带一步随机延迟量测非线性序列贝叶斯估计的条件后验克拉美罗下界

为了解决带一步随机延迟量测非线性状态估计器可获得最优性能的评价问题,提出了一种适用于带一步随机延迟量测非线性系统的条件后验克拉美罗下界(Conditional posterior Cramr-Rao lower bound, CPCRLB),且现有的CPCRLB仅是所提出的CPCRLB在延迟概率为零时的一种特例. 为了递归地计算提出的CPCRLB,本文提出了一种带一步随机延迟量测的粒子滤波器(Particle filter, PF),继而推导了提出的CPCRLB 一般近似解和在高斯噪声情况下的特殊近似解. 单变量非平稳增长模型、纯方位跟踪和频率调制信号模型的数值仿真证明了本文提出方法与现有方法相比的有效性和优越性.     

一种带多步随机延迟量测高斯滤波器的一般框架解

提出了一种适用于线性和非线性系统的带多步随机延迟量测高斯滤波器的一般框架解. 为了完成状态的递归更新估计, 噪声向量和先前时刻状态向量被扩展到当前时刻状态向量中. 然后基于贝叶斯方法推导了扩展后状态向量的一般框架解. 对于非线性系统, 通过利用不同的数值计算方法计算贝叶斯解中的高斯加权积分可以推导获得不同的高斯近似滤波器. 最后本文利用三阶球径容积准则来实施提出的方法, 并通过量测被随机延迟多步的目标跟踪模型对所提出的方法进行了仿真, 仿真结果验证了提出方法的有效性和优点.     

Active Disturbance Rejection Control for Uncertain Nonlinear Systems With Sporadic Measurements

This paper deals with the problem of active disturbance rejection control (ADRC) design for a class of uncertain nonlinear systems with sporadic measurements. A novel extended state observer (ESO) is designed in a cascade form consisting of a continuous time estimator, a continuous observation error predictor, and a reset compensator. The proposed ESO estimates not only the system state but also the total uncertainty, which may include the effects of the external perturbation, the parametric uncertainty, and the unknown nonlinear dynamics. Such a reset compensator, whose state is reset to zero whenever a new measurement arrives, is used to calibrate the predictor. Due to the cascade structure, the resulting error dynamics system is presented in a non-hybrid form, and accordingly, analyzed in a general sampled-data system framework. Based on the output of the ESO, a continuous ADRC law is then developed. The convergence of the resulting closed-loop system is proved under given conditions. Two numerical simulations demonstrate the effectiveness of the proposed control method.      

Particle filter with one-step randomly delayed measurements and unknown latency probability

In this paper, a new particle filter is proposed to solve the nonlinear and non-Gaussian filtering problem when measurements are randomly delayed by one sampling time and the latency probability of the delay is unknown. In the proposed method, particles and their weights are updated in Bayesian filtering framework by considering the randomly delayed measurement model, and the latency probability is identified by maximum likelihood criterion. The superior performance of the proposed particle filter as compared with existing methods and the effectiveness of the proposed identification method of latency probability are both illustrated in two numerical examples concerning univariate non-stationary growth model and bearing only tracking.     

Distributed Containment Control for Nonlinear Multi‐Agent Systems with Time‐Delayed Protocol

In this paper, the containment control problem is considered for nonlinear multi‐agent systems with directed communication topology. Under the guidance of designed distributed communication protocols with/without previous state information, the followers are expected to converge to a dynamic convex hull spanned by multiple leaders. Two multi‐step algorithms are proposed to construct the corresponding protocols, the state feedback protocol and the delay‐coupled protocol, under which the containment control can be achieved asymptotically. Furthermore, it is found that the delay‐coupled protocol is rather sensitive to time delays. That is, real‐time tracking will become impossible by only using long‐dated previous state information. Finally, a numerical example is given to demonstrate the applicability and efficiency of the proposed schemes.     

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.     

Robust Exponential Stability and Stabilization of a Class of Nonlinear Stochastic Time‐Delay Systems

This paper presents new exponential stability and delayed‐state‐feedback stabilization criteria for a class of nonlinear uncertain stochastic time‐delay systems. By choosing the delay fraction number as two, applying the Jensen inequality to every sub‐interval of the time delay interval and avoiding using any free weighting matrix, the method proposed can reduce the computational complexity and conservativeness of results. Based on Lyapunov stability theory, exponential stability and delayed‐state‐feedback stabilization conditions of nonlinear uncertain stochastic systems with the state delay are obtained. In the sequence, the delayed‐state‐feedback stabilization problem for a nonlinear uncertain stochastic time‐delay system is investigated and some sufficient conditions are given in the form of nonlinear inequalities. In order to solve the nonlinear problem, a cone complementarity linearization algorithm is offered. Mathematical and/or numerical comparisons between the proposed method and existing ones are demonstrated, which show the effectiveness and less conservativeness of the proposed method.     

Design of Adaptive Block Backstepping Controllers with Perturbations Estimation for Nonlinear State‐Delayed Systems in Semi‐Strict Feedback Form

This paper is an extended study of an existing block backstepping control scheme designed for a class of perturbed multi‐input systems with multiple time‐varying delays to solve regulation problems, where the time‐varying delays must be linear with state variables. A new control scheme is proposed in this research where all the unknown multiple time‐varying delay terms in the dynamic equations can be nonlinear state functions in non‐strict feedback form, and the upper bounds of the time‐delays as well as their derivatives need not to be known in advance. Another improvement is to further alleviate the problem of “explosion of complexity,” i.e., to reduce the number of time derivatives of virtual inputs that the designers have to compute in the design of controllers. This is done by utilizing an existent derivative estimation algorithm to estimate the perturbations in the designing of proposed controllers. Adaptive mechanisms are also embedded in the controllers so that the upper bounds of perturbations and perturbation estimation errors are not required to be known beforehand. The resultant controlled systems guarantee asymptotic stability in accordance with the Lyapunov stability theorem. Finally, a numerical example and a practical application are demonstrated to verify the merits and feasibility of the proposed control scheme.     

Estimation of Multi‐Order Spectra for Nonlinear Closed‐Loop Systems

In this paper, a multi‐order spectra estimation method is proposed for a nonlinear closed‐loop system based on the Volterra series. Owing to the correlation between the noise and the input, the estimation accuracy is poor when the nonlinear spectra of the plant is obtained using the traditional estimation method. In order to overcome this problem, a two‐step scheme is used to estimate the multi‐order spectrum of a nonlinear system operating in closed‐loop. Firstly, the generalized frequency response functions (GFRFs) from the reference signal to the input of the plant are estimated, and they are used to simulate the noise‐free input spectra of the plant. Secondly, the GFRFs of the controlled plant are estimated using the noise‐free input spectra and the output spectra. Because the GFRFs are multidimensional functions, the required amount of calculation for the estimation is very large. To reduce computational complexity, a simplified GFRF model is adopted to estimate the multi‐order nonlinear spectrum of the plant. In this model, the GFRF is transformed to a one‐dimensional function. Two simulation experiments are provided to illustrate the proposed approach.     

A robust continuous‐time fixed‐lag smoother for nonlinear uncertain systems

This paper presents a scheme for the design of a robust fixed‐lag smoother for a class of nonlinear uncertain systems. The proposed approach combines a nonlinear robust estimator with a stable fixed‐lag smoother, to improve the estimation error covariance. The robust fixed‐lag smoother is based on the use of integral quadratic constraints and minimax linear quadratic regulator estimation and control theory. The state estimator uses a copy of the system nonlinearity in the estimator and combines an approximate model of the delayed states to produce a smoother signal. Also in this work, a characterization of the delay approximation error is presented, and the corresponding integral quadratic constraint is included in the design, which gives a guaranteed bound on the performance cost function. In order to see the effectiveness of the method, it is applied to a quantum optical phase estimation problem. Results show a significant improvement in the error covariance of the estimator when compared with a robust nonlinear filter. Copyright © 2015 John Wiley & Sons, Ltd.     

Adaptive Gaussian filters for nonlinear state estimation with one-step randomly delayed measurements

This paper proposes new algorithms of adaptive Gaussian filters for nonlinear state estimation with maximum one-step randomly delayed measurements. The unknown random delay is modeled as a Bernoulli random variable with the latency probability known a priori. However, a contingent situation has been considered in this work when the measurement noise statistics remain partially unknown. Due to unavailability of the complete knowledge of measurement noise statistics, the unknown measurement noise covariance matrix is estimated along with states following: (i) variational Bayesian approach, (ii) maximum likelihood estimation. The adaptation algorithms are mathematically derived following both of the above approaches. Subsequently, a general framework for adaptive Gaussian filter is presented with which variants of adaptive nonlinear filters can be formulated using different rules of numerical approximation for Gaussian integrals. This paper presents a few of such filters, viz., adaptive cubature Kalman filter, adaptive cubature quadrature Kalman filter with their higher degree variants, adaptive unscented Kalman filter, and adaptive Gauss–Hermite filter, and demonstrates the comparative performance analysis with the help of a nontrivial Bearing only tracking problem in simulation. Additionally, the paper carries out relative performance comparison between maximum likelihood estimation and variational Bayesian approaches for adaptation using Monte Carlo simulation. The proposed algorithms are also validated with the help of an off-line harmonics estimation problem with real data.     

一类非线性系统的自适应观测器

This paper investigates the means to design the ob- server for a class of nonlinear systems with Lipschitz conditions and unknown parameters.A new design approach of full-order state adaptive observer is proposed.The constructed observer could guarantee the error of state and the error of parameter estimation to asymptotically converge to zero.Furthermore,a numerical example is provided to verify the effectiveness of the observer.     

一类非线性系统的自适应观测器

研究一类非线性系统的观测器设计方法, 这类非线性系统满足 Lipschitz 条件且含有未知参数. 提出了全状态自适应观测器设计的新方法. 构造的观测器能保证状态估计误差及参数估计误差渐近收敛于零. 文中给出数值例验证了观测器的有效性.     

Finite‐Time Stabilization of Stochastic High‐Order Nonlinear Systems

This paper considers the problem of global finite‐time stabilization in probability for stochastic high‐order nonlinear systems in which the power order is greater than or equal to one and the drift and diffusion terms satisfy weaker growth conditions. Based on stochastic Lyapunov theorem on finite‐time stability, via the combined adding one power integrator and sign function method, constructing a Lyapunov function and verifying the existence and uniqueness of solution, a continuous state feedback controller is designed to guarantee the closed‐loop system globally finite‐time stable in probability.     

Robust Model Predictive Control for Linear Discrete‐Time System With Saturated Inputs and Randomly Occurring Uncertainties

This paper investigates the robust model predictive control (RMPC) problem for a class of linear discrete‐time systems subject to saturated inputs and randomly occurring uncertainties (ROUs). Due to limited bandwidth of the network channels, the networked transmission would inevitably lead to incomplete measurements and subsequently unavoidable network‐induced phenomenon that include saturated inputs as a special case. The saturated inputs are assumed to be sector‐bounded in the underlying system. In addition, the ROUs are taken into account to reflect the difficulties in precise system modelling, where the norm‐bounded uncertainties are governed by certain uncorrelated Bernoulli‐distributed white noise sequences with known conditional probabilities. Based on the invariant set theory, a sufficient condition is derived to guarantee the robust stability in the mean‐square sense of the closed‐loop system. By employing the convex optimization technique, the controller gain is obtained by solving an optimization problem with some inequality constraints. Finally, a simulation example is employed to demonstrate the effectiveness of the proposed RMPC scheme.     

Non‐Parametric Identification Method of Volterra Kernels for Nonlinear Systems Excited by Multitone Signal

To solve the problem of Volterra frequency‐domain kernels (VFKs) of nonlinear systems, which can be difficult to identify, we propose a novel non‐parametric identification method based on multitone excitation. First, we have studied the output properties of VFKs of nonlinear systems excited by the multitone signal, and derived a formula for identifying VFKs. Second, to improve the efficiency of the non‐parametric identification method, we suggest an increase in the number of tones for multitone excitation to simultaneously identify multi‐point VFKs with one excitation. We also propose an algorithm for searching the frequency base of multitone excitation. Finally, we use the interpolation method to separate every order output of VFK and extract its output frequency components, then use the derived formula to calculate the VFKs. The theoretical analysis and simulation results indicate that the non‐parametric method has a high precision and convenience of operation, improving the conventional methods, which have the defects of being unable to precisely identify VFKs and identification results are limited to three‐order VFK.     

Discrete‐time Adaptive ILC for Non‐parametric Uncertain Nonlinear Systems with Iteration‐Varying Trajectory and Random Initial Condition

This paper presents a new discrete‐time adaptive iterative learning control approach (AILC) for a class of time‐varying nonlinear systems with nonparametric uncertainties and non‐repeatable external disturbances by incorporating a novel iterative estimate scheme. A major distinct feature of the presented approach is that uncertainties can be completely compensated for, using only I/O data. Another distinct feature is that the pointwise convergence is achieved over a finite time interval without requiring the matching condition on initial states and reference trajectory. Rigorous mathematical analysis is developed, and simulation results illustrate the effectiveness of the proposed approach.     

多率量测下随机跳变系统迁移交互多模型估计

实际工业过程中, 量测数据除了在线仪表采集的快速率数据, 还有离线化验等慢速率辅助量测数据. 为了更好地利用离线化验数据, 增加在线估计的精度, 针对随机跳变系统, 引入迁移学习思想, 提出迁移交互多模型估计 (Transfer interacting multiple model state estimator, IMM-TF) 新策略. 首先, 将离线化验数据的边缘分布作为可以迁移的知识, 迁移到贝叶斯后验分布, 实现辅助量测数据的充分利用. 其次, 利用KL (Kullback-Leibler) 散度度量知识迁移前后任务间的差异性, 求解最优的贝叶斯迁移估计器. 同时, 结合慢速率量测, 利用平滑策略获取待迁移的估计值, 解决多率量测下的迁移估计难题. 然后, 利用影响力函数构建辅助量测数据与估计性能之间的解析关系, 从而对迁移效果进行定量评价. 最后, 通过在目标跟踪实例中的应用, 表明所提方法的有效性及优越性.     

On the Design of Observer for Nonlinear Time‐Delay Systems

This paper suggests a new method to design observers in a class of nonlinear time‐delay systems with delays in system states. The method is based on an extension of the well‐known state‐dependent Riccati equation (SDRE) technique. The conditions for locally asymptotic stability of the proposed observer are investigated. Some numerical simulations are provided to show the design procedure and the flexibility of the proposed observer.