state space model
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Entropy ◽  
2022 ◽  
Vol 24 (1) ◽  
pp. 117
Author(s):  
Xuyou Li ◽  
Yanda Guo ◽  
Qingwen Meng

The maximum correntropy Kalman filter (MCKF) is an effective algorithm that was proposed to solve the non-Gaussian filtering problem for linear systems. Compared with the original Kalman filter (KF), the MCKF is a sub-optimal filter with Gaussian correntropy objective function, which has been demonstrated to have excellent robustness to non-Gaussian noise. However, the performance of MCKF is affected by its kernel bandwidth parameter, and a constant kernel bandwidth may lead to severe accuracy degradation in non-stationary noises. In order to solve this problem, the mixture correntropy method is further explored in this work, and an improved maximum mixture correntropy KF (IMMCKF) is proposed. By derivation, the random variables that obey Beta-Bernoulli distribution are taken as intermediate parameters, and a new hierarchical Gaussian state-space model was established. Finally, the unknown mixing probability and state estimation vector at each moment are inferred via a variational Bayesian approach, which provides an effective solution to improve the applicability of MCKFs in non-stationary noises. Performance evaluations demonstrate that the proposed filter significantly improves the existing MCKFs in non-stationary noises.


Entropy ◽  
2022 ◽  
Vol 24 (1) ◽  
pp. 115
Author(s):  
Hiroaki Inoue ◽  
Koji Hukushima ◽  
Toshiaki Omori

Extracting latent nonlinear dynamics from observed time-series data is important for understanding a dynamic system against the background of the observed data. A state space model is a probabilistic graphical model for time-series data, which describes the probabilistic dependence between latent variables at subsequent times and between latent variables and observations. Since, in many situations, the values of the parameters in the state space model are unknown, estimating the parameters from observations is an important task. The particle marginal Metropolis–Hastings (PMMH) method is a method for estimating the marginal posterior distribution of parameters obtained by marginalization over the distribution of latent variables in the state space model. Although, in principle, we can estimate the marginal posterior distribution of parameters by iterating this method infinitely, the estimated result depends on the initial values for a finite number of times in practice. In this paper, we propose a replica exchange particle marginal Metropolis–Hastings (REPMMH) method as a method to improve this problem by combining the PMMH method with the replica exchange method. By using the proposed method, we simultaneously realize a global search at a high temperature and a local fine search at a low temperature. We evaluate the proposed method using simulated data obtained from the Izhikevich neuron model and Lévy-driven stochastic volatility model, and we show that the proposed REPMMH method improves the problem of the initial value dependence in the PMMH method, and realizes efficient sampling of parameters in the state space models compared with existing methods.


2021 ◽  
Vol 11 (24) ◽  
pp. 12148
Author(s):  
Gian Paramo ◽  
Arturo S. Bretas

High impedance faults present unique challenges for power system protection engineers. The first challenge is the detection of the fault, given the low current magnitudes. The second challenge is to locate the fault to allow corrective measures to be taken. Corrective actions are essential as they mitigate safety hazards and equipment damage. The problem of high impedance fault detection and location is not a new one, and despite the safety and reliability implications, relatively few efforts have been made to find a general solution. This work presents a hybrid data driven and analytical-based model for high impedance fault detection in distribution systems. The first step is to estimate a state space model of the power line being monitored. From the state space model, eigenvalues are calculated, and their dynamic behavior is used to develop zones of protection. These zones of protection are generated analytically using machine learning tools. High impedance faults are detected as they drive the eigenvalues outside of their zones. A metric called eigenvalue drift coefficient was formulated in this work to facilitate the generalization of this solution. The performance of this technique is evaluated through case studies based on the IEEE 5-Bus system modeled in Matlab. Test results are encouraging indicating potential for real-life applications.


Electronics ◽  
2021 ◽  
Vol 10 (24) ◽  
pp. 3149
Author(s):  
Cristiana Tudor ◽  
Robert Sova

Climate change and pollution fighting have become prominent global concerns in the twenty-first century. In this context, accurate estimates for polluting emissions and their evolution are critical for robust policy-making processes and ultimately for solving stringent global climate challenges. As such, the primary objective of this study is to produce more accurate forecasts of greenhouse gas (GHG) emissions. This in turn contributes to the timely evaluation of the progress achieved towards meeting global climate goals set by international agendas and also acts as an early-warning system. We forecast the evolution of GHG emissions in 12 top polluting economies by using data for the 1970–2018 period and employing six econometric and machine-learning models (the exponential smoothing state-space model (ETS), the Holt–Winters model (HW), the TBATS model, the ARIMA model, the structural time series model (STS), and the neural network autoregression model (NNAR)), along with a naive model. A battery of robustness checks is performed. Results confirm a priori expectations and consistently indicate that the neural network autoregression model (NNAR) presents the best out-of-sample forecasting performance for GHG emissions at different forecasting horizons by reporting the lowest average RMSE (root mean square error) and MASE (mean absolute scaled error) within the array of predictive models. Predictions made by the NNAR model for the year 2030 indicate that total GHG emissions are projected to increase by 3.67% on average among the world’s 12 most polluting countries until 2030. Only four top polluters will record decreases in total GHG emissions values in the coming decades (i.e., Canada, the Russian Federation, the US, and China), although their emission levels will remain in the upper decile. Emission increases in a handful of developing economies will see significant growth rates (a 22.75% increase in GHG total emissions in Brazil, a 15.75% increase in Indonesia, and 7.45% in India) that are expected to offset the modest decreases in GHG emissions projected for the four countries. Our findings, therefore, suggest that the world’s top polluters cannot meet assumed pollution reduction targets in the form of NDCs under the Paris agreement. Results thus highlight the necessity for more impactful policies and measures to bring the set targets within reach.


2021 ◽  
Author(s):  
Wenying Zeng ◽  
Jinkuan Wang ◽  
Yan Zhang ◽  
Yinghua Han ◽  
Qiang Zhao

Abstract Cold rolling is an important part of the iron and steel industry, and the unsteady rolling process of cold rolling usually brings significant influences on the stability of product quality. In the unsteady rolling process, various disturbances and uncertainties such as variable lubrication state, variable equipment working conditions lead to difficulties in the establishment of state space model of thickness and tension, which has become a thorny problem in thickness and tension control. In this paper, we present a model-free controller based on Deep Deterministic Policy Gradient(DDPG), which can continuously control the thickness tension of the unsteady rolling process without the mathematical model. We first formulate the thickness and tension control problem to Markov Decision Process(MDP). We apply strategies such as dividing state space variables with mechanism model, defining reward function and state normalization, the random disturbance and complex uncertainties of unsteady cold rolling process are coped with by utilizing the DDPG controller. In addition, these strategies also ensure the learning performance and stability of the DDPG controller under random disturbance. Simulations and experiments show that the proposed the DDPG controller does not require any prior knowledge of uncertain parameters and can operate without knowing unsteady rolling mathematical models, which has better accuracy, stability and rapidity for thickness and tension in the unsteady rolling process than proportional integral(PI) controller. The artificial intelligence-based controller brings both product quality improvement and intelligence to cold rolling.


2021 ◽  
pp. 1-7
Author(s):  
Akin Ojagbemi ◽  
Eduardo Estrada ◽  
Alejandro de la Torre-Luque ◽  
Dario Moreno-Agostino ◽  
Elvira Lara ◽  
...  

Energies ◽  
2021 ◽  
Vol 14 (23) ◽  
pp. 7950
Author(s):  
Yongjie Wang ◽  
Huizhen Wang ◽  
Weifeng Liu ◽  
Qin Wang

With the application of more electric aircraft (MEA) technology, variable frequencies and high power ratings become import features of aero-generators. The brushless synchronous generator, which has a three-stage structure, is the most commonly used type of aero-generator. Due to the variation of operating conditions, the implementation of generator controllers becomes more and more difficult. In this paper, a state space model of a generator is derived and the influence of different operating conditions on the frequency response characteristics of the generator is revealed. Based on a fuzzy PI controller, an additional fuzzy logic controller is applied to modify the PI parameters of the voltage loop by introducing the generator speed to cope with the speed variation. Finally, the results of the simulations and experiments demonstrate that the dual fuzzy PI controller can improve both the steady-state and dynamic performance of the brushless synchronous generator, verifying the previous theoretical study.


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