To predict the remaining useful life(RUL) for a class of nonlinear multi-degradation systems, a method is presented. In the real industrial processes, systems are usually composed by several parts or components, and t...To predict the remaining useful life(RUL) for a class of nonlinear multi-degradation systems, a method is presented. In the real industrial processes, systems are usually composed by several parts or components, and these parts or components are working in the same environment, thus the degradations of these parts or components will be influenced by common factors. To describe such a phenomenon in degradations, a multi-degradation model with public noise is proposed. To identify the degradation states and the unknown parameters, an iterative estimation method is proposed by using the Kalman filter and the expectation maximization(EM) algorithm. Next, with known thresholds,the RUL of each degradation can be predicted by using the first hitting time(FHT). In addition, the RUL of the whole system can be obtained by a Copula function. Finally, a practical case is used to demonstrate the method proposed.展开更多
In modern science and engineering disciplines,data-driven discovery methods play a fundamental role in system modeling,as data serve as the external representations of the intrinsic mechanisms within systems.However,e...In modern science and engineering disciplines,data-driven discovery methods play a fundamental role in system modeling,as data serve as the external representations of the intrinsic mechanisms within systems.However,empirical data contaminated by process and measurement noise remain a significant obstacle for this type of modeling.In this study,we have developed a data-driven method capable of directly uncovering linear dynamical systems from noisy data.This method combines the Kalman smoothing and sparse Bayesian learning to decouple process and measurement noise under the expectation-maximization framework,presenting an analytical method for alternate state estimation and system identification.Furthermore,the discovered model explicitly characterizes the probability distribution of process and measurement noise,as they are essential for filtering,smoothing,and stochastic control.We have successfully applied the proposed algorithm to several simulation systems.Experimental results demonstrate its potential to enable linear dynamical system discovery in practical applications where noise-free data are intractable to capture.展开更多
The existence of random attractor family for a class of nonlinear high-order Kirchhoff equation stochastic dynamical systems with white noise is studied. The Ornstein-Uhlenbeck process and the weak solution of the equ...The existence of random attractor family for a class of nonlinear high-order Kirchhoff equation stochastic dynamical systems with white noise is studied. The Ornstein-Uhlenbeck process and the weak solution of the equation are used to deal with the stochastic terms. The equation is transformed into a general stochastic equation. The bounded stochastic absorption set is obtained by estimating the solution of the equation and the existence of the random attractor family is obtained by isomorphic mapping method. Temper random compact sets of random attractor family are obtained.展开更多
The dynamic characteristic evaluation is an important prerequisite for safe and reliable operation of the mediumvoltage DC integrated power system(MIPS),and the dynamic state estimation is an essential technical appro...The dynamic characteristic evaluation is an important prerequisite for safe and reliable operation of the mediumvoltage DC integrated power system(MIPS),and the dynamic state estimation is an essential technical approach to the evaluation.Unlike the electromechanical transient process in a traditional power system,periodic change in pulse load of the MIPS is an electromagnetic transient process.As the system state suddenly changes in the range of a smaller time constant,it is difficult to estimate the dynamic state due to periodic disturbance.This paper presents a dynamic mathematical model of the MIPS according to the network structure and control strategy,thereby overcoming the restrictions of algebraic variables on the estimation and developing a dynamic state estimation method based on the extended Kalman filter.Using the method of adding fictitious process noise,it is possible to solve the problem that the linearized algorithm of the MIPS model is less reliable when an abrupt change occurs in the pulse load.Therefore,the accuracy of the dynamic state estimation and the stability of the filter can be improved under the periodic disturbance of pulse load.The simulation and experimental results confirm that the proposed model and method are feasible and effective.展开更多
全球导航卫星系统GNSS对流层天顶湿延迟(zenith wet delay,ZWD)随机噪声不仅影响ZWD估计值大小,还会影响ZWD的趋势项变化。为揭示ZWD随机游走过程噪声(random walk process noise,RWPN)的时空变化特征,本文选取全球20个IGS(Internationa...全球导航卫星系统GNSS对流层天顶湿延迟(zenith wet delay,ZWD)随机噪声不仅影响ZWD估计值大小,还会影响ZWD的趋势项变化。为揭示ZWD随机游走过程噪声(random walk process noise,RWPN)的时空变化特征,本文选取全球20个IGS(International GNSS Service)测站,基于JPL(Jet Propulsion Laboratory)、GFZ(Helmholtz-Centre Potsdam-German Research Centre for Geosciences)和CODE(Center for Orbit Determination in Europe)分析中心2010至2020年对流层产品,从不同地理位置和不同时间序列分析GNSS ZWD随机游走过程噪声的变化范围和特征;并且在扣除ZWD的趋势项和主要周期项后,进一步揭示了ZWD残差信号分量构成。结果表明:不同地理位置湿延迟RWPN具有显著差异,年均值范围在0.01~0.146 mm/√s之间,且在大气集中的中低纬地区湿延迟RWPN值较大,在大气相对稀薄的极地地区其值较小;同一测站的湿延迟RWPN具有明显的周年、半周年和季节性特征,极差值高达0.12 mm/√s以上;通过对ZWD残差值分析,发现ZWD残差信号除包含白噪声外,还具有4.8 h至2.43 d的高频信号分量。展开更多
基金supported by the National Natural Science Foundation of China(6129032461473164+1 种基金61490701)the Research Fund for the Taishan Scholar Project of Shandong Province of China(LZB2015-162)
文摘To predict the remaining useful life(RUL) for a class of nonlinear multi-degradation systems, a method is presented. In the real industrial processes, systems are usually composed by several parts or components, and these parts or components are working in the same environment, thus the degradations of these parts or components will be influenced by common factors. To describe such a phenomenon in degradations, a multi-degradation model with public noise is proposed. To identify the degradation states and the unknown parameters, an iterative estimation method is proposed by using the Kalman filter and the expectation maximization(EM) algorithm. Next, with known thresholds,the RUL of each degradation can be predicted by using the first hitting time(FHT). In addition, the RUL of the whole system can be obtained by a Copula function. Finally, a practical case is used to demonstrate the method proposed.
基金supported by the National Natural Science Foundation of China(Grant No.92167201).
文摘In modern science and engineering disciplines,data-driven discovery methods play a fundamental role in system modeling,as data serve as the external representations of the intrinsic mechanisms within systems.However,empirical data contaminated by process and measurement noise remain a significant obstacle for this type of modeling.In this study,we have developed a data-driven method capable of directly uncovering linear dynamical systems from noisy data.This method combines the Kalman smoothing and sparse Bayesian learning to decouple process and measurement noise under the expectation-maximization framework,presenting an analytical method for alternate state estimation and system identification.Furthermore,the discovered model explicitly characterizes the probability distribution of process and measurement noise,as they are essential for filtering,smoothing,and stochastic control.We have successfully applied the proposed algorithm to several simulation systems.Experimental results demonstrate its potential to enable linear dynamical system discovery in practical applications where noise-free data are intractable to capture.
文摘The existence of random attractor family for a class of nonlinear high-order Kirchhoff equation stochastic dynamical systems with white noise is studied. The Ornstein-Uhlenbeck process and the weak solution of the equation are used to deal with the stochastic terms. The equation is transformed into a general stochastic equation. The bounded stochastic absorption set is obtained by estimating the solution of the equation and the existence of the random attractor family is obtained by isomorphic mapping method. Temper random compact sets of random attractor family are obtained.
基金supported by the National Key Basic Research Program of China(973 Program)(No.613294)the Natural Science Foundation of China(No.51877211)
文摘The dynamic characteristic evaluation is an important prerequisite for safe and reliable operation of the mediumvoltage DC integrated power system(MIPS),and the dynamic state estimation is an essential technical approach to the evaluation.Unlike the electromechanical transient process in a traditional power system,periodic change in pulse load of the MIPS is an electromagnetic transient process.As the system state suddenly changes in the range of a smaller time constant,it is difficult to estimate the dynamic state due to periodic disturbance.This paper presents a dynamic mathematical model of the MIPS according to the network structure and control strategy,thereby overcoming the restrictions of algebraic variables on the estimation and developing a dynamic state estimation method based on the extended Kalman filter.Using the method of adding fictitious process noise,it is possible to solve the problem that the linearized algorithm of the MIPS model is less reliable when an abrupt change occurs in the pulse load.Therefore,the accuracy of the dynamic state estimation and the stability of the filter can be improved under the periodic disturbance of pulse load.The simulation and experimental results confirm that the proposed model and method are feasible and effective.
文摘全球导航卫星系统GNSS对流层天顶湿延迟(zenith wet delay,ZWD)随机噪声不仅影响ZWD估计值大小,还会影响ZWD的趋势项变化。为揭示ZWD随机游走过程噪声(random walk process noise,RWPN)的时空变化特征,本文选取全球20个IGS(International GNSS Service)测站,基于JPL(Jet Propulsion Laboratory)、GFZ(Helmholtz-Centre Potsdam-German Research Centre for Geosciences)和CODE(Center for Orbit Determination in Europe)分析中心2010至2020年对流层产品,从不同地理位置和不同时间序列分析GNSS ZWD随机游走过程噪声的变化范围和特征;并且在扣除ZWD的趋势项和主要周期项后,进一步揭示了ZWD残差信号分量构成。结果表明:不同地理位置湿延迟RWPN具有显著差异,年均值范围在0.01~0.146 mm/√s之间,且在大气集中的中低纬地区湿延迟RWPN值较大,在大气相对稀薄的极地地区其值较小;同一测站的湿延迟RWPN具有明显的周年、半周年和季节性特征,极差值高达0.12 mm/√s以上;通过对ZWD残差值分析,发现ZWD残差信号除包含白噪声外,还具有4.8 h至2.43 d的高频信号分量。
