3,795 research outputs found

    Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: A survey

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    Copyright © 2013 Jun Hu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.Some recent advances on the recursive filtering and sliding mode design problems for nonlinear stochastic systems with network-induced phenomena are surveyed. The network-induced phenomena under consideration mainly include missing measurements, fading measurements, signal quantization, probabilistic sensor delays, sensor saturations, randomly occurring nonlinearities, and randomly occurring uncertainties. With respect to these network-induced phenomena, the developments on filtering and sliding mode design problems are systematically reviewed. In particular, concerning the network-induced phenomena, some recent results on the recursive filtering for time-varying nonlinear stochastic systems and sliding mode design for time-invariant nonlinear stochastic systems are given, respectively. Finally, conclusions are proposed and some potential future research works are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61329301, 61333012, 61374127 and 11301118, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant no. GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

    A Survey on Multisensor Fusion and Consensus Filtering for Sensor Networks

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    Multisensor fusion and consensus filtering are two fascinating subjects in the research of sensor networks. In this survey, we will cover both classic results and recent advances developed in these two topics. First, we recall some important results in the development ofmultisensor fusion technology. Particularly, we pay great attention to the fusion with unknown correlations, which ubiquitously exist in most of distributed filtering problems. Next, we give a systematic review on several widely used consensus filtering approaches. Furthermore, some latest progress on multisensor fusion and consensus filtering is also presented. Finally, conclusions are drawn and several potential future research directions are outlined.the Royal Society of the UK, the National Natural Science Foundation of China under Grants 61329301, 61374039, 61304010, 11301118, and 61573246, the Hujiang Foundation of China under Grants C14002 and D15009, the Alexander von Humboldt Foundation of Germany, and the Innovation Fund Project for Graduate Student of Shanghai under Grant JWCXSL140

    Bibliographic Review on Distributed Kalman Filtering

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    In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

    Non-linear minimum variance estimation for discrete-time multi-channel systems

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    A nonlinear operator approach to estimation in discrete-time systems is described. It involves inferential estimation of a signal which enters a communications channel involving both nonlinearities and transport delays. The measurements are assumed to be corrupted by a colored noise signal which is correlated with the signal to be estimated. The system model may also include a communications channel involving either static or dynamic nonlinearities. The signal channel is represented in a very general nonlinear operator form. The algorithm is relatively simple to derive and to implement

    Embedded Model Control calls for disturbance modeling and rejection

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    Robust control design is mainly devoted to guaranteeing the closed-loop stability of a model-based control law in the presence of parametric uncertainties. The control law is usually a static feedback law which is derived from a (nonlinear) model using different methodologies. From this standpoint, stability can only be guaranteed by introducing some ignorance coefficients and restricting the feedback control effort with respect to the model-based design. Embedded Model Control shows that, the model-based control law must and can be kept intact in the case of uncertainty, if, under certain conditions, the controllable dynamics is complemented by suitable disturbance dynamics capable of real-time encoding the different uncertainties affecting the ‘embedded model', i.e. the model which is both the design source and the core of the control unit. To be real-time updated the disturbance state is driven by an unpredictable input vector, the noise, which can only be estimated from the model error. The uncertainty-based (or plant-based) design concerns the noise estimator, so as to prevent the model error from conveying uncertainty components (parametric, cross-coupling, neglected dynamics) which are command-dependent and thus prone to destabilizing the controlled plant, into the embedded model. Separation of the components in the low and high frequency domain by the noise estimator itself allows stability recovery and guarantee, and the rejection of low frequency uncertainty components. Two simple case studies endowed with simulated and experimental runs will help to understand the key assets of the methodolog

    An exact minimum variance filter for a class of discrete time systems with random parameter perturbations

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    An exact, closed-form minimum variance filter is designed for a class of discrete time uncertain systems which allows for both multiplicative and additive noise sources. The multiplicative noise model includes a popular class of models (Cox-Ingersoll-Ross type models) in econometrics. The parameters of the system under consideration which describe the state transition are assumed to be subject to stochastic uncertainties. The problem addressed is the design of a filter that minimizes the trace of the estimation error variance. Sensitivity of the new filter to the size of parameter uncertainty, in terms of the variance of parameter perturbations, is also considered. We refer to the new filter as the 'perturbed Kalman filter' (PKF) since it reduces to the traditional (or unperturbed) Kalman filter as the size of stochastic perturbation approaches zero. We also consider a related approximate filtering heuristic for univariate time series and we refer to filter based on this heuristic as approximate perturbed Kalman filter (APKF). We test the performance of our new filters on three simulated numerical examples and compare the results with unperturbed Kalman filter that ignores the uncertainty in the transition equation. Through numerical examples, PKF and APKF are shown to outperform the traditional (or unperturbed) Kalman filter in terms of the size of the estimation error when stochastic uncertainties are present, even when the size of stochastic uncertainty is inaccurately identified

    A Robust Recursive Filter for Nonlinear Systems with Correlated Noises, Packet Losses, and Multiplicative Noises

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    A robust filtering problem is formulated and investigated for a class of nonlinear systems with correlated noises, packet losses, and multiplicative noises. The packet losses are assumed to be independent Bernoulli random variables. The multiplicative noises are described as random variables with bounded variance. Different from the traditional robust filter based on the assumption that the process noises are uncorrelated with the measurement noises, the objective of the addressed robust filtering problem is to design a recursive filter such that, for packet losses and multiplicative noises, the state prediction and filtering covariance matrices have the optimized upper bounds in the case that there are correlated process and measurement noises. Two examples are used to illustrate the effectiveness of the proposed filter
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