基于实时数据的在线模糊预测器

Chih-Ching Hsiao, S. Su
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引用次数: 2

摘要

提出了基于输入输出数据对的在线预测算法。本文提出了一种利用未知系统的ARMA模型概念,从实时输入输出数据生成预测器模糊规则的方法。它包括两个阶段:(1)生成模糊规则阶段,(2)在线学习阶段;如果实际输出与预测器输出之间的误差大于期望误差,则意味着缺乏模糊规则。从而为模糊预测器生成一些新的模糊规则,或者在模糊规则的前提部分增加一个输出项。从生成模糊规则阶段开始,就可以在线生成模糊预测器。换句话说,学习后的不良信息可能会产生一些冗余的规则。它们可能是传入的数据,包括异常值、噪声或不确定性。这样的坏规则将被使用度常数抛弃。为了使该模糊预测器具有良好的性能,可以通过在线学习来调整每个模糊规则的参数,当预测误差进入预定义的范围时。在仿真实例中,给出了一个开环非线性时变过程。仿真和实时结果表明了该方法的优越性。
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An On-Line Fuzzy Predictor from Real-Time Data
The algorithm of online predictor from input-output data pairs will be proposed. In this paper, it proposed an approach to generate fuzzy rules of predictor from real-time input-output data by means of ARMA model concept for unknown system. It includes two phase: (1). generating fuzzy rules phase, (2). online learning phase; If the error between the real output and the predictor's output is larger than the desired error, it means that the lack of the fuzzy rules. Thus, it will generate some new fuzzy rules for the fuzzy predictor or adding an output term in the premise part of fuzzy rules. From the generating fuzzy rules phase, it can online generate the fuzzy predictor. In another word, some redundant rules may be generated from bad information after learning. They may be incoming data include outliers, noises or uncertainties. Such bad rules will be discarded by a usage degree constant. To achieve good performance for this fuzzy predictor, the parameters of each fuzzy rule may be adjusted by on-line learning, when the prediction error into a pre-defined bound. In the simulation example, a nonlinear time-varying process operating in open loop is illustrated. Simulations and real-time results show the advantages of the proposed method.
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