Analysis of convergence of adaptive singlestep algorithms for the identification of nonstationary objects
Journal Title: Восточно-Европейский журнал передовых технологий - Year 2019, Vol 1, Issue 4
Abstract
<p>The study deals with the problem of identification of non-stationary parameters of a linear object which can be described by first-order Markovian model, with the help of the simplest in computational terms single-step adaptive identification algorithms – modified algorithms by Kaczmarz and Nagumo-Noda. These algorithms do not require knowledge of information on the degree of non-stationarity of the studied object. When building the model, they use the information only about one step of measurements. Modification involves the use of the regularizing addition in the algorithms to improve their computing properties and avoid division by zero. Using a Markovian model is quite effective because it makes it possible to obtain analytic estimates of the properties of algorithms.</p><p>It was shown that the use of regularizing additions in identification algorithms, while improving stability of algorithms, leads to some slowdown of the process of model construction. The conditions for convergence of regularizing algorithms by Kaczmarz and Nagumo-Noda at the evaluation of stationary parameters in mean and root-mean-square and existing measurement interference were determined.</p>The obtained estimates differ from the existing ones by higher accuracy. Despite this, they are quite general and depend both on the degree of non-stationarity of an object, and on statistical characteristics of interference. In addition, the expressions for the optimal values of the parameters of algorithms, ensuring their maximum rate of convergence under conditions of non-stationarity and the presence of Gaussian interferences, were determined. The obtained analytical expressions contain a series of unknown parameters (estimation error, degree of non-stationarity of an object, statistical characteristics of interferences). For their practical application, it is necessary to use any recurrent procedure for estimation of these unknown parameters and apply the obtained estimates to refine the parameters that are included in the algorithms
Authors and Affiliations
Oleg Rudenko, Oleksandr Bezsonov, Valentyn Lebediev
Development of an approach to ensure stability of the traction direct current system
<p>The result of applying the quantitative approach to the calculation of static stability of the traction power system helped us establish that when a train runs along an actual section there emerge zones with lack of s...
Practical implementation of the Niederreiter modified cryptocode system on truncated elliptic codes
On the basis of the practical implementation of the classic Niederreiter scheme for non-binary codes, a pattern has been identified for practical implementation –fixing the admissible position vectors of the plaintext tr...
Development of the model of the proactive approach in creation of distributed information systems
<p>We discuss an integrated approach to complex projects management, creating distributed information systems, which is based on the analysis of the relationship of project management processes, product creation, managem...
Substantiation of quantitative composition of consignments in organizing aggregated shipments in containers
<p>The task of substantiating quantitative composition of cargo batches during formation of aggregated shipments in containers was studied.</p><p>As a result of the study, a general formulation of the problem of substant...
Development of a method for optimizing operation of centrifugal gas superchargers under conditions of uncertainty
<p>A problem of development of a method of optimal control of operation of natural gas superchargers by a criterion which both minimizes fuel gas consumption and takes into account power of nitrogen oxide emissions into...