相关噪声下非线性系统状态与偏差的分离估计算法

将用于零均值、高斯白噪声干扰下的非线性时变随机系统的伪偏差分离估计算法推广到 了系统及测量噪声为非零均值高斯白噪声、系统噪声及测量噪声为相关噪声的情形.通过引 入"弱化因子"概念,使得状态和偏差估计更加平滑.最后通过数字仿真证实了该方法的有效 性.同扩展卡尔曼滤波器相比,其计算量小,且可以准确估计出时变规律未知的随机时变偏 差.     

非线性时变随机系统状态及参数的实时联合估计

在文[1]中,我们给出了一种用于一类非线性时变随机系统的带次优渐消因子的扩展卡尔曼滤波器,可以估计出快速变化的系统状态.本文推广了文[1]的结果,使其可处理一般的非线性测量.同时,给出了一种状态及参数的联合估计方法.所做大量仿真研究表明,本文方法具有良好的实时性及动态跟踪性.     

非线性离散随机时变系统比例微分滤波

扩展卡尔曼滤波（EKF）是从极小化状态估计误差的方差得到的，没有考虑状态误差的变化率，因而对非线性时变系统EKF估计方法惯性作用 较大，从而产生估计滞后，提出了非线性离散随机系统比例微分滤波（PDF），PDF联合考虑极小化状态估计误差和状态误差变化率的方差，克服了EKF对非线性时变系统估计滞后的缺点，估计具有适时性，提出了高估计的精度，仿真例子证明了所提出的估计方法的有效性。     

基于遗传算法的非线性系统时变时滞的在线估计方法

针对系统输入带有纯时滞的一类非线性系统,选择有限点的的输出误差的平方和构成适应度函数,采用十进制编码技术,提出一种基于遗传算法的非线性系统时变时滞的在线估计方法,该方法具有一定的抗噪声能力。仿真实验结果验证了所提出方法的有效性。     

离散时间Lipschitz 非线性时变时滞系统H∞ 估计: Krein 空间方法

研究一类离散时间Lipschitz非线性时变时滞系统的H∞估计问题.通过状态扩展方法,将时变时滞系统转化为具有时变参数的无时滞系统.结合H∞性能指标和Lipschitz非线性条件,构造不定二次型并建立与Krein空间2估计的联系.运用新息分析方法和Krein空间投影公式,给出了H∞估计器存在的充分条件和基于Riccati方程的估计器递推算法.最后,通过仿真算例验证了所提出算法的有效性.     

一类非线性系统输出偏差的伪分离估计算法

首先把Friedland的用于线性时不变系统定常偏差的分离估计算法推广到一类存有输出偏差的非线性系统,得到了一种处理定常偏差的伪分离估计算法,随后,应用作者提出的正交性原理,又提出一种可估计大范围时变偏差的伪分离估计算法,进一步发展了Friedland的偏差分离估计理论,使得扩展Kalman滤波器更便于实际应用,仿真实例证实了本文算法的有效性。     

具有时变时滞非线性动态系统的在线时滞估计

对具有时变时滞的非线性动态系统进行时滞估计是系统辩识的一项重要课题。为估计系统的动态特性，采用了一种带外反馈的动态神经网络。如果时滞是时变的，需要研究在线时滞估计机构来跟踪时滞的变化。本提出了两种分别称之为直接和间接时滞在线估计方法，其中间接法将时滞估计看作非线性优化问题，而直接法则用神经网络构造时滞估计器来跟踪时滞的变化。最后本给出了仿真的例子。     

一类非线性系统参数偏差型故障的实时检测与诊断

本文针对一类较一般的多变量非线性时变随机系统,给出了一种全新的用于其参数偏差型故障的实时检测与诊断方法。这类故障包容了诸如部件参数的阶跃型和缓变型故障等,所给仿真实例证实了本文方法的有效性。     

一类非线性时滞过程的传感器主动容错控制

通过结合非线性过程的一般模型控制(GMC)、强跟踪预测器(STP)和强跟踪滤波器(STF),本文提出了一类具有输入时滞非线性时变过程的传感器主动容错控制方法.基于强跟踪预测器对未来状态的预测,传统的一般模型控制被扩展到一类具有输入时滞的非线性过程.然后采用强跟踪滤波器估计过程状态及传感器偏差,传感器偏差估计用于驱动一个故障检测逻辑.当某一传感器故障被检测出来时,STF的状态估计值将用于重构过程输出(代替真实输出),此重构输出被STP用于继续进行状态预测,从而确保系统性能.最后,三容水箱系统仿真结果证明该方法的有效性.     

基于MIT规则的自适应扩展集员估计方法

用于非线性椭球估计的自适应扩展集员(Adaptive extended set-membership filter, AESMF)算法在实际应用中存在着过程噪声设定椭球与真实噪声椭球失配的问题, 导致滤波器的估计出现偏差甚至发散. 本文提出了一种基于MIT规则过程噪声椭球最优化的自适应扩展集员估计算法(MIT-AESMF), 用于解决非线性系统时变状态和参数的联合估计和定界中过程噪声无法精确建模问题的新算法. 本算法通过MIT优化规则,在线计算使一步预测偏差包络椭球最小化的过程噪声包络椭球, 以此保证滤波器健康指标满足有效条件; 最后, 采用地面移动机器人状态和动力学参数联合估计验证了所提出方法的有效性.     

Noise covariance identification for time-varying and nonlinear systems

Kalman-based state estimators assume a priori knowledge of the covariance matrices of the process and observation noise. However, in most practical situations, noise statistics and initial conditions are often unknown and need to be estimated from measurement data. This paper presents an auto-covariance least-squares-based algorithm for noise and initial state error covariance estimation of large-scale linear time-varying (LTV) and nonlinear systems. Compared to existing auto-covariance least-squares based-algorithms, our method does not involve any approximations for LTV systems, has fewer parameters to determine and is more memory/computationally efficient for large-scale systems. For nonlinear systems, our algorithm uses full information estimation/moving horizon estimation instead of the extended Kalman filter, so that the stability and accuracy of noise covariance estimation for nonlinear systems can be guaranteed or improved, respectively.     

State and input simultaneous estimation for a class of nonlinear systems

This paper addresses the problem of estimating simultaneously the state and input of a class of nonlinear systems. Here, the systems nonlinear part comprises a Lipschitz nonlinear function with respect to the state and input, and a state-dependent unknown function including additive disturbance as well as uncertain/nonlinear/time-varying terms. Upon satisfying some conditions, the observer design problem can be solved via a Riccati inequality or a LMI-based technique with asymptotic estimation guaranteed. A numerical example is included for illustration.     

Observer-enhanced distributed moving horizon state estimation subject to communication delays

In this work, we focus on distributed moving horizon estimation (DMHE) of nonlinear systems subject to time-varying communication delays. In particular, a class of nonlinear systems composed of subsystems interacting with each other via their states is considered. In the proposed design, an observer-enhanced moving horizon state estimator (MHE) is designed for each subsystem. The distributed MHEs exchange information via a shared communication network. To handle communication delays, an open-loop state predictor is designed for each subsystem to provide predictions of unavailable subsystem states (due to delays). Based on the predictions, an auxiliary nonlinear observer is used to generate a reference subsystem state estimate for each subsystem. The reference subsystem state estimate is used to formulate a confidence region for the actual subsystem state. The MHE of a subsystem is only allowed to optimize its subsystem state estimate within the corresponding confidence region. Under the assumption that there is an upper bound on the time-varying delays, the proposed DMHE is proved to give decreasing and ultimately bounded estimation error. The theoretical results are illustrated via the application to a reactor–separator chemical process.     

Extension of Friedland's separate-bias estimation to randomlytime-varying bias of nonlinear systems

By extending B. Friedland's (1969) separate-bias estimation algorithm for linear systems to nonlinear systems and combining the result with the suboptimal fading extended Kalman filter proposed by D.H. Zhou (1990) and by D.H. Zhou et al., a pseudo-separate-bias estimation algorithm for randomly time-varying bias of a class of nonlinear time-varying stochastic systems is obtained. A simulation example is presented to illustrate the effectiveness of the algorithm     

Set-based adaptive estimation for a class of nonlinear systems with time-varying parameters

In this paper, an adaptive estimation technique is proposed for the estimation of time-varying parameters for a class of continuous-time nonlinear system. A set-based adaptive estimation is used to estimate the time-varying parameters along with an uncertainty set. The proposed method is such that the uncertainty set update is guaranteed to contain the true value of the parameters. Unlike existing techniques that rely on the use of polynomial approximations of the time-varying behaviour of the parameters, the proposed technique does require a functional representation of the time-varying behaviour of the parameter estimates. A simulation example and a building systems estimation example are considered to illustrate the developed procedure and ascertain the theoretical results.     

基于交互容积卡尔曼的随机切换系统故障诊断

针对一类随机切换非线性系统的故障检测和故障估计问题,提出了一种基于交互式多模型和容积卡尔曼滤波（IMM CKF）的系统状态估计算法。该算法利用容积卡尔曼滤波（CKF）在不同时刻对每个子系统进行状态估计,把不同子系统状态估计结果融合得到最终的状态估计,实现对系统真实状态的估计。针对一类随机切换非线性系统发生执行器故障,采用IMM CKF估计系统状态;然后分析了IMM CKF算法的稳定性;根据状态估计结果,构造残差信号,设计残差评价函数,检测故障发生。当检测到故障发生时,设计增广系统,对故障幅值进行估计。通过仿真实验验证提出算法的有效性,结果表明该算法可以较为准确地诊断系统故障。     

Distributed moving horizon state estimation for nonlinear systems with bounded uncertainties

In this work, we propose a distributed moving horizon state estimation (DMHE) design for a class of nonlinear systems with bounded output measurement noise and process disturbances. Specifically, we consider a class of nonlinear systems that are composed of several subsystems and the subsystems interact with each other via their subsystem states. First, a distributed estimation algorithm is designed which specifies the information exchange protocol between the subsystems and the implementation strategy of the DMHE. Subsequently, a local moving horizon estimation (MHE) scheme is designed for each subsystem. In the design of each subsystem MHE, an auxiliary nonlinear deterministic observer that can asymptotically track the corresponding nominal subsystem state when the subsystem interactions are absent is taken advantage of. For each subsystem, the nonlinear deterministic observer together with an error correction term is used to calculate a confidence region for the subsystem state every sampling time. Within the confidence region, the subsystem MHE is allowed to optimize its estimate. The proposed DMHE scheme is proved to give bounded estimation errors. It is also possible to tune the convergence rate of the state estimate given by the DMHE to the actual system state. The performance of the proposed DMHE is illustrated via the application to a reactor-separator process example.     

非线性系统参数估计的一类有效搜索策略

结合模拟退火的随机概率突跳性搜索和单纯形法的凸多面体几何搜索,提出了非线性 系统参数估计的一类有效搜索策略.通过对多种非线性定常系统的多维参数估计和非线性时变 水箱系统的参数与时滞在线联合估计的仿真研究,验证了该方法的可行性、有效性及其一定的 抗噪声能力.     

基于强跟踪滤波器的目标运动参数估计方法研究

针对船舶动力定位系统中目标跟踪控制需求,提出了一种基于强跟踪滤波器的目标运动参数估计方法,建立了两种目标运动参考坐标系,给出了坐标系之间转换基本方法;设计了引入渐消因子的强跟踪滤波器进行目标运动状态和参数估计。通过与扩展卡尔曼滤波器的参数估计对比仿真试验,验证了基于强跟踪滤波器的目标运动参数估计方法具有较好的跟踪性能。     

Set-membership filtering for systems with sensor saturation

This paper addresses the set-membership filtering problem for a class of discrete time-varying systems with sensor saturation in the presence of unknown-but-bounded process and measurement noises. A sufficient condition for the existence of set-membership filter is derived. A convex optimisation method is proposed to determine a state estimation ellipsoid that is a set of states compatible with sensor saturation and unknown-but-bounded process and measurement noises. A recursive algorithm is developed for computing the ellipsoid that guarantees to contain the true state by solving a time-varying linear matrix inequality. Simulation results are provided to demonstrate the effectiveness of the proposed method.