Enhancement of the Moving Horizon Estimation Performance Based on an Adaptive Estimation Algorithm

Although moving horizon estimation (MHE) is a very efficient technique for estimating parameters and states of constrained dynamical systems, however, the approximation of the arrival cost remains a major challenge and therefore a popular research topic. The importance of the arrival cost is such that it allows information from past measurements to be introduced into current estimates. In this paper, using an adaptive estimation algorithm, we approximate and update the parameters of the arrival cost of the moving horizon estimator. The proposed method is based on the least-squares algorithm but includes a variable forgetting factor which is based on the constant information principle and a dead zone which ensures robustness. We show by this method that a fairly good approximation of the arrival cost guarantees the convergence and stability of estimates. Some simulations are made to show and demonstrate the effectiveness of the proposed method and to compare it with the classical MHE.

A Novel Method for Online Extraction of Small-Angle Scattering Pulse Signals from Particles Based on Variable Forgetting Factor RLS Algorithm

The small-angle optical particle counter (OPC) can detect particles with strong light absorption. At the same time, it can ignore the properties of the detected particles and detect the particle size singly and more accurately. Reasonably improving the resolution of the low pulse signal of fine particles is key to improving the detection accuracy of the small-angle OPC. In this paper, a new adaptive filtering method for the small-angle scattering signals of particles is proposed based on the recursive least squares (RLS) algorithm. By analyzing the characteristics of the small-angle scattering signals, a variable forgetting factor (VFF) strategy is introduced to optimize the forgetting factor in the traditional RLS algorithm. It can distinguish the scattering signal from the stray light signal and dynamically adapt to the change in pulse amplitude according to different light absorptions and different particle sizes. To verify the filtering effect, small-angle scattering pulse extraction experiments were carried out in a simulated smoke box with different particle properties. The experiments show that the proposed VFF-RLS algorithm can effectively suppress system stray light and background noise. When the particle detection signal appears, the algorithm has fast convergence and tracking speed and highlights the particle pulse signal well. Compared with that of the traditional scattering pulse extraction method, the resolution of the processed scattering pulse signal of particles is greatly improved, and the extraction of weak particle scattering pulses at a small angle has a greater advantage. Finally, the effect of filter order in the algorithm on the results of extracting scattering pulses is discussed.

A novel variable step size least mean square method for adaptive micro-vibration control

The variable step size least mean square algorithm has been suggested since a number of years as a potential solution for improving the performance of least mean square algorithm. In this article, the variable step size least mean square algorithm is classified by the techniques which are used to update step size. Unfortunately, for variable step size least mean square algorithms with forgetting factor, a constant forgetting factor may slow down its convergence speed. For this reason, a variable forgetting factor method for variable step size least mean square is proposed in this article. First, the convergence analysis of a new variable step size least mean square algorithm with the variable forgetting factor is provided. Then, simulations expose the characteristics of this variable forgetting factor method. Last, a micro-vibration control experimental system is established. Four typical variable step size least mean square algorithms and their variable forgetting factor modified version are verified through experiments. The results show that the proposed variable forgetting factor method can effectively improve convergence speed while maintaining the steady-state performance of the variable step size least mean square algorithm with the constant forgetting factor.