Variational Parameter Learning in Sequential State-Space Model Via Particle Filtering

2021 ◽  
Author(s):  
Chenhao Li ◽  
Simon J. Godsill
Keyword(s):  
State Space ◽  
Particle Filtering ◽  
State Space Model ◽  
Variational Parameter ◽  
Parameter Learning ◽  
Space Model

scholarly journals Particle Filtering: A Priori Estimation of Observational Errors of a State-Space Model with Linear Observation Equation

Mathematics ◽  
2021 ◽  
Vol 9 (12) ◽  
pp. 1445
Author(s):  
Rodi Lykou ◽  
George Tsaklidis
Keyword(s):  
State Space ◽  
Particle Filtering ◽  
A Priori ◽  
State Space Model ◽  
Computational Cost ◽  
The State ◽  
Observation Equation ◽  
Basic Algorithm ◽  
Space Model ◽  
Observational Errors

Observational errors of Particle Filtering are studied over the case of a state-space model with a linear observation equation. In this study, the observational errors are estimated prior to the upcoming observations. This action is added to the basic algorithm of the filter as a new step for the acquisition of the state estimations. This intervention is useful in the presence of missing data problems mainly, as well as sample tracking for impoverishment issues. It applies theory of Homogeneous and Non-Homogeneous closed Markov Systems to the study of particle distribution over the state domain and, thus, lays the foundations for the employment of stochastic control against impoverishment. A simulating example is quoted to demonstrate the effectiveness of the proposed method in comparison with existing ones, showing that the proposed method is able to combine satisfactory precision of results with a low computational cost and provide an example to achieve impoverishment prediction and tracking.

scholarly journals Method for the single-channel blind separation based on particle filtering

2021 ◽  
pp. 22-26
Author(s):  
Vasyl Semenov ◽  
Evgeniya Semenova
Keyword(s):  
State Space ◽  
Particle Filtering ◽  
Single Channel ◽  
State Space Model ◽  
Separation Method ◽  
Blind Separation ◽  
Digital Signals ◽  
Space Model

A method for single-channel blind separation of two digital signals is proposed. The method is based on particle filtering and state space model of the mixture of two signals. The effectiveness of method is verified and the advantage over the iterative Bayesian separation method is shown.

scholarly journals sEMG-MMG State-Space Model for the Continuous Estimation of Multijoint Angle

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Xugang Xi ◽  
Chen Yang ◽  
Seyed M. Miran ◽  
Yun-Bo Zhao ◽  
Shuliang Lin ◽  
...  
Keyword(s):  
State Space ◽  
Particle Filtering ◽  
Joint Angle ◽  
State Space Model ◽  
Joint Torque ◽  
Permutation Entropy ◽  
Extended Model ◽  
Space Model ◽  
Multijoint Movements ◽  
Continuous Estimation

Continuous joint angle estimation plays an important role in motion intention recognition and rehabilitation training. In this study, a surface electromyography- (sEMG-) mechanomyography (MMG) state-space model is proposed to estimate continuous multijoint movements from sEMG and MMG signals accurately. The model combines forward dynamics with a Hill-based muscle model that estimates joint torque only in a nonfeedback form, making the extended model capable of predicting the multijoint motion directly. The sEMG and MMG features, including the Wilson amplitude and permutation entropy, are then extracted to construct a measurement equation to reduce system error and external disturbances. Using the proposed model, a closed-loop prediction-correction approach, unscented particle filtering, is used to estimate the joint angle from sEMG and MMG signals. Comprehensive experiments are conducted on the human elbow and shoulder joint, and remarkable improvements are demonstrated compared with conventional methods.

Development of L1-norm sliding mode observer for sensor fault diagnosis of an industrial gas turbine

2021 ◽  
pp. 095965182199617
Author(s):  
Mahyar Akbari ◽  
Abdol Majid Khoshnood ◽  
Saied Irani
Keyword(s):  
Fault Detection ◽  
State Space ◽  
Gas Turbine ◽  
Sliding Mode ◽  
State Space Model ◽  
Sensor Fault ◽  
Space Model ◽  
Decision Logic ◽  
Sensor Fault Detection ◽  
Industrial Gas Turbine

In this article, a novel approach for model-based sensor fault detection and estimation of gas turbine is presented. The proposed method includes driving a state-space model of gas turbine, designing a novel L1-norm Lyapunov-based observer, and a decision logic which is based on bank of observers. The novel observer is designed using multiple Lyapunov functions based on L1-norm, reducing the estimation noise while increasing the accuracy. The L1-norm observer is similar to sliding mode observer in switching time. The proposed observer also acts as a low-pass filter, subsequently reducing estimation chattering. Since a bank of observers is required in model-based sensor fault detection, a bank of L1-norm observers is designed in this article. Corresponding to the use of the bank of observers, a two-step fault detection decision logic is developed. Furthermore, the proposed state-space model is a hybrid data-driven model which is divided into two models for steady-state and transient conditions, according to the nature of the gas turbine. The model is developed by applying a subspace algorithm to the real field data of SGT-600 (an industrial gas turbine). The proposed model was validated by applying to two other similar gas turbines with different ambient and operational conditions. The results of the proposed approach implementation demonstrate precise gas turbine sensor fault detection and estimation.

Modeling of CCLP in koryo extract production

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Ji Chol ◽  
Ri Jun Il
Keyword(s):  
Process Control ◽  
Medical Care ◽  
State Space ◽  
State Space Model ◽  
The State ◽  
Space Model ◽  
Effective Components ◽  
Counter Current

Abstract The modeling of counter-current leaching plant (CCLP) in Koryo Extract Production is presented in this paper. Koryo medicine is a natural physic to be used for a diet and the medical care. The counter-current leaching method is mainly used for producing Koryo medicine. The purpose of the modeling in the previous works is to indicate the concentration distributions, and not to describe the model for the process control. In literature, there are no nearly the papers for modeling CCLP and especially not the presence of papers that have described the issue for extracting the effective components from the Koryo medicinal materials. First, this paper presents that CCLP can be shown like the equivalent process consisting of two tanks, where there is a shaking apparatus, respectively. It allows leachate to flow between two tanks. Then, this paper presents the principle model for CCLP and the state space model on based it. The accuracy of the model has been verified from experiments made at CCLP in the Koryo Extract Production at the Gang Gyi Koryo Manufacture Factory.

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