Comments on the applicability of “An improved weighted recursive PCA algorithm for adaptive fault detection”

This paper discusses some limitations of the weighted recursive PCA algorithm (WARP) proposed by Portnoy, Melendez, Pinzon, and Sanjuan (2016) which is used for fault detection (FD) by arguing that it can reduce false alarms. The motivation of these comments is the lack of a clear criterion in the WARP algorithm to distinguish between process deviations and faults' scenarios, and as a consequence, the applicability of this algorithm is questionable from the FD point of view. Moreover, we address the absence of a formal justification why the computational complexity achieved by using the WARP algorithm is reduced in comparison with methods discussed in the paper.     

基于递归稀疏主成分分析的工业过程在线故障监测和诊断

提出一种基于递归稀疏主成分分析(recursive sparse principal component analysis,RSPCA)的工业过程故障监测与诊断方法,可用于时变工业过程的自适应故障监测与诊断.通过引入弹性回归网,将主成分问题转化为Lasso与Ridge结合的凸优化问题,采用秩-1矩阵修正对协方差矩阵进行递归分解,递归更新稀疏载荷矩阵和监测统计量的过程控制限,以实现连续工业过程长时间自适应故障监测,对检测出来的故障通过贡献图法实现对故障的诊断.在田纳西-伊斯曼(TE)过程进行实验验证,结果表明,与传统的故障监测方法相比,所提出的方法有效降低了故障漏检率和误报率,且时间复杂度低,确保了故障监测的灵敏度和实时性.     

基于局部熵双子空间的多模态过程故障检测

为了提高非高斯工业过程的检测性能, 提出局部熵双子空间(LEDS)的多模态过程故障检测方法. 运用局部 概率密度估计构建数据的局部熵矩阵, 消除数据的多模态特性. 用Kolmogorov-Smirnov (KS)检验局部熵数据中变 量的正态分布特性, 对高斯分布和非高斯分布的数据分别建立基于PCA的高斯子空间和ICA的非高斯子空间故障 检测模型. 利用Bayesian决策将检测结果转化成发生故障概率的形式, 将检测结果组合成最终的统计信息, 进行故 障检测. 将该方法应用于数值例子和田纳西–伊斯曼多模态过程, 仿真结果表明, 该方法在误报率较低的情况下, 故 障检测率最高, 优于PCA、局部熵PCA(LEPCA)和局部熵ICA(LEICA)方法.     

Recursive PCA for adaptive process monitoring

While principal component analysis (PCA) has found wide application in process monitoring, slow and normal process changes often occur in real processes, which lead to false alarms for a fixed-model monitoring approach. In this paper, we propose two recursive PCA algorithms for adaptive process monitoring. The paper starts with an efficient approach to updating the correlation matrix recursively. The algorithms, using rank-one modification and Lanczos tridiagonalization, are then proposed and their computational complexity is compared. The number of principal components and the confidence limits for process monitoring are also determined recursively. A complete adaptive monitoring algorithm that addresses the issues of missing values and outlines is presented. Finally, the proposed algorithms are applied to a rapid thermal annealing process in semiconductor processing for adaptive monitoring.     

CCIPCA-OPCSC: An online method for detecting shared congestion paths

It is very useful to detect network paths sharing the same bottleneck for improving efficiency and fairness of network resource usage. Existing techniques have been designed to detect shared congestion between a pair of paths with a common source or destination point. And they are poor in scalability and not applicable to online detection. To cope with these problems, a novel method called CCIPCA-based Online Path Clustering by Shared Congestion (CCIPCA-OPCSC) is proposed to detect shared congestion paths, whose essence lies in the use of a novel eigenvector projection analysis (EPA). First, the delay measurement data of each path are mapped into a point in a new, low-dimensional space based on the correlation among paths reflected by the eigenvectors and eigenvalues in the process of PCA. In this new space, points are close to each other if the corresponding paths share congestion. CCIPCA is also introduced to compute the eigenvectors and eigenvalues incrementally. Second, the clustering analysis is applied on these points so as to identify shared congestion paths accurately. CCIPCA-OPCSC has low computational complexity and can fulfill the requirement of online detection. This method is evaluated by NS2 simulations and experiments on the PlanetLab testbed over the Internet. The results demonstrate that this novel method is feasible and effective.     

基于高效核偏最小二乘的质量相关故障检测

核偏最小二乘(KPLS)是一种多元统计方法, 广泛应用于过程监控, 然而, KPLS采用斜交分解, 导致质量相关空间存在冗余信息易引发误报警. 因此, 本文提出了高效核偏最小二乘(EKPLS)模型, 所提方法通过奇异值分解(SVD)将核矩阵正交分解为质量相关空间和质量无关空间, 有效降低质量相关空间中的冗余信息, 并采用主成分分析(PCA)按方差大小将质量相关空间分解为质量主空间和质量次空间. 此外, 为进一步降低由质量无关故障引发的误报警, 提出基于质量估计的正交信号修正(OSC)预处理方法, 并结合EKPLS模型提出了OSC-EKPLS算法. OSCEKPLS通过质量估计值对被测数据进行OSC预处理, 降低了计算复杂度和误报率. 最后, 通过数值仿真和田纳西–伊斯曼过程验证了OSC-EKPLS具有良好的故障检测性和更低的误报率.     

基于序贯变化检测的DDoS攻击检测方法

给出了一种有效的DDoS攻击检测方法,将DDoS攻击的检测作为序贯变化检测的一个具体实例来分析,采用序贯变化检测算法--非参数CUSUM算法进行检测.方法具有计算量小、检测迅速准确、适用于不同网络环境和攻击模式的优点,有一定的实用价值.文章最后对两种典型的攻击模式进行了实际检测,全面评估了检测算法在不同DDoS攻击场景下的性能.     

Recursive cointegration analytics for adaptive monitoring of nonstationary industrial processes with both static and dynamic variations

Conventional adaptive monitoring strategies detect anomalies in time-varying process by frequently updating models, which requires high computation complexity and may falsely include abnormal samples. Cointegration analysis (CA) based monitoring strategies can be implemented with less model updating since they are developed based on the extracted long-term equilibrium relationship. However, once the cointegration relationship changes, the previous CA model cannot accurately reflect the operation status of future nonstationary process. In this study, an adaptive monitoring scheme based on recursive CA is proposed to address the aforementioned issues for nonstationary processes. First, a recursive strategy is developed for CA to effectively update the monitoring model. After that, three monitoring statistics are developed to reflect the operation status of the industrial process with representation of both static deviation and dynamic fluctuation. Finally, an adaptive monitoring strategy is constructed based on the proposed recursive CA using the aforementioned monitoring statistics. Experimental results of two real industrial processes show that the adaptive monitoring strategy based on recursive CA can effectively adapt to normal process changes without frequent model updating.     

改进的递推主元分析及递推主元回归算法

为了加速模型在线更新的速度以更好地适应实际工业过程的动态变化,通过在已有递推主元分析(PCA)算法的基础上简化了自相关矩阵的递推公式,从而改进了基于秩1更新的递推PCA算法,把原来需要进行2次秩1更新的步骤简化为仅仅需要进行一次秩1更新,并在此基础上提出了递推主元回归算法。仿真结果表明,改进后的基于秩1更新的递推PCA算法比原来的基于秩1更新的递推PCA算法缩短了近一半的运算时间,而新的递推主元回归算法,不但能够适应工业过程的动态变化,并且比批处理的方式节约了存储空间与计算时间。     

MIMO系统中基于代价函数和排序模式的MMSE SIC检测器

针对多输入多输出空间多路复用系统,提出了一种基于代价函数和排序模式的多个并行分支的最小均方误差连续干扰消除检测器;具体而言,设计了选择规则来选择代价函数性能最好的分支,并通过利用不同的检测排序模式使得每个分支中的SIC算法按照信号干扰噪声比由高到低来检测信号,从而实现完全检测分集;为了进一步降低算法的计算复杂度,还提出了一种采用递归最小二乘算法的有效自适应接收机来更新滤波器权值向量,从而获得基于递归最小二乘算法的MB-SIC接收机的自适应实现;此外,还对提出的检测器在比特差错概率性能方面进行了分析;仿真结果表明,相比于现有的检测算法,提出的算法不仅具有较低的计算复杂度,而且能获得更好的误码率性能。     

一种改进的帧差和背景减相结合的运动检测方法

针对帧差和背景减相结合的运动检测方法存在的不足,进行了以下3个方面的改进：①利用灰度拉伸变换和结合了灰度值信息的邻域相关系数计算方法,解决了背景的误判问题;②通过在帧差和背景减相结合的策略中加入运动分析,解决了缓慢运动目标的漏检问题;③采用运行期更新法更新背景模型,避免了复杂场景下背景模型的退化。实验结果表明,改进后的方法显著改善了帧差和背景减相结合的运动检测方法在背景误判、缓慢运动目标漏检以及背景模型退化等方面存在的问题。     

利用链路相关性进行网络流量异常检测

传统的网络异常检测方法应用于具有较大链路数量的网络上时,往往存在着误报率高、检测范围不够全面、检测效率不能满足高速网络实时监测需求等问题。由于多链路之间往往存在有较强的相关性,这种相关性反映了链路流量的整体趋势,可以被用来进行网络流量异常分析。采用基于PCA的相关性分析方法对网络流量异常检测进行研究,利用链路之间相关性评估网络流量的异常。实验证明,这种方法应用于大规模流量异常检测是简单有效的。     

用于股指预测的自适应训练及删剪算法

提出了利用基于自适应训练及删剪算法的抽头延迟神经网络模型对股指这一非线性时间序列进行预测。首先采用基于递归最小方差的自适应学习算法对网络模型进行学习训练，由于该算法的学习步长能够自行调整，初始参数少，所以收敛速度很快；再利用删剪算法对学习后的网络结构进行删剪，优化网络的拓扑结构，降低网络的计算复杂度，提高网络的泛化能力；然后对优化后的网络进行再学习，使优化后的网络具有最佳参数；最后利用优化后的网络对未来的股指（测试样本）进行预测。仿真实验表明，与删剪前的网络结构相比，优化后的网络结构不但降低了计算复杂度而且提高了预测精度，运算复杂度降低到原来的0.0556，预测均方误差达到8.7961e-5。     

Performance comparison of feature extraction algorithms for target detection and classification

This paper addresses the problem of target detection and classification, where the performance is often limited due to high rates of false alarm and classification error, possibly because of inadequacies in the underlying algorithms of feature extraction from sensory data and subsequent pattern classification. In this paper, a recently reported feature extraction algorithm, symbolic dynamic filtering (SDF), is investigated for target detection and classification by using unmanned ground sensors (UGS). In SDF, sensor time series data are first symbolized to construct probabilistic finite state automata (PFSA) that, in turn, generate low-dimensional feature vectors. In this paper, the performance of SDF is compared with that of two commonly used feature extractors, namely Cepstrum and principal component analysis (PCA), for target detection and classification. Three different pattern classifiers have been employed to compare the performance of the three feature extractors for target detection and human/animal classification by UGS systems based on two sets of field data that consist of passive infrared (PIR) and seismic sensors. The results show consistently superior performance of SDF-based feature extraction over Cepstrum-based and PCA-based feature extraction in terms of successful detection, false alarm, and misclassification rates.     

基于相对熵理论的多测度网络异常检测方法

检测率低、误报率高和检测攻击范围不够全面已经成为制约网络异常检测发展的最大障碍,为了提高检测率,降低误报率,扩大检测攻击范围,提出了一种新的网络异常检测方法。首先,对网络流量进行统计分析并引入相对熵理论来表征测度对应的全概率事件;然后,通过加权系数融合多个测度相对熵而得到加权相对熵;最终,以综合的多测度加权相对熵作为网络异常判断的依据。实验数据采用DARPA1999测评数据集,实验结果表明该方法在低误报率的前提下,达到了较高的检测率。     

Online monitoring of nonlinear multivariate industrial processes using filtering KICA–PCA

In this paper, a novel approach for processes monitoring, termed as filtering kernel independent component analysis–principal component analysis (FKICA–PCA), is developed. In FKICA–PCA, first, a method to calculate the variance of independent component is proposed, which is significant to make Gaussian features and non-Gaussian features comparable and to select dominant components legitimately; second, Genetic Algorithm is used to determine the kernel parameter through minimizing false alarm rate and maximizing detection rate; furthermore, exponentially weighted moving average (EWMA) scheme is used to filter the monitoring indices of KICA–PCA to improve monitoring performance. In addition, a novel contribution analysis scheme is developed for FKICA–PCA to diagnosis faults. The feasibility and effectiveness of the proposed method are validated on the Tennessee Eastman (TE) process.     

A novel incremental principal component analysis and its application for face recognition.

Principal component analysis (PCA) has been proven to be an efficient method in pattern recognition and image analysis. Recently, PCA has been extensively employed for face-recognition algorithms, such as eigenface and fisherface. The encouraging results have been reported and discussed in the literature. Many PCA-based face-recognition systems have also been developed in the last decade. However, existing PCA-based face-recognition systems are hard to scale up because of the computational cost and memory-requirement burden. To overcome this limitation, an incremental approach is usually adopted. Incremental PCA (IPCA) methods have been studied for many years in the machine-learning community. The major limitation of existing IPCA methods is that there is no guarantee on the approximation error. In view of this limitation, this paper proposes a new IPCA method based on the idea of a singular value decomposition (SVD) updating algorithm, namely an SVD updating-based IPCA (SVDU-IPCA) algorithm. In the proposed SVDU-IPCA algorithm, we have mathematically proved that the approximation error is bounded. A complexity analysis on the proposed method is also presented. Another characteristic of the proposed SVDU-IPCA algorithm is that it can be easily extended to a kernel version. The proposed method has been evaluated using available public databases, namely FERET, AR, and Yale B, and applied to existing face-recognition algorithms. Experimental results show that the difference of the average recognition accuracy between the proposed incremental method and the batch-mode method is less than 1%. This implies that the proposed SVDU-IPCA method gives a close approximation to the batch-mode PCA method.     

Robust object tracking with occlusion handle

Occlusion is a major problem for object tracking algorithms, especially for subspace-based learning algorithms like PCA. In this paper, we introduce a novel incremental subspace (robust PCA)-based object tracking algorithm to deal with the occlusion problem. The three major contributions of our works are the introduction of robust PCA to object tracking literature, a robust PCA-based occlusion handling scheme and the revised incremental PCA algorithm. In order to handle the occlusion problem in the subspace learning algorithm framework, robust PCA algorithm is employed to select part of image pixels to compute coefficients rather than the whole image pixels as in traditional PCA algorithm, which can successfully avoid the occluded pixels and therefore obtain accurate tracking results. The occlusion handling scheme fully makes use of the merits of robust PCA and can avoid false updates in occlusion, clutter, noisy and other complex situations. Besides, the introduction of incremental PCA facilitates the subspace updating process and possesses several benefits compared with traditional R-SVD-based updating methods. The experiments show that our proposed algorithm is efficient and effective to cope with common object tracking tasks, especially with strong robustness due to the introduction of robust PCA.     

无人机PCA故障检测与诊断技术研究

无人机（UAV）飞控系统传感器故障检测和诊断常采用基于解析模型的方法,但飞行控制系统（FCS）的精确数学模型往往获取困难。针对此问题,提出了一种UAV-PCA算法。该算法在传统主成分分析（PCA）方法的基础上结合方差敏感自适应阈值的故障检测方法和基于特征方向的故障诊断方法,实现UAV飞控系统传感器的故障检测和诊断。算法不需要系统的数学模型,解决了应用传统PCA方法进行FCS故障检测与诊断时易出现暂态过程虚警和误诊断的问题。仿真结果证明该算法可以快速准确地检测传感器故障,而且可以有效地降低暂态过程虚警和提高诊断结果准确度。     

一种低复杂度高性能的MIMO系统自适应检测算法

如何克服发射信号的重叠和码间干扰是MIMO系统信号检测技术面临的关键问题。信号检测算法的性能优劣是影响MIMO技术能否真正适于实际应用的关键因素。结合MLD算法高性能和MMSE-SIC算法低复杂的优点,对Hybrid算法进行了改进,提出了一种基于信道最大/最小特征值的自适应混合检测算法。该算法重新定义了自适应系数,并通过信道矩阵特征值的特性,自适应控制三种子混合算法检测数据流时的百分比,以达到更高的检测效率。仿真结果表明：无论信道在何种复杂环境下,该算法具有与MLD算法几乎相同的误码性能,计算复杂度也有很大的改善。