Is the prediction error of a regression model white?

With reference to the classical linear regression problem of Statistics, the whiteness of prediction errors is discussed. Two notions of prediction error are compared. It is shown that, if one tests the regression model on a smaller set of data than that used to estimate the model parameters, the errors will not be white.     

Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs

The paper studies the problem of simultaneously estimating the state and the fault of linear stochastic discrete-time varying systems with unknown inputs. The fault and the unknown inputs affect both the state and the output. However, if the dynamical evolution models of the fault and the unknown inputs are available the filtering problem will be solved by the Optimal three-stage Kalman Filter (OThSKF). The OThSKF is obtained after decoupling the covariance matrices of the Augmented state Kalman Filter (ASKF) using a three-stage U–V transformation. Nevertheless, if the fault and the unknown inputs models are not perfectly known the Robust three-stage Kalman Filter (RThSKF) will be applied to give an unbiased minimum-variance estimation. Finally, a numerical example is given in order to illustrate the proposed filters.     

伺服驱动滤棒成型设备参数对滤棒质量的影响及优化研究

为研究伺服驱动滤棒成型设备参数对滤棒质量的影响及控制,运用正交试验,对开松辊压力、稳定辊压力及开松速比等参数进行试验。试验结果表明,在丝束规格及其他加工条件一定的基础上,伺服驱动滤棒成型设备的稳定辊压力及开松辊压力对滤棒质量的影响较显著,其影响关系和较适宜的参数控制范围为:(1)稳定辊压力对滤棒重量、吸阻和吸阻变异系数及硬度有显著性影响,其压力控制在0.06MPa～0.07MPa较为适宜;(2)开松辊压力对滤棒硬度变异系数的影响显著,其压力控制在0.20MPa～0.22MPa较为适宜;(3)在试验范围内,开松速比对滤棒质量的影响较小,使用3.0Y/35000规格的醋纤丝束在伺服驱动滤棒成型设备上生产时,其开松速比控制在1.30～1.45范围内较为适宜。     

Hierarchical recursive least squares parameter estimation of non-uniformly sampled Hammerstein nonlinear systems based on Kalman filter

This paper focuses on parameter estimation problems for non-uniformly sampled Hammerstein nonlinear systems. By combining the lifting technique and state space transformation, we derive a nonlinear regression identification model with different input and output updating rates. Furthermore, the unmeasurable state vector is estimated by Kalman filter, and by using the hierarchical identification principle, we develop a hierarchical recursive least squares algorithm for estimating the unknown parameters of the identification model. Finally, illustrative examples are given to indicate that the proposed algorithm is effective.     

接地装置特性参数测试系统电阻测量示值误差不确定度评定

文章以接地装置特性参数测试系统的直流电阻测量为例介绍了其校准工作条件并对测量结果进行不确定度评定,供其他参数测量时参考。     

Estimation fusion of nonlinear cost functions with application to multisensory Kalman filtering

This paper focuses on four fusion algorithms for the estimation of nonlinear cost function (NCF) in a multisensory environment. In multisensory filtering and control problems, NCF represents a nonlinear multivariate functional of state variables, which can indicate useful information of the target systems for automatic control. To estimate the NCF using multisensory information, we propose one centralized and three decentralized estimation fusion algorithms. For multivariate polynomial NCFs, we propose a simple closed-form computation procedure. For general NCFs, the most popular procedure for the evaluation of their estimates is based on the unscented transformation. The effectiveness and estimation accuracy of the proposed fusion algorithms are demonstrated with theoretical and numerical examples.     

1961-2012年盛夏持续性旱涝异常分析及预测

利用国家气象信息中心提供的中国西北东部地区1961-2012年盛夏(7-8月)156个台站逐月降水量、国家气候中心提供的74个环流指数以及NCAR/NCEP月平均再分析资料,通过定义盛夏持续性旱涝指数,对中国西北东南部地区盛夏持续性旱涝异常的环流特征进行分析,并建立预测模型,结果表明:近半个世纪来西北东南部盛夏持续性干旱事件发生略多于持续性洪涝事件,但持续性洪涝事件的强度明显强于持续性干旱事件。在持续性涝年乌拉尔山脊明显偏强,西太平洋副热带高压偏西偏强,南亚高压偏东偏强,而且表现为双峰型,低层风场表现为辐合,高层表现为辐散,垂直场上表现为上升运动,且来自印度洋和太平洋的异常水汽能够输送到西北东南部,水汽散度场表现为辐合,因此降水偏多。而持续性旱年正好相反,因此降水偏少。利用前期大气环流指数对持续性旱涝指数建立的集合预报模型具有一定的预测能力,从而为西北东南部盛夏持续性旱涝现象的短期气候预测提供参考依据。     

1960-2014年北京户外感知温度变化特征及其敏感性分析

基于通用热气候指数（UTCI）,本文分析了北京1960-2014年户外感知温度变化特征,并采用敏感性分析方法定量分析了驱动UTCI变化的主导因素。结果表明：①研究时段内,北京年均人体感知温度为9.2℃,人体整体感觉为舒适,并表现出显著的上升趋势,变化速率为0.52℃/10a;②在年际变化上,全年UTCI大致可以分为3个时期：1960-1970年持续下降期,1971-1990年持续上升期,1991-2014年平稳波动期;③在季节变化上,春季和秋季人体感觉为舒适,夏季为中度热胁迫,冬季为中度冷胁迫,且以春冬增幅最为显著;④在等级变化上,极端冷胁迫日数在减少,中度冷胁迫和热胁迫日数在增加,人体感觉整体趋于热不舒适;⑤在影响因素上,北京UTCI变化对气温最为敏感,其次是风速,但是不同季节中气候因子组合存在差异,不同气候因子在不同季节贡献量亦存在差异。     

Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering

Adaptive Kalman filtering with unknown constant or varying process noise covariance matrix is studied. A resolution is proposed to directly estimate or tune the process noise covariance matrix in Kalman filtering using variational Bayesian technique. By state augmentation, conjugacy of the process noise covariance matrix's inverse-Wishart distribution is realized in the estimation at each time instant. The methodological development is given. Illustration examples are presented to demonstrate the improved state filtering performance and the process noise covariance tracking performance of the new method.     

岩体边坡中流体包裹体参数的逐步回归分析

以白鹤岭铁路隧道岩体边坡为例，在垂直边坡面的4条剖面上采集了不同变形和破坏状态岩石中的16个定向样品，测定了流体包裹体迹面（FluidInclusionPlane简称为FIP）特征参数（包括FIP的长度、形态、连通性、闭合性、粗糙度、交叉性质等参数）与包裹体热动力学参数（包括FIP中包裹体的均一温度、均一压力、包裹体流体密度、流体包裹体成分和氧逸度等参数）。同时，将样品中裂隙分布的分形维数作为描述岩石变形破坏状态的定量指标，采用反馈式逐步回归方法分析这些分形维数与所选7个FIP参数的定量关系。分析表明，影响岩体变形和破裂的主要微观参数包括两个FIP特征参数（即粗糙度系数和分布密度）和两个包裹体热力学参数（即水溶液包裹体均一温度和CO2-H2O包裹体均一温度）。由于岩体的变形和（或）破坏不仅可使FIP中包裹体成分泄漏、也会使FIP迹面特征参数和包裹体热动力学参数发生改变，因此，岩体边坡中流体包裹体参数的逐步回归分析结果对进一步研究岩体变形破坏过程与边坡稳定性将具有重要的参考价值。     

卡尔曼滤波法用于变形监测数据处理

卡尔曼滤波作为一种动态数据处理方法广泛应用在变形监测数据处理中,针对常规GPS变形监测数据处理中存在着不连续、非实时的缺点,通过卡尔曼滤渡对GPS变形监测数据进行处理,其结果表明卡尔曼滤波对GPS变形监测具有很好的剔除噪声的作用,并且效果明显.     

Kalman滤波器在单运动目标自动跟踪中的应用

在系列帧图像中对运动目标以直方图为模型的模板方法进行匹配,由于模板匹配计算量非常大,要想在整幅图像中对目标进行搜索匹配,同时又要达到实时是不可能的。我们对目标状态进行可靠的估计,可以在相对较小的区域内完成对模板的搜索,Kalman滤波器就是一个对动态系统的状态序列进行线形最小方差估计的算法。通过以动态的状态方程和观测方程来描述系统,它可以将任意一点作为起点开始观测,采用递归滤波的方法计算。该算法具有计算量小、可实时计算的特点。     

北京市温室气体排放现状及减排对策研究

为了减少北京市温室气体的排放,本文通过比较北京市历年温室气体排放、北京市与29个省份的温室气体排放、北京市与国际典型的国家温室气体排放,分析了北京市温室气体排放现状.针对北京市温室气体排放现状,结合北京市减排面临的主要挑战,提出了4条北京市温室气体减排的对策,分别是少用、减排、吸收和市场交易机制,从而为健全北京市温室气体减排机制提供有力的支撑.