Robust H-infinity filtering for uncertain discrete-time systems using parameter-dependent Lyapunov functions

This paper deals with H-infinity filtering of discrete-time systems with polytopic uncertainties. The un- certain parameters are supposed to reside in a polytope. By using the parameter-dependent Lyapunov function approach and introducing some slack matrix variables, a new sufficient condition for the H-infinity filter design is presented in terms of solutions to a set of linear matrix inequalities (LMIs). In contrast to the existing results for H-infinity filter design, the main advantage of the proposed design method is the reduced conservativeness. An example is provided to demonstrate the effectiveness of the proposed method.     

Target tracking based on the extended H-infinity filter in wireless sensor networks

In this paper, we propose a new target tracking approach for wireless sensor networks (WSNs) by using the extended H-infinity filter. First, the extended H-infinity filter for nonlinear discrete-time systems is deduced through the Krein space analysis scheme. Then, the proposed extended H-infinity filtering algorithm is applied to target tracking in wireless sensor networks. Finally, experiments are conducted through a small wireless sensor network test-bed. Both experimental and simulation results illustrate that the extended H-infinity filtering algorithm is more accurate to track a moving target in wireless sensor networks than using the extended Kalman filter in the case of having no knowledge of the statistics of the environment and the target to be tracked.     

Reliable H-infinity filtering for linear systems with sensor saturation

In this paper, a new reliable H-infinity filter design problem is proposed for a class of continuous-time systems with sensor saturation and failures. Attention is focused on the analysis and synthesis problems of a full order reliable H-infinity filter such that the filtering error dynamics is asymptotically stable with a guaranteed disturbance rejection attenuation level γ. It is shown that the filtering error dynamics obtained from the original system plus the filter can be modeled by a linear system with sector bounded nonlinearity. The design conditions are given in terms of solutions to a set of linear matrix inequalities (LMIs). These conditions are then considered in a convex optimization problem with LMIs constraints in order to design an optimal reliable H-infinity filter. A numerical example is given to illustrate the effectiveness of the proposed results.     

A New FIR Filter for State Estimation and Its Application

This paper proposes a new FIR （finite impulse response） filter under a least squares criterion using a forgetting factor. The proposed FIR filter does not require information of the noise covariances as well as the initial state, and has some inherent properties such as time-invariance, unbiasedness and deadbeat. The proposed FIR filter is represented in a batch form and then a recursive form as an alternative form. Prom discussions about the choice of a forgetting factor and a window length, it is shown that they can be considered as useful parameters to make the estimation performance of the proposed FIR filter as good as possible. It is shown that the proposed FIR filter can outperform the existing FIR filter with incorrect noise covariances via computer simulations. Finally, as a useful application, an image sequence stabilization problem is considered. Through this application, the FIR filtering based approach is shown to be superior to the Kalman filtering based approach.     

H-infinity measurement-feedback control for discrete-time systems with a single measurement delay

H-infinity control problem for linear discrete-time systems with instantaneous and delayed measurements is studied. A necessary and sufficient condition for the existence of the H-infinity controller is derived by applying reorganized innovation analysis approach in Krein space. The measurement-feedback controller is designed by performing two Riccati equations. The presented approach does not require the state augmentation.     

Formal Verification Techniques Based on Boolean Satisfiability Problem

This paper exploits Boolean satisfiability problem in equivalence checking and model checking respectively. A combinational equivalence checking method based on incremental satisfiability is presented. This method chooses the candidate equivalent pairs with some new techniques, and uses incremental satisfiability algorithm to improve its performance.By substituting the internal equivalent pairs and converting the equivalence relations into conjunctive normal form (CNF)formulas, this approach can avoid the false negatives, and reduce the search space of SAT procedure. Experimental results on ISCAS‘85 benchmark circuits show that, the presented approach is faster and more robust than those existed in literature.This paper also presents an algorithm for extracting of unsatisfiable core, which has an important application in abstraction and refinement for model checking to alleviate the state space explosion bottleneck. The error of approximate extraction is analyzed by means of simulation. An analysis reveals that an interesting phenomenon occurs, with the increasing density of the formula, the average error of the extraction is decreasing. An exact extraction approach for MU subformula, referred to as pre-assignment algorithm, is proposed. Both theoretical analysis and experimental results show that it is more efficient.     

Robust fault detection for discrete-time Markovian jump systems with mode-dependent time-delays

This paper investigates a fault detection problem for a class of discrete-time Markovian jump systems with norm-bounded uncertainties and mode-dependent time-delays. Attention is focused on constructing the residual generator based on the filter of which its parameters matrices are dependent on the system mode, that is, the fault detection filter is a Markovian jump system as well. The design of fault detection filter is reduced to H-infinity filtering problem by using H-infinity control theory, which can guarantee the difference between the residual and the fault (or, more generally weighted fault) as small as possible in the context of enhancing the robustness of residual to modeling errors, control inputs and unknown inputs. Sufficient condition for the existence of the above filters is established by means of linear matrix inequalities, which can be readily solved by using standard numerical software. A numerical example is given to illustrate the feasibility of the proposed method.     

Nonlinear robust H-infinity filtering for a class of uncertain systems via convex optimization

A new approach for robust H-infinity filtering for a class of Lipschitz nonlinear systems with time-varying uncertainties both in the linear and nonlinear parts of the system is proposed in an LMI framework. The admissible Lipschitz constant of the system and the disturbance attenuation level are maximized simultaneously through convex multi-objective optimization. The resulting H-infinity filter guarantees asymptotic stability of the estimation error dynamics with exponential convergence and is robust against nonlinear additive uncertainty and time-varying parametric uncertainties. Explicit bounds on the nonlinear uncertainty are derived based on norm-wise and element-wise robustness analysis.     

Robust H-infinity filtering for time-delay systems with missing measurements： a parameter-dependent approach

Robust H-infinity filtering for a class of uncertain discrete-time linear systems with time delays and missing measurements is studied in this paper. The uncertain parameters are supposed to reside in a convex polytope and the missing measurements are described by a binary switching sequence satisfying a Bernoulli distribution. Our attention is focused on the analysis and design of robust H-infinity filters such that, for all admissible parameter uncertainties and all possible missing measurements, the filtering error system is exponentially mean-square stable with a prescribed H-infinity disturbance attenuation level. A parameter-dependent approach is proposed to derive a less conservative result. Sufficient conditions are established for the existence of the desired filter in terms of certain linear matrix inequalities （LMIs）. When these LMIs are feasible, an explicit expression of the desired filter is also provided. Finally, a numerical example is presented to illustrate the effectiveness and applicability of the proposed method.     

On the H ∞ deconvolution fixed-lag smoothing

The paper deals with the H _∞ deconvolution fixed-lag smoothing problem for a linear timeinvariant discrete-time system with both known and unknown input series. The H _∞ fixed-lag smoother is derived by proposing a new approach termed as re-organized innovation analysis in Krein space. Under the new approach, it is clearly shown that the central deconvolution smoother in an H _∞ setting is the same as the one in an H ₂ setting associated with one self-constructed stochastic state-space model. This insight allows us to calculate the complicated H _∞ deconvolution smoother in an intuitive and simple way. The deconvolution smoother is calculated by performing Riccati equation with the same order as the original system.     

广义系统H∞多步预报器设计

基于格林空间中的新息分析方法和卡尔曼滤波理论, 首次给出了广义系统H_∞多步预报器存在的充要条件和一种简单的计算方法. 本文将广义系统的H_∞多步预报问题转化为带有当前观测和时滞观测的格林空间中广义系统最小方差估计问题, 然后引入新息重组序列解决该最小方差估计问题. 通过求解维数与变换后的系统相同的两个黎卡提方程得到了H_∞预报器, 避免了处理带观测时滞系统时常采用的系统增广方法. 数值例子表明利用本文的新息重组方法计算广义系统H_∞多步预报器比用系统增广方法计算量小.     

自适应闭环H1滤波在组合导航系统中的实现研究

针对常规H∞滤波在组合导航系统中滤波精度不高的问题,采用闭环反馈的方法对滤波加以改进;并在闭环H∞滤波迭代方程中引入遗忘因子,利用量测噪声的变化自适应调整滤波增益,构成自适应闭环H∞滤波.理论分析表明,该改进的滤波算法降低了噪声十扰,但不影响H∞滤波本身的鲁棒性.无源北斗/SINS组合导航系统跑车数据的半物理仿真进一步表明,自适应闭环H∞滤波下的组合导航精度明显优于采用开环H∞滤波或不带有遗忘因子的闭环H∞滤波算法的导航精度,从而验证了改进滤波算法的有效性.     

离散系统多步观测时滞的H∞输出反馈控制

针对一类多观测时滞离散系统,本文提出了基于Krein空间理论解决H∞输出反馈问题的新方法．利用H∞输出反馈控制问题与不定二次型之间的关系,时滞系统的H∞控制问题分解为LQ问题和时滞的H∞估计问题．通过重组观测,时滞的H∞估计问题可转化为无时滞的H∞估计问题,从而给出由两个Riccati方程决定的H∞控制器存在的充要条件．本文的方法不需要增广系统．     

离散系统多步观测时滞的H∞输出反馈控制

针对一类多观测时滞离散系统, 本文提出了基于Krein空间理论解决H_∞输出反馈问题的新方法. 利用H_∞输出反馈控制问题与不定二次型之间的关系, 时滞系统的H-infinity控制问题分解为LQ问题和时滞的H_∞估计问题. 通过重组观测, 时滞的H_∞估计问题可转化为无时滞的H_∞估计问题, 从而给出由两个Riccati方程决定的H_∞控制器存在的充要条件. 本文的方法不需要增广系统.     

具有随机通讯时延的离散网络化系统的H∞滤波器设计

由于传感器和滤波器是通过有限带宽的网络连接的,因此系统的测量数据经常会出现时延,而且时延是随机的.本文讨论了具有一步随机通讯时延的离散网络化系统的H∞滤波器设计问题.利用线性矩阵不等式方法设计线性滤波器使得滤波误差系统是均方意义下指数稳定并具有给定的H∞性能.滤波器参数通过凸优化技术求解一个线性矩阵不等式得到.数值仿真表明设计方法的有效性.     

一种基于LMI的鲁棒故障诊断滤波器设计

研究了一类含有扰动的线性系统鲁棒故障诊断滤波器设计问题. 文中引入一种能同时体现残差对扰动信号鲁棒性和对故障信号灵敏性的性能指标, 利用H_∞理论把求解滤波器的问题转化为H_∞优化设计问题. 应用线性矩阵不等式(LMI)技术, 对此性能指标进行优化, 给出并证明了该设计问题解的存在性条件和滤波器增益阵的求解方法, 最后, 通过仿真实例验证了方法的有效性.