系统辨识大牛Ljung编写的MATLAB系统辨识使用手册
系统辨识大牛Ljung编写的MATLAB系统辨识使用手册,这本书详细地介绍了在MATLAB已经所属simulink环境下,系统辨识工具箱的一些使用办法,是一本非常经典的教材!Revision Historypril 1988First printingJuly 1991Second printingMay1995Third printingNovember 2000 Fourth printingRevised for Version 5.0(Release 12)pril 2001Fifth printingJuly 2002Online onlyRevised for Version 5.0.2 Release 13)June 2004Sixth printingRevised for Version 6.0.1(Release 14)March 2005Online onlyRevised for Version 6.1.1Release 14SP2)September 2005 Seventh printingRevised for Version 6.1.2(Release 14SP3)March 2006Online onlyRevised for Version 6.1.3(Release 2006a)September 2006 Online onlyRevised for Version 6.2 Release 2006b)March 2007Online onlyRevised for Version 7.0 ( Release 2007a)September 2007 Online onlyRevised for Version 7.1 (Release 2007bMarch 2008Online onlyRevised for Version 7.2(Release 2008a)October 2008Online onlyRevised for Version 7.2.1 Release 2008b)March 2009Online onlyRevised for Version 7.3(Release 2009a)September 2009 Online onlyRevised for Version 7.3.1(Release 2009b)March 2010Online onlyRevised for Version 7. 4 (Release 2010a)eptember2010 Online onlyRevised for Version 7.4.1(Release 2010b)pril 2011Online onlRevised for Version 7.4.2(Release 2011a)September 2011 Online onlyRevised for Version 7.4.3(Release 2011b)March 2012Online onlyRevised for Version 8.0( Release 2012aabout the DevelopersAbout the Developersystem Identification Toolbox software is developed in association with thefollowing leading researchers in the system identification fieldLennart Ljung. Professor Lennart Ljung is with the department ofElectrical Engineering at Linkoping University in Sweden. He is a recognizedleader in system identification and has published numerous papers and booksin this areaQinghua Zhang. Dr. Qinghua Zhang is a researcher at Institut Nationalde recherche en Informatique et en Automatique(INria) and at Institut deRecherche en Informatique et systemes Aleatoires (Irisa), both in rennesFrance. He conducts research in the areas of nonlinear system identificationfault diagnosis, and signal processing with applications in the fields of energyautomotive, and biomedical systemsPeter Lindskog. Dr. Peter Lindskog is employed by nira dynamiAB, Sweden. He conducts research in the areas of system identificationsignal processing, and automatic control with a focus on vehicle industryapplicationsAnatoli Juditsky. Professor Anatoli Juditsky is with the laboratoire JeanKuntzmann at the Universite Joseph Fourier, Grenoble, france. He conductsresearch in the areas of nonparametric statistics, system identification, andstochastic optimizationAbout the developersContentsChoosing Your System Identification ApproachLinear model structures1-2What Are Model objects?Model objects represent linear systemsAbout model data1-5Types of Model objectsDynamic System Models1-9Numeric Models1-11umeric Linear Time Invariant (LTD Models1-11Identified LTI modelsIdentified Nonlinear models1-12Nonlinear model structures1-13Recommended Model Estimation Sequence1-14Supported Models for Time- and Frequency-DomainData,,,,,,,1-16Supported Models for Time-Domain Data1-16Supported Models for Frequency-Domain Data1-17See also1-18Supported Continuous-and Discrete-Time Models1-19Model estimation commands1-21Creating Model Structures at the command Line ... 1-22about system Identification Toolbox Model Objects ... 1-22When to Construct a Model Structure Independently ofEstimation1-23Commands for Constructing Model Structures1-24Model Properties1-25See als1-27Modeling Multiple-Output Systems ......... 1-28About Modeling multiple-Output Systems1-28Modeling Multiple Outputs Directly1-29Modeling multiple outputs as a Combination ofSingle-Output Models.......1-29Improving Multiple-Output Estimation Results byWeighing Outputs During Estimation ....... 1-30Identified linear Time-Invariant models1-32IDLTI Models1-32Configuration of the Structure of Measured and Noise oRepresentation of the Measured and noise Components foVarious model Types1-33Components ....1-35Imposing Constraints on the Values of ModeParameters1-37Estimation of Linear models1-8Data Import and Processing2「Supported Data ...2-3Ways to Obtain Identification DataWays to Prepare Data for System Identification ... 2-6Requirements on Data SamplingRepresenting Data in MATLAB Workspace·····Time-Domain Data Representation2-9Time-Series Data Representation2-10ContentsFrequency-Domain Data Representation ....... 2-11Importing Data into the Gui2-17Types of Data You Can import into the GUi2-17Importing time-Domain Data into the GUI2-18Importing Frequency-Domain Data into the GUI2-22Importing Data Objects into the GUI ......... 2-30Specifying the data sampling interval2-34Specifying estimation and validation Data2-35Preping data Using Quick StartCreating Data Sets from a Subset of Signal Channelo2-362-37Creating multiexperiment Data Sets in the gUi2-39Managing data in the gui ............. 2-46Representing Time- and Frequency-Domain Data Usingiddata object2-55iddata constructor2-55iddata Properties.........2-58Creating Multiexperiment Data at the Command Line .. 2-61Select Data Channels, I/O Data and Experiments in iddataObjects2-63Increasing Number of Channels or Data Points of iddataObjects2-67Managing iddata Objects2-69Representing Frequency-Response Data Using idfrdObiec2-76idfrd Constructor2-76idfrd Properties2-77Select I/o Channels and Data in idfrd Objects ..... 2-79Adding Input or Output Channels in idfrd Objects2-80Managing idfrd Objects2-83Operations That Create idfrd Objects2-83Analyzing Data quality2-85Is your data ready for modeling?2-85Plotting Data in the guI Versus at the command line2-86How to plot data in the gui2-86How to plot data at the command line2-92How to Analyze Data Using the advice Command2-94Selecting Subsets of Data2-96IXWhy Select Subsets of Data?2-96Extract Subsets of Data Using the GUI2-97Extract Subsets of data at the Command Line2-99Handling Missing Data and outliers2-100Handling missing data2-100Handling outliers2-101Extract and Model Specific Data Segments2-102See also2-103Handling offsets and Trends in Data2-104When to detrend data2-104Alternatives for Detrending Data in GUi or at theCommand-Line2-105Next Steps After detrending2-107How to Detrend Data Using the Gui2-108How to detrend data at the Command line2-109Detrending Steady-State Dat109cending transient Dat2-109See also2-110Resampling Data2-111What Is resampling?...,,.,,,,,,,,,,,.2-111Resampling data without Aliasing Effects2-112See also2-116Resampling data Using the GUi.,,,,2-117Resampling Data at the Command line2-118Filtering Data2-120Supported Filters2-120Choosing to Prefilter Your Data2-120See also2-121How to Filter Data Using the gui2-122Filtering Time-Domain Data in the GuI........ 2-122Content
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物流网络选址与路径优化问题的模型与启发式解法
物流网络选址与路径优化问题的模型与启发式解法120交通运输工程学报2006年(i∈T)(10表1小规模问题的计算结果Tab. 1 Computation result of smalF-scaled problem(xh+xbk)-z≤1(i∈T,∈Ck∈K)(11)最优解∈TUC(j∈C问题规模目标值运行时间/s(12)NG= 3, NT=3, Nc= 83885k≤s1(≤c1121=∑体k∈(13NG=3,Nr=3,Nc=10421.221U-U+Nx≤N-1(i,∈S,k∈K)(14)NG=3,Nr=3,Nc=126850580∈TNG=3,NT=3,Nc=148741162000注:Nc为供应商数量,Nr为配送中心数量,Nc为客户数量ba≤B(g∈G)(16用启发式算法求得初期解xi∈/Q1(i,j∈T∪C,k∈K)(17)l0;∈/0,1∈T(18通过交换配送中心间的路径进行第1次解的改善∈/O,1∈T,j∈C)(19)yk∈/0,1(i∈C,k∈K)(20)通过交换同一路径中客户的位置(2-OPT法)进行第2次解的改善式中:G为供应商的集合;T为配送中心的集合;C为客户的集合;K为车辆的集合;Qk为车辆k的最通过交换不同路径中的客户进行第3次解的改善大载质量:S为C的部分集合;C为从点到点j的距离;B为供应商g的最大供应量;V为配送中心SA模块的最大货物通过量;D,为客户j的需求量;H2为配送中心i的固定费用;L为从供应商g到配送中是否满足终止条件心i的单位运输费用;Fk为车辆k的固定费用;a为解的输出与通过量有关的系数;xk为对于车辆k,如果点i以后的访问点是点j,即为1,否则为0;y为如果点j图1基于SA的混合启发式算法的货物由车辆k配送,即为1,否则为0;v;为如果FiMixed heuristic algorit hm based on sa使用配送中心i,即为1,否则为0;z为如果客户j传统启发式算法与智能启发式算法相结合的混合算由配送中心提供服务,即为1,否则为0;pa为从供法,以期在短时间内求得全局最优解应商g到配送中心的供应量。其中x、3计算分析和pg为决策变量。2问题的求解为了对SA的参数进行设定,进行了预备实验并确定参数如下:初始温度To为200冷却率α为为了验证上述数学模型的正确性,用数理规划07,与温度相关的循环次数调整参数β为.1,最商用软件 LINGO8.0对小规模问题进行了数值计大循环次数将按照问题规模的大小做适当的设定,算,结果见表1。可以看出,随着问题的规模扩大,数据采用人工生成数据,在200km×200km的区计算时间急剧增加;当客户达到14个时,计算时间域内随机生成指定个数的供应商、配送中心和客户,长达45h,显然无法满足解决现实问题的需要。为并生成距离矩阵和客户需求量;采用C语言编程,了满足解决现实问题的需要,有必要开发岀一种能计算结果见表2。从表2中的结果比较可以看出,够在合理的时间内求得准最优解的近似算法。表2最优解与近似解比较传统启发式算法能够在短时间内求得局部最优Tab 2 Comparison of optimal solution and approxi mate solution解,但往往容易陷于局部最优,而无法求得全局最优最优解近似解问题规模解。智能启发式算法能够求得全局最优解,但计算时目标值运行时间/s目标值运行时间/s%间相对较长。如果能够将两者结合起来,既可以防止N=3N=3,Nc=838533965求解过程陷于局部搜索无法跳出,保证全局解的搜3N=3NG=10+2122112100索,又可以缩短搜索时间达到在短时间内求得全局N-3-3Nc12|60s0620110最优解的目的。基于上述考虑本文提出了图1的将ublishrigfoustAingnsestrvcu,trttp/www.urrhi.rctNG=3,Nr=3,Nc=1487411620008895第3期陈松岩,等:物流网络选址与路径优化问题的模型与启发式解法121本算法求得的近似解与 LINGO80计算的最优解心,再从配送中心到客户这一典型的物流过程,涉及之间的误差很小,但计算时间却大大缩短了。依据运输与配送2个阶段和供应商、配送中心和客户3结果虽然无法判定所提岀的混合启发式算法对于大个层次,提出了多供应商、多物流中心情况下的物流规模问题的有效性,但可以看岀,对于求解小规模问路径与配送路径优化问题,给岀了问题的数学模型,题是有效和良好的。对于大规模问题,将利用实例利用传统启发式算法与模拟退火法开发了混合近似进行计算验证。解法,通过人工生成数据和实例计算验证,可以看出4应用实例所提出的数学模型可以准确地描述此类问题,具有良好的适应性,所提出的混合近似解法能够在短时在应用实例中,将港口作为供应商来考虑,以进间内求解问题并得到接近于最优解的近似解,具有口货物从港口经配送中心配送到客户过程中发生的较高的实用价值。但本模型没有考虑库存问题与供费用最小化为目的,以港口的数量和位置、配送中心应商的成本问题,无法达到物流网络中各个环节的数量和位置作为对象进行优化。实例的区域选择山整体优化,有待于今后进一步研究。东省,候选港口为天津港、烟台港、威海港、青岛港参考文献日照港和连云港等6处,候选配送中心设置于山东省除港口城市以外的13个地级市,设定客户分别位References于90个县(包括县级市)。为了分析候选港口和配1 I anen g Flpo C. Spatial de composit ion for a multI送中心的数量及位置与目标值之间的关系,在计算of Production Economics, 2000, 64(1/2/3): 177186过程中,候选港口和配送中心的数量分别从1开始(21 Melkote s, Das kin m s. a n in te grated model of facil ity loca tion增加(港口的位置为随机选择),计算结果见图2、3and transportat ion netw ork design[ J. Transport ation Research part A,2001,35(6):5155386[3] Goets chalckx M, Vidal C J Dogan K Modeling and design ofglobal logistics s yst ems: a review of integrated strat e gic an dt act ical models and design algorithm s[ J European Journal of005◇◇0◇◇◇◇◇◇◇Operat ional Research, 2002, 143 (1):118135791113[4] H wang H S Design of suppl y chain logist ics sy stem con sider-港口数量配送中心数量ing service level[ J. Computers and Industrial Engineerin g,图2港口数量与图3配送中心数量与2002,43(1/2):283297目标函数值关系目标函数值关系[5] WuT H, Low C, Bai J W. Heurist ic s ol ution s to mu ltt depotFig2 Relation of ob ject value Fig 3 Relation of ob ject valuelocatioN rou tin g pr ob lems[ J]. Computers and Operations Re-and ports numberand changing depots num besearch,2002,29(10):13931415可以看出,随着候选港口数量的增加.目标值呈[6 Syam ss. A model and met hodologies for the locat ion p rob lem下降趋势,说明可供选择的港口越多,求得最优解的with logist ical components[ J]. Computers and Operations Re机会越大,但本例中,当候选港口的数量增加到5个se arch,200)2,29(9):l173-1193时,目标值达到最小(实际被选中的港口为3个);候[7 Amiri A. Designing a distribution network in a suppl y chainsystem[ J]. European Jou rnal of O perat ional Research, 2004选配送中心数量的变化也呈相同的趋势,当候选配171(2):567576送中心数量达到9个时,目标值达到最小(实际被选8 G ena m, Syarif a. Hybrid genetic algorit hm for mult+ time pe-中的配送中心为8个);本实例的计算时间都在8sriod production/ distribution planning[ J1. Computers and Ir以内,虽然无法判断所求解为最优解,但从计算结果dustrial Engineering, 2005, 48(4): 799809来看,基本接近最优,因此可以认为本算法对于求解9工丰元,潘福全张丽霞等基于交通限制的路网最优路径算大规模问题也是有效和良好的法J.交通运输工程学报,2005,5(1):9295Wang Feng yuan, Pan Fuquan, Zhang Li xia, et al. Opti mal5结语path algorithm of road netw ork with traffic rest riction[ JIJourn al of Traffic and Trans port ation Engin eering, 2005, 5(1)本文将研究范围界定在商品从供应商到配送中9295.(in Ch ineseo1994-2012ChinaacAdemicJournalElectronicPublishingHouse.Allrightsreservedhttp://www.cnki.net
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