Performance analysis of the generalised projection identification for time-varying systems

© The Institution of Engineering and Technology 2016. The least mean square methods include two typical parameter estimation algorithms, which are the projection algorithm and the stochastic gradient algorithm, the former is sensitive to noise and the latter is not capable of tracking the timevarying parameters. On the basis of these two typical algorithms, this study presents a generalised projection identification algorithm (or a finite data window stochastic gradient identification algorithm) for time-varying systems and studies its convergence by using the stochastic process theory. The analysis indicates that the generalised projection algorithm can track the time-varying parameters and requires less computational effort compared with the forgetting factor recursive least squares algorithm. The way of choosing the data window length is stated so that the minimum parameter estimation error upper bound can be obtained. The numerical examples are provided

Spatio-temporal prediction of wind fields

Short-term wind and wind power forecasts are required for the reliable and economic operation of power systems with significant wind power penetration. This thesis presents new statistical techniques for producing forecasts at multiple locations using spatiotemporal information. Forecast horizons of up to 6 hours are considered for which statistical methods outperform physical models in general. Several methods for producing hourly wind speed and direction forecasts from 1 to 6 hours ahead are presented in addition to a method for producing five-minute-ahead probabilistic wind power forecasts. The former have applications in areas such as energy trading and defining reserve requirements, and the latter in power system balancing and wind farm control. Spatio-temporal information is captured by vector autoregressive (VAR) models that incorporate wind direction by modelling the wind time series using complex numbers. In a further development, the VAR coefficients are replaced with coefficient functions in order to capture the dependence of the predictor on external variables, such as the time of year or wind direction. The complex-valued approach is found to produce accurate speed predictions, and the conditional predictors offer improved performance with little additional computational cost. Two non-linear algorithms have been developed for wind forecasting. In the first, the predictor is derived from an ensemble of particle swarm optimised candidate solutions. This approach is low cost and requires very little training data but fails to capitalise on spatial information. The second approach uses kernelised forms of popular linear algorithms which are shown to produce more accurate forecasts than their linear equivalents for multi-step-ahead prediction. Finally, very-short-term wind power forecasting is considered. Five-minute-ahead parametric probabilistic forecasts are produced by modelling the predictive distribution as logit-normal and forecasting its parameters using a sparse-VAR (sVAR) approach. Development of the sVAR is motivated by the desire to produce forecasts on a large spatial scale, i.e. hundreds of locations, which is critical during periods of high instantaneous wind penetration.Short-term wind and wind power forecasts are required for the reliable and economic operation of power systems with significant wind power penetration. This thesis presents new statistical techniques for producing forecasts at multiple locations using spatiotemporal information. Forecast horizons of up to 6 hours are considered for which statistical methods outperform physical models in general. Several methods for producing hourly wind speed and direction forecasts from 1 to 6 hours ahead are presented in addition to a method for producing five-minute-ahead probabilistic wind power forecasts. The former have applications in areas such as energy trading and defining reserve requirements, and the latter in power system balancing and wind farm control. Spatio-temporal information is captured by vector autoregressive (VAR) models that incorporate wind direction by modelling the wind time series using complex numbers. In a further development, the VAR coefficients are replaced with coefficient functions in order to capture the dependence of the predictor on external variables, such as the time of year or wind direction. The complex-valued approach is found to produce accurate speed predictions, and the conditional predictors offer improved performance with little additional computational cost. Two non-linear algorithms have been developed for wind forecasting. In the first, the predictor is derived from an ensemble of particle swarm optimised candidate solutions. This approach is low cost and requires very little training data but fails to capitalise on spatial information. The second approach uses kernelised forms of popular linear algorithms which are shown to produce more accurate forecasts than their linear equivalents for multi-step-ahead prediction. Finally, very-short-term wind power forecasting is considered. Five-minute-ahead parametric probabilistic forecasts are produced by modelling the predictive distribution as logit-normal and forecasting its parameters using a sparse-VAR (sVAR) approach. Development of the sVAR is motivated by the desire to produce forecasts on a large spatial scale, i.e. hundreds of locations, which is critical during periods of high instantaneous wind penetration

System identification and adaptive current balancing ON/OFF control of DC-DC switch mode power converter

PhD ThesisReliability becomes more and more important in industrial application of Switch Mode Power Converters (SMPCs). A poorly performing power supply in a power system can influence its operation and potentially compromise the entire system performance in terms of efficiency. To maintain a high reliability, high performance SMPC effective control is necessary for regulating the output of the SMPC system. However, an uncertainty is a key factor in SMPC operation. For example, parameter variations can be caused by environmental effects such as temperature, pressure and humidity. Usually, fixed controllers cannot respond optimally and generate an effective signal to compensate the output error caused by time varying parameter changes. Therefore, the stability is potentially compromised in this case. To resolve this problem, increasing interest has been shown in employing online system identification techniques to estimate the parameter values in real time. Moreover, the control scheme applied after system identification is often called “adaptive control” due to the control signal selfadapting to the parameter variation by receiving the information from the system identification process. In system identification, the Recursive Least Square (RLS) algorithm has been widely used because it is well understood and easy to implement. However, despite the popularity of RLS, the high computational cost and slow convergence speed are the main restrictions for use in SMPC applications. For this reason, this research presents an alternative algorithm to RLS; Fast Affline Projection (FAP). Detailed mathematical analysis proves the superior computational efficiency of this algorithm. Moreover, simulation and experiment result verify this unique adaptive algorithm has improved performance in terms of computational cost and convergence speed compared with the conventional RLS methods. Finally, a novel adaptive control scheme is designed for optimal control of a DC-DC buck converter during transient periods. By applying the proposed adaptive algorithm, the control signal can be successfully employed to change the ON/OFF state of the power transistor in the DC-DC buck converter to improve the dynamic behaviour. Simulation and experiment result show the proposed adaptive control scheme significantly improves the transient response of the buck converter, particularly during an abrupt load change conditio

Robust Reduced-Rank Adaptive Processing Based on Parallel Subgradient Projection and Krylov Subspace Techniques

In this paper, we propose a novel reduced-rank adaptive filtering algorithm by blending the idea of the Krylov subspace methods with the set-theoretic adaptive filtering framework. Unlike the existing Krylov-subspace-based reduced-rank methods, the proposed algorithm tracks the optimal point in the sense of minimizing the \sinq{true} mean square error (MSE) in the Krylov subspace, even when the estimated statistics become erroneous (e.g., due to sudden changes of environments). Therefore, compared with those existing methods, the proposed algorithm is more suited to adaptive filtering applications. The algorithm is analyzed based on a modified version of the adaptive projected subgradient method (APSM). Numerical examples demonstrate that the proposed algorithm enjoys better tracking performance than the existing methods for the interference suppression problem in code-division multiple-access (CDMA) systems as well as for simple system identification problems.Comment: 10 figures. In IEEE Transactions on Signal Processing, 201

Fuzzy Hammerstein Model of Nonlinear Plant

This paper presents the synthesis and analysis of the enhanced predictive fuzzy Hammerstein model of the water tank system. Fuzzy Hammerstein model was compared with three other fuzzy models: the first was synthesized using Mamdani type rule base, the second – Takagi-Sugeno type rule base and the third – composed of Mamdani and Takagi-Sugeno rule bases. The synthesized model is invertible so it can be used in the model based control. The fuzzy Hammerstein model was synthesized to eliminate disadvantages of the other fuzzy models. The advantage of the fuzzy Hammerstein model was experimentally proved and presented in this paper

Adaptive notch filtering for tracking multiple complex sinusoid signals

This thesis is related to the field of digital signal processing; where the aim of this research is to develop features of an infinite impulse response adaptive notch filter capable of tracking multiple complex sinusoid signals. Adaptive notch filters are commonly used in: Radar, Sonar, and Communication systems, and have the ability to track the frequencies of real or complex sinusoid signals; thus removing noise from an estimate, and enhancing the performance of a system. This research programme began by implementing four currently proposed adaptive notch structures. These structures were simulated and compared: for tracking between two and four signals; however, in their current form they are only capable of tracking real sinusoid signals. Next, one of these structures is developed further, to facilitate the ability to track complex sinusoid signals. This original structure gives superior performance over Regalia's comparable structure under certain conditions, which has been proven by simulations and results. Complex adaptive notch filter structures generally contain two parameters: the first tracks a target frequency, then the second controls the adaptive notch filter's bandwidth. This thesis develops the notch filter, so that the bandwidth parameter can be adapted via a method of steepest ascent; and also investigates tracking complex-valued chirp signals. Lastly, stochastic search methods are considered; and particle swarm optimisation has been applied to reinitialise an adaptive notch filter, when tracking two signals; thus more quickly locating an unknown frequency, after the frequency of the complex sinusoid signal jumps