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.     

Delay‐dependent state estimation for discrete Markovian jump neural networks with time‐varying delay

The state estimation problem is discussed for discrete Markovian jump neural networks with time‐varying delays in terms of linear matrix inequality (LMI) approach. The considered transition probabilities are assumed to be time‐variant and partially unknown. The aim of the state estimation problem is to design a state estimator to estimate the neuron states and ensure the stochastic stability of the error‐state system. A delay‐dependent sufficient condition for the existence of the desired state estimator is proposed. An explicit expression of the desired estimator is also given. A numerical example is introduced to show the effectiveness of the given result. Copyright © 2010 John Wiley and Sons Asia Pte Ltd and Chinese Automatic Control Society     

Design of Asymptotically Convergent Frequency Estimator Using Contraction Theory

The problem of estimating unknown frequencies of a sinusoidal signal simultaneously is a classical problem in signal and system theory. Many approaches and algorithms are proposed in literature to develop estimators for a measurable sinusoidal signal having multiple sinusoids with unknown amplitudes, frequencies and phases. In this work, an asymptotically convergent frequency estimator is given for estimation of n-unknown frequencies of a measurable sinusoidal signal. The contraction theory approach is adopted to show the asymptotic convergence of the proposed estimator in quite a simplified manner. Approach given here exploits the results of contraction theory related to semi-contracting systems. The nonlinear estimator based on dynamic system approach, guarantees global boundedness and convergence of the state and frequency estimation for all initial conditions and frequency values. It further ensures simultaneous globally convergent estimation of states and frequencies of a sinusoid involving multiple frequencies. Numerical simulations are presented for different combinations of frequencies to justify the claim.     

Delay identification for a class of nonlinear systems

The problem of state estimation for nonlinear systems with unknown state delays is still an open problem. In this paper, we propose to add a delay identifier to suitable high-gain observers in order to achieve simultaneous estimation of state and delay. In the case of one constant delay in the state, we provide sufficient conditions to guarantee the exponential convergence to zero of the errors, globally with respect to the initial choice of the system state variables and locally with respect to the initial delay estimation. We validate the method through an example concerning chaotic oscillators.     

State estimation with probability constraints

This paper considers a state estimation problem for a discrete-time linear system driven by a Gaussian random process. The second order statistics of the input process and state initial condition are uncertain. However, the probability that the state and input satisfy linear constraints during the estimation interval is known. A minimax estimation problem is formulated to determine an estimator that minimises the worst-case mean square error criterion, over the uncertain second order statistics, subject to the probability constraints. It is shown that a solution to this constrained state estimation problem is given by a Kalman filter for appropriately chosen input and initial condition models. These models are obtained from a finite dimensional convex optimisation problem. The application of this estimator to an aircraft tracking problem quantifies the improvement in estimation accuracy obtained from the inclusion of probability constraints in the minimax formulation.     

Optimal linear recursive estimation with uncertain system parameters

In an estimation problem the statistics of various random processes involved may not be known exactly. Using linear state space modeling techniques, this lack of information can often be represented by allowing certain system model parameters to assume any of a finite set of possible known values with corresponding a priori known probabilities. In this short paper a recursive minimum variance estimator, restricted to be a linear function of the observation data sequence, is obtained for an estimation problem which can be described by a linear discrete time system model with uncertain parameters; all initial information relative to these uncertain parameters is utilized by the estimator. The estimation error covariance matrix, in a recursive form, is also obtained. An example is given to illustrate the usefulness of this estimator.     

Adaptive sequential estimation with applications

A sequential estimator is presented and demonstrated which successfully tracks the system state and model errors in the presence of significant and unpredictable system or environmental variations. This adaptive estimation concept is shown to lead to a new and attractive approach to parameter identification problems. Simulation results are presented in an orbit determination problem, where the estimator tracks the orbit and unmodeled accelerations due to errors in the geopotential model. Some results in a re-entry trajectory estimation problem are also summarized.     

基于协方差配置的采样估计

在工程应用中,状态估计的指标要求常常表现为误差协方差的形式.在充分考虑系 统内采样特性的基础上,提出了采样估计协方差的定义和一种新的采样估计方法,目的在于 设计离散估计器使采样估计协方差达到指定值,从而获得满意的稳定状态估计性能.将此采 样估计问题等价地转化为一个虚拟离散系统的估计器设计问题,给出了期望估计器的存在条 件及显式表示.数值例子说明了方法的有效性.     

Moving-horizon state estimation for nonlinear discrete-time systems: New stability results and approximation schemes

A moving-horizon state estimation problem is addressed for a class of nonlinear discrete-time systems with bounded noises acting on the system and measurement equations. As the statistics of such disturbances and of the initial state are assumed to be unknown, we use a generalized least-squares approach that consists in minimizing a quadratic estimation cost function defined on a recent batch of inputs and outputs according to a sliding-window strategy. For the resulting estimator, the existence of bounding sequences on the estimation error is proved. In the absence of noises, exponential convergence to zero is obtained. Moreover, suboptimal solutions are sought for which a certain error is admitted with respect to the optimal cost value. The approximate solution can be determined either on-line by directly minimizing the cost function or off-line by using a nonlinear parameterized function. Simulation results are presented to show the effectiveness of the proposed approach in comparison with the extended Kalman filter.     

Delay-dependent state estimation for delayed neural networks

In this letter, the delay-dependent state estimation problem for neural networks with time-varying delay is investigated. A delay-dependent criterion is established to estimate the neuron states through available output measurements such that the dynamics of the estimation error is globally exponentially stable. The proposed method is based on the free-weighting matrix approach and is applicable to the case that the derivative of a time-varying delay takes any value. An algorithm is presented to compute the state estimator. Finally, a numerical example is given to demonstrate the effectiveness of this approach and the improvement over existing ones.     

An ISS-modular approach for adaptive neural control of pure-feedback systems

Controlling non-affine non-linear systems is a challenging problem in control theory. In this paper, we consider adaptive neural control of a completely non-affine pure-feedback system using radial basis function (RBF) neural networks (NN). An ISS-modular approach is presented by combining adaptive neural design with the backstepping method, input-to-state stability (ISS) analysis and the small-gain theorem. The difficulty in controlling the non-affine pure-feedback system is overcome by achieving the so-called “ISS-modularity” of the controller-estimator. Specifically, a neural controller is designed to achieve ISS for the state error subsystem with respect to the neural weight estimation errors, and a neural weight estimator is designed to achieve ISS for the weight estimation subsystem with respect to the system state errors. The stability of the entire closed-loop system is guaranteed by the small-gain theorem. The ISS-modular approach provides an effective way for controlling non-affine non-linear systems. Simulation studies are included to demonstrate the effectiveness of the proposed approach.     

Constrained state estimation for stochastic jump systems: moving horizon approach

We discuss the state estimation advantages for a class of linear discrete-time stochastic jump systems, in which a Markov process governs the operation mode, and the state variables and disturbances are subject to inequality constraints. The horizon estimation approach addressed the constrained state estimation problem, and the Bayesian network technique solved the stochastic jump problem. The moving horizon state estimator designed in this paper can produce the constrained state estimates with a lower error covariance than under the unconstrained counterpart. This new estimation method is used in the design of the restricted state estimator for two practical applications.     

Robust state estimation for wireless sensor networks with data‐driven communication

Robust state estimation problem for wireless sensor networks composed of multiple remote sensor nodes and a fusion node is investigated subject to a limitation on the communication rate. An analytical robust fusion estimator based on a data‐driven transmission strategy is derived to save the sensor energy consumption and reduce the network traffic congestion. The conditions guaranteeing the uniform boundedness of estimation errors of the robust fusion estimator are investigated. Numerical simulations are provided to show the effectiveness of the proposed approach. Copyright © 2017 John Wiley & Sons, Ltd.     

Robust, reduced-order, nonstrictly proper state estimation via theoptimal projection equations with guaranteed cost bounds

A state estimation design problem involving parametric plant uncertainties is considered. An estimation error bound suggested by multiplicative white-noise modeling is utilized for guaranteeing robust estimation over a specified range of parameter uncertainties. Necessary conditions that generalize the optimal projection equations for reduced-order state estimation are used to characterize the estimator that minimizes the error bound. The design equations thus effectively serve as sufficient conditions for synthesizing robust estimators. Additional features include the presence of a static estimation gain in conjunction with the dynamic (Kalman) estimator to obtain a nonstrictly proper estimator     

State estimation for discrete-time neural networks with time-varying delay

This article deals with the problem of delay-dependent state estimation for discrete-time neural networks with time-varying delay. Our objective is to design a state estimator for the neuron states through available output measurements such that the error state system is guaranteed to be globally exponentially stable. Based on the linear matrix inequality approach, a delay-dependent condition is developed for the existence of the desired state estimator via a novel Lyapunov functional. The obtained condition has less conservativeness than the existing ones, which is demonstrated by a numerical example.     

Bayesian outlier rejection and state estimation

An outlier is a data point that contains no information about the system to be estimated. A procedure is developed, using a Bayesian cost criterion, to detect and eliminate outliers from a data base and at the same time provide estimates of the state of a dynamical system. The approach is applied to a Gauss-Markov discrete-time system and to a parameter estimation problem. For the latter case, exact solutions of estimator bias and convariance are obtained and conditions for filter divergence are discussed. The approach in this paper differs from others in that a maximum a posteriori estimate is obtained over long block lengths of data so that clustering schemes can be employed.     

Robust, reduced-order, nonstrictly proper state estimation via the optimal projection equations with Petersen—Hollot bounds

A state-estimation design problem involving parametric plant uncertainties is considered. An error bound suggested by recent work of Petersen and Hollot is utilized for guaranteeing robust estimation. Necessary conditions which generalize the optimal projection equations for reduced-order state estimation are used to characterize the estimator which minimizes the error bound. The design equations thus effectively serve as sufficient conditions for synthesizing robust estimators. An additional feature is the presence of a static estimation gain in conjunction with the dynamic (Kalman) estimator, i. e., a nonstrictly proper estimator.     

Humanoid state estimation using a moving horizon estimator

In this research, a new state estimator based on moving horizon estimation theory is suggested for the humanoid robot state estimation. So far, there are almost no studies on the moving horizon estimator (MHE)-based humanoid state estimator. Instead, a large number of humanoid state estimators based on the Kalman filter (KF) have been proposed. However, such estimators cannot guarantee optimality when the system model is nonlinear or when there is a non-Gaussian modeling error. In addition, with KF, it is difficult to incorporate inequality constraints. Since a humanoid is a complex system, its mathematical model is normally nonlinear, and is limited in its ability to characterize the system accurately. Therefore, KF-based humanoid state estimation has unavoidable limitations. To overcome these limitations, we propose a new approach to humanoid state estimation by using a MHE. It can accommodate not only nonlinear systems and constraints, but also it can partially cope with non-Gaussian modeling error. The proposed estimator framework facilitates the use of a simple model, even in the presence of a large modeling error. In addition, it can estimate the humanoid state more accurately than a KF-based estimator. The performance of the proposed approach was verified experimentally.     

Kullback–Leibler average,consensus on probability densities,and distributed state estimation with guaranteed stability

This paper addresses distributed state estimation over a sensor network wherein each node–equipped with processing, communication and sensing capabilities–repeatedly fuses local information with information from the neighbors. Estimation is cast in a Bayesian framework and an information-theoretic approach to data fusion is adopted by formulating a consensus problem on the Kullback–Leibler average of the local probability density functions (PDFs) to be fused. Exploiting such a consensus on local posterior PDFs, a novel distributed state estimator is derived. It is shown that, for a linear system, the proposed estimator guarantees stability, i.e. mean-square boundedness of the state estimation error in all network nodes, under the minimal requirements of network connectivity and system observability, and for any number of consensus steps. Finally, simulation experiments demonstrate the validity of the proposed approach.     

Exponential state estimation for stochastic complex dynamical networks with multi-delayed base on adaptive control

This paper discusses the exponential state estimation problem for stochastic complex dynamical networks involving multi-delayed and adaptive control. A new approach, very different to the linear matrix inequality (LMI) method, has been developed to solve the above problem. Meanwhile, some sufficient conditions are derived to ensure the exponential stability in pth moment for the dynamics of state estimator error. The feedback gain update law is found by the adaptive control technique. An illustrative example is provided to show the usefulness and effectiveness of the proposed design method.