针对复杂工业过程中的多工况和非高斯信息问题,提出一种基于外部分析的ICA-PCA(independentcomponent analysis and principal component analysis)在线统计监测新方法。首先把过程变量分为外部变量和主要变量,通过偏最小二乘(PLS)回归方法分离外部变量对主要变量的影响,然后利用ICA-PCA两步信息提取策略,完整地提取过程的信息,最后用3个统计量对过程进行监测,建立了一种具有非高斯特性的多工况过程在线监测算法。通过对一个数值例子和连续搅拌槽(CSTR)过程的仿真研究,说明提出的方法是可行、有效的。
On the assumption that random interruptions in the observation process are modelled by a sequence of independent Bernoulli random variables, this paper generalize the extended Kalman filtering （EKF）, the unscented Kalman filtering （UKF） and the Gaussian particle filtering （GPF） to the case in which there is a positive probability that the observation in each time consists of noise alone and does not contain the chaotic signal （These generalized novel algorithms are referred to as GEKF, GUKF and GGPF correspondingly in this paper）. Using weights and network output of neural networks to constitute state equation and observation equation for chaotic time-series prediction to obtain the linear system state transition equation with continuous update scheme in an online fashion, and the prediction results of chaotic time series represented by the predicted observation value, these proposed novel algorithms are applied to the prediction of Mackey-Glass time-series with additive and multiplicative noises. Simulation results prove that the GGPF provides a relatively better prediction performance in comparison with GEKF and GUKF.
