Particle filters for state and parameter estimation in batch processes

In process engineering, on-line state and parameter estimation is a key component in the modelling of batch processes. However, when state and/or measurement functions are highly non-linear and the posterior probability of the state is non-Gaussian, conventional filters, such as the extended Kalman filter, do not provide satisfactory results. This paper proposes an alternative approach whereby particle filters based on the sequential Monte Carlo method are used for the estimation task. Particle filters are initially described prior to discussing some implementation issues, including degeneracy, the selection of the importance density and the number of particles. A kernel smoothing approach is introduced for the robust estimation of unknown and time-varying model parameters. The effectiveness of particle filters is demonstrated through application to a benchmark batch polymerization process and the results are compared with the extended Kalman filter.     

Ellipsoidal parameter or state estimation under model uncertainty

Ellipsoidal outer-bounding of the set of all feasible state vectors under model uncertainty is a natural extension of state estimation for deterministic models with unknown-but-bounded state perturbations and measurement noise. The technique described in this paper applies to linear discrete-time dynamic systems; it can also be applied to weakly non-linear systems if non-linearity is replaced by uncertainty. Many difficulties arise because of the non-convexity of feasible sets. Combined quadratic constraints on model uncertainty and additive disturbances are considered in order to simplify the analysis. Analytical optimal or suboptimal solutions of the basic problems involved in parameter or state estimation are presented, which are counterparts in this context of uncertain models to classical approximations of the sum and intersection of ellipsoids. The results obtained for combined quadratic constraints are extended to other types of model uncertainty.     

State and parameter estimation of microbial growth processes

Based on a second order nonlinear model of microbial growth, two distinct problems—state estimation and parameter estimation—are considered. The first case assumes only one state is available from measurement and an asymptotic estimate of the other state is required. The second problem assumes both states are available, and considers the design of an estimator to provide asymptotic estimates of the growth system parameters.     

A hybrid data assimilation scheme for model parameter estimation: Application to morphodynamic modelling

We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.     

Adaptive divided difference filtering for simultaneous state and parameter estimation

A novel adaptive version of the divided difference filter (DDF) applicable to non-linear systems with a linear output equation is presented in this work. In order to make the filter robust to modeling errors, upper bounds on the state covariance matrix are derived. The parameters of this upper bound are then estimated using a combination of offline tuning and online optimization with a linear matrix inequality (LMI) constraint, which ensures that the predicted output error covariance is larger than the observed output error covariance. The resulting sub-optimal, high-gain filter is applied to the problem of joint state and parameter estimation. Simulation results demonstrate the superior performance of the proposed filter as compared to the standard DDF.     

State estimation for nonlinear systems under model uncertainties: a class of sliding-mode observers

This paper deals with the classical problem of state estimation, considering partially unknown, nonlinear systems with noise measurements. Estimation of both, state variables and unstructured uncertain term, are performed simultaneously. In order to transform the measured disturbance into system disturbance, an alternative system representation is proposed, which lead a more advantageous observer structure. The observer proposed contains a proportional-type contribution and a sliding term for the measurement of error, which provides robustness against noisy measurements and model uncertainties. Convergence analysis of the estimation methodology proposed is performed, analysing the equation of the dynamics of the estimation error; it is shown that the observer exhibits asymptotic convergence. Estimation of monomer concentration, average molecular weight, polydispersity and filtering of temperature in a batch stirred polymerization reactor illustrates the good performance of the observer proposed.     

Variable forgetting factors in parameter estimation

This paper is concerned with the influence of forgetting factors on the consistency of prediction error methods of identification. Based on Ljung's analysis of the off-line case, it is shown that the use of forgetting factors can give rise to identifiability problems, unless the behaviour of these factors over time satisfied certain conditions. The main theorem covers the cases when the factors are deterministic functions of time or calculated via an adaptive mechanism.     

Set membership state and parameter estimation for systems described by nonlinear differential equations

This paper investigates the use of guaranteed methods to perform state and parameter estimation for nonlinear continuous-time systems, in a bounded-error context. A state estimator based on a prediction-correction approach is given, where the prediction step consists in a validated integration of an initial value problem for an ordinary differential equation (IVP for ODE) using interval analysis and high-order Taylor models, while the correction step uses a set inversion technique. The state estimator is extended to solve the parameter estimation problem. An illustrative example is presented for each part.     

State and parameter estimation for nonlinear biological phenomena modeled by S-systems

Biological pathways can be modeled as a nonlinear system described by a set of nonlinear ordinary differential equations (ODEs). A central challenge in computational modeling of biological systems is the determination of the model parameters. In such cases, estimating these variables or parameters from other easily obtained measurements can be extremely useful. For example, time-series dynamic genomic data can be used to develop models representing dynamic genetic regulatory networks, which can be used to design intervention strategies to cure major diseases and to better understand the behavior of biological systems. Unfortunately, biological measurements are usually highly affected by errors that hide the important characteristics in the data. Therefore, these noisy measurements need to be filtered to enhance their usefulness in practice. This paper addresses the problem of state and parameter estimation of biological phenomena modeled by S-systems using Bayesian approaches, where the nonlinear observed system is assumed to progress according to a probabilistic state space model. The performances of various conventional and state-of-the-art state estimation techniques are compared. These techniques include the extended Kalman filter (EKF), unscented Kalman filter (UKF), particle filter (PF), and the developed improved particle filter (IPF). Specifically, two comparative studies are performed. In the first comparative study, the state variables (the enzyme CadA, the transport protein CadB, the regulatory protein CadC and lysine Lys for a model of the Cad System in E. coli (CSEC)) are estimated from noisy measurements of these variables, and the various estimation techniques are compared by computing the estimation root mean square error (RMSE) with respect to the noise-free data. In the second comparative study, the state variables as well as the model parameters are simultaneously estimated. In this case, in addition to comparing the performances of the various state estimation techniques, the effect of the number of estimated model parameters on the accuracy and convergence of these techniques is also assessed. The results of both comparative studies show that the UKF provides a higher accuracy than the EKF due to the limited ability of EKF to accurately estimate the mean and covariance matrix of the estimated states through lineralization of the nonlinear process model. The results also show that the IPF provides a significant improvement over PF because, unlike the PF which depends on the choice of sampling distribution used to estimate the posterior distribution, the IPF yields an optimum choice of the sampling distribution, which also accounts for the observed data. The results of the second comparative study show that, for all techniques, estimating more model parameters affects the estimation accuracy as well as the convergence of the estimated states and parameters. However, the IPF can still provide both convergence as well as accuracy related advantages over other estimation methods.     

汽车行驶状态参数估计研究进展与展望

准确而实时地获得汽车的行驶状态参数信息是实现汽车主动安全控制的关键问题,也是车载故障诊断的重要技术之一.随着估计理论的发展,利用车辆上已装备的传感器获得汽车行驶状态信息,进行汽车行驶状态参数估计是近年来的研究热点.本文首先给出汽车系统中需要进行估计的状态参数的分类及现有估计方案;然后对现有的各种汽车行驶状态参数估计方法加以综述,并分析了各种方法在汽车行驶状态参数估计方面的优缺点;最后对汽车行驶状态参数估计的进一步研究提出几点展望.     

Adaptive backstepping control for an engine cooling system with guaranteed parameter convergence under mismatched parameter uncertainties

This paper proposes a novel adaptive backstepping control for a special class of nonlinear systems with both matched and mismatched unknown parameters. The parameter update laws resemble a nonlinear reduced-order disturbance observer. Thus, the convergence of the estimated parameter values to the true ones is guaranteed. In each recursive design step, only single parameter update law is required in comparison to the existing standard adaptive backstepping techniques based on overparametrization and tuning functions. To make a fair comparison with the overparametrization and tuning function methods, a second-order nonlinear engine cooling system is taken as a benchmark problem. This system is subject to both matched and mismatched state-dependent lumped disturbances. Moreover, the proposed model-based controllers are compared with a classical PI control by using performance metrics, i.e., root-mean-square error and control effort. The comparative analysis based on these performance metrics, simulations as well as experiments highlights the effectiveness of the proposed novel adaptive backstepping control in terms of asymptotic tracking, global stability and guaranteed parameter convergence.     

Maximum a posteriori estimation of activation energies that control silicon self-diffusion

Self-diffusion in crystalline silicon is controlled by a network of elementary steps whose activation energies are important to know in a variety of applications in microelectronic fabrication. The present work employs maximum a posteriori (MAP) estimation to improve existing values for these activation energies, based on self-diffusion data collected at different values of the loss rates for interstitial atoms to the surface. Parameter sensitivity analysis shows that for high surface loss fluxes, the energy for exchange between an interstitial and the lattice plays the leading role in determining the shape of diffusion profiles. At low surface loss fluxes, the dissociation energy of large-atom clusters plays a more important role. Subsequent MAP analysis provides significantly improved values for these parameters.     

State of charge estimation for lithium-ion batteries: An adaptive approach

State of charge (SoC) estimation is of key importance in the design of battery management systems. An adaptive SoC estimator, which is named AdaptSoC, is developed in this paper. It is able to estimate the SoC in real time when the model parameters are unknown, via joint state (SoC) and parameter estimation. The AdaptSoC algorithm is designed on the basis of three procedures. First, a reduced-complexity battery model in state-space form is developed from the well-known single particle model (SPM). Then a joint local observability/identifiability analysis of the SoC and the unknown model parameters is performed. Finally, the SoC is estimated simultaneously with the parameters using the iterated extended Kalman filter (IEKF). Simulation and experimental results exhibit the effectiveness of the AdaptSoC.     

Sequential boundary eigenvalue destabilisation (SeBEDes): An expert method for parameter screening and estimation in complex ecosystem models

We present a new method to find parameter sets that allow all populations to co-exist in multi-trophic level food web models in which the outcome of competition between populations at each trophic level is determined by R* theory. The method involves sequentially destabilising an eigenvalue at the boundary equilibrium point of the winning population at each trophic level. We illustrate the procedure on a six population, three trophic level ecosystem model of a pelagic Antarctic ecosystem.We used the method to find an initial parameter set for which all populations coexisted. Only three model evaluations were required to find a parameter set that allowed coexistence. In contrast, a random search of parameter space required an average of 250 model evaluations to find each coexistence parameter set. The method is useful for identifying regions of parameter space that have high densities of coexistence solutions.     

State and input simultaneous estimation for a class of nonlinear systems

This paper addresses the problem of estimating simultaneously the state and input of a class of nonlinear systems. Here, the systems nonlinear part comprises a Lipschitz nonlinear function with respect to the state and input, and a state-dependent unknown function including additive disturbance as well as uncertain/nonlinear/time-varying terms. Upon satisfying some conditions, the observer design problem can be solved via a Riccati inequality or a LMI-based technique with asymptotic estimation guaranteed. A numerical example is included for illustration.     

An LFT approach to parameter estimation

In this paper we consider a unified framework for parameter estimation problems. Under this framework, the unknown parameters appear in a linear fractional transformation (LFT). A key advantage of the LFT problem formulation is that it allows us to efficiently compute gradients, Hessians, and Gauss–Newton directions for general parameter estimation problems without resorting to inefficient finite-difference approximations. The generality of this approach also allows us to consider issues such as identifiability, persistence of excitation, and convergence for a large class of model structures under a single unified framework.     

State feedback and estimation of well-posed systems

The class of well-posed systems includes many systems modeled by partial differential equations with boundary control and point sensing as well as many other systems with possibly unbounded control and observation. The closed-loop system created by applying state-feedback to any well-posed system is well-posed. A state-space realization of the closed loop is derived. A similar result holds for state estimation of a well-posed system. Also, the classical state-feedback/estimator structure extends to well-posed systems. In the final section state-space realizations for a doubly coprime factorization for well-posed systems are derived.This research was partially supported by the Fields Institute, which is funded by grants from the Ontario Ministry of Colleges and Universities and the Natural Sciences and Engineering Research Council of Canada, and by a grant from the Natural Sciences and Engineering Research Council of Canada.