Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems

See also erratum DOI:10.1051/cocv/2011001International audienceWe propose a general reduced-order filtering strategy adapted to Unscented Kalman Filtering for any choice of sampling points distribution. This provides tractable filtering algorithms which can be used with large-dimensional systems when the uncertainty space is of reduced size, and these algorithms only invoke the original dynamical and observation operators, namely, they do not require tangent operator computations, which of course is of considerable benefit when nonlinear operators are considered. The algorithms are derived in discrete time as in the classical UKF formalism - well-adapted to time discretized dynamical equations - and then extended into consistent continuous-time versions. This reduced-order filtering approach can be used in particular for the estimation of parameters in large dynamical systems arising from the discretization of partial differential equations, when state estimation can be handled by an adequate Luenberger observer inspired from feedback control. In this case, we give an analysis of the joint state-parameter estimation procedure based on linearized error, and we illustrate the effectiveness of the approach using a test problem inspired from cardiac biomechanics

Health Monitoring of Nonlinear Systems with Application to Gas Turbine Engines

Health monitoring and prognosis of nonlinear systems is mainly concerned with system health tracking and its evolution prediction to future time horizons. Estimation and prediction schemes constitute as principal components of any health monitoring framework. In this thesis, the main focus is on development of novel health monitoring techniques for nonlinear dynamical systems by utilizing model-based and hybrid prognosis and health monitoring approaches. First, given the fact that particle filters (PF) are known as a powerful tool for performing state and parameter estimation of nonlinear dynamical systems, a novel dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the prediction error (PE) concept and the particle filtering scheme. Estimation of system parameters along with the states generate an updated model that can be used for a long-term prediction problem. Next, an improved particle filtering-based methodology is developed to address the prediction step within the developed health monitoring framework. In this method, an observation forecasting scheme is developed to extend the system observation profiles (as time-series) to future time horizons. Particles are then propagated to future time instants according to a resampling algorithm in the prediction step. The uncertainty in the long-term prediction of the system states and parameters are managed by utilizing dynamic linear models (DLM) for development of an observation forecasting scheme. A novel hybrid architecture is then proposed to develop prognosis and health monitoring methodologies for nonlinear systems by integration of model-based and computationally intelligent-based techniques. Our proposed hybrid health monitoring methodology is constructed based on a framework that is not dependent on the structure of the neural network model utilized in the implementation of the observation forecasting scheme. Moreover, changing the neural network model structure in this framework does not significantly affect the prediction accuracy of the entire health prediction algorithm. Finally, a method for formulation of health monitoring problems of dynamical systems through a two-time scale decomposition is introduced. For this methodology the system dynamical equations as well as the affected damage model, are investigated in the two-time scale system health estimation and prediction steps. A two-time scale filtering approach is developed based on the ensemble Kalman filtering (EnKF) methodology by taking advantage of the model reduction concept. The performance of the proposed two-time scale ensemble Kalman filters is shown to be more accurate and less computationally intensive as compared to the well-known particle filtering approach for this class of nonlinear systems. All of our developed methods have been applied for health monitoring and prognosis of a gas turbine engine when it is affected by various degradation damages. Extensive comparative studies are also conducted to validate and demonstrate the advantages and capabilities of our proposed frameworks and methodologies

Nonlinear observation in fuel cell systems: a comparison between disturbance estimation and High-Order Sliding-Mode techniques

© . This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/This paper compares two Nonlinear Distributed Parameter Observers (NDPO) for the observation of a Proton Exchange Membrane Fuel Cell (PEMFC). Both NDPOs are based on the discretisation of distributed parameters models and they are used to estimate the state profile of gas concentrations in the anode and cathode gas channels of the PEMFC, giving detailed information about the internal conditions of the system. The reaction and water transport flow rates from the membrane to the channels are uncertainties of the observation problem and they are estimated throughout all the length of the PEMFC without the use of additional sensors. The first observation approach is a Nonlinear Disturbance Observer (NDOB) for the estimation of the disturbances in the NDPO. In the second approach, a novel implementation of a High-Order Sliding-Mode (HOSM) observer is developed to estimate the true value of the states as well as the reaction terms. The proposed observers are tested and compared through a simulation example at different operating points and their performance and robustness is analysed over a given case study, the New European Driving Cycle.Peer ReviewedPostprint (author's final draft

Inference of nonlinear state-space models for sandwich-type lateral flow immunoassay using extended Kalman filtering

Copyright [2011] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, a mathematical model for sandwichtype lateral flow immunoassay is developed via short available time series. A nonlinear dynamic stochastic model is considered that consists of the biochemical reaction system equations and the observation equation. After specifying the model structure, we apply the extend Kalman filter (EKF) algorithm for identifying both the states and parameters of the nonlinear state-space model. It is shown that the EKF algorithm can accurately identify the parameters and also predict the system states in the nonlinear dynamic stochastic model through an iterative procedure by using a small number of observations. The identified mathematical model provides a powerful tool for testing the system hypotheses and also inspecting the effects from various design parameters in a both rapid and inexpensive way. Furthermore, by means of the established model, the dynamic changes of the concentration of antigens and antibodies can be predicted, thereby making it possible for us to analyze, optimize and design the properties of lateral flow immunoassay devices.This work was supported in part by the International Science and Technology Cooperation Project of China under Grant 2009DFA32050, Natural Science Foundation of Fujian Province of China under Grants 2009J01280 and 2009J01281