scholarly journals Generalized Correntropy Criterion-Based Performance Assessment for Non-Gaussian Stochastic Systems

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 764
Author(s):  
Jinfang Zhang ◽  
Guodou Huang ◽  
Li Zhang
Keyword(s):  
Performance Assessment ◽  
Evaluation Method ◽  
Stochastic Systems ◽  
Random Variables ◽  
Joint Space ◽  
Assessment Index ◽  
Industrial Systems ◽  
Loop Feedback ◽  
Performance Benchmark ◽  
Non Gaussian

Control loop performance assessment (CPA) is essential in the operation of industrial systems. In this paper, the shortcomings of existing performance assessment methods and indicators are summarized firstly, and a novel evaluation method based on generalized correntropy criterion (GCC) is proposed to evaluate the performance of non-Gaussian stochastic systems. This criterion could characterize the statistical properties of non-Gaussian random variables more fully, so it can be directly used as the assessment index. When the expected output of the given system is unknown, generalized correntropy is used to describe the similarity of two random variables in the joint space neighborhood controlled and take it as the criterion function of the identification algorithms. To estimate the performance benchmark more quickly and accurately, a hybrid-EDA (H-EDA) combined with the idea of “wading across the stream algorithm” is proposed to obtain the system parameters and disturbance noise PDF. Through the simulation of a single loop feedback control system under different noise disturbances, the effectiveness of the improved algorithm and new indexes are verified.

A Variational Method for Approximating the Response of Nonlinear Stochastic Systems

1974 ◽  
Vol 96 (3) ◽  
pp. 353-357
Author(s):  
L. D. Zirkle ◽  
L. G. Clark
Keyword(s):  
Approximate Solution ◽  
Time Delay ◽  
Nonlinear Systems ◽  
Variational Method ◽  
Variational Methods ◽  
Stochastic Systems ◽  
Random Variables ◽  
Nonlinear Stochastic Systems ◽  
Non Gaussian

A method is introduced for determining approximate properties of the response of nonlinear stochastic systems. The method is based in concept on the variational methods of mechanics and allows the consideration of classes of systems not readily subject to analysis by existing techniques. Three examples are presented illustrating the application to nonlinear systems with non-stationary inputs, non-Gaussian inputs and with time delay. The main limitation of the technique is the necessity for assuming a meaningful form for the approximate solution in terms of arbitrary random variables.

scholarly journals A comprehensive evaluation method for the security situation of distributed power supply in distribution network

2021 ◽  
Vol 236 ◽  
pp. 01024
Author(s):  
Bo Wu
Keyword(s):  
Power Supply ◽  
Evaluation Method ◽  
Comprehensive Evaluation ◽  
Distribution Network ◽  
Entropy Weight ◽  
Analytic Hierarchy ◽  
Chi Square ◽  
Distributed Power ◽  
Assessment Index ◽  
Comprehensive Evaluation Method

In order to study the influence of distributed power access on the security state of distribution network, a comprehensive evaluation method for the security state of distribution network including distributed power access was proposed.Based on the output model and load model of photovoltaic power supply, the security situation assessment index system of distributed power supply access distribution network is established. Then combined with fuzzy analytic hierarchy process and entropy weight method, the composite weight of each index is obtained, and the combined weight is optimized based on chi-square distance. Finally, the evaluation method based on ER algorithm (Evidential Reasoning) is proposed. Simulation results verify the effectiveness and accuracy of the proposed method.

scholarly journals Performance Assessment of Cascade Control System with Non-Gaussian Disturbance Based on Minimum Entropy

Symmetry ◽  
2019 ◽  
Vol 11 (3) ◽  
pp. 379 ◽  
Author(s):  
Qian Zhang ◽  
Ya-Gang Wang ◽  
Fei-Fei Lee ◽  
Wei Zhang ◽  
Qiu Chen
Keyword(s):  
Control System ◽  
Performance Assessment ◽  
Chemical Engineering ◽  
Control Strategies ◽  
Thermal Power ◽  
Cascade Control ◽  
Effective Control ◽  
Minimum Entropy ◽  
Non Gaussian ◽  
Cascade Control System

Due to the fact that cascade control can improve the single-loop’s performance well and reduce the integral error from disturbance response, it has been one of the most important control strategies in industrial production, especially in thermal power plant and chemical engineering. However, most of the existing research is based on the Gaussian system and other few studies on the non-Gaussian cascade disturbance system also have obvious defects. In this paper, an effective control loop performance assessment (CPA) of cascade control system for many non-Gaussian distributions even the unknown mixture disturbance noise has been proposed. Compared to the minimum variance control (MVC) approach, the minimum entropy control (MEC) method can obtain a more accurate estimate. In this method, like MVC, the primary loop output and secondary loop output can be represented as invariant and dependent terms, then adopted estimated distribution algorithm (EDA) is used to achieve the system model and disturbances. In order to show the effectiveness of MEC, some simulation examples based on different perturbations are given.

A practical comparison between the spectral techniques in solving the SDEs

2019 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Mohamed El-Beltagy
Keyword(s):  
Infinite Number ◽  
Random Variables ◽  
Nonlinear Problems ◽  
Hermite Expansion ◽  
Content Type ◽  
Spectral Techniques ◽  
Burgers Turbulence ◽  
Non Gaussian ◽  
Convergence Orders ◽  
Lipschitz Conditions

Purpose The paper aims to compare and clarify the differences and between the two well-known decomposition spectral techniques; the Winer–Chaos expansion (WCE) and the Winer–Hermite expansion (WHE). The details of the two decompositions are outlined. The difficulties arise when using the two techniques are also mentioned along with the convergence orders. The reader can also find a collection of references to understand the two decompositions with their origins. The geometrical Brownian motion is considered as an example for an important process with exact solution for the sake of comparison. The two decompositions are found practical in analysing the SDEs. The WCE is, in general, simpler, while WHE is more efficient as it is the limit of WCE when using infinite number of random variables. The Burgers turbulence is considered as a nonlinear example and WHE is shown to be more efficient in detecting the turbulence. In general, WHE is more efficient especially in case of nonlinear and/or non-Gaussian processes. Design/methodology/approach The paper outlined the technical and literature review of the WCE and WHE techniques. Linear and nonlinear processes are compared to outline the comparison along with the convergence of both techniques. Findings The paper shows that both decompositions are practical in solving the stochastic differential equations. The WCE is found simpler and WHE is the limit when using infinite number of random variables in WCE. The WHE is more efficient especially in case of nonlinear problems. Research limitations/implications Applicable for SDEs with square integrable processes and coefficients satisfying Lipschitz conditions. Originality/value This paper fulfils a comparison required by the researchers in the stochastic analysis area. It also introduces a simple efficient technique to model the flow turbulence in the physical domain.

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