Abstract: Fault diagnosis of Linear Parameter-Varying (LPV)
system using an adaptive Kalman filter is proposed. The LPV model
is comprised of scheduling parameters, and the emulator parameters.
The scheduling parameters are chosen such that they are capable of
tracking variations in the system model as a result of changes in the
operating regimes. The emulator parameters, on the other hand,
simulate variations in the subsystems during the identification phase
and have negligible effect during the operational phase. The nominal
model and the influence vectors, which are the gradient of the feature
vector respect to the emulator parameters, are identified off-line from
a number of emulator parameter perturbed experiments. A Kalman
filter is designed using the identified nominal model. As the system
varies, the Kalman filter model is adapted using the scheduling
variables. The residual is employed for fault diagnosis. The
proposed scheme is successfully evaluated on simulated system as
well as on a physical process control system.
Abstract: In this paper, a linear mixed model which has two
random effects is broken up into two models. This thesis gets
the parameter estimation of the original model and an estimation’s
statistical qualities based on these two models. Then many important
properties are given by comparing this estimation with other general
estimations. At the same time, this paper proves the analysis of
variance estimate (ANOVAE) about σ2 of the original model is equal
to the least-squares estimation (LSE) about σ2 of these two models.
Finally, it also proves that this estimation is better than ANOVAE
under Stein function and special condition in some degree.
Abstract: A new relative efficiency in linear model in reference is
instructed into the linear weighted regression, and its upper and lower
bound are proposed. In the linear weighted regression model, for the
best linear unbiased estimation of mean matrix respect to the
least-squares estimation, two new relative efficiencies are given, and
their upper and lower bounds are also studied.