Since non-stationary disturbances are common in practical situation due to the varying stochastic disturbance or some deterministic disturbance injected, the traditional algorithm based on FCOR is not valid anymore. This paper develop a new approach, which combines EMD method with FCOR algorithm, to handle this problem such that the minimum variance (MV) performance of the closed-loop system can be monitored online. In the presence of varying stochastic disturbance and step/sine disturbance, the numerical example demonstrates the effectiveness of the proposed algorithm.
Being different from the most traditional methods of nonlinearity modelling, non-parametric modelling approaches viz. deterministic and stochastic approaches for saturation nonlinearity are proposed in the sense of system impulse response. Based on deterministic approach, the closed-loop system involved saturation nonlinearity can be modelled as the response of the closed-loop system that is subject to impulse stimulation. Alternatively, the closed-loop system involved saturation nonlinearity can be modelled in stochastic manner, in which the impulse response coefficients are estimated by the FCOR algorithm. Moreover, it shows some linear relationship of the impulse response coefficients between different saturation ratios in both the deterministic and stochastic models. This is illustrated by three different numerical examples.
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