Humanoid state estimation using a moving horizon estimator

In this research, a new state estimator based on moving horizon estimation theory is suggested for the humanoid robot state estimation. So far, there are almost no studies on the moving horizon estimator (MHE)-based humanoid state estimator. Instead, a large number of humanoid state estimators based on the Kalman filter (KF) have been proposed. However, such estimators cannot guarantee optimality when the system model is nonlinear or when there is a non-Gaussian modeling error. In addition, with KF, it is difficult to incorporate inequality constraints. Since a humanoid is a complex system, its mathematical model is normally nonlinear, and is limited in its ability to characterize the system accurately. Therefore, KF-based humanoid state estimation has unavoidable limitations. To overcome these limitations, we propose a new approach to humanoid state estimation by using a MHE. It can accommodate not only nonlinear systems and constraints, but also it can partially cope with non-Gaussian modeling error. The proposed estimator framework facilitates the use of a simple model, even in the presence of a large modeling error. In addition, it can estimate the humanoid state more accurately than a KF-based estimator. The performance of the proposed approach was verified experimentally.     

Optimal continuous-time state estimation for linear finite and infinite-dimensional chemical process systems with state constraints

This work addresses optimal constrained state estimation problem for finite and infinite-dimensional chemical process systems. We consider cases when the prior information, in addition to the model parameters and the measurements, is available in the form of an inequality constraint with respect to the system's state. In the latest developments of the optimal state estimation theory, considerations of the state constraints have been often neglected since constraints do not fit easily in the structure of the optimal state estimator. Therefore, the issue of the state constraints being present needs to be addressed adequately, in particular, nonnegativity of concentration. Motivated by this, we developed a sequential, algorithmic optimal constrained state estimator for both finite and infinite-dimensional process systems commonly found in chemical process engineering (CSTR, tubular reactor). In this paper, we also designed an optimal constrained state estimator for a large class of dissipative infinite-dimensional systems which involve boundary actuation and point observation. Finally, illustrative examples of chemical process systems and proposed optimal state constrained estimation are presented.     

A simple solution to the singular linear minimum-variance estimation problem

A simple expression is obtained for the transfer function matrix of the minimum-variance estimator for the states of a linear stationary continuous-time right invertible system whose output is measured perfectly. Using thes-domain approach, it is shown that the optimal estimator first finds the driving noise input that achieves, when applied on the minimum-phase image model of the system, an output spectrum which is identical to the measurement spectrum. This input is then applied on a state-space representation of the minimum-phase image to produce the optimal estimate.     

通信受限下网络化多传感器系统的Kalman融合估计

研究了一类通信受限下网络化多传感器系统的 Kalman 融合估计问题, 其中通信受限 是指系统在一个采样周期内只允许有限个传感器与融合中心通信. 首先, 提出了一种周期性分组传输的通信策略, 并将每组传感器所对应的局部估计系统描述成一个离散周期子系统模型. 其次, 每个子系统根据最新测量信息的更新时刻, 选择相应的 Kalman 估计器 (滤波器或预报器), 从而得到各子系统在每一时刻的一个局部最优估计, 再通过矩阵加权线性最小方差最优融合准则得到最优融合估计,并给出了Kalman融合估计器的设计方法. 最后, 通过一个目标跟踪例子验证所提方法的有效性.     

基于强化学习的一类具有输入约束非线性系统最优控制

针对部分系统存在输入约束和不可测状态的最优控制问题,本文将强化学习中基于执行–评价结构的近似最优算法与反步法相结合,提出了一种最优跟踪控制策略.首先,利用神经网络构造非线性观测器估计系统的不可测状态.然后,设计一种非二次型效用函数解决系统的输入约束问题.相比现有的最优方法,本文提出的最优跟踪控制方法不仅具有反步法在处理...     

State estimation for linear systems with state equality constraints

This paper deals with the state estimation problem for linear systems with linear state equality constraints. Using noisy measurements which are available from the observable system, we construct the optimal estimate which also satisfies linear equality constraints. For this purpose, after reviewing modeling problems in linear stochastic systems with state equality constraints, we formulate a projected system representation. By using the constrained Kalman filter for the projected system and comparing its filter Riccati equation with those of the unconstrained and the projected Kalman filters, we clearly show, without using optimality, that the constrained estimator outperforms the other filters for estimating the constrained system state. Finally, a numerical example is presented, which demonstrates performance differences among those filters.     

An event-triggered approach to state estimation with multiple point- and set-valued measurements

In this work, we consider state estimation based on the information from multiple sensors that provide their measurement updates according to separate event-triggering conditions. An optimal sensor fusion problem based on the hybrid measurement information (namely, point- and set-valued measurements) is formulated and explored. We show that under a commonly-accepted Gaussian assumption, the optimal estimator depends on the conditional mean and covariance of the measurement innovations, which applies to general event-triggering schemes. For the case that each channel of the sensors has its own event-triggering condition, closed-form representations are derived for the optimal estimate and the corresponding error covariance matrix, and it is proved that the exploration of the set-valued information provided by the event-triggering sets guarantees the improvement of estimation performance. The effectiveness of the proposed event-based estimator is demonstrated by extensive Monte Carlo simulation experiments for different categories of systems and comparative simulation with the classical Kalman filter.     

On asymptotic behaviors of a sensitivity penalization based robust state estimator

Asymptotic properties are investigated in this paper for the robust state estimator derived by Zhou (2008) [11]. A new formula is derived for the update of the pseudo-covariance matrix of estimation errors. In the case where plant nominal parameters are time invariant, it is shown that, in order to guarantee that this pseudo-covariance matrix converges to a constant positive definite matrix, it is necessary and sufficient that some stabilizability and detectability conditions are satisfied. It is also proved that when these conditions are satisfied, the robust estimator converges to a stable time-invariant system. Moreover, when the system is exponentially stable, this estimate is asymptotically unbiased and its estimation errors are upper bounded.     

Event-triggered state estimation for Markovian jumping impulsive neural networks with interval time-varying delays

This paper investigates the event-triggered state estimation problem of Markovian jumping impulsive neural networks with interval time-varying delays. The purpose is to design a state estimator to estimate system states through available output measurements. In the neural networks, there are a set of modes, which are determined by Markov chain. A Markovian jumping time-delay impulsive neural networks model is employed to describe the event-triggered scheme and the network- related behaviour, such as transmission delay, data package dropout and disorder. The proposed event-triggered scheme is used to determine whether the sampled state information should be transmitted. The discrete delays are assumed to be time-varying and belong to a given interval, which means that the lower and upper bounds of interval time-varying delays are available. First, we design a state observer to estimate the neuron states. Second, based on a novel Lyapunov-Krasovskii functional (LKF) with triple-integral terms and using an improved inequality, several sufficient conditions are derived. The derived conditions are formulated in terms of a set of linear matrix inequalities , under which the estimation error system is globally asymptotically stable in the mean square sense. Finally, numerical examples are given to show the effectiveness and superiority of the results.     

Delay-dependent state estimation for delayed neural networks

In this letter, the delay-dependent state estimation problem for neural networks with time-varying delay is investigated. A delay-dependent criterion is established to estimate the neuron states through available output measurements such that the dynamics of the estimation error is globally exponentially stable. The proposed method is based on the free-weighting matrix approach and is applicable to the case that the derivative of a time-varying delay takes any value. An algorithm is presented to compute the state estimator. Finally, a numerical example is given to demonstrate the effectiveness of this approach and the improvement over existing ones.     

Infinite horizon MPC with non-minimal state space feedback

In the MPC literature, stability is usually assured under the assumption that the state is measured. Since the closed-loop system may be nonlinear because of the constraints, it is not possible to apply the separation principle to prove global stability for the output feedback case. It is well known that, a nonlinear closed-loop system with the state estimated via an exponentially converging observer combined with a state feedback controller can be unstable even when the controller is stable.One alternative to overcome the state estimation problem is to adopt a non-minimal state space model, in which the states are represented by measured past inputs and outputs [P.C. Young, M.A. Behzadi, C.L. Wang, A. Chotai, Direct digital and adaptative control by input–output, state variable feedback pole assignment, International Journal of Control 46 (1987) 1867–1881; C. Wang, P.C. Young, Direct digital control by input–output, state variable feedback: theoretical background, International Journal of Control 47 (1988) 97–109]. In this case, no observer is needed since the state variables can be directly measured. However, an important disadvantage of this approach is that the realigned model is not of minimal order, which makes the infinite horizon approach to obtain nominal stability difficult to apply. Here, we propose a method to properly formulate an infinite horizon MPC based on the output-realigned model, which avoids the use of an observer and guarantees the closed loop stability. The simulation results show that, besides providing closed-loop stability for systems with integrating and stable modes, the proposed controller may have a better performance than those MPC controllers that make use of an observer to estimate the current states.     

基于混合信号的状态估计方法

传统的系统状态估计方法只用到连续信号,而离散测量信号所包含的信息没有得到利用.提出一种基于混合信号(包括连续和离散)的系统状态估计方法,既利用了连续信号,也用到离散信号的信息.该方法将离散信号的变化视作系统的离散事件,提取其准确的信息并参与系统状态估计,构成具有混合系统特性的新型状态估计器.还讨论了该估计器的稳定性条件和设计方法.仿真实验证明这种所提出的状态估计方法可以有效地改善系统的状态估计性能.     

The optimal projection equations for reduced-order state estimation

First-order necessary conditions for optimal, steady-state, reduced-order state estimation for a linear, time-invariant plant in the presence of correlated disturbance and nonsingular measurement noise are derived in a new and highly simplified form. In contrast to the lone matrix Riccati equation arising in the full-order (Kalman filter) case, the optimal steady-state reduced-order estimator is characterized by three matrix equations (one modified Riccati equation and two modified Lyapunov equations) coupled by a projection whose rank is precisely equal to the order of the estimator and which determines the optimal estimator gains. This coupling is a graphic reminder of the suboptimality of proposed approaches involving either model reduction followed by "full-order" estimator design or full-order estimator design followed by estimator-reduction techniques. The results given here complement recently obtained results which characterize the optimal reduced-order model by means of a pair of coupled modified Lyapunov equations [7] and the optimal fixed-order dynamic compensator by means of a coupled system of two modified Riceati equations and two modified Lyapunov equations [6].     

A dynamic state estimator for power system dynamic security assessment

A global modularized dynamic state estimator is formulated to provide the data which will be required for future dynamic security assessment and dynamic security enhancement applications. The dynamic state estimator is global because it is capable of estimating small and large dynamic fluctuations in voltage angle and frequency for an entire area. The dynamic state estimator is composed of the sum of the static state estimate, obtained by using present hardware and algorithms and a modularized dynamic state estimate based on a linearized classical transient stability model with a stochastic load model. This dynamic state estimate component is modularized to (1) eliminate the need to measure or model external system generation and (2) to permit a reduction in computation requirements for (a) updating the linearized power system dynamic model and (b) for computing the state estimate. The modularization, which is accomplished by decoupling the linearized dynamic model for each subregion by measuring the power injections on lines connecting the subregion to the rest of the power system, causes the dynamic state estimate to be locally referenced. A global referencing procedure is proposed and discussed. A linearized stochastic model for the Michigan Electric Coordinated System is developed to illustrate the procedures proposed for developing the stochastic load model and determining the constant gain approximation for the governor turbine energy system dynamics. A summary of results on the performance of the Kalman state estimator is presented.     

Adaptive fuzzy dynamic surface control for a class of stochastic MIMO discrete-time nonlinear pure-feedback systems with full state constraints

This paper presents the design of an adaptive fuzzy dynamic surface control for a class of stochastic MIMO discrete-time nonlinear pure-feedback systems with full state constraints using a set of noisy measurements. The design approach is described as follows. The nonlinear uncertainty is approximated by using the fuzzy logic system at the first stage, secondly the proposed adaptive fuzzy dynamic surface control is designed based on a new saturation function for full state constraints, thirdly the number of the adjustable parameters is reduced by using the simplified extended single input rule modules, and finally the simplified weighted least squares estimator is in a simplified structure designed to take the estimates for the un-measurable states and the adjustable parameters. The simulation provides that the proposed approach is effective for the improvement of the system performance.     

Minimum-energy state estimation for systems with perspective outputs

This paper addresses the state estimation of systems with perspective outputs. We derive a minimum-energy estimator which produces an estimate of the state that is "most compatible" with the dynamics, in the sense that it requires the least amount of noise energy to explain the measured outputs. Under suitable observability assumptions, the estimate converges globally asymptotically to the true value of the state in the absence of noise and disturbance. In the presence of noise, the estimate converges to a neighborhood of the true value of the state. These results are also extended to solve the estimation problem when the measured outputs are transmitted through a network. In that case, we assume that the measurements arrive at discrete-time instants, are time-delayed, noisy, and may not be complete. We show that the redesigned minimum-energy estimator preserves the same convergence properties. We apply these results to the estimation of position and orientation for a mobile robot that uses a monocular charged-coupled device (CCD) camera mounted on-board to observe the apparent motion of stationary points. In the context of our application, the estimator can deal directly with the usual problems associated with vision systems such as noise, latency and intermittency of observations. Experimental results are presented and discussed.     

On estimation of nonlinear functionals from discrete noisy measurements

The principal objective of this paper is to estimate a nonlinear functional of state vector (NFS) in dynamical system. The NFS represents a multivariate functional of state variables which carries useful information of a target system for control. The paper focuses on estimation of the NFS in linear continuous-discrete systems. The optimal nonlinear estimator based on the minimum mean square error approach is derived. The estimator depends on the Kalman estimate of a state vector and its error covariance. Some challenging computational aspects of the optimal nonlinear estimator are solved by usage of the unscented transformation for implementation of the nonlinear estimator. The special quadratic functional of state vector (QFS) is studied in detail. We derive effective matrix formulas for the optimal quadratic estimator and mean square error. The quadratic estimator has a simple closed-form calculation procedure and it is easy to implement in practice. The obtained results we demonstrate on theoretical and practical examples with different types of an nonlinear functionals. Comparison analysis of the optimal and suboptimal estimators is presented. The subsequent application of the proposed optimal nonlinear and quadratic estimators demonstrates their effectiveness.     

一种基于数据驱动传输策略的带宽受限的分布式融合估计器

针对无线网络化多传感器融合估计中存在的网络拥堵、传感器能量有限以及通信带宽有限的问题, 本文以多传感器经通信网络组成的线性离散随机系统为研究对象, 提出了一种基于数据驱动传输策略的带宽受限的分布式融合估计器, 能够在降低传感器数据传输率的同时满足有限带宽的限制. 在目标状态满足高斯性的前提下, 给出了融合估计误差均方差一致有界的条件. 最后通过算例仿真验证所提方法的有效性.     

Moving horizon state estimation with global convergence using interval techniques: application to biotechnological processes

This work proposes an original method to estimate states in non-linear discrete-time systems with global convergence properties. The approach is based on the minimisation of a criterion (non-linear function, differentiable or not) that is the Euclidean norm of the difference between the estimated output and the measured output of the system over a considered time horizon. This method is based on an interval moving horizon state estimation method, called IMHSE, which is coupled to a technique of global optimisation of non-linear functions that uses interval arithmetic. The system states are described using a representation by interval numbers. The proposed technique is applied to biotechnological complex process models (solid substrate fermentation), and the results obtained through experimental and computer simulation demonstrate that this kind of estimator offers advantages over other observers and filters and can be easily implemented in an industrial context.