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1.
This study considers state and fault estimation for a switched system with a dual noise term. A zonotopic and Gaussian Kalman filter for state estimation is designed to obtain state estimation interval in the presence of both stochastic and unknown but bounded (UBB) uncertainties. The switching state and fault state of the system are distinguished by detecting whether the system measurement date is within the bounds of its predicted output. Once the switched time is detected in the system, the filter zonotopic and Gaussian Kalman functions are initialized. Once the fault time is detected, a zonotopic and Gaussian Kalman filter-based fault estimator is constructed to estimate the corresponding faults. Finally, a numerical simulation is presented to demonstrate the accuracy and effectiveness of the proposed algorithm.  相似文献   

2.
In inertial navigation system and global navigation satellite system (INS/GNSS) integration, the practical stochastic measurement noise may be non-stationary heavy-tailed distribution due to outlier measurements induced by multipath and/or non-line-of-sight receptions of the original GNSS signals. To address the problem, a new switching Gaussian-heavy-tailed (SGHT) distribution is presented, which models the measurement noise with the help of switching between the Gaussian and the an existing heavy-tailed distribution. Then, utilizing two auxiliary parameters satisfying categorical and Bernoulli distributions respectively, we construct the SGHT distribution as a hierarchical Gaussian presentation. Furthermore, applying variational Bayesian inference, a novel SGHT distribution based robust Gaussian approximate filter is derived. Meanwhile, to reduce the computational complexity of the filtering process, an improved fixed-point iteration method is designed. Finally, the simulation of integrated navigation for an aircraft illustrates effectiveness and superiority of the proposed filter as compared the existing robust filters.  相似文献   

3.
分析了基于二阶统计的CSPRIT算法在空间相关高斯噪声环境中存在的问题,提出将四阶累积量与CSPRIT算法相结合,处理一维二元相移键控信号(BPSK)和多元幅移键控信号(MASK),实现信号到达角(DOA)的估计和波束形成器的构造。与基于二阶统计的CSPRIT算法相比,基于四阶累积量的改进算法能够有效抑制空间相关的高斯噪声,提高信号估计精度。计算机仿真验证了该算法的有效性。  相似文献   

4.
One of the important image processing tasks is to effectively reduce a noise from a digital image while keeping its features intact. In this paper, a new noise removal method for color images corrupted by the mixture of the impulsive and Gaussian noises is proposed. In the proposed method, firstly, a tentative output image, in which the noise is removed almost perfectly, is obtained by using the iterative robust switching vector median-based vector ε-filter, which is realized by hybridizing the robust switching vector median filter and the vector ε-filter and is newly proposed here. Then the residual components between the input and the tentative output images are calculated, and image components constituting edges, corner and other image details are extracted from the residual components by using the correlation characteristic in RGB components. Consequently, a final output is obtained by adding the extracted image components into the tentative output image. The effectiveness and the validity of the proposed method are verified by some experiments using the natural color images.  相似文献   

5.
For the multi-input single-output (MISO) system corrupted by colored noise, we transform the original system model into a new MISO output error model with white noise through data filtering technology. Based on the newly obtained model and the bias compensation principle, a novel data filtering-based bias compensation recursive least squares (BCRLS) identification algorithm is developed for identifying the parameters of the MISO system with colored noise disturbance. Unlike the exiting BCRLS method for the MISO system (see, in Section 3), without computing the complicated noise correlation functions, still the proposed method can achieve the unbiased parameters estimation of the MISO system in the case of colored process noises. The proposed algorithm simplifies the implementation of and further expands the application scope of the existing BCRLS method. Three numerical examples clearly illustrate the validity of and the good performances of the proposed method, including its superiority over the BCRLS method and so on.  相似文献   

6.
The piecewise-linear characteristics often appear in the nonlinear systems that operate in different ways in different input regions. This paper studies the identification issue of a class of block-oriented systems with piecewise-linear characteristics. The asymmetric piecewise-linear nonlinearity is expressed as a linear parametric representation through introducing an appropriate switching function, then the identification model of the system is derived by using the key term separation technique. On this model basis, a multi-innovation forgetting gradient algorithm is presented to estimate the unknown parameters. To further enhance the identification accuracy, the filtering identification model of the system is derived by changing the structure of the system without changing the relationship between the input and output. Further, a data filtering-based multi-innovation forgetting gradient algorithm is proposed through the use of the data filtering technique. A simulation example is employed to illustrate that the proposed approaches are effective for parameter estimation and the data filtering-based multi-innovation forgetting gradient algorithm has better estimation performance.  相似文献   

7.
Robust identification of the linear parameter varying (LPV) finite impulse response (FIR) model with time-varying time delays is considered in this paper. A robust observation model based on Laplace distribution is established to deal with the output data contaminated with the outliers, which are commonly existed in modern industries. A Markov chain model is utilized to model the correlation between the time delays as they do not simply change randomly in reality. A transition probability matrix and an initial probability distribution vector are used to govern the switching mechanism of the time delays. Since it is difficult to optimize the complex log likelihood function directly, the derivations of the proposed algorithm are performed under the framework of Expectation-Maximization (EM) algorithm. A numerical example and a chemical process are utilized to verify the effectiveness of the proposed approach.  相似文献   

8.
Identification of autoregressive models with exogenous input (ARX) is a classical problem in system identification. This article considers the errors-in-variables (EIV) ARX model identification problem, where input measurements are also corrupted with noise. The recently proposed Dynamic Iterative Principal Components Analysis (DIPCA) technique solves the EIV identification problem but is only applicable to white measurement errors. We propose a novel identification algorithm based on a modified DIPCA approach for identifying the EIV-ARX model for single-input, single-output (SISO) systems where the output measurements are corrupted with coloured noise consistent with the ARX model. Most of the existing methods assume important parameters like input-output orders, delay, or noise-variances to be known. This work’s novelty lies in the joint estimation of error variances, process order, delay, and model parameters. The central idea used to obtain all these parameters in a theoretically rigorous manner is based on transforming the lagged measurements using the appropriate error covariance matrix, which is obtained using estimated error variances and model parameters. Simulation studies on two systems are presented to demonstrate the efficacy of the proposed algorithm.  相似文献   

9.
This work presents an iterative concept of the State-space Realization Algorithm with Data Correlation (SSRA-DC) to identify MIMO systems with measurement noise and subjected to a reduced number of samples acquired from the process. The measurement noise is characterized as a random signal with properties of white noise and having up to 1% of the output signal amplitude. The proposed technique is based on the Markov parameters matrix’s feedback in an iterative algorithm supported by the SSRA-DC method. A gain factor takes part in the closed-loop to update the Markov parameters matrix, reducing their residues at each iteration. A fixed value for the gain is applied all over the iterations. The Gaussian White Noise (GWN) is employed as the input excitation signal in simulated experiments of mass-damper-springer models with 50 and 100 degrees of freedom. For some algorithm settings, one hundred simulations, each holding more than 100 iterations, are performed to statistically demonstrate the iterative algorithm’s effectiveness compared to the conventional SSRA-DC. Further comparative analysis is accomplished between the iterative method with the ARMAX and N4SID algorithms.  相似文献   

10.
This study addresses the problem of discrete signal reconstruction from the perspective of sparse Bayesian learning (SBL). Generally, it is intractable to perform the Bayesian inference with the ideal discretization prior under the SBL framework. To overcome this challenge, we introduce a novel discretization enforcing prior to exploit the knowledge of the discrete nature of the signal-of-interest. By integrating the discretization enforcing prior into the SBL framework and applying the variational Bayesian inference (VBI) methodology, we devise an alternating optimization algorithm to jointly characterize the finite-alphabet feature and reconstruct the unknown signal. When the measurement matrix is i.i.d. Gaussian per component, we further embed the generalized approximate message passing (GAMP) into the VBI-based method, so as to directly adopt the ideal prior and significantly reduce the computational burden. Simulation results demonstrate substantial performance improvement of the two proposed methods over existing schemes. Moreover, the GAMP-based variant outperforms the VBI-based method with i.i.d. Gaussian measurement matrices but it fails to work for non i.i.d. Gaussian matrices.  相似文献   

11.
The conjugate gradient (CG) method exhibits fast convergence speed than the steepest descent, which has received considerable attention. In this work, we propose two CG-based methods for nonlinear active noise control (NLANC). The proposed filtered-s Bessel CG (FsBCG)-I algorithm implements the functional link artificial neural network (FLANN) as a controller, and it is derived from the Matérn kernel to achieve enhanced performance in various environments. On the basis of the FsBCG-I algorithm, we further develop the FsBCG-II algorithm, which utilizes the Bessel function of the first kind to constrain outliers. As an alternative, the FsBCG-II algorithm has reduced computational complexity and similar performance as compared to the FsBCG-I algorithm. Moreover, the convergence property of the algorithms is analyzed. The proposed algorithms are compared with some highly cited previous works. Extensive simulation results demonstrate that the proposed algorithms can achieve robust performance when the noise source is impulsive, Gaussian, logistic, and time-varying.  相似文献   

12.
13.
This paper treats the problem of transmitting a Gaussian discrete-time Markov process over a time-discrete additive white Gaussian channel with noiseless feedback which is subjected to statistically unknown jamming noise (satisfying a given power constraint). The channel is used more than once during the interval between the production of successive source letters, and the jamming noise is either allowed to be correlated with the encoder output, or forced to be totally independent of it. The complete solution obtained in the paper under a minimax criterion indicates that the optimum encoder-decoder structures are linear,and the least favorable jamming noise is a Gaussian process.  相似文献   

14.
This paper investigates the event-triggered output synchronization of the heterogeneous linear multi-agent systems over directed switching networks. We first propose an internal model of the leader to track the state of the leader using intermittent communications without inducing Zeno behavior. With the computational algorithm proposed for continuously generating the combinational state demanded in the triggering condition, the internal model is implemented in a fully distributed manner. Then, a distributed event-triggered controller is constructed using the internal model to ensure that the output synchronization errors are globally exponentially convergent to a ball. A numerical example is presented to illustrate the efficacy of the theoretical results.  相似文献   

15.
Transmit antenna selection with maximal ratio combining at the receiver (TAS/MRC) is a promising technique that can be used to avoid the hardware complexity of multiple input multiple output (MIMO) system without jeopardizing the diversity gain. The generalized Gaussian distribution (GGD) is used to model different kinds of additive noise including Gaussian, Laplacian, uniform, and impulsive. In this paper, we study the bit error performance of TAS/MRC system assuming flat Rayleigh fading channels perturbed by additive white generalized Gaussian noise (AWGGN). To this end, we provide a closed form expression for the average bit error rate of coherent modulation techniques in terms of Mejier’s G function that is readily available in many commercial mathematical software packages like MATLAB and Mathematica. Moreover, we study the asymptotic behavior of the BER at high signal to noise ratio (SNR). Analytical results are verified by simulation.  相似文献   

16.
Auto-Regressive-Moving-Average with eXogenous input (ARMAX) models play an important role in control engineering for describing practical systems. However, ARMAX models can be non-realistic in many practical contexts because they do not consider the measurement errors on the output of the process. Due to the auto-regressive nature of ARMAX processes, a measurement error may affect multiple data entries, making the estimation problem very challenging. This problem can be solved by enhancing the ARMAX model with additive error terms on the output, and this paper develops a moving horizon estimator for such an extended ARMAX model. In the proposed method, measurement errors are modeled as nuisance variables and estimated simultaneously with the states. Identifiability was achieved by regularizing the least-squares cost with the ?2-norm of the nuisance variables, which leads to an optimization problem that has an analytical solution. For the proposed estimator, convergence results are established and unbiasedness properties are also proved. Insights on how to select the tuning parameter in the cost function are provided. Because of the explicit modeling of output noise, the impact of a measurement error on multiple data entries can be estimated and reduced. Examples are given to demonstrate the effectiveness of the proposed estimator in dealing with additive output noise as well as outliers.  相似文献   

17.
The generating model of a narrow band random process with the envelope probability density function left shifted relative to the Rayleigh law is presented. The model is based on the interpretation of the process as a stationary output of a nonlinear dissipative system, excited by white Gaussian noise. This representation may be considered as an effective tool for simulating a wireless communication channel with essentially severe fading.  相似文献   

18.
This paper deals with noise detection and threshold free on-line denoising procedure for discrete scanning probe microscopy (SPM) surface images using wavelets. In this sense, the proposed denoising procedure works without thresholds for the localisation of noise, as well for the stop criterium of the algorithm. In particular, a proposition which states a constructive structural property of the wavelets tree with respect to a defined seminorm has been proven for a special technical case. Using orthogonal wavelets, it is possible to obtain an efficient localisation of noise and as a consequence a denoising of the measured signal. An on-line denoising algorithm, which is based upon the discrete wavelet transform (DWT), is proposed to detect unavoidable measured noise in the acquired data. With the help of a seminorm the noise of a signal is defined as an incoherent part of a measured signal and it is possible to rearrange the wavelet basis which can illuminate the differences between its coherent and incoherent part. In effect, the procedure looks for the subspaces consisting of wavelet packets characterised either by small or opposing components in the wavelet domain. Taking real measurements the effectiveness of the proposed denoising algorithm is validated and compared with Gaussian FIR- and Median filter. The proposed method was built using the free wavelet toolboxes from the WaveLab 850 library of the Stanford University (USA).  相似文献   

19.
Anomalous data are such data that deviate from a large number of normal data points, which often have negative impacts on various systems. Current anomaly detection technology suffers from low detection accuracy, high false alarm rate and lack of labeled data. Anomaly detection is of great practical importance as an effective means to detect anomalies in the data and provide important support for the normal operation of various systems. In this paper, we propose an anomaly detection classification model that incorporates federated learning and mixed Gaussian variational self-encoding networks, namely MGVN. The proposed MGVN network model first constructs a variational self-encoder using a mixed Gaussian prior to extracting features from the input data, and then constructs a deep support vector network with the mixed Gaussian variational self-encoder to compress the feature space. The MGVN finds the minimum hypersphere to separate the normal and abnormal data and measures the abnormal fraction by calculating the Euclidean distance between the data features and the hypersphere center. Federated learning is finally incorporated with MGVN (FL-MGVN) to effectively address the problems that multiple participants collaboratively train a global model without sharing private data. The experiments are conducted on the benchmark datasets such as NSL-KDD, MNIST and Fashion-MNIST, which demonstrate that the proposed FL-MGVN has higher recognition performance and classification accuracy than other methods. The average AUC on MNIST and Fashion-MNIST reached 0.954 and 0.937, respectively.  相似文献   

20.
In this paper, a novel augmented complex-valued normalized subband adaptive filter (ACNSAF) algorithm is proposed for processing the noncircular complex-valued signals. Based on the augmented statistics, the proposed algorithm is derived by computing a constraint cost function. Due to contain all second-order statistical properties, the ACNSAF algorithm can process the circular and noncircular complex-valued signals simultaneously. Moreover, the stability and mean square steady-state analysis of the proposed algorithm is derived by using the energy conservation principle. Computer simulation experiments on complex-valued system identification, prediction and noise cancelling show that the proposed algorithm achieves the improved mean square deviation and prediction gain compared to the ACNLMS algorithm. And the simulation results are consistent with the analysis results.  相似文献   

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