卫星时滞系统的强跟踪鲁棒扩展Kalman滤波

针对具有状态时滞和未知不确定性的卫星姿态控制系统，提出一种强跟踪鲁棒扩展Kalman滤波器，以实现执行器和传感器的并发故障估计。首先，考虑系统噪声，视故障为系统的辅助变量，建立增广时滞非线性系统。然后，提出鲁棒扩展Kalman滤波器，引入鲁棒上界以减少线性化误差。进一步，针对系统过程不确定性导致预测协方差精度较低的问题，引入基于多重次优渐消因子的强跟踪算法，以降低不确定性对滤波精度的影响。最后，给出仿真算例，将所提出方法与鲁棒扩展Kalman算法和扩展Kalman算法进行对比仿真。仿真结果表明，相较于其他两种算法，所提出方法的状态估计和故障估计均方根误差的平均值分别降低了69.2%、60.6%和88.1%、78.9%,仿真结果验证了设计方案的有效性。     

基于粒子群优化的鲁棒Minimax估计

针对未知但有界噪声干扰下的动态系统提出一种基于粒子群优化的鲁棒minimax估计方法.方法的基本思想是将鲁棒minimax估计问题转化为参数空间上的优化问题,然后采用一种改进粒子群优化算法获得模型参数的最优估计.仿真结果显示该方法可以在估计模型参数的同时准确估计误差界的大小.     

观测模型误差不确定的锂电池SOC估计方法

建立的锂电池非线性系统中存在不确定的观测模型误差时,会影响滤波器估计的精度和稳定性,严重时还会导致估计结果发散。针对这一问题,基于变分贝叶斯自适应滤波方法,提出了一种鲁棒UKF算法。该算法构建虚拟观测噪声用来补偿观测模型误差,并采用逆Wishart分布对虚拟观测噪声协方差建模。在变分迭代过程中,实现对系统状态和虚拟观测噪声协方差的联合后验概率估计,使估计结果自适应地逼近到真实分布。利用无迹卡尔曼滤波对系统状态进行更新。结合锰酸钾锂电池非线性模型进行仿真实验表明,该算法估计锂电池荷电状态具有很好的精度、跟踪速度以及鲁棒性。     

基于强跟踪滤波器的电力系统频率测量算法

频率在电力系统保护与控制、电能质量监测等领域都起到了关键作用。建立了谐波和噪声干扰下的电压信号的复数状态空间描述,提出了基于强跟踪滤波器(Strong Tracking Filter, STF)的电力系统频率测量算法。解决了扩展复数卡尔曼滤波(Extended Complex Kalman filter, ECKF)算法在算法收敛后,系统状态发生突变的情况下需要重置误差协方差阵来重新跟踪这些变化的问题,进一步提高了其动态跟踪速度。通过与鲁棒型扩展复数卡尔曼滤波(Robust Extended Complex Kalman Filter, RECKF)算法的对比仿真表明,STF测频算法在迅速跟踪电压频率、幅值和相位变化的同时又能够保持较低的跟踪误差。     

基于扩展Kalman滤波器的PMSM高性能控制系统

扩展Kalman滤波器考虑了系统噪声和测量噪声的影响,是一种基于最优控制理论的非线性估计方法.本文提出一种新型的用于永磁同步电机(PMSM)的基于扩展Kalman滤波器(EKF)的状态观测器,可以把有限精度的光电码盘信号的量化误差考虑为测量噪声,从而可以精确观测转子位置和转子转速.电机不需要知道转子初始位置就可以起动.该状态观测器还可以观测负载转矩,利用观测的负载转矩形成对给定转矩的前馈补偿,可以大大改善负载转矩波动过程中的转速控制性能.在轻负载时永磁同步电机定子电流较小,因此电流测量过程中的噪声和干扰对系统性能的影响就非常明显.Kalman滤波器可以有效消除电流测量值中的干扰和测量噪声,提高系统在轻载时的性能.仿真和实验结果验证了该系统的性能.     

粒子群算法优化扩展卡尔曼滤波器电机转速估计

转速估计的精度直接影响无速度传感器矢量控制的效果,针对感应电机扩展卡尔曼滤波器(EKF)转速估计中难以取得系统噪声矩阵和测量噪声矩阵最优值的问题,提出了一种基于改进粒子群算法优化的EKF转速估计方法.该方法利用改进的粒子群算法对EKF中的系统噪声矩阵和测量噪声矩阵进行优化处理,将优化后的EKF应用于感应电机转速估计.仿真试验表明,与试探法、标准粒子群算法及遗传算法比较,该方法能有效提高转速估计的精度,从而提高无速度传感器矢量控制系统的性能.     

一种鲁棒预测辅助电力系统状态估计算法

状态实时监测与控制对于电网安全经济运行具有重要意义。提出一种鲁棒预测辅助电力系统状态估计算法,即广义最大似然-扩展卡尔曼滤波法(GM-EKF)。该算法以预测辅助状态估计为基础,由线性回归模型构建、异常值辨识、鲁棒预白化和鲁棒滤波等过程构成。在高斯噪声分布时,GM-EKF可以有效降低异常值对估计性能的不良影响。仿真实验在多种不同测试系统中进行,且每个测试都包括正常运行、多不良数据和负荷突变3种情况,实验结果验证了GM-EKF的可行性和鲁棒性。     

基于强跟踪滤波器的电力系统频率测量算法

频率在电力系统保护与控制、电能质量监测等领域都起到了关键作用。建立了谐波和噪声干扰下的电压信号的复数状态空间描述,提出了基于强跟踪滤波器(Strong Tracking Filter,STF)的电力系统频率测量算法。解决了扩展复数卡尔曼滤波(Extended Complex Kalmanfilter,ECKF)算法在算法收敛后,系统状态发生突变的情况下需要重置误差协方差阵来重新跟踪这些变化的问题,进一步提高了其动态跟踪速度。通过与鲁棒型扩展复数卡尔曼滤波(Robust Extended Complex Kalman Filter,RECKF)算法的对比仿真表明,STF测频算法在迅速跟踪电压频率、幅值和相位变化的同时又能够保持较低的跟踪误差。     

基于一致鲁棒精确微分器的直流电机输出反馈鲁棒控制

针对具有不可测状态和不确定非线性的直流电机位置伺服系统,提出一种基于一致鲁棒精确微分器(URED)的输出反馈鲁棒控制算法。所构造的一致鲁棒精确微分器不依赖于系统输入和参数,它只用于估计系统状态,并能保证状态估计的全局有界性以及有限时间的准确估计。鲁棒控制处理不确定非线性,通过李雅普诺夫方法从理论上证明了整个闭环系统的稳定性。由仿真结果可见,系统跟踪误差最大约为0.05 mm,相对跟踪误差约为0.25%,证明了所提算法的有效性。     

基于自适应插值强跟踪扩展卡尔曼滤波的电力系统动态状态估计研究

针对扩展卡尔曼滤波(extended Kalman filter,EKF)算法在电力系统状态估计时存在鲁棒性差,精度被非线性系统的非线性程度制约大等缺点,提出一种自适应插值强跟踪扩展卡尔曼滤波(adaptive interpolation strong tracking extended Kalman filter,AISTEKF)算法,用于电力系统的动态状态估计。新算法利用自适应插值在两个连续采样点之间增加伪量测值,减小了EKF的线性化误差,有效提高了算法估计的精度;此外,该方法在EKF算法基础上引入强跟踪理论,增强了算法估计的鲁棒性。为验证所提出方法的有效性,分别运用EKF算法、自适应插值扩展卡尔曼滤波(adaptive interpolation extended Kalman filter,AIEKF)算法和AISTEKF算法对IEEE-5节点系统和IEEE-30节点系统进行动态状态估计。实验结果表明,与EKF和AIEKF算法相比,无论在高斯噪声环境下还是3种有偏噪声环境下,AISTEKF算法的电压幅值估计精度和电压相角估计精度都有显著性提高。所提出的新算法是一种鲁棒性好且估计...     

采用抗差扩展卡尔曼滤波器的感应电机转速估计方法

扩展卡尔曼滤波器(extended Kalman fileter,EKF)已广泛应用于无速度传感器矢量控制转速估计。尽管扩展卡尔曼滤波器具有较强的抗干扰能力,但是面对粗差时仍然会出现较大的抖动,影响系统的控制性能。提出了一种基于抗差扩展卡尔曼滤波器的转速估计方法,分析了粗差对扩展卡尔曼滤波器估算精度的影响,探讨了在应用于感应电机转速估计时抗差EKF能否同样取得良好的估计精度,以及优于EKF的抗粗差性能。通过仿真与实验,对比了遇到较大外部干扰和估算误差干扰时抗差EKF与EKF的转速误差和磁链变化。仿真与实验结果表明,抗差EKF较EKF而言具有更好的抗粗差性能,可以使系统遇到干扰时更快收敛。     

Robust time‐varying Kalman estimators for systems with packet dropouts and uncertain‐variance multiplicative and linearly correlated additive white noises

This paper is concerned with robust estimation problem for a class of time‐varying networked systems with uncertain‐variance multiplicative and linearly correlated additive white noises, and packet dropouts. By augmented state method and fictitious noise technique, the original system is converted into one with only uncertain noise variances. According to the minimax robust estimation principle, based on the worst‐case system with conservative upper bounds of uncertain noise variance, the robust time‐varying Kalman estimators (filter, predictor, and smoother) are presented. A unified approach of designing the robust Kalman estimators is presented based on the robust Kalman predictor. Their robustness is proved by the Lyapunov equation approach in the sense that their actual estimation error variances are guaranteed to have the corresponding minimal upper bounds for all admissible uncertainties. Their accuracy relations are proved. The corresponding robust steady‐state Kalman estimators are also presented, and the convergence in a realization between the time‐varying and steady‐state robust Kalman estimators is proved. Finally, a simulation example applied to uninterruptible power system shows the correctness and effectiveness of the proposed results.     

Accurate tracking of harmonic signals in VSC-HVDC systems using PSO based unscented transformation

This paper presents the estimation of harmonics in a voltage source converter based HVDC (VSC-HVDC) system for designing AC side filters. The extended Kalman filter (EKF) is well known for estimating amplitude, phase, frequency, and harmonic content of a signal corrupted with noise. However, the EKF algorithm suffers from instability due to linearization and costly calculation of Jacobian matrices, and its performance deteriorates when the signal model is highly nonlinear. This paper, therefore, proposes an unscented Kalman filter (UKF) to overcome these difficulties of linearization and derivative calculations for robust tracking of harmonics in VSC-HVDC system. The model and measurement error covariance matrices Q and R along with the UKF parameters are selected using a modified particle swarm optimization (PSO) algorithm. To circumvent the problem of premature convergence and local minima, a dynamically varying inertia weight based on the variance of the population fitness is used. This results in a better local and global searching ability of the particles, which improves the convergence of the velocity and better accuracy of the UKF parameters. Various simulation results for harmonic signals corrupted with noise obtained from VSC-HVDC system reveal significant improvement in noise rejection and speed of convergence and accuracy.     

The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise

This article develops the modified extended Kalman filter based recursive estimation algorithms for Wiener nonlinear systems with process noise and measurement noise. The prior estimate of the linear block output is computed based on the auxiliary model, and the posterior estimate is updated by designing a modified extended Kalman filter. A multi-innovation gradient algorithm and a recursive least squares algorithm are derived to estimate the parameters of the linear subsystem, respectively. The simulation examples are provided to demonstrate the effectiveness of the proposed algorithms.     

考虑衰减直流分量的动态相量强跟踪测量算法

故障电流信号的频率变化以及包含的衰减直流分量会严重影响基于傅里叶变换的相量测量算法的精度和动态响应速度。文中提出了一种利用强跟踪滤波器滤除衰减直流分量的动态相量测量算法。首先,将衰减直流分量用其二阶泰勒展开多项式来表示,在状态变量中添加衰减直流分量及其一阶导数和二阶导数,建立含有基波角频率、幅值等参数和衰减直流分量参数的故障电流的非线性状态空间模型,减小信号估计的模型误差。其次,为了提高扩展卡尔曼滤波器在系统达到稳定时对系统参数突变的跟踪能力,利用强跟踪滤波器递推估计各状态变量。所提方法能够有效抑制衰减直流分量对相量测量精度的影响,对时变故障电流信号具有良好的动态响应能力。采用所提算法对加噪声的数值信号以及ATP-EMTP故障仿真信号进行相量测量,结果验证了算法的正确性与有效性。     

基于PnP和自适应线性卡尔曼滤波的实时位姿估计

针对实时位姿估计中扩展卡尔曼滤波(EKF)线性化引入非线性误差和依赖已知噪声分布的缺点,提出一种基于Pn P的自适应线性卡尔曼滤波位姿估计求解方法。将Pn P位姿估计求解策略引入卡尔曼滤波观测方程,通过对动态方程误差统计参数实时估计,自适应调节卡尔曼滤波递推参数。所提算法求解精度高,固定了观测方程的观测向量维度,提高了算法实用性。通过仿真试验,比较了该算法与EKF的位姿估计精度,通过量化误差分析,证明了该方法可以提高三维运动位姿估计精度,也验证了该方法的有效性。     

Robust integrated covariance intersection fusion Kalman estimators for networked systems with random measurement delays,multiplicative noises,and uncertain noise variances

In this article, the robust distributed fusion Kalman filtering problems are addressed for the networked mixed uncertain multisensor systems with random one-step measurement delays, multiplicative noises, and uncertain noise variances. A new augmented state approach with fictitious measurement noises modeled by the first-order moving average models is presented, by which the original system is transformed into a standard uncertain system only with uncertain-variance fictitious white noises. Based on the minimax robust estimation principle and Kalman filtering theory, a universal integrated covariance intersection (ICI) fusion approach is presented in the sense that first of all the robust local estimators and their conservative error variances and crosscovariances are presented, and then integrating the local estimation information yields ICI fusers. An extended Lyapunov equation approach with two kinds of Lyapunov equations is presented in order to prove the robustness and to compute fictitious noise statistics. Applying these approaches, the minimax robust local, ICI, and fast ICI fused Kalman estimators (predictor, filter, and smoother) are presented, such that for all admissible uncertainties, their actual estimation error variances are guaranteed to have the corresponding minimal upper bounds. Their robustness, accuracy relations, and convergence are also proved. The proposed ICI fusers improve the robust accuracies and overcome the drawbacks of the original covariance intersection fusers, such that the robust local estimators and their conservative variances are assumed to be known, and their conservative crosscovariances are ignored. Two simulation examples applied to the offshore platform system verify their correctness, effectiveness, and applicability.     

Robust adaptive unscented Kalman filter for attitude estimation of pico satellites

Unscented Kalman filter (UKF) is a filtering algorithm that gives sufficiently good estimation results for the estimation problems of nonlinear systems even when high nonlinearity is in question. However, in case of system uncertainty or measurement malfunctions, the UKF becomes inaccurate and diverges by time. This study introduces a fault‐tolerant attitude estimation algorithm for pico satellites. The algorithm uses a robust adaptive UKF, which performs correction for the process noise covariance (Q‐adaptation) or measurement noise covariance (R‐adaptation) depending on the type of the fault. By the use of a newly proposed adaptation scheme for the conventional UKF algorithm, the fault is detected and isolated, and the essential adaptation procedure is followed in accordance with the fault type. The proposed algorithm is tested as a part of the attitude estimation algorithm of a pico satellite. Copyright © 2013 John Wiley & Sons, Ltd.