Robust Statistics - 2nd Edition
鲁棒统计，现代统计方法， Robust Statistics第二版，学习现代统计方法R○ BUST STAT|STCSSecond editionPeter j, huberProfessor of Statistics, retiredKlosters SwitzerlandEⅣ ezio m. RonchettiProfessor of StatisticsUniversity of Geneva, SwitzerlandWILEYA JOHn WileY SONS INC. PUBliCAtIONCopyrightc 2009 by John Wiley Sons, Inc. All rights reservedPublished by John Wiley sons, Inc, Hoboken, New JerseyPublished simultaneously in CanadaNo part of this publication may be reproduced, stored in a retrieval system, or transmitted in any form orby any means, electronic, mechanical, photocopying, recording, scanning, or otherwise, except aspermitted under Section 107 or 108 of the 1976 United States Copyright Act, without either the priorwritten permission of the Publisher, or authorization through payment of the appropriate per-copy fee tothe Copyright Clearance Center, Inc, 222 Rosewood Drive, Danvers, MA 01923, (978)750-8400, fax978)750-4470,oronthewebatwww.copyrigom. requests to the publisher for permission shouldbe addressed to the permissions department John Wiley sons, Inc., 11 1 River Street, Hoboken, NJ07030,(201)748-6011,fax(201)748-6008,oronlineathttp:/www.wileycom/go/permissionLimit of Liability /Disclaimer of Warranty: While the publisher and author have used their best efforts inpreparing this book, they make no representations or warranties with respect to the accuracy orcompleteness of the contents of this book and specifically disclaim any implied warranties ofmerchantability or fitness for a particular purpose. No warranty may be created or extended by salesrepresentatives or written sales materials. The advice and strategies contained herein may not be suitablefor your situation. You should consult with a professional where appropriate. Neither the publisher norauthor shall be liable for any loss of profit or any other commercial damages, including but not limitedto special, incidental, consequential, or other damagesFor general information on our other products and services or for technical support, please contact ourCustomer Care Department within the United States at(800)762-2974, outside the United States at(317)572-3993 or fax(317)572-4002.Wiley also publishes its books in a variety of electronic formats. Some content that appears in print maynot be available in electronic format. For information about wiley products, visit our web site atwww.wileycomLibrary of Congress Cataloging-in-Publication Data:Huber Peter JRobust statistics, second edition/ Peter J. Huber, Elvezio ronchettip. cnIncludes bibliographical references and indeISBN978-0-470-12990-6( cloth)1. Robust statistics. I. Ronchetti. elvezio. II. TitleQA276.H7852009519.5-dc222008033283Printed in the United States of america10987654321To the memory o1John w. tukeyThis Page Intentionally Left BlankCONTENTSPrefacePreface to first editionGeneralities1 Why robust Procedures1. 2 What Should a robust procedure achieve?1.2.1 Robust. Nonparametric and Distribution-Free1.2.2 Adaptive procedures1.2.3 Resistant Procedures1.2. 4 Robustness versus Diagnostics1.2.5 Breakdown point1.3 Qualitative Robustness567888911. 4 Quantitative Robustness1.5 Infinitesimal Aspects141.6 Optimal Robustness171.7 Performance Comparisons18CONTENTS1.8 Computation of robust estimates181.9 Limitations to Robustness Theory202 The Weak Topology and its Metrization23eneral remarks232.2 The Weak Topology232.3 Levy and prohorov metrics272.4 The bounded Lipschitz metric322.5 Frechet and Gateaux derivatives366 Hampels Theorem413 The Basic Types of Estimates453. 1 General Remarks453.2 Maximum Likelihood Type Estimates(M-Estimates)3.2.1 Influence Function of m-estimates73.2.2 Asymptotic Properties of M-Estimates483.2.3 Quantitative and Qualitative Robustness of MEstimates3.3 Linear Combinations of Order Statistics(L-Estimates)3.3.1 Influence Function of -Estimates3.3.2 Quantitative and Qualitative robustness of l-Estimates 593. 4 Estimates Derived from Rank Tests(R-estimates3.4.1 Influence Function of R-Estimates623.4.2 Quantitative and Qualitative robustness of R-Estimates 643.5 Asymptotically Efficient M-, L,and R-Estimates674 Asymptotic Minimax Theory for Estimating Location4.1 General remarks4.2 Minimax bias4.3 Minimax Variance: Preliminaries744. 4 Distributions minimizing fisher Information764.5 Determination of Fo by Variational Methods814.6 Asymptotically Minimax M-Estimates914.7 On the minimax Property for L-and R-estimates954.8 Redescending m-estimates74.9 Questions of Asymmetric Contamination101CONTENTSScale Estimates1055.1 General remarks1055.2 M-Estimates of scale1075.3 L-Estimates of scale5.4 R-Estimates of Scale1125.5 Asymptotically efficient Scale estimates1145.6 Distributions Minimizing fisher Information for Scale5.7 Minimax Properties116 Multiparameter Problemsin Particular Joint Estimationof Location and scale1256. 1 General remarks1256.2 Consistency of M-Estimates1266.3 Asymptotic Normality of M-Estimates1306. 4 Simultaneous m-Estimates of Location and scale1336.5 M-Estimates with Preliminary Estimates of Scale1376.6 Quantitative robustness of Joint Estimates of Location and Scale 1396.7 The Computation of M-Estimates of Scale14368Studentizing1457 Regression1497. 1 General remarks1497. 2 The Classical Linear Least Squares Case1547. 2.1 Residuals and Outliers1587.3 Robustizing the Least Squares Approach1607.4 Asymptotics of robust regression Estimates163741 The Cases hp2→0 and hp→07.5 Conjectures and Empirical Results1687.5.1 Symmetric Error Distributions1687.5.2 The Question of Bias1687.6 Asymptotic Covariances and Their estimation1707. 7 Concomitant Scale estimates1727.8 Computation of Regression M-Estimates1757.8.1 The Scale Step1767.8.2 The Location Step with Modified residuals1787.8.3 The Location Step with Modified Weights179CONTENTS7.9 The Fixed Carrier Case: What Size hi?1867. 10 Analysis of Variance1907. 11 LI-estimates and Median polish1937. 12 Other Approaches to Robust Regression1958 Robust Covariance and Correlation Matrices1998. 1 General remarks8.2 Estimation of Matrix Elements Through robust Variances2038.3 Estimation of Matrix Elements Through robust Correlation2048.4 An Affinely equivariant approach2108.5 Estimates Determined by Implicit Equations2128.6 Existence and Uniqueness of Solutions2148.6. 1 The Scatter estimate v2148.6.2 The Location estimate t2198.6.3 Joint Estimation of t and y2208.7 Influence Functions and Qualitative robustness2208.8 Consistency and asymptotic normality2238.9 Breakdown Point48.10 Least informative distributions2258.1058. 10.2 Covariance2278.11 Some Notes on Computation2339 Robustness of Design2399.1 General remarks2399.2 Minimax Global Fit9.3 Minimax Slope24610 Exact Finite Sample Results24910.1 General Remarks24910.2 Lower and Upper Probabilities and Capacities25010.2.1 2-Monotone and 2-Alternating Capacities25510.2.2 Monotone and Alternating Capacities of Infinite Order 25810.3 Robust Tests25910.3. 1 Particular Cases26510.4 Sequential Tests267
- 2020-12-03下载
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微电网三相并网逆变器硬件研究与设计
对于并网逆变器的设计，关于DSP的控制算法，还有对硬件电路的设计，摘要摘要微电网系统的电能通常是由多种分布式发电装置或储能装置经过电力变换组网形成,其供电单元具有分散性,间断性的特点。不论是何种分布式发电装置或者储能装置,最终都要并入可供用户直接使用的交流电网,因此必须经过一系列电能变换,才能保证安全、高效的将电能馈送至电网。微电网三相并网逆变器就是其并网的关键器件之一,其在微电网运行管理系统的统一调度控制下运行。论文首先介绍了微电网以及各类分布式电能的概念及特点,之后系统的介绍了三相并网逆变器的功能,结构,并按照三部分进行介绍:主功率电路部分,基于的控制电路部分以及三相全桥逆变器控制策略。主功率电路部分按照能量变换过程,将系统分为两级:前级变换部分和后级的二相逆变部分。并根据设计功率详细介绍主开关器件的选型,驱动电路以及保护电路的确定和该部分其他电路器件参数的选择依据基于控制电路主要分为了两部分来具体介绍:通用的最小工作系统和用于该三相全桥逆变器控制芯片的接口电路。最小工作系统包括系统电源,晶振,串口等;接口电路包括控制信号放大电路,以及电能质量采样电路。以交流电能的采样部分为主,介绍了采用六通道同步采样芯片的信号调理电路的设计。文章还对常用的逆变器控制方案进行比较,给出本系统使用控制策略。并结合系统采用的心片的结构特点介绍了软件设计思路最后,文章还进行该论文相关的仿真和测试实验。通过仿真和实验结果验证了设计的正确性关键词:分布式电源、微电网、并网逆变器目录目录第一章绪论1.1课题背景与意义1.2微电网系统综述1.2.1微电网的概念及优点1.2.2微电网电源22232.3微电网中微电源的供电模式1.2.4分布式并网系统的并网标准1.2.5微电网逆变器的特点3本文主要研究内容第二章并网逆变器的拓扑结构及工作原理2.1并网逆变器的分类及设计原则2.2并网逆变器主电路结构的设计.6788992.2.1输入方式与控制方式的确定2.2.2能量转换结构的确定..102.3直流变换电路的设计2.3.1 Boost斩波升压电路图及基本原理2.3.2电感电流连续的条件.......122.4三相逆变电路的设计2.4.1组合式三相逆变器132.1.2半桥式三相逆变器2.1.3全桥式三相逆变器2.4.4三相逆变器的工作原理2.5谐波扣制电路的设计182.5.1谐波的定义,,,,,,,,,,,,,,192.5.2滤波器的选择2.6本章小结.....19目录第三章并网逆变器功率电路的设计.3.1设计技术指标看1垂春203.2电力电子器件的选型●·垂垂203.2. L IGBT的结构和工作原理垂·春看垂垂213.2.2IGBT的特性·垂非,,,,,223.2.3IGBT驱动电路的设计3.2.4IGBT过流保护电路243.2.5工作波形253.3整体设计3.4前级DC-DCB00s电路273.1.1组成及参数设计,,,,,,,,273.4.2主要参数设计273.4.3 MATLAB仿真.●·春293.5后级DC-AC三相仝桥逆变电路.5.1主要参数设计·◆·D313.5.2滤波电感D垂鲁323.6控制检测系统总体设计343.6.1直流电能传感器的选择和使用343.6.2交流电能传感器的选择和使用.353.7本章小结.第四章基于TMS32OF2812的控制电路设计..374.1TMS320LF2812简介374.2系统工作过程及功能设计.1.3TMS320LF2812通用部分电路的设计13.1电源电路4.3.2晶振电路,.4.3.3外部存储器的扩展414.3.4串凵电路的设计4.4TMS320LF2812接口电路的设计424.4.1交流信号的同步采集..434.4.2直流信号的采集....51目录4.4.3SPWM驱动信号输出电路,D·垂4.4.4eCAN总线驱动器的选择鲁D垂垂4.5木章小结.第五章三相并网逆变器的控制策略及软件设计..545.lPWM理论简介.545.2常见控制方式.垂···看垂·垂5.2.1滞环瞬时比较方式555.2.2 SVPWM控制方式565.2.3SPWM控制方式....565.3SPWM波的产生575.4基于TMS320LF2812控制芯片的软件设计595.4.1程序总体设计595.4.2SPWM控制波中断程序605.4.3其他中断子程序,615.5本章小结垂·垂·垂61第六章结论与展望..626.1设计制作实物6.2系统逆变输出646.3展望.6致谢67参考文献攻硕期间取得的研究成果第一章绪论第一章绪论木章介绍了微电网系统的概念以及发展情况,闸明了论文选题的背景和意义,明确了木文研究目标。1.1课题背景与意义能源是人类社会赖以生存和发展的物质基础,伴随着现代社会的发展,人类对于能源的需求愈来愈多,但是传统的化石能源如煤炭、石油与天然气等,在转化为其他各种形式的能量时,会不同程度的产生废气、废物等,严重污染了自然环境,对人类的健康和地球的生态平衡等都造成了不可忽视的影响;更严峻的是化石能源不可再生,终会有消耗殆尽的时候。因此为了保护人类的生态环境,避免能源危机,人类必须减少化石能源的份额,增加新型能源和可再生能源的比重,向建立可持续发展的能源体系过渡。我国又是世界上最大的煤炭生产国和消费国,以及世界上少数几个以煤炭为主要能源的国家之一,能源短缺以及对环境造成的污染更是不容我们迟疑,新型能源以及可再生能源的开发与应川势在必行。可再生能源中的太阳能,风能等新型能源都是当前的研究热点。此类能源具有资源卡富,洁浄环保,分布分散,位置灵活的特点,极好的适应了资源分布和分散电力的需求,因此多作为分布式电源用于局部或偏远地区的发电,有效减少了配电网的巨额投资和长距离传输中所产生的电能浪费;此外,分布式电源还可与大电网互为各用,提高供电可靠性等。虽然分布式电源有着自身的优点,但是也存在诸多问题:分布式电源单机接入成本高,控制困难;为了减小分布式电源对大电网的冲击,大系统通常对其采取限制、隔离的方式来处理;当大电网系统发生故障时,分布式能源必须退出运行等,这些都大大限制了分布式电源充分发挥其自身的优势。为了充分发挥分布式电源的优势,降低其对公共电网的不利影响,于是提出了把分布式电源、储能设备以及负荷一起作为配电子系统一一微电网(微电网及用户对所使川电能的电压值、功率、功率因数和谐波畸变因数等都有严格的要求,如何使各分布式电能单元与微电网实现安全、高效的并网是其应用的重要环节。本文就是研究微电网中,各分布式发电系统与电网之闫的电力电电子科技大学硕上学位论文子学界面一一三相并网逆变器,并基于的设计,实现一种在微电网运行管理系统下根据指令协调运行,安全可靠,相位可调的三相并网逆变器1.2微电网系统综述1.2.1微电网的概念及优点国际上对微型电网的定义各不相同,美国、欧盟、日本等都各有特点年,美国电力可靠性技术解决方案协公()首次对微电网展开」研究。年,从系统结构、控制方法、经济效益等方面系统全面地介绍了微电网的概念。微电网是一种由微型电源、负载、监控保护装置共同组成的为一定区域供电的小型发配电系统。它通过一个公共连接点(,)与大电网连接,即可以独立运行确保区域内部供需平衡,也可以与大电网并联运行,形成一个大型电网与分布式电源微电网联合运行的系统。微电网相对于外部大电网表现为单一的受控单元,并可同时满足用户对电能质量和供电安全的要求,与传统的大电网相比较,具有下列显著优点。()投资小、见效快。发展微电网可以减少延缓对大型常规发电厂与输配电系统的投资,降低投资风险。()满足特殊场合的川电需求。如是大电网不易达到的偏远地区的供电,避免输电网长距离送电的电能传输损耗;以及临时大型活动的供电系统等()提高供电可靠性。采用分布式电源的微电网可以弥补大电网安全稳定性上的不足,在大电网停电时维护全部或部分重要拥护的供电,避免大面积停电造成的严重后果)釆用分布式电源组网,启停方便,调峰性能好,冇利于平衡负荷)将太阳能、风能等可再生能源组网使用,可就地补偿可再生能源发电装置功率输出的问歇性问题()储能系统组网后,可在负荷低估从电网获取宦于电能,而在负荷高峰时向电网送电,提高电网运行效率1.2.2微电网电源电源是微网中重要的组成部分,相对于传统电力系统的电源都是同步发电机,
- 2020-11-02下载
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