A survey of the state of the art and focused research in range systems, task 2

Contract generated publications are compiled which describe the research activities for the reporting period. Study topics include: equivalent configurations of systolic arrays; least squares estimation algorithms with systolic array architectures; modeling and equilization of nonlinear bandlimited satellite channels; and least squares estimation and Kalman filtering by systolic arrays

Adaptive control of large space structures using recursive lattice filters

The use of recursive lattice filters for identification and adaptive control of large space structures is studied. Lattice filters were used to identify the structural dynamics model of the flexible structures. This identification model is then used for adaptive control. Before the identified model and control laws are integrated, the identified model is passed through a series of validation procedures and only when the model passes these validation procedures is control engaged. This type of validation scheme prevents instability when the overall loop is closed. Another important area of research, namely that of robust controller synthesis, was investigated using frequency domain multivariable controller synthesis methods. The method uses the Linear Quadratic Guassian/Loop Transfer Recovery (LQG/LTR) approach to ensure stability against unmodeled higher frequency modes and achieves the desired performance

Variance-constrained H∞ filtering for a class of nonlinear time-varying systems with multiple missing measurements: The finite-horizon case

Copyright [2010] 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.This paper is concerned with the robust H ∞ finite-horizon filtering problem for a class of uncertain nonlinear discrete time-varying stochastic systems with multiple missing measurements and error variance constraints. All the system parameters are time-varying and the uncertainty enters into the state matrix. The measurement missing phenomenon occurs in a random way, and the missing probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution in the interval . The stochastic nonlinearities under consideration here are described by statistical means which can cover several classes of well-studied nonlinearities. Sufficient conditions are derived for a finite-horizon filter to satisfy both the estimation error variance constraints and the prescribed H ∞ performance requirement. These conditions are expressed in terms of the feasibility of a series of recursive linear matrix inequalities (RLMIs). Simulation results demonstrate the effectiveness of the developed filter design scheme.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. by Grant GR/S27658/01, the Royal Society of the U.K., National Natural Science Foundation of China by Grants 60825303 and 60834003, National 973 Project of China by Grant 2009CB320600, Fok Ying Tung Education Foundation by Grant 111064, the Youth Science Fund of Heilongjiang Province of China by Grant QC2009C63, and by the Alexander von Humboldt Foundation of Germany

Flux observer algorithms for direct torque control of brushless doubly-fed reluctance machines

Direct Torque Control (DTC) has been extensively researched and applied to most AC machines during the last two decades. Its first application to the Brushless Doubly-Fed Reluctance Machine (BDFRM), a promising cost-effective candidate for drive and generator systems with limited variable speed ranges (such as large pumps or wind turbines), has only been reported a few years ago. However, the original DTC scheme has experienced flux estimation problems and compromised performance under the maximum torque per inverter ampere (MTPIA) conditions. This deficiency at low current and torque levels may be overcome and much higher accuracy achieved by alternative estimation approaches discussed in this paper using Kalman Filter (KF) and/or Sliding Mode Observer (SMO). Computer simulations accounting for real-time constraints (e.g. measurement noise, transducer DC offset etc.) have produced realistic results similar to those one would expect from an experimental setup

Microprocessor based signal processing techniques for system identification and adaptive control of DC-DC converters

PhD ThesisMany industrial and consumer devices rely on switch mode power converters (SMPCs) to provide a reliable, well regulated, DC power supply. A poorly performing power supply can potentially compromise the characteristic behaviour, efficiency, and operating range of the device. To ensure accurate regulation of the SMPC, optimal control of the power converter output is required. However, SMPC uncertainties such as component variations and load changes will affect the performance of the controller. To compensate for these time varying problems, there is increasing interest in employing real-time adaptive control techniques in SMPC applications. It is important to note that many adaptive controllers constantly tune and adjust their parameters based upon on-line system identification. In the area of system identification and adaptive control, Recursive Least Square (RLS) method provide promising results in terms of fast convergence rate, small prediction error, accurate parametric estimation, and simple adaptive structure. Despite being popular, RLS methods often have limited application in low cost systems, such as SMPCs, due to the computationally heavy calculations demanding significant hardware resources which, in turn, may require a high specification microprocessor to successfully implement. For this reason, this thesis presents research into lower complexity adaptive signal processing and filtering techniques for on-line system identification and control of SMPCs systems. The thesis presents the novel application of a Dichotomous Coordinate Descent (DCD) algorithm for the system identification of a dc-dc buck converter. Two unique applications of the DCD algorithm are proposed; system identification and self-compensation of a dc-dc SMPC. Firstly, specific attention is given to the parameter estimation of dc-dc buck SMPC. It is computationally efficient, and uses an infinite impulse response (IIR) adaptive filter as a plant model. Importantly, the proposed method is able to identify the parameters quickly and accurately; thus offering an efficient hardware solution which is well suited to real-time applications. Secondly, new alternative adaptive schemes that do not depend entirely on estimating the plant parameters is embedded with DCD algorithm. The proposed technique is based on a simple adaptive filter method and uses a one-tap finite impulse response (FIR) prediction error filter (PEF). Experimental and simulation results clearly show the DCD technique can be optimised to achieve comparable performance to classic RLS algorithms. However, it is computationally superior; thus making it an ideal candidate technique for low cost microprocessor based applications.Iraq Ministry of Higher Educatio

Real-time flutter identification

The techniques and a FORTRAN 77 MOdal Parameter IDentification (MOPID) computer program developed for identification of the frequencies and damping ratios of multiple flutter modes in real time are documented. Physically meaningful model parameterization was combined with state of the art recursive identification techniques and applied to the problem of real time flutter mode monitoring. The performance of the algorithm in terms of convergence speed and parameter estimation error is demonstrated for several simulated data cases, and the results of actual flight data analysis from two different vehicles are presented. It is indicated that the algorithm is capable of real time monitoring of aircraft flutter characteristics with a high degree of reliability

Dynamic modeling of mean-reverting spreads for statistical arbitrage

Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean-reverting spreads enjoying a certain degree of predictability. Gaussian linear state-space processes have recently been proposed as a model for such spreads under the assumption that the observed process is a noisy realization of some hidden states. Real-time estimation of the unobserved spread process can reveal temporary market inefficiencies which can then be exploited to generate excess returns. Building on previous work, we embrace the state-space framework for modeling spread processes and extend this methodology along three different directions. First, we introduce time-dependency in the model parameters, which allows for quick adaptation to changes in the data generating process. Second, we provide an on-line estimation algorithm that can be constantly run in real-time. Being computationally fast, the algorithm is particularly suitable for building aggressive trading strategies based on high-frequency data and may be used as a monitoring device for mean-reversion. Finally, our framework naturally provides informative uncertainty measures of all the estimated parameters. Experimental results based on Monte Carlo simulations and historical equity data are discussed, including a co-integration relationship involving two exchange-traded funds.Comment: 34 pages, 6 figures. Submitte

System identification, time series analysis and forecasting:The Captain Toolbox handbook.

CAPTAIN is a MATLAB compatible toolbox for non stationary time series analysis, system identification, signal processing and forecasting, using unobserved components models, time variable parameter models, state dependent parameter models and multiple input transfer function models. CAPTAIN also includes functions for true digital control