An iterated fuzzy extended Kalman filter for nonlinear systems

The fuzzy extended Kalman filter (FEKF) for state estimation can be used to deal with fuzzy uncertainty effectively. However, the linearisation processing of the FEKF introduces truncation error, which degrades the estimation precision. In order to reduce the error, a new iterated fuzzy extended Kalman filter (IFEKF), based on the FEKF and the maximum a posteriori estimation, is proposed in this article. Compared with the FEKF, the proposed algorithm can be used not only to deal with the fuzzy uncertainty, but also to reduce the truncation error and to estimate the states more accurately. With an algebraic example and a passive location simulation, it is shown that the IFEKF has better estimation precision than that of the FEKF.     

含有迟滞Hammerstein系统的非光滑卡尔曼状态估计

迟滞特性具有非光滑、多值映射等复杂特性.如果迟滞环节的末端还存在一个线性子系统,导致迟滞的输出信号不可测,使得整个系统的状态估计工作成为很大的难题,常规的估计方法无法直接应用到这类系统中.本文提出一种新的非光滑卡尔曼滤波器,描述了Hammerstein系统的状态空间方程.据此构造了能够随系统工作区间变化而自动切换的非光滑滤波器.最后通过仿真和实验,比较了非光滑卡尔曼滤波器和传统的卡尔曼滤波器的状态估计效果,比较结果表明非光滑卡尔曼滤波器对于带迟滞的Hammerstein系统状态变量的估计的准确性要优于传统的卡尔曼滤波器.     

间隙三明治系统的改进卡尔曼状态估计

控制工程中许多实际系统都可以描述为带间隙的三明治系统,由于间隙具有非光滑、局部记忆性和多值映射等复杂非线性特性,使得整个三明治系统的内部状态估计工作具有很大挑战性.首先根据间隙三明治系统的特性引入了几个自动切换函数,采用关键项分离原理,建立了随机噪声干扰下间隙三明治系统的非光滑整体伪线性状态空间模型.针对该系统提出了一种非光滑的改进卡尔曼滤波算法以估计系统状态,其工作机制能够随系统当前工作区间的转变而自动切换模式.仿真和实验结果表明,针对含噪声的间隙三明治系统,非光滑的改进卡尔曼滤波算法对系统状态的估计准确度要高于传统卡尔曼滤波算法.     

Kalman filter for controlled hybrid systems

The linear partially observed discrete-continuous (hybrid) stochastic controllable system described by differential equations with measures is considered. The optimal filtering equations in the form of generalized Kalman filter are obtained in the case of non-anticipating control. This result could be a theoretical basis for the optimal control in stochastic hybrid systems with incomplete information.     

A maximum-likelihood Kalman filter for switching discrete-time linear systems

State estimation is addressed for a class of discrete-time systems that may switch among different modes taken from a finite set. The system and measurement equations of each mode are assumed to be linear and perfectly known, but the current mode of the system is unknown. Moreover, additive, independent, normally distributed noises are assumed to affect the dynamics and the measurements. First, relying on a well-established notion of mode observability developed “ad hoc” for switching systems, an approach to system mode estimation based on a maximum-likelihood criterion is proposed. Second, such a mode estimator is embedded in a Kalman filtering framework to estimate the continuous state. Under the unique assumption of mode observability, stability properties in terms of boundedness of the mean square estimation error are proved for the resulting filter. Simulation results showing the effectiveness of the proposed filter are reported.     

Robust state estimation for a class of uncertain time-delay systems

This paper considers a robust state estimation problem for a class of uncertain time-delay systems. In this problem, the noise and uncertainty are modelled deterministically via an integral quadratic constraint. The robust state estimation problem involves constructing the set of all possible states at the current time consistent with given output measurements and the integral quadratic constraint. This set is found to be an ellipsoid which is constructed via a linear state estimator.     

State estimation for linear and non-linear equality-constrained systems

This article addresses the state-estimation problem for linear and non-linear systems for the case in which prior knowledge is available in the form of an equality constraint. The equality-constrained Kalman filter (KF) is derived as the maximum-a-posteriori solution to the equality-constrained state-estimation problem for linear and Gaussian systems and is compared to alternative algorithms. Then, four novel algorithms for non-linear equality-constrained state estimation based on the unscented KF are presented, namely, the equality-constrained unscented KF, the projected unscented KF, the measurement-augmentation unscented KF, and the constrained unscented KF. Finally, these methods are compared on linear and non-linear examples.     

Robust Kalman filtering for uncertain systems

This paper studies the problem of Kalman filter design for uncertain systems. The system under consideration is subjected to time-varying norm-bounded parameter uncertainties in both the state and measurement matrices. The problem we address is the design of a state estimator such that the covariance of the estimation error is guaranteed to be within a certain bound for all admissible uncertainties. A Riccati equation approach is proposed to solve the above problem. Furthermore, a suboptimal covariance upper bound can be computed by a convex optimization.     

Applying the unscented Kalman filter for nonlinear state estimation

Based on presentation of the principles of the EKF and UKF for state estimation, we discuss the differences of the two approaches. Four rather different simulation cases are considered to compare the performance. A simple procedure to include state constraints in the UKF is proposed and tested. The overall impression is that the performance of the UKF is better than the EKF in terms of robustness and speed of convergence. The computational load in applying the UKF is comparable to the EKF.     

基于模糊竞争学习的非线性系统自适应模糊建模方法

提出了一种新的基于模糊竞争学习的自调整的模糊建模方法. 基于模糊竞争学习, 模糊系统能够进行自适应模糊推理. 在被调整模糊系统基础上, 提出了一种非线性系统在线估计参数的在线辨识算法. 为了证明提出算法的有效性, 最后给出了几个例子的仿真结果.     

基于SRCKF 的自适应高斯和状态滤波算法

针对非线性非高斯离散动态系统中的状态估计问题,基于高斯和递推关系,提出一种高斯和状态估计算法GSSRCKF.首先将状态噪声、观测噪声及滤波初值均表示为高斯和的形式,以平方根容积卡尔曼滤波为子滤波器分别估计各高斯子项对应的系统状态;然后结合各子项对应的权值实现全局估计;最后设计高斯子项对应权值的自适应策略,并采用约简控制法降低计算复杂度.仿真结果验证了所提出的算法在滤波稳定性方面的优越性.     

基于Kalman滤波的带相关噪声系统统一的Wiener状态估值器

基于Kalman滤波和白噪声估值器, 对带非零均值相关噪声系统提出了渐近稳定的统一的和通用的Wiener状态估值器. 它们可统一处理滤波、平滑和预报问题, 且避免了计算最优初始状态估值. 它们揭示了Kalman滤波器和Wiener滤波器之间的关系.一个仿真例子说明其有效性.     

Robust Kalman filtering for uncertain discrete‐time linear systems

This paper presents a steady‐state robust state estimator for a class of uncertain discrete‐time linear systems with norm‐bounded uncertainty. It is shown that if the system satisfies some particular structural conditions and if the uncertainty has a specific structure, the gain of the robust estimator (which assures a guaranteed cost) can be calculated using a formula only involving the original system matrices. Among the conditions the system has to satisfy, the strongest one relies on a minimum phase argument. It is also shown that under the assumptions considered, the robust estimator is in fact the Kalman filter for the nominal system. Copyright © 2003 John Wiley & Sons, Ltd.     

基于鲁棒自适应Kalman滤波的PET放射性浓度重建

针对正电子发射断层成像重建过程中存在的系统模型误差和投影数据不确定性,提出了基于状态空间体系的鲁棒自适应Kalman滤波法。该方法根据药物动力学先验信息建立状态方程,结合PET测量方程组成状态空间模型。引入虚拟噪声来表示模型的系统矩阵误差之后,通过应用鲁棒自适应Kalman滤波法对未知的系统噪声以及观测噪声进行估计的同时完成PET放射性浓度的重建。实验结果表明,此算法比传统的最大似然法和滤波反投影法更具鲁棒性,适合应用于实际PET系统中。     

An adaptive unscented Kalman filter approach to secure state estimation for wireless sensor networks

Wireless sensor networks are vulnerable to false data injection attacks, which may mislead the state estimation. To solve this problem, this paper presents a chi-square test-based adaptive secure state estimation (CTASSE) algorithm for state estimation and attack detection. Taking advantage of Kalman filters, attack signal together with process noise or measurement noise are described as total white Gaussian noise with uncertain covariance matrix. The chi-square test method is used in the adaptation of the total noise covariance and attack detection. Then, a standard adaptive unscented Kalman filter (UKF) is used for the state estimation. Finally, simulation results show that the proposed CTASSE algorithm performs better than other UKFs in state estimation and is also effective in real-time attack detection.     

The problem of optimal robust Kalman state estimation via limited capacity digital communication channels

This paper considers a state estimation problem for a continuous-time uncertain system via a digital communication channel with bit-rate constraints. The estimated state must be quantized, coded and transmitted via a limited capacity digital communication channel. Optimal and suboptimal recursive coder–decoder state estimation schemes are proposed and investigated.     

基于渐消卡尔曼滤波算法的航空发动机参数估计方法

针对航空发动自适应模型误差无法完全消除,可能导致参数估计结果严重偏离甚至滤波发散的问题,提出一种带渐消因子的卡尔曼参数估计方法,采用在线调整卡尔曼方程残差的权重、加强现实测量数据在状态估计中作用的策略,保证了发动机性能参数估计的准确性。仿真结果表明,该方法不仅克服了滤波发散现象,具有更优的收敛速度和估计精度,且计算量小,实现简单,便于实际应用     

无模型容积卡尔曼滤波及其应用

提出一种融合高斯过程回归(GPR)的无模型容积卡尔曼滤波(MF-CKF)方法.容积卡尔曼滤波(CKF)是一种新的非线性高斯滤波方法,比无迹卡尔曼滤波(UKF)更具优势.为了克服建模不准确时容积卡尔曼滤波精度下降问题,通过将高斯过程回归引入到容积卡尔曼滤波之中,对训练数据学习建立系统非线性模型,从而有效地避免模型不准确造成的滤波性能下降.仿真结果验证了无模型容积卡尔曼滤波在系统模型不准确情况下的优越性.     

基于模糊神经网络优化扩展卡尔曼滤波的锂离子电池荷电状态估计

电池荷电状态(state of charge,SOC)的精确估计是判断电池是否过充或过放的重要依据,是电动汽车安全、可靠运行的重要保障.传统基于扩展卡尔曼滤波(extended Kalman filter,EKF)的SOC估计方法过度依赖于精确的电池模型,并且要求系统噪声必须服从高斯白噪声分布.为解决上述问题,基于模糊神经网络(fuzzy neural network,FNN)建立模型误差预测模型,并藉此修正扩展卡尔曼滤波测量噪声协方差,以实现当模型误差较小时对状态估计进行测量更新,而当模型误差较大时只进行过程更新.仿真和实验结果表明,该算法能有效消除由于模型误差和测量噪声统计特性不确定而引入的SOC估计误差,误差在1.2%以内,并且具有较好的收敛性和鲁棒性,适用于电动汽车的各种复杂工况,应用价值较高.     

On the stability of the continuous-time Kalman filter subject to exponentially decaying perturbations

This paper details the stability analysis of the continuous-time Kalman filter dynamics for linear time-varying systems subject to exponentially decaying perturbations. It is assumed that estimates of the input, output, and matrices of the system are available, but subject to unknown perturbations which decay exponentially with time. It is shown that if the nominal system is uniformly completely observable and uniformly completely controllable, and if the state, input, and matrices of the system are bounded, then the Kalman filter built using the perturbed estimates is a suitable state observer for the nominal system, featuring exponentially convergent error dynamics.