Moving horizon estimation for switching nonlinear systems

This paper is concerned with moving horizon estimation for a class of constrained switching nonlinear systems, where the system mode is regarded as an unknown discrete state to be estimated together with the continuous state. In this work, we establish the observability framework of switching nonlinear systems by proposing a series of concepts about observability and analyzing the properties of such concepts. By fully applying the observability properties, we prove the stability of the proposed moving horizon estimators. Simulation results are reported to verify the derived results.     

Cooperative Localization of AUVs Using Moving Horizon Estimation

This paper studies the localization problem of autonomous underwater vehicles (AUVs) constrained by limited size, power and payload. Such AUVs cannot be equipped with heavy sensors which makes their underwater localization problem difficult. The proposed cooperative localization algorithm is performed by using a single surface mobile beacon which provides range measurement to bound the localization error. The main contribution of this paper is twofold: 1) The observability of single beacon based localization is first analyzed in the context of nonlinear discrete time system, deriving a sufficient condition on observability. It is further compared with observability of linearized system to verify that a nonlinear state estimation is necessary. 2) Moving horizon estimation is integrated with extended Kalman filter (EKF) for three dimensional localization using single beacon, which can alleviate the computational complexity, impose various constraints and make use of several previous range measurements for each estimation. The observability and improved localization accuracy of the localization algorithm are verified by extensive numerical simulation compared with EKF.      

High‐order sliding‐mode observer for linear time‐varying systems with unknown inputs

In this article, an observer for linear time variant systems affected by unknown inputs is suggested. The proposed observer combines the deterministic least squares filter and the high‐order sliding‐mode differentiator to provide exact state reconstruction in spite of bounded unknown inputs and system instability. The cascade structure of the algorithm provides a correct state reconstruction for the class of linear time variant systems that satisfy the structural property of strong observability. Simulations illustrate the performance of the proposed algorithm. Copyright © 2016 John Wiley & Sons, Ltd.     

Estimation of dynamical-varying parameters by the internal modelprinciple

A novel design method of recursive algorithms for identification of linear deterministic SISO stable discrete systems with dynamical-varying parameters is presented. An algorithm for parameter identification of such systems, based on the known internal model principle and on the recursive least squares parameter estimation, is proposed. The system parameters are assumed to satisfy a linear difference equation with constant coefficients. A persistent excitation condition of the measurement vector automatically guarantees exponential stability and therefore there is no need to use any resetting procedures. This condition is similar in form to the observability gramian property of a linear time-varying system. Simulation and practical application of the algorithm on an experimental robot system show good tracking even when the parameters vary drastically and in an abrupt manner     

A new class of decentralized filters for interconnected systems

A filter is derived for interconnected dynamical systems in which the information pattern is decentralized. Qualitative aspects of the filter's performance are given in terms of an observability condition, and quantitative performance data are generated for the case of state estimation in a two-area power system.     

Optimal state estimation for stochastic systems: an informationtheoretic approach

In this paper, we examine the problem of optimal state estimation or filtering in stochastic systems using an approach based on information theoretic measures. In this setting, the traditional minimum mean-square measure is compared with information theoretic measures, Kalman filtering theory is reexamined, and some new interpretations are offered. We show that for a linear Gaussian system, the Kalman filter is the optimal filter not only for the mean-square error measure, but for several information theoretic measures which are introduced in this work. For nonlinear systems, these same measures generally are in conflict with each other, and the feedback control policy has a dual role with regard to regulation and estimation. For linear stochastic systems with general noise processes, a lower bound on the achievable mutual information between the estimation error and the observation are derived. The properties of an optimal (probing) control law and the associated optimal filter, which achieve this lower bound, and their relationships are investigated. It is shown that for a linear stochastic system with an affine linear filter for the homogeneous system, under some reachability and observability conditions, zero mutual information between estimation error and observations can be achieved only when the system is Gaussian     

A Bayesian solution to the multiple composite hypothesis testing for fault diagnosis in dynamic systems

This paper is concerned with model-based isolation and estimation of additive faults in discrete-time linear Gaussian systems. The isolation problem is stated as a multiple composite hypothesis testing on the innovation sequence of the Kalman filter (KF) that considers the system operating under fault-free conditions. Fault estimation is carried out, after isolating a fault mode, by using the Maximum a Posteriori (MAP) criterion. An explicit solution is presented for both fault isolation and estimation when the parameters of the fault modes are assumed to be realizations of specific random variables (RV).     

Stochastic stability of the discrete-time extended Kalman filter

The authors analyze the error behavior for the discrete-time extended Kalman filter for general nonlinear systems in a stochastic framework. In particular, it is shown that the estimation error remains bounded if the system satisfies the nonlinear observability rank condition and the initial estimation error as well as the disturbing noise terms are small enough. This result is verified by numerical simulations for an example system     

具有非完整约束移动机器人的超宽带-惯导-里程计融合定位与能观测性分析

为解决现有超宽带-惯导组合定位系统在轮式移动机器人的定位精度低、依赖高精度IMU等问题,提出了一种采用误差状态卡尔曼滤波融合超宽带-惯导-里程计的定位算法,利用里程计的线速度测量和由非完整约束隐含的伪测量,提高了移动机器人的位置和姿态估计精度. 同时,对于由多传感器测量模型组成的非线性系统,通过基于李导数的能观性秩条件分析方法对该系统的能观测性进行了详细的理论分析与数学证明,得到了系统局部弱可观的条件,从而确定了系统状态可以被无偏估计所需要的测量输出以及控制输入. 仿真结果表明,在满足能观测性条件时,本文提出的方法能够有效地获得移动机器人较准确的六自由度位姿,且相比传统方法显著提升了定位精度.     

Adaptive parameter estimation for a general dynamical system with unknown states

This paper is concerned with the design of a state filter for a time‐delay state‐space system with unknown parameters from noisy observation information. The key is to investigate new identification algorithms for interactive state and parameter estimation of the considered system. Firstly, an observability canonical state‐space model is derived from the original model by linear transformation for the purpose of simplifying the model structure. Secondly, a direct state filter is formulated by minimizing the state estimation error covariance matrix on the basis of the Kalman filtering principle. Thirdly, once the unknown states are estimated, a state filter–based recursive least squares algorithm is proposed for parameter estimation using the least squares principle. Then, a state filter–based hierarchical least squares algorithm is derived by decomposing the original system into several subsystems for improving the computational efficiency. Finally, the numerical examples illustrate the effectiveness and robustness of the proposed algorithms.     

Stochastically resilient extended Kalman filtering for discrete-time nonlinear systems with sensor failures

Missing sensor data is a common problem, which severely influences the overall performance of modern data-intensive control and computing applications. In order to address this important issue, a novel resilient extended Kalman filter is proposed for discrete-time nonlinear stochastic systems with sensor failures and random observer gain perturbations. The failure mechanisms of multiple sensors are assumed to be independent of each other with different failure rates. The locally unbiased robust minimum mean square filter is designed for state estimation under these conditions. The performance of the proposed estimation method is verified by means of numerical Monte Carlo simulation of two different nonlinear stochastic systems, involving a sinusoidal system and a Lorenz oscillator system.     

Finite-time state observation for non-linear uncertain systems via higher-order sliding modes

This article deals with the problem of finite-time state estimation for a class of non-linear systems possibly affected by modelling uncertainties and/or unknown inputs. The proposed method, based on the high-order sliding mode control approach, does not require the system to be transformed to any normal form, which can be difficult to achieve in the presence of model uncertainties. The sufficient conditions for observability are derived in terms of certain geometric restrictions imposed on the system's vector fields. Methods for the approximate and exact reconstruction of the unknown inputs are given and simulation results are provided and commented.     

具有传感器增益退化的不确定系统融合估计器

研究具有传感器增益退化、模型不确定性的多传感器融合估计问题, 其中传感器增益退化现象描述为统计特性已知的随机变量, 模型的不确定性描述为系统矩阵受到随机扰动. 设计一种局部无偏估计器结构, 并建立以局部估计器增益为决策变量、以有限时域下融合估计误差为代价函数的优化问题. 在给出标量融合权重时, 考虑到求得最优的局部估计器增益的解析形式较为困难, 通过最小化代价函数的上界得到一组次优的局部估计器增益. 最后通过算例仿真表明了所设计融合估计器的有效性.

     

State estimation for networked control systems using fixed data rates

This paper investigates state estimation for linear time-invariant systems where sensors and controllers are geographically separated and connected via a bandwidth-limited and errorless communication channel with the fixed data rate. All plant states are quantised, coded and converted together into a codeword in our quantisation and coding scheme. We present necessary and sufficient conditions on the fixed data rate for observability of such systems, and further develop the data-rate theorem. It is shown in our results that there exists a quantisation and coding scheme to ensure observability of the system if the fixed data rate is larger than the lower bound given, which is less conservative than the one in the literature. Furthermore, we also examine the role that the disturbances have on the state estimation problem in the case with data-rate limitations. Illustrative examples are given to demonstrate the effectiveness of the proposed method.     

A modified extended Kalman filter for linear discrete-time systems with unknown parameters

This technical communique presents a modified extended Kalman filter for estimating the states and unknown parameters in discrete-time, multi-input multi-output linear systems. The hyperstability of the filter is guaranteed by introducing a compensator into the estimation mechanism. It is proved that the estimates for the states and unknown parameters converge to the exact values if some conditions are assumed to the estimation mechanism. A numerical example shows that the proposed filter is much more effective than the extended Kalman filter in the estimation of unknown parameters.     

Magnetic sensor-based simultaneous state and parameter estimation using a nonlinear observer

This paper presents an observer design technique for a newly developed non-intrusive position estimation system based on magnetic sensors. Typically, the magnetic field of an object as a function of position needs to be represented by a highly nonlinear measurement equation. Previous results on observer design for nonlinear systems have mostly assumed that the measurement equation is linear, even if the process dynamics are nonlinear. Hence, a new nonlinear observer design method for a Wiener system composed of a linear process model together with a nonlinear measurement equation is developed in this paper. First, the design of a two degree-of-freedom nonlinear observer is proposed that relies on a Lure system representation of the observer error dynamics. To improve the performance in the presence of parametric uncertainty in the measurement model, the nonlinear observer is augmented to estimate both the state and unknown parameters simultaneously. A rigorous nonlinear observability analysis is also presented to show that a dual sensor configuration is a sufficient and necessary condition for simultaneous state and parameter estimation. Finally, the developed observer design technique is applied to non-intrusive position estimation of the piston inside a pneumatic cylinder. Experimental results show that both position and unknown parameters can be reliably estimated in this application.     

Observability analysis of conewise linear systems via directional derivative and positive invariance techniques

Belonging to the broad framework of hybrid systems, conewise linear systems (CLSs) form a class of Lipschitz piecewise linear systems subject to state triggered mode switchings. Motivated by state estimation of nonsmooth switched systems, this paper exploits directional derivative and positive invariance techniques to characterize finite-time and long-time local observability of a general CLS. For the former observability notion, directional derivative results are developed from the simple switching property, and they yield improved observability conditions. For the latter notion, we focus on the case where a nominal trajectory has finitely many switchings. In order to characterize long-time behaviors of the CLS, necessary and sufficient conditions are obtained for the interior of a positively invariant cone. By employing these conditions, we establish connections between finite-time and long-time local observability; underlying positive invariance properties are unveiled.     

A Novel Fuzzy Approach for State Estimation of Nonlinear Hybrid Systems Using Particle Filtering Method

Reliable state estimation is challenging for nonlinear hybrid systems. Particle filtering has emerged as an appealing approach for online hybrid state estimation. Mode detection in nonlinear hybrid systems is, however, a troublesome issue for the conventional particle filter mainly due to sample impoverishment. The problem is also exacerbated when dynamics that govern healthy or faulty modes are close together. False mode detection consequently leads to erroneous continuous state estimation. This paper proposes a novel fuzzy‐based particle filter to reduce continuous state estimation errors due to failures in mode detection. It is fulfilled by considering a fuzzified contribution of each feasible mode in overall estimation. In addition, two new resampling strategies are presented to tackle the degeneracy problem. A set of simulation test studies are conducted to extract the characteristic features and evaluate the performance of the proposed algorithm compared to observation and transition‐based most likely modes tracking particle filter (OTPF) as one of the most meticulous proposed estimation algorithms. The simulation results demonstrate the superior efficiency of the algorithm in dealing with the considered potential estimation problems.     

Orthogonal projection based subspace identification against colored noise

In this paper, a bias-eliminated subspace identification method is proposed for industrial applications subject to colored noise. Based on double orthogonal projections, an identification algorithm is developed to eliminate the influence of colored noise for consistent estimation of the extended observability matrix of the plant state-space model. A shift-invariant approach is then given to retrieve the system matrices from the estimated extended observability matrix. The persistent excitation condition for consistent estimation of the extended observability matrix is analyzed. Moreover, a numerical algorithm is given to compute the estimation error of the estimated extended observability matrix. Two illustrative examples are given to demonstrate the effectiveness and merit of the proposed method.     

基于伪测量法的直链式N体空间绳系系统约束状态估计

针对直链式N体空间绳系系统（STS）,将系绳绳长作为先验信息,在仅使用2个GPS（全球定位系统）传感器的条件下,提出了一种基于伪测量法的约束状态估计方法。首先,基于Udwadia-Kalaba方法建立了一种新颖的直链式N体STS通用动力学模型。然后,针对GPS传感器更新频率低和非线性系统模型线性化过程中雅可比矩阵计算复杂的问题,开发了一种改进的平方根无迹卡尔曼滤波（IUKF）算法。同时,基于李导数的局部弱可观的秩判据方法严格证明了本文估计方法的可观性。最后,仿真验证了本文方法的有效性。仿真结果表明所提方法能够保证系统状态估计精度和跟踪实时性。