This paper provides an asymptotic expansion for the mean integrated squared error (MISE) of nonlinear wavelet-based mean regression function estimators with long memory data. This MISE expansion, when the underlying...This paper provides an asymptotic expansion for the mean integrated squared error (MISE) of nonlinear wavelet-based mean regression function estimators with long memory data. This MISE expansion, when the underlying mean regression function is only piecewise smooth, is the same as analogous expansion for the kernel estimators.However, for the kernel estimators, this MISE expansion generally fails if the additional smoothness assumption is absent.展开更多
Wet flue gas desulphurization technology is widely used in the industrial process for its capability of efficient pollution removal.The desulphurization control system,however,is subjected to complex reaction mechanis...Wet flue gas desulphurization technology is widely used in the industrial process for its capability of efficient pollution removal.The desulphurization control system,however,is subjected to complex reaction mechanisms and severe disturbances,which make for it difficult to achieve certain practically relevant control goals including emission and economic performances as well as system robustness.To address these challenges,a new robust control scheme based on uncertainty and disturbance estimator(UDE)and model predictive control(MPC)is proposed in this paper.The UDE is used to estimate and dynamically compensate acting disturbances,whereas MPC is deployed for optimal feedback regulation of the resultant dynamics.By viewing the system nonlinearities and unknown dynamics as disturbances,the proposed control framework allows to locally treat the considered nonlinear plant as a linear one.The obtained simulation results confirm that the utilization of UDE makes the tracking error negligibly small,even in the presence of unmodeled dynamics.In the conducted comparison study,the introduced control scheme outperforms both the standard MPC and PID(proportional-integral-derivative)control strategies in terms of transient performance and robustness.Furthermore,the results reveal that a lowpass-filter time constant has a significant effect on the robustness and the convergence range of the tracking error.展开更多
Quasi-likelihood nonlinear models (QLNM) include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation (MQLE) ...Quasi-likelihood nonlinear models (QLNM) include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation (MQLE) is obtained in QLNM. In an important case, this rate is O(n-^1/2(loglogn)^1/2), which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore.展开更多
In many engineering networks, only a part of target state variables are required to be estimated.On the other hand,multi-layer complex network exists widely in practical situations.In this paper, the state estimation ...In many engineering networks, only a part of target state variables are required to be estimated.On the other hand,multi-layer complex network exists widely in practical situations.In this paper, the state estimation of target state variables in multi-layer complex dynamical networks with nonlinear node dynamics is studied.A suitable functional state observer is constructed with the limited measurement.The parameters of the designed functional observer are obtained from the algebraic method and the stability of the functional observer is proven by the Lyapunov theorem.Some necessary conditions that need to be satisfied for the design of the functional state observer are obtained.Different from previous studies, in the multi-layer complex dynamical network with nonlinear node dynamics, the proposed method can estimate the state of target variables on some layers directly instead of estimating all the individual states.Thus, it can greatly reduce the placement of observers and computational cost.Numerical simulations with the three-layer complex dynamical network composed of three-dimensional nonlinear dynamical nodes are developed to verify the effectiveness of the method.展开更多
The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered ...The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered mechanism(DETM).In order to optimize communication resource utilization,the DETM is employed to determine whether the current measurement data should be transmitted to the estimator or not.To guarantee a satisfactory estimation performance for the fault signal,an unknown-input-observer-based estimator is constructed to decouple the estimation error dynamics from the influence of fault signals.The aim of this paper is to find the suitable estimator parameters under the effects of DETM such that both the state estimates and fault estimates are confined within two sets of closed ellipsoid domains.The techniques of recursive matrix inequality are applied to derive sufficient conditions for the existence of the desired estimator,ensuring that the specified performance requirements are met under certain conditions.Then,the estimator gains are derived by minimizing the ellipsoid domain in the sense of trace and a recursive estimator parameter design algorithm is then provided.Finally,a numerical example is conducted to demonstrate the effectiveness of the designed estimator.展开更多
In this paper,a double-effect DNN-based Digital Back-Propagation(DBP)scheme is proposed and studied to achieve the Integrated Communication and Sensing(ICS)ability,which can not only realize nonlinear damage mitigatio...In this paper,a double-effect DNN-based Digital Back-Propagation(DBP)scheme is proposed and studied to achieve the Integrated Communication and Sensing(ICS)ability,which can not only realize nonlinear damage mitigation but also monitor the optical power and dispersion profile over multi-span links.The link status information can be extracted by the characteristics of the learned optical fiber parameters without any other measuring instruments.The efficiency and feasibility of this method have been investigated in different fiber link conditions,including various launch power,transmission distance,and the location and the amount of the abnormal losses.A good monitoring performance can be obtained while the launch optical power is 2 dBm which does not affect the normal operation of the optical communication system and the step size of DBP is 20 km which can provide a better distance resolution.This scheme successfully detects the location of single or multiple optical attenuators in long-distance multi-span fiber links,including different abnormal losses of 2 dB,4 dB,and 6 dB in 360 km and serval combinations of abnormal losses of(1 dB,5 dB),(3 dB,3 dB),(5 dB,1 dB)in 360 km and 760 km.Meanwhile,the transfer relationship of the estimated coefficient values with different step sizes is further investigated to reduce the complexity of the fiber nonlinear damage compensation.These results provide an attractive approach for precisely sensing the optical fiber link status information and making correct strategies timely to ensure optical communication system operations.展开更多
One of the most powerful algorithms for obtaining maximum likelihood estimates for many incomplete-data problems is the EM algorithm.However,when the parameters satisfy a set of nonlinear restrictions,It is difficult ...One of the most powerful algorithms for obtaining maximum likelihood estimates for many incomplete-data problems is the EM algorithm.However,when the parameters satisfy a set of nonlinear restrictions,It is difficult to apply the EM algorithm directly.In this paper,we propose an asymptotic maximum likelihood estimation procedure under a set of nonlinear inequalities restrictions on the parameters,in which the EM algorithm can be used.Essentially this kind of estimation problem is a stochastic optimization problem in the M-step.We make use of methods in stochastic optimization to overcome the difficulty caused by nonlinearity in the given constraints.展开更多
A nonlinear Galerkin mixed element (NGME) method and a posteriori error exstimator based on the method are established for the stationary Navier-Stokes equations. The existence and error estimates of the NGME solution...A nonlinear Galerkin mixed element (NGME) method and a posteriori error exstimator based on the method are established for the stationary Navier-Stokes equations. The existence and error estimates of the NGME solution are first discussed, and then a posteriori error estimator based on the NGME method is derived.展开更多
The state estimation of the flexible multibody systems is a vital issue since it is the base of effective control and condition monitoring.The research on the state estimation method of flexible multibody system with ...The state estimation of the flexible multibody systems is a vital issue since it is the base of effective control and condition monitoring.The research on the state estimation method of flexible multibody system with large deformation and large rotation remains rare.In this investigation,a state estimator based on multiple nonlinear Kalman filtering algorithms was designed for the flexible multibody systems containing large flexibility components that were discretized by absolute nodal coordinate formulation(ANCF).The state variable vector was constructed based on the independent coordinates which are identified through the constraint Jacobian.Three types of Kalman filters were used to compare their performance in the state estimation for ANCF.Three cases including flexible planar rotating beam,flexible four-bar mechanism,and flexible rotating shaft were employed to verify the proposed state estimator.According to the different performances of the three types of Kalman filter,suggestions were given for the construction of the state estimator for the flexible multibody system.展开更多
In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood e...In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.展开更多
This article presents an up-to-date tutorial review of nonlinear Bayesian estimation. State estimation for nonlinear systems has been a challenge encountered in a wide range of engineering fields, attracting decades o...This article presents an up-to-date tutorial review of nonlinear Bayesian estimation. State estimation for nonlinear systems has been a challenge encountered in a wide range of engineering fields, attracting decades of research effort. To date,one of the most promising and popular approaches is to view and address the problem from a Bayesian probabilistic perspective,which enables estimation of the unknown state variables by tracking their probabilistic distribution or statistics(e.g., mean and covariance) conditioned on a system's measurement data.This article offers a systematic introduction to the Bayesian state estimation framework and reviews various Kalman filtering(KF)techniques, progressively from the standard KF for linear systems to extended KF, unscented KF and ensemble KF for nonlinear systems. It also overviews other prominent or emerging Bayesian estimation methods including Gaussian filtering, Gaussian-sum filtering, particle filtering and moving horizon estimation and extends the discussion of state estimation to more complicated problems such as simultaneous state and parameter/input estimation.展开更多
In order to achieve precise,robust autonomous guidance and control of a tracked vehicle,a kinematic model with longitudinal and lateral slip is established,Four different nonlinear filters are used to estimate both st...In order to achieve precise,robust autonomous guidance and control of a tracked vehicle,a kinematic model with longitudinal and lateral slip is established,Four different nonlinear filters are used to estimate both state vector and time-varying parameter vector of the created model jointly.The first filter is the well-known extended Kalman filter.The second filter is an unscented version of the Kalman filter.The third one is a particle filter using the unscented Kalman filter to generate the importance proposal distribution.The last one is a novel and guaranteed filter that uses a linear set-membership estimator and can give an ellipsoid set in which the true state lies.The four different approaches have different complexities,behavior and advantages that are surveyed and compared.展开更多
In order to evaluate the nonlinear performance and the possible damage to rubber-bearings (RBs) during their normal operation or under strong earthquakes, a simplified Bouc-Wen model is used to describe the nonlinea...In order to evaluate the nonlinear performance and the possible damage to rubber-bearings (RBs) during their normal operation or under strong earthquakes, a simplified Bouc-Wen model is used to describe the nonlinear hysteretic behavior of RBs in this paper, which has the advantages of being smooth-varying and physically motivated. Further, based on the results from experimental tests performed by using a particular type of RB (GZN 110) under different excitation scenarios, including white noise and several earthquakes, a new system identification method, referred to as the sequential nonlinear least- square estimation (SNLSE), is introduced to identify the model parameters. It is shown that the proposed simplified Bouc- Wen model is capable of describing the nonlinear hysteretic behavior of RBs, and that the SNLSE approach is very effective in identifying the model parameters of RBs.展开更多
This paper presents an observer-based nonlinear control method that was developed and implemented to provide accurate tracking control of a limited angle torque motor following a 50Hz reference waveform. The method is...This paper presents an observer-based nonlinear control method that was developed and implemented to provide accurate tracking control of a limited angle torque motor following a 50Hz reference waveform. The method is based on a robust nonlinear observer, which is used to estimate system states and perturbations and then employ input-output feedbazk linearization to compensate for the system nonlinearities and uncertainties. The estimation of system states and perturbations allows input-output linearization of the nonlinear system without an accurate mathematical model of nominal plant. The simulation results show that the observer-based nonlinear control method is superior in comparison with the conventional model-based state feedback linearizing controller.展开更多
A nonlinear parabolic system is derived to describe incompressible nuclear waste-disposal contamination in porous media. A sequential implicit tirne-stepping is defined, in which the pressure and Darcy velocity of the...A nonlinear parabolic system is derived to describe incompressible nuclear waste-disposal contamination in porous media. A sequential implicit tirne-stepping is defined, in which the pressure and Darcy velocity of the mixture are approximated simultaneously by a mixed finite element method and the brine, radionuclid and heat are treated by a combination of a Galerkin finite element method and the method of characteristics. Optimal-order convergence in L2 is proved. Time-truncation errors of standard procedures are reduced by time stepping along the characteristics of the hyperbolic part of the brine, radionuclide and heal equalios, temporal and spatial error are lossened by direct compulation of the velocity in the mixed method, as opposed to differentiation of the pressure.展开更多
Aiming at a class of nonlinear systems that contains faults, a novel iterative learning scheme is applied to fault detec- tion, and a novel algorithm of fault detection and estimation is proposed. This algorithm first...Aiming at a class of nonlinear systems that contains faults, a novel iterative learning scheme is applied to fault detec- tion, and a novel algorithm of fault detection and estimation is proposed. This algorithm first constructs residual signals by the output of the practical system and the output of the designed fault tracking estimator, and then uses the residuals and the difference- value signal of the adjacent two residuals to gradually revise the introduced virtual faults, which can cause the virtual faults to close to the practical faults in systems, thereby achieving the goal of fault detection for systems. This algorithm not only makes full use of the existing valid information of systems and has a faster tracking con- vergent speed than the proportional-type (P-type) algorithm, but also calculates more simply than the proportional-derivative-type (PD-type) algorithm and avoids the unstable effects of differential operations in the system. The final simulation results prove the validity of the proposed algorithm.展开更多
In this paper, two types of mathematical models are developed to describe the dynamics of large-scale nonlinear systems, which are composed of several interconnected nonlinear subsystems. Each subsystem can be describ...In this paper, two types of mathematical models are developed to describe the dynamics of large-scale nonlinear systems, which are composed of several interconnected nonlinear subsystems. Each subsystem can be described by an input-output nonlinear discrete-time mathematical model, with unknown, but constant or slowly time-varying parameters. Then, two recursive estimation methods are used to solve the parametric estimation problem for the considered class of the interconnected nonlinear systems. These methods are based on the recursive least squares techniques and the prediction error method. Convergence analysis is provided using the hyper-stability and positivity method and the differential equation approach. A numerical simulation example of the parametric estimation of a stochastic interconnected nonlinear hydraulic system is treated.展开更多
In this article, we will derive local elliptic type gradient estimates for positive solutions of linear parabolic equations (△-e/et)u(x,t)+q(x,t)u^p(x,t)=0 and nonlinear parabolic equations (△-e/et)u(x,...In this article, we will derive local elliptic type gradient estimates for positive solutions of linear parabolic equations (△-e/et)u(x,t)+q(x,t)u^p(x,t)=0 and nonlinear parabolic equations (△-e/et)u(x,t)+h(x,t)u^p(x,t)=0(p 〉 1) on Riemannian manifolds.As applications, we obtain some theorems of Liouville type for positive ancient solutions of such equations. Our results generalize that of Souplet-Zhang ([1], Bull. London Math. Soc. 38(2006), 1045-1053) and the author ([2], Nonlinear Anal. 74 (2011), 5141-5146).展开更多
In this paper, we consider gradient estimates for positive solutions to the following weighted nonlinear parabolic equations on a complete smooth metric measure space with only Bakry-Émery Ricci tensor bounded be...In this paper, we consider gradient estimates for positive solutions to the following weighted nonlinear parabolic equations on a complete smooth metric measure space with only Bakry-Émery Ricci tensor bounded below: One is $${u_t} = {\Delta _f}u + au\log u + bu$$ with a, b two real constants, and another is $${u_t} = {\Delta _f}u + \lambda {u^\alpha }$$ with λ, α two real constants. We obtain local Hamilton-Souplet-Zhang type gradient estimates for the above two nonlinear parabolic equations. In particular, our estimates do not depend on any assumption on f.展开更多
In this paper, we give a local Hamilton's gradient estimate for a nonlinear parabol- ic equation on Riemannian manifolds. As its application, a Harnack-type inequality and a Liouville-type theorem are obtained.
文摘This paper provides an asymptotic expansion for the mean integrated squared error (MISE) of nonlinear wavelet-based mean regression function estimators with long memory data. This MISE expansion, when the underlying mean regression function is only piecewise smooth, is the same as analogous expansion for the kernel estimators.However, for the kernel estimators, this MISE expansion generally fails if the additional smoothness assumption is absent.
基金supported by the key project of the National Nature Science Foundation of China(51736002).
文摘Wet flue gas desulphurization technology is widely used in the industrial process for its capability of efficient pollution removal.The desulphurization control system,however,is subjected to complex reaction mechanisms and severe disturbances,which make for it difficult to achieve certain practically relevant control goals including emission and economic performances as well as system robustness.To address these challenges,a new robust control scheme based on uncertainty and disturbance estimator(UDE)and model predictive control(MPC)is proposed in this paper.The UDE is used to estimate and dynamically compensate acting disturbances,whereas MPC is deployed for optimal feedback regulation of the resultant dynamics.By viewing the system nonlinearities and unknown dynamics as disturbances,the proposed control framework allows to locally treat the considered nonlinear plant as a linear one.The obtained simulation results confirm that the utilization of UDE makes the tracking error negligibly small,even in the presence of unmodeled dynamics.In the conducted comparison study,the introduced control scheme outperforms both the standard MPC and PID(proportional-integral-derivative)control strategies in terms of transient performance and robustness.Furthermore,the results reveal that a lowpass-filter time constant has a significant effect on the robustness and the convergence range of the tracking error.
基金Supported by the National Natural Sciences Foundation of China (10761011)Mathematical Tianyuan Fund of National Natural Science Fundation of China(10626048)
文摘Quasi-likelihood nonlinear models (QLNM) include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation (MQLE) is obtained in QLNM. In an important case, this rate is O(n-^1/2(loglogn)^1/2), which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore.
基金Project supported by the National Natural Science Foundation of China (Grant Nos.62373197 and 61873326)。
文摘In many engineering networks, only a part of target state variables are required to be estimated.On the other hand,multi-layer complex network exists widely in practical situations.In this paper, the state estimation of target state variables in multi-layer complex dynamical networks with nonlinear node dynamics is studied.A suitable functional state observer is constructed with the limited measurement.The parameters of the designed functional observer are obtained from the algebraic method and the stability of the functional observer is proven by the Lyapunov theorem.Some necessary conditions that need to be satisfied for the design of the functional state observer are obtained.Different from previous studies, in the multi-layer complex dynamical network with nonlinear node dynamics, the proposed method can estimate the state of target variables on some layers directly instead of estimating all the individual states.Thus, it can greatly reduce the placement of observers and computational cost.Numerical simulations with the three-layer complex dynamical network composed of three-dimensional nonlinear dynamical nodes are developed to verify the effectiveness of the method.
基金supported in part by the National Natural Science Foundation of China (62233012,62273087)the Research Fund for the Taishan Scholar Project of Shandong Province of Chinathe Shanghai Pujiang Program of China (22PJ1400400)。
文摘The present study addresses the problem of fault estimation for a specific class of nonlinear time-varying complex networks,utilizing an unknown-input-observer approach within the framework of dynamic event-triggered mechanism(DETM).In order to optimize communication resource utilization,the DETM is employed to determine whether the current measurement data should be transmitted to the estimator or not.To guarantee a satisfactory estimation performance for the fault signal,an unknown-input-observer-based estimator is constructed to decouple the estimation error dynamics from the influence of fault signals.The aim of this paper is to find the suitable estimator parameters under the effects of DETM such that both the state estimates and fault estimates are confined within two sets of closed ellipsoid domains.The techniques of recursive matrix inequality are applied to derive sufficient conditions for the existence of the desired estimator,ensuring that the specified performance requirements are met under certain conditions.Then,the estimator gains are derived by minimizing the ellipsoid domain in the sense of trace and a recursive estimator parameter design algorithm is then provided.Finally,a numerical example is conducted to demonstrate the effectiveness of the designed estimator.
基金supported by the National Key Research and Development Program of China (2019YFB1803905)the National Natural Science Foundation of China (No.62171022)+2 种基金Beijing Natural Science Foundation (4222009)Guangdong Basic and Applied Basic Research Foundation (2021B1515120057)the Scientific and Technological Innovation Foundation of Shunde Graduate School,USTB (No.BK19AF005)。
文摘In this paper,a double-effect DNN-based Digital Back-Propagation(DBP)scheme is proposed and studied to achieve the Integrated Communication and Sensing(ICS)ability,which can not only realize nonlinear damage mitigation but also monitor the optical power and dispersion profile over multi-span links.The link status information can be extracted by the characteristics of the learned optical fiber parameters without any other measuring instruments.The efficiency and feasibility of this method have been investigated in different fiber link conditions,including various launch power,transmission distance,and the location and the amount of the abnormal losses.A good monitoring performance can be obtained while the launch optical power is 2 dBm which does not affect the normal operation of the optical communication system and the step size of DBP is 20 km which can provide a better distance resolution.This scheme successfully detects the location of single or multiple optical attenuators in long-distance multi-span fiber links,including different abnormal losses of 2 dB,4 dB,and 6 dB in 360 km and serval combinations of abnormal losses of(1 dB,5 dB),(3 dB,3 dB),(5 dB,1 dB)in 360 km and 760 km.Meanwhile,the transfer relationship of the estimated coefficient values with different step sizes is further investigated to reduce the complexity of the fiber nonlinear damage compensation.These results provide an attractive approach for precisely sensing the optical fiber link status information and making correct strategies timely to ensure optical communication system operations.
基金Supported by Teaching reform project of Zhengzhou University of Science and Technology(KFCZ201909)National Foundation for Cultivating Scientific Research Projects of Zhengzhou Institute of Technology(GJJKTPY2018K4)+1 种基金Henan Big Data Double Base of Zhengzhou Institute of Technology(20174101546503022265)the Key Scientific Research Foundation of Education Bureau of Henan Province(20B110020)
文摘One of the most powerful algorithms for obtaining maximum likelihood estimates for many incomplete-data problems is the EM algorithm.However,when the parameters satisfy a set of nonlinear restrictions,It is difficult to apply the EM algorithm directly.In this paper,we propose an asymptotic maximum likelihood estimation procedure under a set of nonlinear inequalities restrictions on the parameters,in which the EM algorithm can be used.Essentially this kind of estimation problem is a stochastic optimization problem in the M-step.We make use of methods in stochastic optimization to overcome the difficulty caused by nonlinearity in the given constraints.
文摘A nonlinear Galerkin mixed element (NGME) method and a posteriori error exstimator based on the method are established for the stationary Navier-Stokes equations. The existence and error estimates of the NGME solution are first discussed, and then a posteriori error estimator based on the NGME method is derived.
基金supported by the National Natural Science Foundation of China(Grant Nos.12272123 and 12302047)the Natural Science Foundation of Jiangsu Province(Grant No.BK20231185)the Postgraduate Research&Practice Innovation Program of Jiangsu Province(Grant No.SJCX24_0192).
文摘The state estimation of the flexible multibody systems is a vital issue since it is the base of effective control and condition monitoring.The research on the state estimation method of flexible multibody system with large deformation and large rotation remains rare.In this investigation,a state estimator based on multiple nonlinear Kalman filtering algorithms was designed for the flexible multibody systems containing large flexibility components that were discretized by absolute nodal coordinate formulation(ANCF).The state variable vector was constructed based on the independent coordinates which are identified through the constraint Jacobian.Three types of Kalman filters were used to compare their performance in the state estimation for ANCF.Three cases including flexible planar rotating beam,flexible four-bar mechanism,and flexible rotating shaft were employed to verify the proposed state estimator.According to the different performances of the three types of Kalman filter,suggestions were given for the construction of the state estimator for the flexible multibody system.
基金The National Natural Science Foundation of China(No.11171065)the Natural Science Foundation of Jiangsu Province(No.BK2011058)
文摘In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.
文摘This article presents an up-to-date tutorial review of nonlinear Bayesian estimation. State estimation for nonlinear systems has been a challenge encountered in a wide range of engineering fields, attracting decades of research effort. To date,one of the most promising and popular approaches is to view and address the problem from a Bayesian probabilistic perspective,which enables estimation of the unknown state variables by tracking their probabilistic distribution or statistics(e.g., mean and covariance) conditioned on a system's measurement data.This article offers a systematic introduction to the Bayesian state estimation framework and reviews various Kalman filtering(KF)techniques, progressively from the standard KF for linear systems to extended KF, unscented KF and ensemble KF for nonlinear systems. It also overviews other prominent or emerging Bayesian estimation methods including Gaussian filtering, Gaussian-sum filtering, particle filtering and moving horizon estimation and extends the discussion of state estimation to more complicated problems such as simultaneous state and parameter/input estimation.
基金This project is supported by National Hi-tech Research and Development Program of China(863 program,No.2006AA04Z215).
文摘In order to achieve precise,robust autonomous guidance and control of a tracked vehicle,a kinematic model with longitudinal and lateral slip is established,Four different nonlinear filters are used to estimate both state vector and time-varying parameter vector of the created model jointly.The first filter is the well-known extended Kalman filter.The second filter is an unscented version of the Kalman filter.The third one is a particle filter using the unscented Kalman filter to generate the importance proposal distribution.The last one is a novel and guaranteed filter that uses a linear set-membership estimator and can give an ellipsoid set in which the true state lies.The four different approaches have different complexities,behavior and advantages that are surveyed and compared.
基金National Natural Science Foundation of China Under Grant No.10572058the Science Foundation of Aeronautics of China Under Grant No.2008ZA52012
文摘In order to evaluate the nonlinear performance and the possible damage to rubber-bearings (RBs) during their normal operation or under strong earthquakes, a simplified Bouc-Wen model is used to describe the nonlinear hysteretic behavior of RBs in this paper, which has the advantages of being smooth-varying and physically motivated. Further, based on the results from experimental tests performed by using a particular type of RB (GZN 110) under different excitation scenarios, including white noise and several earthquakes, a new system identification method, referred to as the sequential nonlinear least- square estimation (SNLSE), is introduced to identify the model parameters. It is shown that the proposed simplified Bouc- Wen model is capable of describing the nonlinear hysteretic behavior of RBs, and that the SNLSE approach is very effective in identifying the model parameters of RBs.
文摘This paper presents an observer-based nonlinear control method that was developed and implemented to provide accurate tracking control of a limited angle torque motor following a 50Hz reference waveform. The method is based on a robust nonlinear observer, which is used to estimate system states and perturbations and then employ input-output feedbazk linearization to compensate for the system nonlinearities and uncertainties. The estimation of system states and perturbations allows input-output linearization of the nonlinear system without an accurate mathematical model of nominal plant. The simulation results show that the observer-based nonlinear control method is superior in comparison with the conventional model-based state feedback linearizing controller.
基金The research was supported by the Natural Science Foundation of China
文摘A nonlinear parabolic system is derived to describe incompressible nuclear waste-disposal contamination in porous media. A sequential implicit tirne-stepping is defined, in which the pressure and Darcy velocity of the mixture are approximated simultaneously by a mixed finite element method and the brine, radionuclid and heat are treated by a combination of a Galerkin finite element method and the method of characteristics. Optimal-order convergence in L2 is proved. Time-truncation errors of standard procedures are reduced by time stepping along the characteristics of the hyperbolic part of the brine, radionuclide and heal equalios, temporal and spatial error are lossened by direct compulation of the velocity in the mixed method, as opposed to differentiation of the pressure.
基金supported by the National Natural Science Foundation of China (61100103)
文摘Aiming at a class of nonlinear systems that contains faults, a novel iterative learning scheme is applied to fault detec- tion, and a novel algorithm of fault detection and estimation is proposed. This algorithm first constructs residual signals by the output of the practical system and the output of the designed fault tracking estimator, and then uses the residuals and the difference- value signal of the adjacent two residuals to gradually revise the introduced virtual faults, which can cause the virtual faults to close to the practical faults in systems, thereby achieving the goal of fault detection for systems. This algorithm not only makes full use of the existing valid information of systems and has a faster tracking con- vergent speed than the proportional-type (P-type) algorithm, but also calculates more simply than the proportional-derivative-type (PD-type) algorithm and avoids the unstable effects of differential operations in the system. The final simulation results prove the validity of the proposed algorithm.
基金supported by the Ministry of Higher Education and Scientific Research of Tunisia
文摘In this paper, two types of mathematical models are developed to describe the dynamics of large-scale nonlinear systems, which are composed of several interconnected nonlinear subsystems. Each subsystem can be described by an input-output nonlinear discrete-time mathematical model, with unknown, but constant or slowly time-varying parameters. Then, two recursive estimation methods are used to solve the parametric estimation problem for the considered class of the interconnected nonlinear systems. These methods are based on the recursive least squares techniques and the prediction error method. Convergence analysis is provided using the hyper-stability and positivity method and the differential equation approach. A numerical simulation example of the parametric estimation of a stochastic interconnected nonlinear hydraulic system is treated.
基金supported by the National Science Foundation of China(41275063 and 11401575)
文摘In this article, we will derive local elliptic type gradient estimates for positive solutions of linear parabolic equations (△-e/et)u(x,t)+q(x,t)u^p(x,t)=0 and nonlinear parabolic equations (△-e/et)u(x,t)+h(x,t)u^p(x,t)=0(p 〉 1) on Riemannian manifolds.As applications, we obtain some theorems of Liouville type for positive ancient solutions of such equations. Our results generalize that of Souplet-Zhang ([1], Bull. London Math. Soc. 38(2006), 1045-1053) and the author ([2], Nonlinear Anal. 74 (2011), 5141-5146).
文摘In this paper, we consider gradient estimates for positive solutions to the following weighted nonlinear parabolic equations on a complete smooth metric measure space with only Bakry-Émery Ricci tensor bounded below: One is $${u_t} = {\Delta _f}u + au\log u + bu$$ with a, b two real constants, and another is $${u_t} = {\Delta _f}u + \lambda {u^\alpha }$$ with λ, α two real constants. We obtain local Hamilton-Souplet-Zhang type gradient estimates for the above two nonlinear parabolic equations. In particular, our estimates do not depend on any assumption on f.
基金Supported by the National Natural Science Foundation of China(Grant Nos.1126103811271132)the Jiangxi Normal University Youth Development Fund
文摘In this paper, we give a local Hamilton's gradient estimate for a nonlinear parabol- ic equation on Riemannian manifolds. As its application, a Harnack-type inequality and a Liouville-type theorem are obtained.