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Can Approximate Bayesian Estimation be Consistent with the Ideal Solution? *

IFAC Proceedings Volumes 1993年第2期26卷 303-306页

作者： R. Kulhavý Institute of information Theory and Automation Academy of Sciences of the Czech Republic P.D. Box 18 182 08 Prague Czech Republic

The paper implies that even using a reduced, non-sufficient data statistic, recursive Bayesian estimation can be made consistent with the ideal full-data solution so that: (a) if the distribution of data belongs to a given parametric family, the posterior density of unknown parameters converges to Dirac function pointing to their appropriate value, and (b) the posterior uncertainty is proportional to the loss of information caused by data compression. At the same time, the paper shows an appealing geometric interpretation of data compression (using both sufficient and non-sufficient data statistic) and subsequent posterior restoration.

关键词： Parameter estimation sampled data systems Bayesian statistics recursive algorithms approximation theory

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Design of Self-Tuning Regulator for Large-Scale Interconnected Hammerstein Systems

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JOURNAL OF CONTROL SCIENCE AND ENGINEERING 2016年第4-4期2016卷 13-13页

作者： Elloumi, Mourad Kamoun, Samira Univ Sfax Lab Sci & Tech Automat Control & Comp Engn Lab ST Natl Sch Engn Sfax ENIS BP 1173 Sfax 3038 Tunisia

This paper deals with the self-tuning regulator for large-scale stochastic nonlinear systems, which are composed of several interconnected nonlinear monovariable subsystems. Each interconnected subsystem is described by discrete Hammerstein model with unknown and time-varying parameters. This self-tuning control is developed on the basis of the minimum variance approach and is combined by a recursive algorithm in the estimation step. The parametric estimation step is performed on the basis of the prediction error method and the least-squares techniques. Simulation results of the proposed self-tuning regulator for two interconnected nonlinear hydraulic systems show the reliability and effectiveness of the developed method.

关键词： Basis recursive algorithms Unknown Self tuning regulator regulatory control SUB-SYSTEM Error of prediction

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SEQUENTIAL CORRELATION BASED PROPAGATOR ALGORITHM FOR recursive SUBSPACE IDENTIFICATION

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IFAC Proceedings Volumes 2005年第1期38卷 922-927页

作者： Guillaume Mercère Stéphane Lecœuche Christian Vasseur Laboratoire LAGIS – Bâtiment P2 USTL – 59655 Villeneuve d'Ascq Cedex – France EIPC Campus de la Malassise – BP39 – 62967 Longuenesse Cedex-France Ecole des Mines de Douai – Rue Charles Bourseul – BP 838 – 59508 Douai Cedex-France

The problem of the recursive identification of MIMO state space models in the framework of subspace methods is considered in this article. Two new algorithms, based on a recursive formulation of the MOESP identification class, are more precisely developed. The specific feature of these methods is that they share a single algorithm to recursively estimate a basis of the observability matrix. Two propagator based (Murder and Delisle, 1991) criteria are introduced. A sequential RLS algorithm is proposed to equally minimise these cost functions. The benefits of these new techniques in comparison with EIVPAST and UDPAST (Lovera et al. , 2000) are emphasized with a simulation example.

关键词： Identification algorithms recursive algorithms subspace methods state-space models recursive least squares

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AIR FUEL RATIO CONTROL IN LIQUEFIED PETROLEUM GAS INJECTED SI ENGINES

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IFAC Proceedings Volumes 2002年第1期35卷 325-330页

作者： Chris Manzie Harry Watson Marimuthu Palaniswami Department of Electrical and Electronic Engineering Department of Manufacturing and Mechanical Engineering The University of Melbourne Victoria Australia 3010

Despite being one of the fastest growing alternative fuel sources, little attention has been given to control of the air fuel ratio at the point of combustion in liquefied petroleum gas (LPG) engines. In this paper a mean value engine model is presented for LPG throttle body injected engines. Based on this model, a control algorithm capable of adapting to errors in both the fuel and air systems is proposed to ensure accurate stoichiometric fuel injection control. Simulation results are presented to validate the proposed approach.

关键词： Fuel injection automotive control adaptive control radial basis function networks recursive algorithms

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recursive identification algorithm for parity space based fault detection systems

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IFAC Proceedings Volumes 2009年第8期42卷 312-317页

作者： Amol S. Naik Shen Yin Steven X. Ding Torsten Jeinsch Institute of Automation and Complex Systems University of Duisburg-Essen Bismarckstrasse 81 BB 47057 Duisburg Germany Hochschule Lausitz Grossenhainer Strasse 57 01968 Senftenberg Germany

The problem of recursively identifying parity space in the framework of subspace technique is studied. Updating the entire singular value decomposition, a crucial step in identification, is computationally burdensome and sometimes not even feasible. Hence a recursive eigenvalue decomposition based identification method is recommended in the literature. The algorithm developed here updates the eigenstructure of covariance matrix of input and output data after every new measurement and gives a new parity space. The method improves the fault detection performance against uncertain parameter variations and in non-stationary noise environment. The proposed algorithm is applied to hybrid simulation platform of continuous stirred tank reactor.

关键词： Subspace methods Singular value decomposition recursive algorithms Perturbation theory Fault detection Observers

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On State Estimation of Unknown Systems Based on Subspace State-Space System Identification

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IFAC Proceedings Volumes 2000年第15期33卷 241-246页

作者： Hiroshi Oku Hidenori Kimura Department of Mathematical Engineering and Information Physics Graduate School of Engineering University of Tokyo 7-3-1 Hongo Bunkyo-ku Tokyo 113-8656 Japan Graduate School of Frontier Sciences University of Tokyo 7-3-1 Hongo Bunkyo-ku Tokyo 113-8656 Japan

In this paper, we consider a state estimation problem of a MIMO model with which a MIMO system is identified by using Subspace State-Space System Identification (4SID). This problem is very important because the knowledge of the present state of a model can be a clue to design an adaptive control law for a system. First, we review the recursive 4SID algorithm based on the matrix inversion lemma shown in our previous paper. Then, we propose a scheme for estimating the state of models obtained by the recursive 4SID algorithm. A major advantage of 4SID schemes is that we can select the order of an identified model as the number of dominant singular values of a certain matrix which consists of I/O data. However, it becomes a bottleneck on considering the recursive state estimation because the dimension of state space changes from one time to another during the identification proceeds. To circumvent this problem, we introduce a new kind of state (named"quasi-state") which is still meaningful over different update steps. Finally, we illustrate the usefulness of our idea by considering a tracking control problem.

关键词： identification state estimation recursive algorithms subspace methods state-space models adaptive control

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A Multipredictor-Based LQ Self-Tuning Controller

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IFAC Proceedings Volumes 1985年第5期18卷 137-141页

作者： J.M. Lemos E. Mosca Centro de Anàlise e Processamento de Sinais Universidade Técnica de Lisboa Av. Rovisco Pais 1000 Lisboa Portugal Dipartimento di Sistemi e Informatica Università di Firenze Via S. Marta 3 50139 Firenze Italy

The problem of controlling a plant with unknown and slowly time-varying para meters is considered. In order to make the resulting adaptive controller robust against model mismatching, future bahaviour of the plant is not described by a single predictive model but by a number of different predictive models whose parameters are independently estimated. Attention is devoted to developing recursive least-squares (RLS) estimators consisting of UD covariance filters or square root information filters that, by exploiting the relationship among different regressors, keep the overall numerical burden as small as possible

关键词： Adaptive control self-tuning controllers recursive algorithms linear optimal regulators least-squares estimation

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A multi-algorithm approach for operational human resources workload balancing in a last mile urban delivery system

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COMPUTERS & OPERATIONS RESEARCH 2024年 163卷

作者： Moreno-Saavedra, Luis M. Jimenez-Fernandez, Silvia Portilla-Figueras, Jose A. Casillas-Perez, David Salcedo-Sanz, Sancho Univ Alcala Dept Signal Proc & Commun Alcala De Henares 28805 Madrid Spain Univ Rey Juan Carlos Dept Signal Proc & Commun Fuenlabrada 28942 Madrid Spain

Efficient workload assignment to the workforce is critical in last-mile package delivery systems. The explosive increase of e-commerce and last-mile package logistics after the COVID-19 pandemic has produced, among other issues, difficulties in balancing the daily workload of the workforce in many delivery zones. In this context, traditional methods of assigning package deliveries to workers based on geographical proximity can be inefficient and surely guide to an unbalanced workload distribution among delivery workers. In this paper, we look at the problem of operational human resources workload balancing in last-mile urban package delivery systems. The idea is to consider the effort workload to optimize the system, i.e., the optimization process is now focused on improving the delivery time, so that the workload balancing is complete among all the staff. This process should correct significant decompensations in workload among delivery workers in a given zone. Specifically, we propose a multi-algorithm approach to tackle this problem. The proposed approach takes as input a set of delivery points and a defined number of workers, and then assigns packages to workers, in such a way that it ensures that each worker completes a similar amount of work per day. The proposed algorithms use a combination of distance and workload considerations to optimize the allocation of packages to workers. In this sense, the distance between the delivery points and the location of each worker is also taken into account to minimize the travel time of the workers. The proposed multi-algorithm methodology includes different versions of k-means, evolutionary approaches, recursive assignments based on k-means initialization with different problem encodings, and a hybrid evolutionary ensemble algorithm. We have successfully illustrated the performance of the proposed approach in a real-world problem of human resource balancing in an urban last-mile package delivery workforce operating at Azu

关键词： Last mile package delivery Workload balancing Evolutionary algorithms recursive algorithms k-means

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A recursive Algorithm for Path Planning Between Monotone Chains

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IFAC Proceedings Volumes 1990年第3期23卷 499-503页

作者： D. Lodares M. Abellanas Facultad de Informática Universidad Politécnica Madrid Spain

In this paper one gives a recursive algorithm to obtain the minimum length path connecting two points and avoiding collisions with obstacles which are monotone chains of rectilinear segments. The algorithm is shown to be O ( N 2 ) in time in the worst case and the results obtained after the implementation show that the expected case is O ( NlogN )-time.

关键词： Obstacle Avoidance Path Planning recursive algorithms Robots Computational Methods Optimization Computational Geometry

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Indirect Estimation of Thermal Networks

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IFAC Proceedings Volumes 1993年第2期26卷 669-672页

作者： P. Händel Systems and Control Group Uppsala University Box 27 S-751 01 Uppsala Sweden

A procedure for estimating the parameters of lumped parameter models (thermal networks) describing thermal properties in buildings is derived. The statistical efficient method is performed in two steps, where the first step uses standard system identification tools for Black box modeling. The estimates from the first step are used as input data to the second step, where the parameters of a given thermal network are estimated. The method is applied to measurements from a prototype PASSYS test cell at the J.R.C. in Ispra, Italy, and the estimation results are compared with results previously presented in literature.

关键词： Bias reduction modeling recursive algorithms system identification time-domain analysis thermal plants

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