Recursive Identification Research Articles

Recursive identification of kernel-based hammerstein model for online energy efficiency estimation of large-scale chemical plants

Accurate energy efficiency prediction is crucial for decision-making in large-scale chemical production, especially considering energy management and environmental concerns. The complexity of chemical processes, characterized by strong nonlinearities, dynamics, and uncertainties, challenges traditional prediction methods. This paper introduces KHSM (Kernel-based Hammerstein Subspace Model), which models nonlinear static and linear dynamic processes in series by embedding kernel function-based nonlinear mapping into subspace modeling for energy efficiency estimation. KHSM identifies nonlinear process models without explicit nonlinear mapping functions, constructing dynamic models that encompass both energy input and product output variables. An adaptive KHSM variant dynamically updates the energy efficiency model, improving accuracy by iteratively selecting and excluding samples. Comparative analysis shows KHSM outperforms existing methods, achieving a coefficient of determination (R2) closest to 1 and reducing the root-mean-square error (RMSE) by up to an order of magnitude, with the smallest mean and standard deviation. Additionally, modeling efficiency increases by an order of magnitude. The developed model enables ongoing energy efficiency estimation and proactive identification of efficiency trends. Validation through mathematical and real-world ethylene process cases demonstrates KHSM's efficacy and applicability. These estimates facilitate informed adjustments to energy management strategies and optimization of production approaches in energy-intensive chemical processes.

Research on China insurance demand forecasting: Based on mixed frequency data model.

In this paper, we introduce the mixed-frequency data model (MIDAS) to China's insurance demand forecasting. We select the monthly indicators Consumer Confidence Index (CCI), China Economic Policy Uncertainty Index (EPU), Consumer Price Index (PPI), and quarterly indicator Depth of Insurance (TID) to construct a Mixed Data Sampling (MIDAS) regression model, which is used to study the impact and forecasting effect of CCI, EPU, and PPI on China's insurance demand. To ensure forecasting accuracy, we investigate the forecasting effects of the MIDAS models with different weighting functions, forecasting windows, and a combination of forecasting methods, and use the selected optimal MIDAS models to forecast the short-term insurance demand in China. The experimental results show that the MIDAS model has good forecasting performance, especially in short-term forecasting. Rolling window and recursive identification prediction can improve the prediction accuracy, and the combination prediction makes the results more robust. Consumer confidence is the main factor influencing the demand for insurance during the COVID-19 period, and the demand for insurance is most sensitive to changes in consumer confidence. Shortly, China's insurance demand is expected to return to the pre-COVID-19 level by 2023Q2, showing positive development. The findings of the study provide new ideas for China's insurance policymaking.

Reliable identification based intelligent PID tuning for long-period process control under different working conditions

BackgroundChemical process models change frequently with operating conditions. However, the industry mostly adopts an off-line calibration and online fixed value commissioning scheme, which can be difficult to maintain control quality. Therefore, a long-cycle online intelligent PID controller calibration scheme is necessary. MethodsFirstly, a high-order linear dynamic model is used as the identification model, and online recursive identification technology is utilized. Secondly, a comprehensive performance index is selected to ensure both stability and rapidity of dynamic transitions. Finally, the slow rate updated PID parameters are obtained during the process control, and the Levy Memory Particle Swarm Optimization (LMPSO) search is applied to harvest the optimal solution. Significant findingsThis paper has presented an intelligent PID tuning method based on reliable identification technology. The main contributions include: (i) By using Lyapunov theory, the boundedness of identification error using the proposed algorithm is guaranteed; (ii) The LMPSO algorithm is proposed to enhance global search capability and search efficiency; (iii) A novel optimization scheme is proposed for a full-process online closed-loop intelligent PID controller. The scheme aims to improve the industrial controller's performance without altering its structure.

Impact of China on commodity exporters

AbstractWe compare the effect of a domestic shock in China and the US on the real economy and financial markets of various commodity‐exporting countries. To obtain a reliable indicator for China's macroeconomic conditions, we estimate a Bayesian dynamic factor model using block‐exclusion restrictions to identify a China factor and a US factor from monthly macroeconomic data for China and the US. We, then, assess the implications of a negative shock to both factors on the macroeconomy of a commodity‐exporting nation using Bayesian FAVARs based on recursive identification. A negative China shock leads to output loss and a fall in stock prices in these countries. China shock affects the output of only a subset of countries in our sample compared to the US shock, which affects all countries. China shock has a larger, quicker and more persistent impact on the stock markets of commodity‐exporting countries compared to the US shock. Countries with weaker institutional or business environments experience a larger negative real effect of the China shock, whereas countries with less stable financial systems demonstrate stronger financial effects. Using historical decomposition, we establish a growing role of the China factor over time, in particular for large emerging economies such as Brazil and Russia.

Recursive system identification for Havriliak-Negami functions by using modified LMRPEM method

Initially thought of as a mere mathematical object, fractional calculus has proven over the latest years to be useful to well model complex dynamics in diffusion or propagation. Fractional-order models allow to include a vast coexistence of time-constants without having a huge increase in the number of parameters for the model. Two original functions were once used to analyze dielectric phenomena: Cole-Cole and Davidson-Cole functions. A third one generalizes the two previous ones: the Havriliak-Negami function. By using the concept of recursive poles and zeros (see Oustaloup (1995)) and a decomposition in a Davidson-Cole and a complementary function (Sommacal et al. (2008b)), it is possible to approximate and simulate the response of the Havriliak-Negami function in the time domain. This paper deals with the recursive identification in the continuous-time domain for a system whose model is described as a Havriliak-Negami function. The LMRPEM method is then adapted and tested in simulation.

Recursive identification with regularization and on-line hyperparameters estimation

This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The performance of this novel scheme is compared with that of the recursive least squares algorithm in simulation.

Recursive Identification of Binary-Valued Systems Under Uniform Persistent Excitations

Recursive Identification of Binary-Valued Systems Under Uniform Persistent Excitations

Recursive Identification of Nonlinear Hammerstein Systems With FIR Linear Parts Under Impulsive Noise With Model Selection and Order Determination

Recursive Identification of Nonlinear Hammerstein Systems With FIR Linear Parts Under Impulsive Noise With Model Selection and Order Determination

Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method

Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method

An unscented Kalman filter under unknown input without direct feedthrough for joint input and system identification of structural systems

Given the difficulty of accurately measuring external inputs acting on structures, the research on joint input-system identification has gained significant attention in recent years. Among them, several unscented Kalman filters under unknown input (UKF-UI) based methods have been proposed for joint input and system identification. However, the existing UKF-UI methods require unknown inputs to be presented in the observation equations, which is not always available in practical engineering. To solve this problem, an unscented Kalman filter under unknown input without direct feedthrough (UKF-UI-WDF) is proposed in this paper for real-time joint input and system identification of structural systems without direct feedthrough using limited response measurements. The proposed UKF-UI-WDF is derived for recursive identification of the structural states, parameters, and unknown inputs by integrating unknown input estimation into the conventional UKF framework. In each identification step, the unknown inputs are first identified by minimizing posterior residuals of measurements, and then the structural states and parameters are identified by a traditional unscented Kalman filtering using the identified unknown inputs. According to whether the uncertainty of the identified unknown inputs can be quantitatively described or not, two implementation algorithms are provided in this paper. In algorithm 1, only the mean values of unknown inputs can be identified. In algorithm 2, the unknown inputs are identified as a set of sigma points, so not only the mean values but also the variance of the unknown inputs can be estimated. The effectiveness of the proposed method is examined by the joint input and system identification of various case studies of linear and nonlinear hysteretic shear structures subjected to unknown external or base excitations, respectively. The results show that the proposed UKF-UI-WDF method can effectively perform real-time joint input-system identification of structural systems without direct feedthrough using limited response measurements.

Data-Driven Distributed Information-Weighted Consensus Filtering in Discrete-Time Sensor Networks With Switching Topologies.

This article proposes a data-driven distributed filtering method based on the consensus protocol and information-weighted strategy for discrete-time sensor networks with switching topologies. By introducing a data-driven method, a linear-like state equation is designed by utilizing only the input and output (I/O) data without a controlled object model. In the identification step, data-driven adaptive optimization recursive identification (DD-AORI) is exploited to identify the recurrence of time-varying parameters. It is proved that for discrete-time switching networks, estimation errors of all nodes are ultimately bounded when data-driven distributed information-weighted consensus filtering (DD-DICF) is executed. The algorithm combines with the received neighbors and direct or indirect observations for the target node to produce modified gains, resulting in a novel state estimator containing an information interaction mechanism. Subsequently, convergence analysis is performed on the basis of the Lyapunov equation to guarantee the boundedness of DD-DICF estimate error. Simulations verify the performance of the DD-DICF against the theoretical results as well as in comparison with some existing filtering algorithms.

Robust Recursive Identification of ARX Models Using Beta Divergence

The robust recursive identification method of ARX models is proposed using the beta divergence. The proposed parameter update law suppresses the effect of outliers using a weight function that is automatically determined by minimizing the beta divergence. A numerical example illustrates the efficacy of the proposed method.

Decomposition and composition modeling algorithms for control systems with colored noises

SummaryThis article proposes a novel identification framework for estimating the parameters of the controlled autoregressive autoregressive moving average (CARARMA) models with colored noise. By means of building an auxiliary model and using the hierarchical identification principle, this article investigates a highly‐efficient parameter estimation algorithm. In order to meet the need for identifying the systems with large‐scale parameters, the whole parameters of the CARARMA system is separated into two parameter sets and a decomposition and composition recursive identification algorithm (i.e., hierarchical generalized extended least squares algorithm or decomposition‐based recursive generalized extended least squares algorithm) is presented. Moreover, this article analyzes the convergence of the proposed decomposition and composition recursive identification algorithm. The performance analysis shows that the proposed decomposition and composition identification algorithm can reduce the complexity of the identification algorithm compared with the algorithm without decomposition.

The Online Identification of the Behaviour of Pollutants inside the Tunnel Tube

A tunnel tube is a relatively small space that allows for the accumulation of gaseous and liquid substances containing harmful substances. Given this fact, a ventilation system is the most critical component of a tunnel’s technological equipment, greatly influencing its reliability and safe operation. The dynamic behaviour of pollutants in the tunnel tube is characterized by a significant stochastic component and changing parameters over time due to pressure, airflow, and atmospheric condition changes. This work addresses the issue of modelling individual parts of the tunnel tube for optimal tunnel ventilation control. It is necessary to create a model of a controlled system that is used for predicting process variables to calculate optimal control action. By using recursive identification methods in conjunction with a predictive controller, the proposed concept can be applied to numerous similar applications.

Pressure control for pneumatic pressing roller in automated fiber placement

In automated fiber placement (AFP), the contact pressure between the roller and the mold is an important process parameter. Too small or too large contact pressure will result in unacceptable laying defects. This paper focuses on the control method of contact pressure in AFP. Firstly, the dynamic model of the pressing foot mechanism is established, and a mathematical relationship of input air pressure and output force is developed. Then, a self-tuning PI control algorithm is used to implement servo control of the roller output force based on the Slowly Time-Varying Recursive Identification Algorithm. Also, using Abaqus/CAE, the mapping relationship between the contact area and measurements from displacement sensors is established to predict the contact area in real time. Finally, the contact pressure control method is established by combining the servo control method of contact force and the prediction method of contact area. Experimental results show that the constant pressure control method can effectively stabilize the contact pressure, with a pressure fluctuation of less than 4% under the experimental conditions set in this paper.

Parametric Modeling and Deep Learning for Enhancing Pain Assessment in Postanesthesia.

The problem of reliable and widely accepted measures of pain is still open. It follows the objective of this work as pain estimation through post-surgical trauma modeling and classification, to increase the needed reliability compared to measurements only. This article proposes (i) a recursive identification method to obtain the frequency response and parameterization using fractional-order impedance models (FOIM), and (ii) deep learning with convolutional neural networks (CNN) classification algorithms using time-frequency data and spectrograms. The skin impedance measurements were conducted on 12 patients throughout the postanesthesia care in a proof-of-concept clinical trial. Recursive least-squares system identification was performed using a genetic algorithm for initializing the parametric model. The online parameter estimates were compared to the self-reported level by the Numeric Rating Scale (NRS) for analysis and validation of the results. Alternatively, the inputs to CNNs were the spectrograms extracted from the time-frequency dataset, being pre-labeled in four intensities classes of pain during offline and online training with the NRS. The tendency of nociception could be predicted by monitoring the changes in the FOIM parameters' values or by retraining online the network. Moreover, the tissue heterogeneity, assumed during nociception, could follow the NRS trends. The online predictions of retrained CNN have more specific trends to NRS than pain predicted by the offline population-trained CNN. We propose tailored online identification and deep learning for artefact corrupted environment. The results indicate estimations with the potential to avoid over-dosing due to the objectivity of the information. Models and artificial intelligence (AI) allow objective and personalized nociception-antinociception prediction in the patient safety era for the design and evaluation of closed-loop analgesia controllers.

Auxiliary model‐based interval‐varying maximum likelihood estimation for nonlinear systems with missing data

AbstractThe identification problem of nonlinear system with missing data is focused in this article. In order to overcome the system unavailable outputs, an auxiliary model‐based interval‐varying recursive identification method is derived by changing the sampling interval and substituting the missing output with the output of an auxiliary model. Based on the maximum likelihood principle and the least‐squares method, a maximum likelihood‐based interval‐varying recursive least‐squares method is investigated. The validity of the proposed maximum likelihood method is tested by a numerical simulation example and a practical continuous stirred tank reactor (CSTR) process.

Multi-Scale Recursive Identification of Urban Functional Areas Based on Multi-Source Data

The study of urban functional area identification is of great significance for urban function cognition, spatial planning, and economic development. In the identification of urban functional areas, most studies considered only a single data source and a single division scale, the research results have problems such as low update frequency or incomplete information in a single data set, and overfitting or underfitting in a single spatial resolution. Aiming at the above problems, this paper proposes a multi-scale recursive recognition method based on interactive validation for urban functional areas using taxi trajectory data and point of interest (POI) data as the main data sources. First, the dynamic time warping (DTW) algorithm generates a time series similarity matrix, a CA-RFM model combining the clustering algorithm and random forest model is constructed. The model extracts significant feature regions as inputs through a K-medoid clustering algorithm, which are imported into the random forest model for urban functional zone (UFZ) identification. Then, to overcome the shortcomings of a single scale in expressing urban structural characteristics, a recursive model of different levels of urban road networks is established to classify multi-scale functional areas. Finally, cross-validation using the CA-RFM model and POI quantitative identification method obtains the final identification results of urban functional areas. This paper selects Shenzhen as the study area, the results show that the combination of clustering algorithm and random forest model greatly reduces the error of manual selection of training samples. In addition, the study demonstrates the superiority of the proposed method in two aspects, namely, faster delineation and improved accuracy in urban functional area identification.

A Novel Adaptive Square Root UKF with Forgetting Factor for the Time-Variant Parameter Identification

The unscented Kalman filter (UKF) serves as an efficient estimator widely utilized for the recursive identification of parameters. However, the UKF is not well suited for tracking time-variant parameters. Moreover, the unscented transformation (UT) used in the UKF typically relies on Cholesky decomposition to perform the square root operation of the covariance matrix. This method necessitates the matrix to maintain symmetry and positive definiteness. Due to the adverse influence of rounding error and noise, it becomes challenging to guarantee the positive definiteness of the matrix in each recursive step for practical engineering. The square root UKF (SRUKF) eliminates the need for the square root operation in the UT by directly updating the square root of the covariance matrix during each recursion. However, the SRUKF still relies on the rank 1 update to the Cholesky factorization to perform the recursive process, which also necessitates the matrix to be positive definite. Furthermore, the SRUKF is ineffective in the identification of time-variant parameters. Therefore, this paper proposes a modification to the SRUKF that ensures unconditional numerical stability by utilizing QR decomposition. Subsequently, the modified square root UKF (MSRUKF) method is enhanced by incorporating an adaptive forgetting factor that can be adjusted based on the residual information from each recursive step. This adaptation leads to the development of the adaptive SRUKF with forgetting factor (ASRUKF-FF) method, which significantly improves the tracking capability for time-variant parameters. To validate the effectiveness of the proposed method, this paper demonstrates its application in identifying the time-variant stiffness and damping parameters of a three-story frame structure. In addition, the method is employed to estimate the time-variant stiffness of the bridge excited by vehicles. The simulation results show that the proposed method has the superiority of high accuracy, strong robustness, and widespread applicability, even with incomplete measurements and inappropriate parameter settings.

OPTIMAL RECURSIVE IDENTIFICATION TECHNIQUES FROM QUANTIZED OUTPUTS

Recursive identification algorithms for the parameter estimation of linear systems from multilevel quantized outputs are introduced in this paper. The proposed algorithms are proved to be optimal in the sense that they minimize the a posteriori parameter estimation error covariance matrix. Numerical simulations are carried out to illustrate their performance for different quantization steps and Signal-to-Noise Ratios, as well as their capability to track time varying parameters.