Decentralized state estimation for a large-scale spatially interconnected system

A decentralized state estimator is derived for the spatially interconnected systems composed of many subsystems with arbitrary connection relations. An optimization problem on the basis of linear matrix inequality (LMI) is constructed for the computations of improved subsystem parameter matrices. Several computationally effective approaches are derived which efficiently utilize the block-diagonal characteristic of system parameter matrices and the sparseness of subsystem connection matrix. Moreover, this decentralized state estimator is proved to converge to a stable system and obtain a bounded covariance matrix of estimation errors under certain conditions. Numerical simulations show that the obtained decentralized state estimator is attractive in the synthesis of a large-scale networked system.     

复杂交通流下基于卡尔曼滤波的多目标全生命周期状态估计

针对复杂行车环境下噪声干扰和车辆行车过程中状态变化导致交通场景中目标状态估计精度低的问题,以毫米波雷达 为检测传感器,提出涵盖参数初始化和在线更新的基于卡尔曼滤波的多目标全生命周期状态估计方法。 首先,建立交通流下多 目标运动状态的卡尔曼滤波状态估计模型;基于此,一方面提出基于数据驱动的卡尔曼滤波观测噪声协方差矩阵初始化的新方 法,另一方面采用变分贝叶斯方法对卡尔曼滤波参数进行在线更新,以此提高多目标状态估计精度;最后,在算法实现步骤的基 础上,利用实车数据开展测试验证工作。 实验结果表明,方法的目标状态估计均方误差为 0. 153,相较于传统卡尔曼滤波减小 了 36. 2% ,证明所提出方法对提升车辆感知精度的有效性。     

Characterization and calibration of MEMS inertial sensors for state and parameter estimation applications

Widening applications of inertial sensors have triggered the search for cost effective sensors and those based on MEMS technology have been gaining popularity and widespread use particularly for lower cost applications. However, inertial sensors are subject to various error sources and characteristics of these should be modelled carefully. Corrective calibration is required for successful use for anything but the most trivial applications, body state estimation and navigation being important application areas. In this paper, we review the deterministic error and random noise sources for these sensors, consider a number of inertial sensor calibration tests to provide models for these errors and derive the calibration parameters for MEMS based strapdown IMUs. We carry out these tests and present the results for a low cost and popular IMU. We further provide performance results for an example application of body state and parameter estimation using the derived calibration data and discuss our results.     

Robust decentralized hybrid adaptive output feedback fuzzy control for a class of large-scale MIMO nonlinear systems and its application to AHS

This paper presents a novel observer-based decentralized hybrid adaptive fuzzy control scheme for a class of large-scale continuous-time multiple-input multiple-output (MIMO) uncertain nonlinear systems whose state variables are unmeasurable. The scheme integrates fuzzy logic systems, state observers, and strictly positive real conditions to deal with three issues in the control of a large-scale MIMO uncertain nonlinear system: algorithm design, controller singularity, and transient response. Then, the design of the hybrid adaptive fuzzy controller is extended to address a general large-scale uncertain nonlinear system. It is shown that the resultant closed-loop large-scale system keeps asymptotically stable and the tracking error converges to zero. The better characteristics of our scheme are demonstrated by simulations.     

Resolver angle estimation using parameter and state estimation

In this paper, a new type of a resolver angle estimator that utilizes a combined parameter and state estimation scheme is proposed. A state-space model of a resolver is first developed with unknown parameters. Least square estimation is employed to obtain some unknown model parameters by using the measurements up to the current time. Based on the state-space model with estimated parameters, a constrained state estimator with finite memory is constructed to estimate the resolver angle. It is shown through simulation that the proposed scheme is very effective in suppressing noise and overcoming amplitude and phase imbalances compared with common angle tracking observers.     

Recursive parameter estimation for Hammerstein-Wiener systems using modified EKF algorithm

This paper focuses on the recursive parameter estimation for the single input single output Hammerstein-Wiener system model, and the study is then extended to a rarely mentioned multiple input single output Hammerstein-Wiener system. Inspired by the extended Kalman filter algorithm, two basic recursive algorithms are derived from the first and the second order Taylor approximation. Based on the form of the first order approximation algorithm, a modified algorithm with larger parameter convergence domain is proposed to cope with the problem of small parameter convergence domain of the first order one and the application limit of the second order one. The validity of the modification on the expansion of convergence domain is shown from the convergence analysis and is demonstrated with two simulation cases.     

Analysis of the optimal sampling rate for state estimation in sensor networks with delays

When addressing the problem of state estimation in sensor networks, the effects of communications on estimator performance are often neglected. High accuracy requires a high sampling rate, but this leads to higher channel load and longer delays, which in turn worsens estimation performance. This paper studies the problem of determining the optimal sampling rate for state estimation in sensor networks from a theoretical perspective that takes into account traffic generation, a model of network behaviour and the effect of delays. Some theoretical results about Riccati and Lyapunov equations applied to sampled systems are derived, and a solution was obtained for the ideal case of perfect sensor information. This result is also interesting for non-ideal sensors, as in some cases it works as an upper bound of the optimisation solution.     

Improvement on state estimation for discrete-time LTI systems with measurement loss

In this paper, we present a novel state estimation procedure for the LTI systems with loss of data at the output measurement channels. The proposed methodology aims at compensating such output measurement losses through an innovative design methodology which is based on the so-called linear prediction (LP) and Kalman filter theories. A compensated observation signal is first reconstructed using an LP subsystem and then supplied to a discrete-time Kalman filter in the closed-loop framework. We show that, under suitable assumptions, it is possible to reconstruct the lost data using an straightforward algorithm with the capability of associating an optimal filter order. A mass-spring-damper case study subject to measurement loss is provided to demonstrate some of the promising results of our proposed algorithm. Simulation results illustrate that the proposed estimation methodology is too far superior than those offered in the literature.     

Dual extended Kalman filter for combined estimation of vehicle state and road friction

Vehicle state and tire-road adhesion are of great use and importance to vehicle active safety control systems. However, it is always not easy to obtain the information with high accuracy and low expense. Recently, many estimation methods have been put forward to solve such problems, in which Kalman filter becomes one of the most popular techniques. Nevertheless, the use of complicated model always leads to poor real-time estimation while the role of road friction coefficient is often ignored. For the purpose of enhancing the real time performance of the algorithm and pursuing precise estimation of vehicle states, a model-based estimator is proposed to conduct combined estimation of vehicle states and road friction coefficients. The estimator is designed based on a three-DOF vehicle model coupled with the Highway Safety Research Institute(HSRI) tire model; the dual extended Kalman filter (DEKF) technique is employed, which can be regarded as two extended Kalman filters operating and communicating simultaneously. Effectiveness of the estimation is firstly examined by comparing the outputs of the estimator with the responses of the vehicle model in CarSim under three typical road adhesion conditions(high-friction, low-friction, and joint-friction). On this basis, driving simulator experiments are carried out to further investigate the practical application of the estimator. Numerical results from CarSim and driving simulator both demonstrate that the estimator designed is capable of estimating the vehicle states and road friction coefficient with reasonable accuracy. The DEKF-based estimator proposed provides the essential information for the vehicle active control system with low expense and decent precision, and offers the possibility of real car application in future.     

Incorporating delayed measurements in an improved high-degree cubature Kalman filter for the nonlinear state estimation of chemical processes

The on-line estimation of process quality variables has a large impact on the advanced monitoring and control techniques of chemical processes. The present study offers an improved high-degree cubature Kalman filter (HCKF) to solve the nonlinear state estimation problem of high-dimensional chemical processes. We substituted the Cholesky decomposition in the HCKF filter with a diagonalization transformation of the matrix. In addition, we enhanced numerical stability and estimation accuracy. On this basis, we present one nonlinear state estimation method based on the sample-state augmentation and improved HCKF to handle issues with delayed measurements. Finally, we used the nonlinear state estimation experiments for the polymerization process to validate the proposed method. The numerical results indicated the achievement of state estimation with higher accuracy and better stability following the effective utilization of the delayed measurements for nonlinear chemical processes.     

Extended dissipative state estimation for uncertain discrete-time Markov jump neural networks with mixed time delays

This paper is concerned with the problem of extended dissipativity-based state estimation for uncertain discrete-time Markov jump neural networks with finite piecewise homogeneous Markov chain and mixed time delays. The aim of this paper is to present a Markov switching estimator design method, which ensures that the resulting error system is extended stochastically dissipative. A triple-summable term is introduced in the constructed Lyapunov function and the reciprocally convex approach is utilized to bound the forward difference of the triple-summable term. The extended dissipativity criterion is derived in form of linear matrix inequalities. Numerical simulations are conducted to demonstrate the effectiveness of the proposed method.     

潮流计算及状态估计程序开发

基于C＋＋语言的面向对象技术,开发建立基础类库,在此类库基础上同时开发快速分解法潮流计算和快速分解法状态估计程序。大大缩短了程序开发时间。     

Pico satellite attitude estimation via Robust Unscented Kalman Filter in the presence of measurement faults

In the normal operation conditions of a pico satellite, a conventional Unscented Kalman Filter (UKF) gives sufficiently good estimation results. However, if the measurements are not reliable because of any kind of malfunction in the estimation system, UKF gives inaccurate results and diverges by time. This study introduces Robust Unscented Kalman Filter (RUKF) algorithms with the filter gain correction for the case of measurement malfunctions. By the use of defined variables named as measurement noise scale factor, the faulty measurements are taken into consideration with a small weight, and the estimations are corrected without affecting the characteristics of the accurate ones. Two different RUKF algorithms, one with single scale factor and one with multiple scale factors, are proposed and applied for the attitude estimation process of a pico satellite. The results of these algorithms are compared for different types of measurement faults in different estimation scenarios and recommendations about their applications are given.     

Input and state estimation for linear systems with a rank-deficient direct feedthrough matrix

The problem of joint input and state estimation for linear stochastic systems with a rank-deficient direct feedthrough matrix is discussed in this paper. Results from previous studies only solve the state estimation problem; globally optimal estimation of the unknown input is not provided. Based on linear minimum-variance unbiased estimation, a five-step recursive filter with global optimality is proposed to estimate both the unknown input and the state. The relationship between the proposed filter and the existing results is addressed. We show that the unbiased input estimation does not require any new information or additional constraints. Both the state and the unknown input can be estimated under the same unbiasedness condition. Global optimalities of both the state estimator and the unknown input estimator are proven in the minimum-variance unbiased sense.     

A novel distributed variational approximation method for density estimation in sensor networks

In this paper, a consensus filter based distributed variational Bayesian (CFBDVB) algorithm is developed for distributed density estimation. Sensor measurements are assumed to be statistically modeled by a finite mixture model for which the CFBDVB algorithm is used to estimate the parameters, including means, covariances and weights of components. This algorithm is based on three steps: (1) calculating local sufficient statistics at every node, (2) estimating a global sufficient statistics vector using a consensus filter, (3) updating parameters of the finite mixture model based on the global sufficient statistics vector. Scalability and robustness are two advantages of the proposed algorithm. Convergence of the CFBDVB algorithm is also proved using Robbins–Monro stochastic approximation method. Finally, to verify performance of CFBDVB algorithm, we perform several simulations of sensor networks. Simulation results are very promising.     

Cascaded Kalman and particle filters for photogrammetry based gyroscope drift and robot attitude estimation

Based on a cascaded Kalman–Particle Filtering, gyroscope drift and robot attitude estimation method is proposed in this paper. Due to noisy and erroneous measurements of MEMS gyroscope, it is combined with Photogrammetry based vision navigation scenario. Quaternions kinematics and robot angular velocity dynamics with augmented drift dynamics of gyroscope are employed as system state space model. Nonlinear attitude kinematics, drift and robot angular movement dynamics each in 3 dimensions result in a nonlinear high dimensional system. To reduce the complexity, we propose a decomposition of system to cascaded subsystems and then design separate cascaded observers. This design leads to an easier tuning and more precise debugging from the perspective of programming and such a setting is well suited for a cooperative modular system with noticeably reduced computation time. Kalman Filtering (KF) is employed for the linear and Gaussian subsystem consisting of angular velocity and drift dynamics together with gyroscope measurement. The estimated angular velocity is utilized as input of the second Particle Filtering (PF) based observer in two scenarios of stochastic and deterministic inputs. Simulation results are provided to show the efficiency of the proposed method. Moreover, the experimental results based on data from a 3D MEMS IMU and a 3D camera system are used to demonstrate the efficiency of the method.     

Robust state estimation for a class of uncertain nonlinear systems: Comparison of two approaches

In this paper, two approaches for robust state estimation of a class of Lipschitz nonlinear systems are proposed. First, a novel Unknown Input Observer (UIO) is designed without observer matching condition satisfaction. Then, an $H_{\infty }$ observer for approximate disturbance decoupling is proposed. Sufficient conditions for the existence of both proposed observers are derived based on a Lyapunov function. The achieved conditions are formulated in terms of a set of linear matrix inequalities (LMIs) and optimal gain matrices are obtained. The minimum values of the disturbance attenuation levels for both methods are obtained through solving optimization problems. Finally, the proposed approaches are compared by simulation studies of an automated highway system.     

A natural observer for optimal state estimation in second order linear structural systems

A state observer for mechanical and structural systems is derived in the context of the second order differential equation of motion of linear structural systems. The proposed observer possesses similar characteristics to the Kalman filter in the sense that it minimizes the trace of the state error covariance matrix within the predefined structure of the feedback gain. The main contribution of the paper consists of the fact that the proposed observer can be implemented directly as a modified linear finite element model of the system, subject to collocated corrective forces proportional to the measured response. The proposed algorithm is effectively illustrated in two different types of second order systems; a close-coupled spring–mass–damper multi-degree of freedom system and a plate subject to transverse vibrations.     

Autonomous dynamic displacement estimation from data fusion of acceleration and intermittent displacement measurements

Addressing the importance of displacement measurement of structural responses in the field of structural health monitoring, this paper presents an autonomous algorithm for dynamic displacement estimation from acceleration integration fused with displacement data intermittently measured. The presented acceleration integration algorithm of multi-rate Kalman filtering distinguishes itself from the past study in the literature by explicitly considering acceleration measurement bias. Furthermore, the algorithm is formulated by unique state definition of integration errors and error dynamics system modeling. To showcase performance of the algorithm, a series of laboratory dynamic experiments for measuring structural responses of acceleration and displacement are conducted. Improved results are demonstrated through comparison between the proposed and past study.