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Gaussian process approach to change detection for high resolution remote sensing image 被引量:6
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作者 陈克明 周志鑫 +2 位作者 卢汉清 胡文龙 孙显 《遥感学报》 EI CSCD 北大核心 2012年第6期1192-1204,共13页
本文首先通过理论分析,探讨了高斯过程分类器在高分辨率遥感图像变化检测应用中的优势与不足,并针对高斯过程分类器的不足给出了相应的解决方法;其次,提出了一种基于空间上下文相关的高斯过程变化检测方法;最后,通过多个高分辨率遥感实... 本文首先通过理论分析,探讨了高斯过程分类器在高分辨率遥感图像变化检测应用中的优势与不足,并针对高斯过程分类器的不足给出了相应的解决方法;其次,提出了一种基于空间上下文相关的高斯过程变化检测方法;最后,通过多个高分辨率遥感实验数据集上的实验设计与分析,验证了高斯过程分类器在高分辨率遥感图像变化检测中的应用能力,并证明了本文提出的解决方法的有效性。 展开更多
关键词 遥感技术 遥感方式 遥感图像 应用
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Spatial batch optimal design based on self-learning Gaussian process models for LPCVD processes 被引量:1
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作者 孙培 谢磊 陈荣辉 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2015年第12期1958-1964,共7页
Low pressure chemical vapor deposition(LPCVD) is one of the most important processes during semiconductor manufacturing.However,the spatial distribution of internal temperature and extremely few samples makes it hard ... Low pressure chemical vapor deposition(LPCVD) is one of the most important processes during semiconductor manufacturing.However,the spatial distribution of internal temperature and extremely few samples makes it hard to build a good-quality model of this batch process.Besides,due to the properties of this process,the reliability of the model must be taken into consideration when optimizing the MVs.In this work,an optimal design strategy based on the self-learning Gaussian process model(GPM) is proposed to control this kind of spatial batch process.The GPM is utilized as the internal model to predict the thicknesses of thin films on all spatial-distributed wafers using the limited data.Unlike the conventional model based design,the uncertainties of predictions provided by GPM are taken into consideration to guide the optimal design of manipulated variables so that the designing can be more prudent Besides,the GPM is also actively enhanced using as little data as possible based on the predictive uncertainties.The effectiveness of the proposed strategy is successfully demonstrated in an LPCVD process. 展开更多
关键词 Batchwise LPCVD Transport processes Spatial distribution gaussian process model Optimal design
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Rapid optimization of laser powder bed fusion process:a high-throughput integrated multi-task robust modeling approach
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作者 Han Zhang Bingke Song +6 位作者 Keyu Shi Yusheng Chen Biqi Yang Miao Chang Longhai Hu Jinming Xing Dongdong Gu 《International Journal of Extreme Manufacturing》 2025年第4期312-332,共21页
Transpiration cooling is crucial for the performance of aerospace engine components,relying heavily on the processing quality and accuracy of microchannels.Laser powder bed fusion(LPBF)offers the potential for integra... Transpiration cooling is crucial for the performance of aerospace engine components,relying heavily on the processing quality and accuracy of microchannels.Laser powder bed fusion(LPBF)offers the potential for integrated manufacturing of complex parts and precise microchannel fabrication,essential for engine cooling applications.However,optimizing LPBF’s extensive process parameters to control processing quality and microchannel accuracy effectively remains a significant challenge,especially given the time-consuming and labor-intensive nature of handling numerous variables and the need for thorough data analysis and correlation discovery.This study introduced a combined methodology of high-throughput experiments and Gaussian process algorithms to optimize the processing quality and accuracy of nickel-based high-temperature alloy with microchannel structures.250 parameter combinations,including laser power,scanning speed,channel diameter,and spot compensation,were designed across ten high-throughput specimens.This setup allowed for rapid and efficient evaluation of processing quality and microchannel accuracy.Employing Bayesian optimization,the Gaussian process model accurately predicted processing outcomes over a broad parameter range.The correlation between various processing parameters,processing quality and accuracy was revealed,and various optimized process combinations were summarized.Verification through computed Tomography testing of the specimens confirmed the effectiveness and precision of this approach.The approach introduced in this research provides a way for quickly and efficiently optimizing the process parameters and establishing process-property relationships for LPBF,which has broad application value. 展开更多
关键词 laser powder bed fusion process parameter HigH-THROUGHPUT gaussian process microchannel accuracy
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Physics-Informed Gaussian Process Regression with Bayesian Optimization for Laser Welding Quality Control in Coaxial Laser Diodes
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作者 Ziyang Wang Lian Duan +2 位作者 Lei Kuang Haibo Zhou Ji’an Duan 《Computers, Materials & Continua》 2025年第8期2587-2604,共18页
The packaging quality of coaxial laser diodes(CLDs)plays a pivotal role in determining their optical performance and long-term reliability.As the core packaging process,high-precision laser welding requires precise co... The packaging quality of coaxial laser diodes(CLDs)plays a pivotal role in determining their optical performance and long-term reliability.As the core packaging process,high-precision laser welding requires precise control of process parameters to suppress optical power loss.However,the complex nonlinear relationship between welding parameters and optical power loss renders traditional trial-and-error methods inefficient and imprecise.To address this challenge,a physics-informed(PI)and data-driven collaboration approach for welding parameter optimization is proposed.First,thermal-fluid-solid coupling finite element method(FEM)was employed to quantify the sensitivity of welding parameters to physical characteristics,including residual stress.This analysis facilitated the identification of critical factors contributing to optical power loss.Subsequently,a Gaussian process regression(GPR)model incorporating finite element simulation prior knowledge was constructed based on the selected features.By introducing physics-informed kernel(PIK)functions,stress distribution patterns were embedded into the prediction model,achieving high-precision optical power loss prediction.Finally,a Bayesian optimization(BO)algorithm with an adaptive sampling strategy was implemented for efficient parameter space exploration.Experimental results demonstrate that the proposedmethod effectively establishes explicit physical correlations between welding parameters and optical power loss.The optimized welding parameters reduced optical power loss by 34.1%,providing theoretical guidance and technical support for reliable CLD packaging. 展开更多
关键词 Coaxial laser diodes laser welding physics-informed gaussian process regression Bayesian optimization
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A novel GNSS imaging method through velocity uncertainty based on Gaussian process regression and its evaluation
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作者 Jie Ding Xiaohui Zhou +3 位作者 Hua Chen Xingyu Zhou Linyu He Weiping Jiang 《Geodesy and Geodynamics》 2025年第5期569-578,共10页
Global Navigation Satellite System(GNSS)imaging method(GIM)has been successfully applied to global regions to investigate vertical land motion(VLM)of the Earth's surface.GNSS images derived from conventional GIM m... Global Navigation Satellite System(GNSS)imaging method(GIM)has been successfully applied to global regions to investigate vertical land motion(VLM)of the Earth's surface.GNSS images derived from conventional GIM method may present fragmented patches and encounter problems caused by excessive smoothing of velocity peaks,leading to difficulty in short-wavelength deformation detection and improper geophysical interpretation.Therefore,we propose a novel GNSS imaging method based on Gaussian process regression with velocity uncertainty considered(GPR-VU).Gaussian processing regression is introduced to describe the spatial relationship between neighboring site pairs as a priori weights and then reweight velocities by known station uncertainties,converting the discrete velocity field to a continuous one.The GPR-VU method is applied to reconstruct VLM images in the southwestern United States and the eastern Qinghai-Xizang Plateau,China,using the GNSS position time series in vertical direction.Compared to the traditional GIM method,the root-mean-square(RMS)and overall accuracy of the confusion matrix of the GPR-VU method increase by 5.0%and 14.0%from the 1°×1°checkerboard test in the southwestern United States.Similarly,the RMS and overall accuracy increase by 33.7%and 15.8%from the 6°×6°checkerboard test in the eastern Qinghai-Xizang Plateau.These checkerboard tests validate the capability to effectively capture the spatiotemporal variations characteristics of VLM and show that this algorithm outperforms the sparsely distributed network in the Qinghai-Xizang Plateau.The images from the GPR-VU method using real data in both regions show significant subsidence around Lassen Volcanic in northern California within a 30 km radius,slight uplift in the northern Sichuan Basin,and subsidence in its central and southern sections.These results further qualitatively illustrate consistency with previous findings.The GPR-VU method outperforms in diminishing the effect by fragmented patches,excessive smoothing of velocity peaks,and detecting potential short-wavelength deformations. 展开更多
关键词 Vertical land motion GNSS image gaussian process regression Velocity uncertainty
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Robot Impedance Iterative Learning With Sparse Online Gaussian Process
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作者 Yongping Pan Tian Shi +2 位作者 Wei Li Bin Xu Choon Ki Ahn 《IEEE/CAA Journal of Automatica Sinica》 2025年第11期2218-2227,共10页
Robot interaction control with variable impedance parameters may conform to task requirements during continuous interaction with dynamic environments.Iterative learning(IL)is effective to learn desired impedance param... Robot interaction control with variable impedance parameters may conform to task requirements during continuous interaction with dynamic environments.Iterative learning(IL)is effective to learn desired impedance parameters for robots under unknown environments,and Gaussian process(GP)is a nonparametric Bayesian approach that models complicated functions with provable confidence using limited data.In this paper,we propose an impedance IL method enhanced by a sparse online Gaussian process(SOGP)to speed up learning convergence and improve generalization.The SOGP for variable impedance modeling is updated in the same iteration by removing similar data points from previous iterations while learning impedance parameters in multiple iterations.The proposed IL-SOGP method is verified by high-fidelity simulations of a collaborative robot with 7 degrees of freedom based on the admittance control framework.It is shown that the proposed method accelerates iterative convergence and improves generalization compared to the classical IL-based impedance learning method. 展开更多
关键词 gaussian process(GP) impedance variation iterative learning(IL) physical robot interaction robot learning
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Some Applications of Higher Moments of the Linear Gaussian White Noise Process
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作者 I. S. Iwueze C. O. Arimie +1 位作者 H. C. Iwu E. Onyemachi 《Applied Mathematics》 2017年第12期1918-1938,共21页
The Linear Gaussian white noise process is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution N (0, σ2 ) . Hence, if X1, x2, …, Xn is a realization of such... The Linear Gaussian white noise process is an independent and identically distributed (iid) sequence with zero mean and finite variance with distribution N (0, σ2 ) . Hence, if X1, x2, …, Xn is a realization of such an iid sequence, this paper studies in detail the covariance structure of X1d, X2d, …, Xnd, d=1, 2, …. By this study, it is shown that: 1) all powers of a Linear Gaussian White Noise Process are iid but, not normally distributed and 2) the higher moments (variance and kurtosis) of Xtd, d=2, 3, … can be used to distinguish between the Linear Gaussian white noise process and other processes with similar covariance structure. 展开更多
关键词 Stochastic process LINEAR gaussian WHITE Noise process COVARIANCE Structure Stationarity TEST for WHITE Noise process TEST for NORMALITY
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Containership Structural Design and Optimization Based on Knowledge-Based Engineering and Gaussian Process
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作者 崔进举 王德禹 VLAHOPOULOS Nickolas 《Journal of Shanghai Jiaotong university(Science)》 EI 2014年第2期205-218,共14页
Knowledge-based engineering(KBE) has made success in automobile and molding design industry, and it is introduced into the ship structural design in this paper. From the implementation of KBE, the deterministic design... Knowledge-based engineering(KBE) has made success in automobile and molding design industry, and it is introduced into the ship structural design in this paper. From the implementation of KBE, the deterministic design solutions for both rules design method(RDM) and interpolation design method(IDM) are generated. The corresponding finite element model is generated. Gaussian process(GP) is then employed to build the surrogate model for finite element analysis, in order to increase efficiency and maintain accuracy at the same time, and the multi-modal adaptive importance sampling method is adopted to calculate the corresponding structural reliability.An example is given to validate the proposed method. Finally, the reliabilities of the structures' strength caused by uncertainty lying in water corrosion, static and wave moments are calculated, and the ship structures are optimized to resist the water corrosion by multi-island genetic algorithm. Deterministic design results from the RDM and IDM are compared with each separate robust design result. The proposed method shows great efficiency and accuracy. 展开更多
关键词 knowledge-based engineering(KBE) gaussian process(GP) robust optimization rules design method(RDM) interpolation design method(IDM)
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Operational optimization of copper flotation process based on the weighted Gaussian process regression and index-oriented adaptive differential evolution algorithm
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作者 Zhiqiang Wang Dakuo He Haotian Nie 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2024年第2期167-179,共13页
Concentrate copper grade(CCG)is one of the important production indicators of copper flotation processes,and keeping the CCG at the set value is of great significance to the economic benefit of copper flotation indust... Concentrate copper grade(CCG)is one of the important production indicators of copper flotation processes,and keeping the CCG at the set value is of great significance to the economic benefit of copper flotation industrial processes.This paper addresses the fluctuation problem of CCG through an operational optimization method.Firstly,a density-based affinity propagationalgorithm is proposed so that more ideal working condition categories can be obtained for the complex raw ore properties.Next,a Bayesian network(BN)is applied to explore the relationship between the operational variables and the CCG.Based on the analysis results of BN,a weighted Gaussian process regression model is constructed to predict the CCG that a higher prediction accuracy can be obtained.To ensure the predicted CCG is close to the set value with a smaller magnitude of the operation adjustments and a smaller uncertainty of the prediction results,an index-oriented adaptive differential evolution(IOADE)algorithm is proposed,and the convergence performance of IOADE is superior to the traditional differential evolution and adaptive differential evolution methods.Finally,the effectiveness and feasibility of the proposed methods are verified by the experiments on a copper flotation industrial process. 展开更多
关键词 Weighted gaussian process regression Index-oriented adaptive differential evolution Operational optimization Copper flotation process
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Quality prediction of batch process using the global-local discriminant analysis based Gaussian process regression model
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作者 卢春红 顾晓峰 《Journal of Southeast University(English Edition)》 EI CAS 2015年第1期80-86,共7页
The conventional single model strategy may be ill- suited due to the multiplicity of operation phases and system uncertainty. A novel global-local discriminant analysis (GLDA) based Gaussian process regression (GPR... The conventional single model strategy may be ill- suited due to the multiplicity of operation phases and system uncertainty. A novel global-local discriminant analysis (GLDA) based Gaussian process regression (GPR) approach is developed for the quality prediction of nonlinear and multiphase batch processes. After the collected data is preprocessed through batchwise unfolding, the hidden Markov model (HMM) is applied to identify different operation phases. A GLDA algorithm is also presented to extract the appropriate process variables highly correlated with the quality variables, decreasing the complexity of modeling. Besides, the multiple local GPR models are built in the reduced- dimensional space for all the identified operation phases. Furthermore, the HMM-based state estimation is used to classify each measurement sample of a test batch into a corresponding phase with the maximal likelihood estimation. Therefore, the local GPR model with respect to specific phase is selected for online prediction. The effectiveness of the proposed prediction approach is demonstrated through the multiphase penicillin fermentation process. The comparison results show that the proposed GLDA-GPR approach is superior to the regular GPR model and the GPR based on HMM (HMM-GPR) model. 展开更多
关键词 quality prediction global-local discriminantanalysis gaussian process regression hidden Markov model soft sensor
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A dynamic condition-based maintenance optimization model for mission-oriented system based on inverse Gaussian degradation process 被引量:3
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作者 LI Jingfeng CHEN Yunxiang +1 位作者 CAI Zhongyi WANG Zezhou 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第2期474-488,共15页
An effective maintenance policy optimization model can reduce maintenance cost and system operation risk. For mission-oriented systems, the degradation process changes dynamically and is monotonous and irreversible. M... An effective maintenance policy optimization model can reduce maintenance cost and system operation risk. For mission-oriented systems, the degradation process changes dynamically and is monotonous and irreversible. Meanwhile, the risk of early failure is high. Therefore, this paper proposes a dynamic condition-based maintenance(CBM) optimization model for mission-oriented system based on inverse Gaussian(IG) degradation process. Firstly, the IG process with random drift coefficient is used to describe the degradation process and the relevant probability distributions are obtained. Secondly, the dynamic preventive maintenance threshold(DPMT) function is used to control the early failure risk of the mission-oriented system, and the influence of imperfect preventive maintenance(PM)on the degradation amount and degradation rate is analysed comprehensively. Thirdly, according to the mission availability requirement, the probability formulas of different types of renewal policies are obtained, and the CBM optimization model is constructed. Finally, a numerical example is presented to verify the proposed model. The comparison with the fixed PM threshold model and the sensitivity analysis show the effectiveness and application value of the optimization model. 展开更多
关键词 inverse gaussian(ig)process imperfect preventive maintenance(PM) mission-oriented system dynamic preventive maintenance threshold(DPMT) maintenance optimization
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Multiple Model Soft Sensor Based on Affinity Propagation, Gaussian Process and Bayesian Committee Machine 被引量:33
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作者 李修亮 苏宏业 褚健 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2009年第1期95-99,共5页
Presented is a multiple model soft sensing method based on Affinity Propagation (AP), Gaussian process (GP) and Bayesian committee machine (BCM). AP clustering arithmetic is used to cluster training samples acco... Presented is a multiple model soft sensing method based on Affinity Propagation (AP), Gaussian process (GP) and Bayesian committee machine (BCM). AP clustering arithmetic is used to cluster training samples according to their operating points. Then, the sub-models are estimated by Gaussian Process Regression (GPR). Finally, in order to get a global probabilistic prediction, Bayesian committee mactnne is used to combine the outputs of the sub-estimators. The proposed method has been applied to predict the light naphtha end point in hydrocracker fractionators. Practical applications indicate that it is useful for the online prediction of quality monitoring in chemical processes. 展开更多
关键词 multiple model soft sensor affinity propagation gaussian process Bayesian committee machine
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Novel methodology for casting process optimization using Gaussian process regression and genetic algorithm 被引量:4
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作者 Yao Weixiong Yang Yi Zeng Bin 《China Foundry》 SCIE CAS 2009年第3期232-240,共9页
High pressure die casting (HPDC) is a versatile material processing method for mass-production of metal parts with complex geometries,and this method has been widely used in manufacturing various products of excellent... High pressure die casting (HPDC) is a versatile material processing method for mass-production of metal parts with complex geometries,and this method has been widely used in manufacturing various products of excellent dimensional accuracy and productivity. In order to ensure the quality of the components,a number of variables need to be properly set. A novel methodology for high pressure die casting process optimization was developed,validated and applied to selection of optimal parameters,which incorporate design of experiment (DOE),Gaussian process (GP) regression technique and genetic algorithms (GA). This new approach was applied to process optimization for cast magnesium alloy notebook shell. After being trained,using data generated by PROCAST (FEM-based simulation software),the GP model approximated well with the simulation by extracting useful information from the simulation results. With the help of MATLAB,the GP/GA based approach has achieved the optimum solution of die casting process condition settings. 展开更多
关键词 high pressure DIE CASTING process optimization numerical simulation gaussian process GENETIC algorithm
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Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence 被引量:4
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作者 TAN Zhong-quan PENG Zuo-xiang 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2011年第3期319-326,共8页
Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ(n) =EX1Xn+1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level (x/√2 l... Let {Xi}i=1^∞ be a standardized stationary Gaussian sequence with covariance function τ(n) =EX1Xn+1, Sn =∑i=1^nXi,and X^-n=Sn/n.And let Nn be the point process formed by the exceedances of random level (x/√2 log n+√2 log n-log(4π log n)/2√log n) √1-τ(n) + X^-n by X1,X2,…, Xn. Under some mild conditions, Nn and Sn are asymptotically independent, and Nn converges weakly to a Poisson process on (0,1]. 展开更多
关键词 stationary gaussian sequence exceedances point process partial sum.
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Trajectory prediction of ballistic missiles using Gaussian process error model 被引量:6
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作者 Ruiping JI Yan LIANG +1 位作者 Linfeng XU Zhenwei WEI 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2022年第1期458-469,共12页
Ballistic Missile Trajectory Prediction(BMTP)is critical to air defense systems.Most Trajectory Prediction(TP)methods focus on the coast and reentry phases,in which the Ballistic Missile(BM)trajectories are modeled as... Ballistic Missile Trajectory Prediction(BMTP)is critical to air defense systems.Most Trajectory Prediction(TP)methods focus on the coast and reentry phases,in which the Ballistic Missile(BM)trajectories are modeled as ellipses or the state components are propagated by the dynamic integral equations on time scales.In contrast,the boost-phase TP is more challenging because there are many unknown forces acting on the BM in this phase.To tackle this difficult problem,a novel BMTP method by using Gaussian Processes(GPs)is proposed in this paper.In particular,the GP is employed to train the prediction error model of the boost-phase trajectory database,in which the error refers to the difference between the true BM state at the prediction moment and the integral extrapolation of the BM state.And the final BMTP is a combination of the dynamic equation based numerical integration and the GP-based prediction error.Since the trained GP aims to capture the relationship between the numerical integration and the unknown error,the modified BM state prediction is closer to the true one compared with the original TP.Furthermore,the GP is able to output the uncertainty information of the TP,which is of great significance for determining the warning range centered on the predicted BM state.Simulation results show that the proposed method effectively improves the BMTP accuracy during the boost phase and provides reliable uncertainty estimation boundaries. 展开更多
关键词 Ballistic missile Boost-phase trajectory State prediction gaussian processes Uncertainty estimation
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Multimodal process monitoring based on transition-constrained Gaussian mixture model 被引量:4
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作者 Shutian Chen Qingchao Jiang Xuefeng Yan 《Chinese Journal of Chemical Engineering》 SCIE EI CAS CSCD 2020年第12期3070-3078,共9页
Reliable process monitoring is important for ensuring process safety and product quality.A production process is generally characterized bymultiple operation modes,and monitoring thesemultimodal processes is challengi... Reliable process monitoring is important for ensuring process safety and product quality.A production process is generally characterized bymultiple operation modes,and monitoring thesemultimodal processes is challenging.Most multimodal monitoring methods rely on the assumption that the modes are independent of each other,which may not be appropriate for practical application.This study proposes a transition-constrained Gaussian mixture model method for efficient multimodal process monitoring.This technique can reduce falsely and frequently occurring mode transitions by considering the time series information in the mode identification of historical and online data.This process enables the identified modes to reflect the stability of actual working conditions,improve mode identification accuracy,and enhance monitoring reliability in cases of mode overlap.Case studies on a numerical simulation example and simulation of the penicillin fermentation process are provided to verify the effectiveness of the proposed approach inmultimodal process monitoring with mode overlap. 展开更多
关键词 Multimodal process monitoring gaussian mixture model State transition matrix process control process systems Systems engineering
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Gaussian process regression-based quaternion unscented Kalman robust filter for integrated SINS/GNSS 被引量:6
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作者 LYU Xu HU Baiqing +3 位作者 DAI Yongbin SUN Mingfang LIU Yi GAO Duanyang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2022年第5期1079-1088,共10页
High-precision filtering estimation is one of the key techniques for strapdown inertial navigation system/global navigation satellite system(SINS/GNSS)integrated navigation system,and its estimation plays an important... High-precision filtering estimation is one of the key techniques for strapdown inertial navigation system/global navigation satellite system(SINS/GNSS)integrated navigation system,and its estimation plays an important role in the performance evaluation of the navigation system.Traditional filter estimation methods usually assume that the measurement noise conforms to the Gaussian distribution,without considering the influence of the pollution introduced by the GNSS signal,which is susceptible to external interference.To address this problem,a high-precision filter estimation method using Gaussian process regression(GPR)is proposed to enhance the prediction and estimation capability of the unscented quaternion estimator(USQUE)to improve the navigation accuracy.Based on the advantage of the GPR machine learning function,the estimation performance of the sliding window for model training is measured.This method estimates the output of the observation information source through the measurement window and realizes the robust measurement update of the filter.The combination of GPR and the USQUE algorithm establishes a robust mechanism framework,which enhances the robustness and stability of traditional methods.The results of the trajectory simulation experiment and SINS/GNSS car-mounted tests indicate that the strategy has strong robustness and high estimation accuracy,which demonstrates the effectiveness of the proposed method. 展开更多
关键词 integrated navigation gaussian process regression(GPR) QUATERNION Kalman filter ROBUSTNESS
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PARAMETER ESTIMATION FOR AN ORNSTEIN-UHLENBECK PROCESS DRIVEN BY A GENERAL GAUSSIAN NOISE 被引量:3
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作者 Yong CHEN Hongjuan ZHOU 《Acta Mathematica Scientia》 SCIE CSCD 2021年第2期573-595,共23页
In this paper,we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process(G_(t))t≥0.The second order mixed partial derivative of the covariance fun... In this paper,we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process(G_(t))t≥0.The second order mixed partial derivative of the covariance function R(t,s)=E[GtGs]can be decomposed into two parts,one of which coincides with that of fractional Brownian motion and the other of which is bounded by(ts)^(β-1)up to a constant factor.This condition is valid for a class of continuous Gaussian processes that fails to be self-similar or to have stationary increments;some examples of this include the subfractional Brownian motion and the bi-fractional Brownian motion.Under this assumption,we study the parameter estimation for a drift parameter in the Ornstein-Uhlenbeck process driven by the Gaussian noise(G_(t))t≥0.For the least squares estimator and the second moment estimator constructed from the continuous observations,we prove the strong consistency and the asympotic normality,and obtain the Berry-Esséen bounds.The proof is based on the inner product's representation of the Hilbert space(h)associated with the Gaussian noise(G_(t))t≥0,and the estimation of the inner product based on the results of the Hilbert space associated with the fractional Brownian motion. 展开更多
关键词 Fourth moment theorem Ornstein-Uhlenbeck process gaussian process Malliavin calculus
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Fast Remaining Capacity Estimation for Lithium-ion Batteries Based on Short-time Pulse Test and Gaussian Process Regression 被引量:4
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作者 Aihua Ran Ming Cheng +7 位作者 Shuxiao Chen Zheng Liang Zihao Zhou Guangmin Zhou Feiyu Kang Xuan Zhang Baohua Li Guodan Wei 《Energy & Environmental Materials》 SCIE EI CAS CSCD 2023年第3期238-246,共9页
It remains challenging to effectively estimate the remaining capacity of the secondary lithium-ion batteries that have been widely adopted for consumer electronics,energy storage,and electric vehicles.Herein,by integr... It remains challenging to effectively estimate the remaining capacity of the secondary lithium-ion batteries that have been widely adopted for consumer electronics,energy storage,and electric vehicles.Herein,by integrating regular real-time current short pulse tests with data-driven Gaussian process regression algorithm,an efficient battery estimation has been successfully developed and validated for batteries with capacity ranging from 100%of the state of health(SOH)to below 50%,reaching an average accuracy as high as 95%.Interestingly,the proposed pulse test strategy for battery capacity measurement could reduce test time by more than 80%compared with regular long charge/discharge tests.The short-term features of the current pulse test were selected for an optimal training process.Data at different voltage stages and state of charge(SOC)are collected and explored to find the most suitable estimation model.In particular,we explore the validity of five different machine-learning methods for estimating capacity driven by pulse features,whereas Gaussian process regression with Matern kernel performs the best,providing guidance for future exploration.The new strategy of combining short pulse tests with machine-learning algorithms could further open window for efficiently forecasting lithium-ion battery remaining capacity. 展开更多
关键词 capacity estimation data-driven method gaussian process regression lithium-ion battery pulse tests
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LEAST SQUARES TYPE ESTIMATION FOR DISCRETELY OBSERVED NON-ERGODIC GAUSSIAN ORNSTEIN-UHLENBECK PROCESSES 被引量:1
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作者 Khalifa ES-SEBAIY Fares ALAZEMI Mishari AL-FORAIH 《Acta Mathematica Scientia》 SCIE CSCD 2019年第4期989-1002,共14页
In this article, we consider the drift parameter estimation problem for the nonergodic Ornstein-Uhlenbeck process defined as dXt = OXtdt + dGt, i > 0 with an unknown parameter θ> 0, where G is a Gaussian proces... In this article, we consider the drift parameter estimation problem for the nonergodic Ornstein-Uhlenbeck process defined as dXt = OXtdt + dGt, i > 0 with an unknown parameter θ> 0, where G is a Gaussian process. We assume that the process {xt,t≥ 0} is observed at discrete time instants t1=△n,…, tn = n△n, and we construct two least squares type estimators θn and θn for θ on the basis of the discrete observations ,{xti,i= 1,…, n} as →∞. Then, we provide sufficient conditions, based on properties of G, which ensure that θn and θn are strongly consistent and the sequences √n△n(θn-θ) and √n△n(θn-θ) are tight. Our approach offers an elementary proof of [11], which studied the case when G is a fractional Brownian motion with Hurst parameter H∈(1/2, 1). As such, our results extend the recent findings by [11] to the case of general Hurst parameter H∈(0,1). We also apply our approach to study subfractional Ornstein-Uhlenbeck and bifractional Ornstein-Uhlenbeck processes. 展开更多
关键词 Drift parameter ESTIMATION non-ergodic gaussian ORNSTEIN-UHLENBECK process discrete observations
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