够进一步改善卫星联合定轨精度,从实际应用角度验证了偏差修正方法的合理性和可行性。     

Electricity Consumption and Its Impact Factors: Based on the Nonparametric Model

The security of power consumption demand is an essential issue in maintaining a rapid economic development in China. Owing to the advantages such as the robustness and favorable estimation performances, the semiparametric model and nonparametric models have obtained wide popularity. In this article, based on the semiparametric and nonparametric models, a new estimation model is created, and the linear and nonlinear effects of influencing the power consumption are investigated. The results indicate that the economic growth, population, and economic structure play a vital role in the power consumption; the impact of the power price index on the electricity consumption is small, which can-not offset rapid growth of the electricity consumption that the economic growth, population and economic structure bring; the energy utilization efficiency still stays at a low level in China.     

基于模型概率的多模型融合定轨建模及仿真

针对实际定轨系统中存在的不确定性和非线性性,提出了一种基于模型概率的多模型融合定轨方法.通过多个线性模型的组合来逼近卫星定轨复杂非线性时变过程,将卫星状态的最优估计与多模型融合方法相结合,利用残差的大小来设计性能指标函数,给出了两种模型概率的表示形式,并建立了多模型融合估计相应的算法.仿真结果表明,与单一模型定轨方法相比,该方法不仅能大大提高卫星定轨精度和可靠性,而且还可以最终辨识和估计模型参数的真值,且对外界环境发生的变化有很强的自适应能力.     

Neural network-based H∞ filtering for nonlinear systems with time-delays

A novel H∞ design methodology for a neural network-based nonlinear filtering scheme is addressed.Firstly,neural networks are employed to approximate the nonlinearities.Next,the nonlinear dynamic system is represented by the mode-dependent linear difference inclusion (LDI).Finally,based on the LDI model,a neural network-based nonlinear filter (NNBNF) is developed to minimize the upper bound of H∞ gain index of the estimation error under some linear matrix inequality (LMI) constraints.Compared with the existing nonlinear filters,NNBNF is time-invariant and numerically tractable.The validity and applicability of the proposed approach are successfully demonstrated in an illustrative example.     

FMCW雷达周期非线性相位估计与矫正

为获取高质量距离像,解线频调接收体制的调频连续波雷达通常需要进行非线性矫正。传统基于多项式模型的方法虽然能够矫正系统中绝大部分的非线性失真,但难以抑制由周期非线性引起的成对回波,距离压缩质量仍有较大提升空间。本文将剩余的周期非线性误差建模为多分量正弦调频信号,提出一种匹配初值与非线性最小二乘相结合的参数估计方法。所提算法仅采用傅里叶变换以及一维相位搜索即可实现正弦调频参数的快速估计,然后利用非线性最小二乘进一步提高估计精度,最后利用匹配傅里叶变换进行空变非线性矫正。仿真以及实测数据均表明,本文所提算法能够有效消除周期相位误差,抑制成对回波,显著改善距离压缩质量。     

Robust estimation of parameters in nonlinear ordinary differential equation models

Ordinary differential equation (ODE) models are widely used to model dynamic processes in many scientific fields. Parameter estimation is usually a challenging problem, especially in nonlinear ODE models. The most popular method, nonlinear least square estimation, is shown to be strongly sensitive to outliers. In this paper, robust estimation of parameters using M-estimators is proposed, and their asymptotic properties are obtained under some regular conditions. The authors also provide a method to adjust Huber parameter automatically according to the observations. Moreover, a method is presented to estimate the initial values of parameters and state variables. The efficiency and robustness are well balanced in Huber estimators, which is demonstrated via numerical simulations and chlorides data analysis.     

Local prediction of the chaotic fh-code based on LS-SVM

Support vector machine （SVM） is powerful to solve some problems such as nonlinear classification, function estimation and density estimation. To consider the chaotic fh （frequency hopping）-code＇s characters in chaotic dynamic system, the forecasting model of the support vector machine in combination with Takens＇ delay coordinate phase reconstruction of chaotic times is established and the least squares model for large-scale problems is used in local training for this model. Finally, a fh-code series generated by Logistic-Kent mapping is applied to verify the local prediction model. Simulation results show that the high accuracy and fault tolerant SVM model has an excellent performance in predicting the fh code, with a very low mean square error and a high relative coefficient.     

非线性预测滤波器在机动目标跟踪中的应用

提出了一种直接根据新息的机动目标跟踪非线性预测跟踪滤波算法。该算法不需要假定目标的机动加速度模型 ,而是将目标的机动加速度作为滤波结果的一部分直接估计出来。对不同机动目标的仿真结果表明 ,所提出的预测滤波算法具有优良的估计性能     

非线性离散动态大系统的DISOPE关联预测递阶算法

提出了一种非线性离散动态大系统系统优化与参数估计集成的关联预测递阶算法 .在各子系统模型与实际存在差异的情况下 ,将动态系统系统优化与参数估计集成 ( DISOPE)方法与关联预测法相结合 ,得到一个上级协调 ,下级进行各子系统优化与参数估计集成的双环迭代算法 ,从模型出发通过迭代运算能得到实际系统在存在模型 -实际差异时的真实最优解 .仿真结果表明了算法的有效性和实用性.     

Parameter estimation for dual-rate sampled Hammerstein systems with dead-zone nonlinearity

The identification of nonlinear systems with multiple sampled rates is a difficult task.The motivation of our paper is to study the parameter estimation problem of Hammerstein systems with dead-zone characteristics by using the dual-rate sampled data.Firstly,the auxiliary model identification principle is used to estimate the unmeasurable variables,and the recursive estimation algorithm is proposed to identify the parameters of the static nonlinear model with the dead-zone function and the parameters of the dynamic linear system model.Then,the convergence of the proposed identification algorithm is analyzed by using the martingale convergence theorem.It is proved theoretically that the estimated parameters can converge to the real values under the condition of continuous excitation.Finally,the validity of the proposed algorithm is proved by the identification of the dual-rate sampled nonlinear systems.     

基于一种增量式一元线性回归模型的自适应逆控制

为受控系统提出了一种简便实用的增量式一元线性回归模型。为了跟踪快时变参数 ,提出了一种滚动多模型加权平均参数估计算法。在参数估计和系统控制的过程中运用智能技术 ,使估值更可靠 ,并形成了以基于该模型的自适应逆控制为主、常规控制为辅的多模态控制方式。仿真结果表明 ,这一控制方式对于控制非线性和时变系统非常有效。