Estimation and detection algorithms for orthogonal frequency division multiplexing (OFDM) systems can be de-veloped based on the sum-product algorithms, which operate by message passing in factor graphs. In this paper...Estimation and detection algorithms for orthogonal frequency division multiplexing (OFDM) systems can be de-veloped based on the sum-product algorithms, which operate by message passing in factor graphs. In this paper, we apply the sampling method (Monte Carlo) to factor graphs, and then the integrals in the sum-product algorithm can be approximated by sums, which results in complexity reduction. The blind receiver for OFDM systems can be derived via Sequential Monte Carlo (SMC) in factor graphs, the previous SMC blind receiver can be regarded as the special case of the sum-product algorithms using sampling methods. The previous SMC blind receiver for OFDM systems needs generating samples of the channel vector assuming the channel has an a priori Gaussian distribution. In the newly-built blind receiver, we generate samples of the virtual-pilots instead of the channel vector, with channel vector which can be easily computed based on virtual-pilots. As the size of the vir-tual-pilots space is much smaller than the channel vector space, only small number of samples are necessary, with the blind de-tection being much simpler. Furthermore, only one pilot tone is needed to resolve phase ambiguity and differential encoding is not used anymore. Finally, the results of computer simulations demonstrate that the proposal can perform well while providing sig-nificant complexity reduction.展开更多
Online assessment of remaining useful life(RUL) of a system or device has been widely studied for performance reliability, production safety, system conditional maintenance, and decision in remanufacturing engineering...Online assessment of remaining useful life(RUL) of a system or device has been widely studied for performance reliability, production safety, system conditional maintenance, and decision in remanufacturing engineering. However,there is no consistency framework to solve the RUL recursive estimation for the complex degenerate systems/device.In this paper, state space model(SSM) with Bayesian online estimation expounded from Markov chain Monte Carlo(MCMC) to Sequential Monte Carlo(SMC) algorithm is presented in order to derive the optimal Bayesian estimation.In the context of nonlinear & non-Gaussian dynamic systems, SMC(also named particle filter, PF) is quite capable of performing filtering and RUL assessment recursively. The underlying deterioration of a system/device is seen as a stochastic process with continuous, nonreversible degrading. The state of the deterioration tendency is filtered and predicted with updating observations through the SMC procedure. The corresponding remaining useful life of the system/device is estimated based on the state degradation and a predefined threshold of the failure with two-sided criterion. The paper presents an application on a milling machine for cutter tool RUL assessment by applying the above proposed methodology. The example shows the promising results and the effectiveness of SSM and SMC online assessment of RUL.展开更多
The component aging has become a significant concern worldwide,and the frequent failures pose a serious threat to the reliability of modern power systems.In light of this issue,this paper presents a power system relia...The component aging has become a significant concern worldwide,and the frequent failures pose a serious threat to the reliability of modern power systems.In light of this issue,this paper presents a power system reliability evaluation method based on sequential Monte Carlo simulation(SMCS)to quantify system reliability considering multiple failure modes of components.First,a three-state component reliability model is established to explicitly describe the state transition process of the component subject to both aging failure and random failure modes.In this model,the impact of each failure mode is decoupled and characterized as the combination of two state duration variables,which are separately modeled using specific probability distributions.Subsequently,SMCS is used to integrate the three-state component reliability model for state transition sequence generation and system reliability evaluation.Therefore,various reliability metrics,including the probability of load curtailment(PLC),expected frequency of load curtailment(EFLC),and expected energy not supplied(EENS),can be estimated.To ensure the applicability of the proposed method,Hash table grouping and the maximum feasible load level judgment techniques are jointly adopted to enhance its computational performance.Case studies are conducted on different aging scenarios to illustrate and validate the effectiveness and practicality of the proposed method.展开更多
In a grid-connected wind farm based on permanent magnet synchronous generators(PMSGs),the wind speed and the number of operating PMSGs are the two most important influencing factors along with the stochastic nature of...In a grid-connected wind farm based on permanent magnet synchronous generators(PMSGs),the wind speed and the number of operating PMSGs are the two most important influencing factors along with the stochastic nature of sub-synchronous oscillation(SSO)from the point view of the farm.This paper proposes a method of unstable SSO risk evaluation for grid-connected PMSG-based wind farms based on the sequential Monte Carlo simulation(SMCS).The determination of critical wind speed(CWS)of SSO and the sequential simulation strategy of wind speed states and PMSG states in a wind farm at the same wind speed(S-WF),as well as in a wind farm at different wind speeds(D-WF),are studied.Five indices evaluating the expectation,duration,frequency and energy loss of SsO risk are proposed.Moreover,a strategy to reduce SsO risk by adjusting the cut-in wind speed is discussed.The effectiveness of the discussed issues in this paper are proved by the case studies of a 750-PMSG wind farm based on the actual wind speed data collected.展开更多
We propose an efficient measurement-driven sequential Monte Carlo multi-Bernoulli(SMC-MB) filter for multi-target filtering in the presence of clutter and missing detection. The survival and birth measurements are dis...We propose an efficient measurement-driven sequential Monte Carlo multi-Bernoulli(SMC-MB) filter for multi-target filtering in the presence of clutter and missing detection. The survival and birth measurements are distinguished from the original measurements using the gating technique. Then the survival measurements are used to update both survival and birth targets, and the birth measurements are used to update only the birth targets.Since most clutter measurements do not participate in the update step, the computing time is reduced significantly.Simulation results demonstrate that the proposed approach improves the real-time performance without degradation of filtering performance.展开更多
This paper studies the dynamic estimation problem for multitarget tracking. A novel gat- ing strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiven...This paper studies the dynamic estimation problem for multitarget tracking. A novel gat- ing strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiveness of the probability hypothesis density （PHD） filter. Firstly, a measurement-driven mechanism based on this gating technique is designed to classify the measure- ments. In this mechanism, only the measurements for the existing targets are considered in the update step of the existing targets while the measurements of newborn targets are used for exploring newborn targets. Secondly, the gating strategy enables the development of a heuristic state estima- tion algorithm when sequential Monte Carlo （SMC） implementation of the PHD filter is investi- gated, where the measurements are used to drive the particle clustering within the space gate. The resulting PHD filter can achieve a more robust and accurate estimation of the existing targets by reducing the interference from clutter. Moreover, the target birth intensity can be adaptive to detect newborn targets, which is in accordance with the birth measurements. Simulation results demonstrate the computational efficiency and tracking performance of the proposed algorithm.展开更多
In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approxi- ma...In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approxi- mation （SPSA） technique. The estimations of parameters are obtained by maximum-likelihood estimation and sampling within particle filtering framework, and the SPSA is used for stochastic optimization and to approximate the gradient of the cost function. The proposed algorithm achieves combined estimation of dynamic state and static parameters of nonlinear systems. Simulation result demonstrates the feasibilitv and efficiency of the proposed algorithm展开更多
In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probabilit...In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.展开更多
Survivability has emerged as a new phase for the development of network security technique, and quantifying survivability for network system helps to evaluate it exactly for the system in different environments. In th...Survivability has emerged as a new phase for the development of network security technique, and quantifying survivability for network system helps to evaluate it exactly for the system in different environments. In this paper, we adopt a stochastic method called sequential Monte Carlo and try to reflect dynamic evolvement process of network survivability situation from several time sequences. The experiment results show that this method has the features of quantitative description, real-time calculation and dynamic tracking, and it is a good situation assessment solution for network survivability.展开更多
Detection and tracking of multi-target with unknown and varying number is a challenging issue, especially under the condition of low signal-to-noise ratio(SNR). A modified multi-target track-before-detect(TBD) method ...Detection and tracking of multi-target with unknown and varying number is a challenging issue, especially under the condition of low signal-to-noise ratio(SNR). A modified multi-target track-before-detect(TBD) method was proposed to tackle this issue using a nonstandard point observation model. The method was developed from sequential Monte Carlo(SMC)-based probability hypothesis density(PHD) filter, and it was implemented by modifying the original calculation in update weights of the particles and by adopting an adaptive particle sampling strategy. To efficiently execute the SMC-PHD based TBD method, a fast implementation approach was also presented by partitioning the particles into multiple subsets according to their position coordinates in 2D resolution cells of the sensor. Simulation results show the effectiveness of the proposed method for time-varying multi-target tracking using raw observation data.展开更多
A novel statistical method based on particle filtering is presented for multiple vehicle acoustic signals separation problem in wireless sensor network. The particle filtering method is able to deal with non-Gaussian ...A novel statistical method based on particle filtering is presented for multiple vehicle acoustic signals separation problem in wireless sensor network. The particle filtering method is able to deal with non-Gaussian and nonlinear models and non-stationary sources. Using some instantaneously mixed observations of several real-world vehicle acoustic signals, the proposed statistical method is compared with a conventional non-stationary Blind Source Separation algorithm and attractive simulation results are achieved. Moreover, considering the natural convenience to transmit particles between sensor nodes, the algorithm based on particle filtering is believed to have potential to enable the task of multiple vehicles recognition collaboratively performed by sensor nodes in distributed wireless sensor network.展开更多
Mobile target tracking is a necessary function of some emerging application domains, such as virtual reality, smart home and intelligent healthcare. However, existing portable devices for target tracking are resource ...Mobile target tracking is a necessary function of some emerging application domains, such as virtual reality, smart home and intelligent healthcare. However, existing portable devices for target tracking are resource intensive and high-cost. Camera tracking is an effective location tracking way for those emerging applications which can reuse the existing ubiquitous video monitoring system. This paper proposes a dynamic community-based camera collaboration(D3C) framework for target location and tracking. The contributions of D3C mainly include that(1) nonlinear perspective projection model is selected as the camera sensing model and sequential Monte Carlo is employed to predict the target location;(2) a dynamic collaboration scheme is proposed, it is based on the local community-detection theory deriving from social network analysis. The performance of proposed approach is validated by both synthetic datasets and real-world application. The experiment results show that D3C meets the versatility, real-time and fault tolerance requirements of target tracking applications.展开更多
Effective implementation of the fast labeled multi-Bernoulli(FLMB)filter is addressed for target tracking with interval measurements.Firstly,a sequential Monte Carlo(SMC)implementation of the FLMB filter,SMC-FLMB filt...Effective implementation of the fast labeled multi-Bernoulli(FLMB)filter is addressed for target tracking with interval measurements.Firstly,a sequential Monte Carlo(SMC)implementation of the FLMB filter,SMC-FLMB filter,is derived based on generalized likelihood function weighting.Then,a box particle(BP)implementation of the FLMB filter,BP-FLMB filter,is developed,with a computational complexity reduction of the SMC-FLMB filter.Finally,an improved version of the BP-FLMB filter,improved BP-FLMB(IBP-FLMB)filter,is proposed,improving its estimation accuracy and real-time performance under the conditions of low detection probability and high clutter.Simulation results show that the BP-FLMB filter has a great improvement of the real-time performance than the SMC-FLMB filter,with similar tracking performance.Compared with the BP-FLMB filter,the IBP-FLMB filter has better estimation performance and real-time performance under the conditions of low detection probability and high clutter.展开更多
Target tracking using non-threshold raw data with low signal-to-noise ratio is a very difficult task, and the model uncertainty introduced by target's maneuver makes it even more challenging. In this work, a multi...Target tracking using non-threshold raw data with low signal-to-noise ratio is a very difficult task, and the model uncertainty introduced by target's maneuver makes it even more challenging. In this work, a multiple-model based method was proposed to tackle such issues. The method was developed in the framework of Bernoulli filter by integrating the model probability parameter and implemented via sequential Monte Carlo(particle) technique. Target detection was accomplished through the estimation of target's existence probability, and the estimate of target state was obtained by combining the outputs of modeldependent filtering. The simulation results show that the proposed method performs better than the TBD method implemented by the conventional multiple-model particle filter.展开更多
A particle filter is proposed to perform joint estimation of the carrier frequency offset （CFO） and the channel in multiple-input multiple-output orthogonal frequency division multiplexing （MIMO-OFDM） wireless com...A particle filter is proposed to perform joint estimation of the carrier frequency offset （CFO） and the channel in multiple-input multiple-output orthogonal frequency division multiplexing （MIMO-OFDM） wireless communication systems. It marginalizes out the channel parameters from the sampling space in sequential importance sampling （SIS）, and propagates them with the Kalman filter. Then the importance weights of the CFO particles are evaluated according to the imaginary part of the error between measurement and estimation. The varieties of particles are maintained by sequential importance resampling （SIR）. Simulation results demonstrate this algorithm can estimate the CFO and the channel parameters with high accuracy. At the same time, some robustness is kept when the channel model has small variations.展开更多
The particle filter （PF） is proposed to be the asynchronous direct-sequence code-division multiple-access （DS/CDMA） multiuser detector without knowing the channel state information. The PF performs symbol detectio...The particle filter （PF） is proposed to be the asynchronous direct-sequence code-division multiple-access （DS/CDMA） multiuser detector without knowing the channel state information. The PF performs symbol detection according to the joint posterior density probability of simulated particles including relative delays, fading gains and symbols via sequential importance sample and resample. A simplified scheme is also proposed by separating the indepent relative delays and fading with symbols. These parameters are modeled as the extended aggressive processes and estimated by the Kalman filter, so as to provide their arbitrary distribution for symbol detection. Simulation results show that the bit error rate of the PF is less than conventional detectors. Moreover, the complexity of PF is moderate comparable to other nonlinear suboptimal approaches.展开更多
In this paper,application of Sequential Quasi Monte Carlo(SQMC)to blind channel andsymbol joint estimation in cooperative Multiple-Input Multiple-Output(MIMO)system is proposed,which does not need to transmit training...In this paper,application of Sequential Quasi Monte Carlo(SQMC)to blind channel andsymbol joint estimation in cooperative Multiple-Input Multiple-Output(MIMO)system is proposed,which does not need to transmit training symbol and can save the power and channel bandwidth.Additionally,an improved version of SQMC algorithm by taking advantage of current received signal isdiscussed.Simulation results show that the SQMC method outperforms the Sequential Monte Carlo(SMC)methods,and the incorporation of current received signal improves the performance of theSQMC obviously.展开更多
The research on reliability evaluation of an integrated energy system(IES)is of great significance to system planning and operations.The differences of multiple energy subsystems must be considered in reliability eval...The research on reliability evaluation of an integrated energy system(IES)is of great significance to system planning and operations.The differences of multiple energy subsystems must be considered in reliability evaluation of an IES,in which energy quality differences of various energy resources is critical.Current reliability evaluation of an IES cannot uniformly evaluate the reliability of multiple energy subsystems due to neglecting the energy quality differences of various energy resources.To address this problem,a novel reliability evaluation method for IESs based on exergy is proposed for the first time in this paper.The exergy of an energy resource or a substance is a measure of its usefulness,quality or potential to cause change.The models of exergy not supplied minimization and exergy efficiency maximization are proposed to alleviate energy capacity deficiency and transmission component overload in the reliability evaluation of an IES.These two models are compared to analyze exergy efficiency for the proposed method.The energy supply priority strategy of an IES is proposed considering energy quality differences of various energy resources,in which electricity,gas and heating/cooling subsystems are supplied in an orderly manner.Furthermore,a reliability evaluation indices system of an IES based on exergy is proposed in this paper.An extensive case study on an actual IES demonstrates the feasibility and effectiveness of the proposed reliability evaluation method.展开更多
As cyber physical systems,microgrids(MGs),with distributed generations and energy management systems,can improve the reliability of power supply for customers in MGs.To quantify the reliability of isolated MGs,a cyber...As cyber physical systems,microgrids(MGs),with distributed generations and energy management systems,can improve the reliability of power supply for customers in MGs.To quantify the reliability of isolated MGs,a cyber-physical assessment model is proposed.In this model,the circuit breakers and distributed energy resources are treated as the coupling elements between the cyber system and physical system,where the circuit breakers are uniquely modelled by using the Markov process theory based on the indirect interdependencies between cyber physical elements.For the cyber system,the reliability model of communication networks is formulated based on the link connectivity evaluation method.For the physical system,a system state generating method is presented to account for the optimal operation strategy,which considers the influence of the optimization strategy on the failure consequence analysis.With the proposed cyber and physical reliability models,the sequential Monte Carlo(SMC)simulation method is adopted to assess the reliability of islanded MGs.Simulations are carried out on a test system,and results verify the feasibility and effectiveness of proposed assessment method.Furthermore,one application of the proposed method is on the parameter setting of the cyber system,in terms of enhancing MGs reliability.展开更多
Assessing the reliability of integrated electricity and gas systems has become an important issue due to the strong dependence of these energy networks through the power-to-gas(P2G)and combined heat and power(CHP)tech...Assessing the reliability of integrated electricity and gas systems has become an important issue due to the strong dependence of these energy networks through the power-to-gas(P2G)and combined heat and power(CHP)technologies.The current work,initially,presents a detailed energy flow model for the integrated power and natural gas system in light of the P2G and CHP technologies.Considering the simultaneous load flow of networks,a contingency analysis procedure is proposed,and reliability is assessed through sequential Monte Carlo simulations.The current study examines the effect of independent and dependent operation of energy networks on the reliability of the systems.In particular,the effect of employing both P2G and CHP technologies on reliability criteria is evaluated.In addition,a series of sensitivity analysis are performed on the size and site of these technologies to investigate their effects on system reliability.The proposed method is implemented on an integrated IEEE 24-bus electrical power system and 20-node Belgian natural gas system.The simulation procedure certifies the proposed method for reliability assessment is practical and applicable.In addition,the results prove connection between energy networks through P2G and CHP technologies can improve reliability of networks if the site and size of technologies are properly determined.展开更多
基金Project supported by the National Hi-Tech Research and Develop-ment Program (863) of China (No. 2003AA123310) and the National Natural Science Foundation of China (No. 60332030)
文摘Estimation and detection algorithms for orthogonal frequency division multiplexing (OFDM) systems can be de-veloped based on the sum-product algorithms, which operate by message passing in factor graphs. In this paper, we apply the sampling method (Monte Carlo) to factor graphs, and then the integrals in the sum-product algorithm can be approximated by sums, which results in complexity reduction. The blind receiver for OFDM systems can be derived via Sequential Monte Carlo (SMC) in factor graphs, the previous SMC blind receiver can be regarded as the special case of the sum-product algorithms using sampling methods. The previous SMC blind receiver for OFDM systems needs generating samples of the channel vector assuming the channel has an a priori Gaussian distribution. In the newly-built blind receiver, we generate samples of the virtual-pilots instead of the channel vector, with channel vector which can be easily computed based on virtual-pilots. As the size of the vir-tual-pilots space is much smaller than the channel vector space, only small number of samples are necessary, with the blind de-tection being much simpler. Furthermore, only one pilot tone is needed to resolve phase ambiguity and differential encoding is not used anymore. Finally, the results of computer simulations demonstrate that the proposal can perform well while providing sig-nificant complexity reduction.
基金Supported by Basic Research and Development Plan of China (973 Program,Grant Nos.2011CB013401,2011CB013402)Special Fundamental Research Funds for Central Universities of China(Grant No.DUT14QY21)
文摘Online assessment of remaining useful life(RUL) of a system or device has been widely studied for performance reliability, production safety, system conditional maintenance, and decision in remanufacturing engineering. However,there is no consistency framework to solve the RUL recursive estimation for the complex degenerate systems/device.In this paper, state space model(SSM) with Bayesian online estimation expounded from Markov chain Monte Carlo(MCMC) to Sequential Monte Carlo(SMC) algorithm is presented in order to derive the optimal Bayesian estimation.In the context of nonlinear & non-Gaussian dynamic systems, SMC(also named particle filter, PF) is quite capable of performing filtering and RUL assessment recursively. The underlying deterioration of a system/device is seen as a stochastic process with continuous, nonreversible degrading. The state of the deterioration tendency is filtered and predicted with updating observations through the SMC procedure. The corresponding remaining useful life of the system/device is estimated based on the state degradation and a predefined threshold of the failure with two-sided criterion. The paper presents an application on a milling machine for cutter tool RUL assessment by applying the above proposed methodology. The example shows the promising results and the effectiveness of SSM and SMC online assessment of RUL.
基金supported by the National Natural Science Foundation of China(No.52022016)the Fundamental Research Funds for the Central Universities(No.2023CDJYXTD-004)the Graduate Research and Innovation Foundation of Chongqing(No.CYB22014)。
文摘The component aging has become a significant concern worldwide,and the frequent failures pose a serious threat to the reliability of modern power systems.In light of this issue,this paper presents a power system reliability evaluation method based on sequential Monte Carlo simulation(SMCS)to quantify system reliability considering multiple failure modes of components.First,a three-state component reliability model is established to explicitly describe the state transition process of the component subject to both aging failure and random failure modes.In this model,the impact of each failure mode is decoupled and characterized as the combination of two state duration variables,which are separately modeled using specific probability distributions.Subsequently,SMCS is used to integrate the three-state component reliability model for state transition sequence generation and system reliability evaluation.Therefore,various reliability metrics,including the probability of load curtailment(PLC),expected frequency of load curtailment(EFLC),and expected energy not supplied(EENS),can be estimated.To ensure the applicability of the proposed method,Hash table grouping and the maximum feasible load level judgment techniques are jointly adopted to enhance its computational performance.Case studies are conducted on different aging scenarios to illustrate and validate the effectiveness and practicality of the proposed method.
基金supported by the National Natural Science Foundation of China under Grant(51777066).
文摘In a grid-connected wind farm based on permanent magnet synchronous generators(PMSGs),the wind speed and the number of operating PMSGs are the two most important influencing factors along with the stochastic nature of sub-synchronous oscillation(SSO)from the point view of the farm.This paper proposes a method of unstable SSO risk evaluation for grid-connected PMSG-based wind farms based on the sequential Monte Carlo simulation(SMCS).The determination of critical wind speed(CWS)of SSO and the sequential simulation strategy of wind speed states and PMSG states in a wind farm at the same wind speed(S-WF),as well as in a wind farm at different wind speeds(D-WF),are studied.Five indices evaluating the expectation,duration,frequency and energy loss of SsO risk are proposed.Moreover,a strategy to reduce SsO risk by adjusting the cut-in wind speed is discussed.The effectiveness of the discussed issues in this paper are proved by the case studies of a 750-PMSG wind farm based on the actual wind speed data collected.
基金Project supported by the National Natural Science Foundationof China(Nos.61174142,61222310,and 61374021)the Specialized Research Fund for the Doctoral Program of Higher Education of China(Nos.20120101110115 and 20130101110109)+3 种基金theZhejiang Provincial Science and Technology Planning Projects ofChina(No.2012C21044)the Marine Interdisciplinary ResearchGuiding Funds for Zhejiang University(No.2012HY009B)theFundamental Research Funds for the Central Universities(No.2014XZZX003-12)the Aeronautical Science Foundation ofChina(No.20132076002)
文摘We propose an efficient measurement-driven sequential Monte Carlo multi-Bernoulli(SMC-MB) filter for multi-target filtering in the presence of clutter and missing detection. The survival and birth measurements are distinguished from the original measurements using the gating technique. Then the survival measurements are used to update both survival and birth targets, and the birth measurements are used to update only the birth targets.Since most clutter measurements do not participate in the update step, the computing time is reduced significantly.Simulation results demonstrate that the proposed approach improves the real-time performance without degradation of filtering performance.
基金supported by the Aeronautical Science Foundation of China(No.201401P6001)
文摘This paper studies the dynamic estimation problem for multitarget tracking. A novel gat- ing strategy that is based on the measurement likelihood of the target state space is proposed to improve the overall effectiveness of the probability hypothesis density （PHD） filter. Firstly, a measurement-driven mechanism based on this gating technique is designed to classify the measure- ments. In this mechanism, only the measurements for the existing targets are considered in the update step of the existing targets while the measurements of newborn targets are used for exploring newborn targets. Secondly, the gating strategy enables the development of a heuristic state estima- tion algorithm when sequential Monte Carlo （SMC） implementation of the PHD filter is investi- gated, where the measurements are used to drive the particle clustering within the space gate. The resulting PHD filter can achieve a more robust and accurate estimation of the existing targets by reducing the interference from clutter. Moreover, the target birth intensity can be adaptive to detect newborn targets, which is in accordance with the birth measurements. Simulation results demonstrate the computational efficiency and tracking performance of the proposed algorithm.
基金the National Natural Science Foundation of China (No. 60404011)
文摘In this paper, an adaptive estimation algorithm is proposed for non-linear dynamic systems with unknown static parameters based on combination of particle filtering and Simultaneous Perturbation Stochastic Approxi- mation （SPSA） technique. The estimations of parameters are obtained by maximum-likelihood estimation and sampling within particle filtering framework, and the SPSA is used for stochastic optimization and to approximate the gradient of the cost function. The proposed algorithm achieves combined estimation of dynamic state and static parameters of nonlinear systems. Simulation result demonstrates the feasibilitv and efficiency of the proposed algorithm
基金supported by National High-tech Research and Development Program of China (No.2011AA7014061)
文摘In Bayesian multi-target fltering,knowledge of measurement noise variance is very important.Signifcant mismatches in noise parameters will result in biased estimates.In this paper,a new particle flter for a probability hypothesis density（PHD）flter handling unknown measurement noise variances is proposed.The approach is based on marginalizing the unknown parameters out of the posterior distribution by using variational Bayesian（VB）methods.Moreover,the sequential Monte Carlo method is used to approximate the posterior intensity considering non-linear and non-Gaussian conditions.Unlike other particle flters for this challenging class of PHD flters,the proposed method can adaptively learn the unknown and time-varying noise variances while fltering.Simulation results show that the proposed method improves estimation accuracy in terms of both the number of targets and their states.
基金Supported by Specialized Research Fund for theDoctoral Programof Higher Education of China(20050217007)
文摘Survivability has emerged as a new phase for the development of network security technique, and quantifying survivability for network system helps to evaluate it exactly for the system in different environments. In this paper, we adopt a stochastic method called sequential Monte Carlo and try to reflect dynamic evolvement process of network survivability situation from several time sequences. The experiment results show that this method has the features of quantitative description, real-time calculation and dynamic tracking, and it is a good situation assessment solution for network survivability.
基金Projects(61002022,61471370)supported by the National Natural Science Foundation of China
文摘Detection and tracking of multi-target with unknown and varying number is a challenging issue, especially under the condition of low signal-to-noise ratio(SNR). A modified multi-target track-before-detect(TBD) method was proposed to tackle this issue using a nonstandard point observation model. The method was developed from sequential Monte Carlo(SMC)-based probability hypothesis density(PHD) filter, and it was implemented by modifying the original calculation in update weights of the particles and by adopting an adaptive particle sampling strategy. To efficiently execute the SMC-PHD based TBD method, a fast implementation approach was also presented by partitioning the particles into multiple subsets according to their position coordinates in 2D resolution cells of the sensor. Simulation results show the effectiveness of the proposed method for time-varying multi-target tracking using raw observation data.
基金the National "863" High Technology Development Program (2006AA01Z216)the MajorResearch Program of the Science and Technology Commission of Shanghai Municipality of China (054SGA1001).
文摘A novel statistical method based on particle filtering is presented for multiple vehicle acoustic signals separation problem in wireless sensor network. The particle filtering method is able to deal with non-Gaussian and nonlinear models and non-stationary sources. Using some instantaneously mixed observations of several real-world vehicle acoustic signals, the proposed statistical method is compared with a conventional non-stationary Blind Source Separation algorithm and attractive simulation results are achieved. Moreover, considering the natural convenience to transmit particles between sensor nodes, the algorithm based on particle filtering is believed to have potential to enable the task of multiple vehicles recognition collaboratively performed by sensor nodes in distributed wireless sensor network.
基金supported by National Natural Science Foundation of China (Grant No. 61501048) National High-tech R&D Program of China (863 Program) (Grant No. 2013AA102301)+1 种基金The Fundamental Research Funds for the Central Universities (Grant No. 2017RC12) China Postdoctoral Science Foundation funded project (Grant No.2016T90067, 2015M570060)
文摘Mobile target tracking is a necessary function of some emerging application domains, such as virtual reality, smart home and intelligent healthcare. However, existing portable devices for target tracking are resource intensive and high-cost. Camera tracking is an effective location tracking way for those emerging applications which can reuse the existing ubiquitous video monitoring system. This paper proposes a dynamic community-based camera collaboration(D3C) framework for target location and tracking. The contributions of D3C mainly include that(1) nonlinear perspective projection model is selected as the camera sensing model and sequential Monte Carlo is employed to predict the target location;(2) a dynamic collaboration scheme is proposed, it is based on the local community-detection theory deriving from social network analysis. The performance of proposed approach is validated by both synthetic datasets and real-world application. The experiment results show that D3C meets the versatility, real-time and fault tolerance requirements of target tracking applications.
基金supported by the National Natural Science Foundation of China(61871301)the Postdoctoral Science Foundation of China(2018M633470,2020T130494)the Fundamental Research Funds for the Central Universities(XJS210211).
文摘Effective implementation of the fast labeled multi-Bernoulli(FLMB)filter is addressed for target tracking with interval measurements.Firstly,a sequential Monte Carlo(SMC)implementation of the FLMB filter,SMC-FLMB filter,is derived based on generalized likelihood function weighting.Then,a box particle(BP)implementation of the FLMB filter,BP-FLMB filter,is developed,with a computational complexity reduction of the SMC-FLMB filter.Finally,an improved version of the BP-FLMB filter,improved BP-FLMB(IBP-FLMB)filter,is proposed,improving its estimation accuracy and real-time performance under the conditions of low detection probability and high clutter.Simulation results show that the BP-FLMB filter has a great improvement of the real-time performance than the SMC-FLMB filter,with similar tracking performance.Compared with the BP-FLMB filter,the IBP-FLMB filter has better estimation performance and real-time performance under the conditions of low detection probability and high clutter.
基金Projects(61002022,61471370)supported by the National Natural Science Foundation of China
文摘Target tracking using non-threshold raw data with low signal-to-noise ratio is a very difficult task, and the model uncertainty introduced by target's maneuver makes it even more challenging. In this work, a multiple-model based method was proposed to tackle such issues. The method was developed in the framework of Bernoulli filter by integrating the model probability parameter and implemented via sequential Monte Carlo(particle) technique. Target detection was accomplished through the estimation of target's existence probability, and the estimate of target state was obtained by combining the outputs of modeldependent filtering. The simulation results show that the proposed method performs better than the TBD method implemented by the conventional multiple-model particle filter.
基金Project supported by the National Natural Science Foundation of China (Grant No.60572157)the International Cooper-ation Foundation (Grant No.2008DFA11950)
文摘A particle filter is proposed to perform joint estimation of the carrier frequency offset （CFO） and the channel in multiple-input multiple-output orthogonal frequency division multiplexing （MIMO-OFDM） wireless communication systems. It marginalizes out the channel parameters from the sampling space in sequential importance sampling （SIS）, and propagates them with the Kalman filter. Then the importance weights of the CFO particles are evaluated according to the imaginary part of the error between measurement and estimation. The varieties of particles are maintained by sequential importance resampling （SIR）. Simulation results demonstrate this algorithm can estimate the CFO and the channel parameters with high accuracy. At the same time, some robustness is kept when the channel model has small variations.
基金Shanghai Municipal Education Commission,China(No.CL200516No.RE559)
文摘The particle filter （PF） is proposed to be the asynchronous direct-sequence code-division multiple-access （DS/CDMA） multiuser detector without knowing the channel state information. The PF performs symbol detection according to the joint posterior density probability of simulated particles including relative delays, fading gains and symbols via sequential importance sample and resample. A simplified scheme is also proposed by separating the indepent relative delays and fading with symbols. These parameters are modeled as the extended aggressive processes and estimated by the Kalman filter, so as to provide their arbitrary distribution for symbol detection. Simulation results show that the bit error rate of the PF is less than conventional detectors. Moreover, the complexity of PF is moderate comparable to other nonlinear suboptimal approaches.
基金the National Natural Science Foundation of China(No.60372107)the Ph.D.Innovation Programof Jiangsu Province(No.200670).
文摘In this paper,application of Sequential Quasi Monte Carlo(SQMC)to blind channel andsymbol joint estimation in cooperative Multiple-Input Multiple-Output(MIMO)system is proposed,which does not need to transmit training symbol and can save the power and channel bandwidth.Additionally,an improved version of SQMC algorithm by taking advantage of current received signal isdiscussed.Simulation results show that the SQMC method outperforms the Sequential Monte Carlo(SMC)methods,and the incorporation of current received signal improves the performance of theSQMC obviously.
基金supported in part by the National Natural Science Foundation of China under Grant No.51637008 and No.U1610122.
文摘The research on reliability evaluation of an integrated energy system(IES)is of great significance to system planning and operations.The differences of multiple energy subsystems must be considered in reliability evaluation of an IES,in which energy quality differences of various energy resources is critical.Current reliability evaluation of an IES cannot uniformly evaluate the reliability of multiple energy subsystems due to neglecting the energy quality differences of various energy resources.To address this problem,a novel reliability evaluation method for IESs based on exergy is proposed for the first time in this paper.The exergy of an energy resource or a substance is a measure of its usefulness,quality or potential to cause change.The models of exergy not supplied minimization and exergy efficiency maximization are proposed to alleviate energy capacity deficiency and transmission component overload in the reliability evaluation of an IES.These two models are compared to analyze exergy efficiency for the proposed method.The energy supply priority strategy of an IES is proposed considering energy quality differences of various energy resources,in which electricity,gas and heating/cooling subsystems are supplied in an orderly manner.Furthermore,a reliability evaluation indices system of an IES based on exergy is proposed in this paper.An extensive case study on an actual IES demonstrates the feasibility and effectiveness of the proposed reliability evaluation method.
基金This work was supported in part by the National Key R&D Program of China(No.2017YFB0903100)the Science and Technology Project of State Grid Corporation of China(No.521104170043).
文摘As cyber physical systems,microgrids(MGs),with distributed generations and energy management systems,can improve the reliability of power supply for customers in MGs.To quantify the reliability of isolated MGs,a cyber-physical assessment model is proposed.In this model,the circuit breakers and distributed energy resources are treated as the coupling elements between the cyber system and physical system,where the circuit breakers are uniquely modelled by using the Markov process theory based on the indirect interdependencies between cyber physical elements.For the cyber system,the reliability model of communication networks is formulated based on the link connectivity evaluation method.For the physical system,a system state generating method is presented to account for the optimal operation strategy,which considers the influence of the optimization strategy on the failure consequence analysis.With the proposed cyber and physical reliability models,the sequential Monte Carlo(SMC)simulation method is adopted to assess the reliability of islanded MGs.Simulations are carried out on a test system,and results verify the feasibility and effectiveness of proposed assessment method.Furthermore,one application of the proposed method is on the parameter setting of the cyber system,in terms of enhancing MGs reliability.
文摘Assessing the reliability of integrated electricity and gas systems has become an important issue due to the strong dependence of these energy networks through the power-to-gas(P2G)and combined heat and power(CHP)technologies.The current work,initially,presents a detailed energy flow model for the integrated power and natural gas system in light of the P2G and CHP technologies.Considering the simultaneous load flow of networks,a contingency analysis procedure is proposed,and reliability is assessed through sequential Monte Carlo simulations.The current study examines the effect of independent and dependent operation of energy networks on the reliability of the systems.In particular,the effect of employing both P2G and CHP technologies on reliability criteria is evaluated.In addition,a series of sensitivity analysis are performed on the size and site of these technologies to investigate their effects on system reliability.The proposed method is implemented on an integrated IEEE 24-bus electrical power system and 20-node Belgian natural gas system.The simulation procedure certifies the proposed method for reliability assessment is practical and applicable.In addition,the results prove connection between energy networks through P2G and CHP technologies can improve reliability of networks if the site and size of technologies are properly determined.
