L-2 State Estimation With Guaranteed Convergence Speed in the Presence of Sporadic Measurements

This paper deals with the problem of estimating the state of a nonlinear time-invariant system in the presence of sporadically available measurements and external perturbations. An observer with a continuous intersample injection term is proposed. Such an intersample injection is provided by a linear dynamical system, whose state is reset to the measured output estimation error whenever a new measurement is available. The resulting system is augmented with a timer triggering the arrival of a new measurement and analyzed in a hybrid system framework. The design of the observer is performed to achieve exponential convergence with a given decay rate of the estimation error. Robustness with respect to external perturbations and L2-external stability from plant perturbations to a given performance output are considered. Computationally efficient algorithms based on the solution to linear matrix inequalities are proposed to design the observer. Finally, the effectiveness of the proposed methodology is shown in an example

Second-order discrete Kalman filtering equations for control-structure interaction simulations

A general form for the first-order representation of the continuous, second-order linear structural dynamics equations is introduced in order to derive a corresponding form of first-order Kalman filtering equations (KFE). Time integration of the resulting first-order KFE is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete KFE involving only symmetric, N x N solution matrix

A Multi-Observer Based Estimation Framework for Nonlinear Systems under Sensor Attacks

We address the problem of state estimation and attack isolation for general discrete-time nonlinear systems when sensors are corrupted by (potentially unbounded) attack signals. For a large class of nonlinear plants and observers, we provide a general estimation scheme, built around the idea of sensor redundancy and multi-observer, capable of reconstructing the system state in spite of sensor attacks and noise. This scheme has been proposed by others for linear systems/observers and here we propose a unifying framework for a much larger class of nonlinear systems/observers. Using the proposed estimator, we provide an isolation algorithm to pinpoint attacks on sensors during sliding time windows. Simulation results are presented to illustrate the performance of our tools.Comment: arXiv admin note: text overlap with arXiv:1806.0648

Dynamic state reconciliation and model-based fault detection for chemical processes

In this paper, we present a method for the fault detection based on the residual generation. The main idea is to reconstruct the outputs of the system from the measurements using the extended Kalman filter. The estimations are compared to the values of the reference model and so, deviations are interpreted as possible faults. The reference model is simulated by the dynamic hybrid simulator, PrODHyS. The use of this method is illustrated through an application in the field of chemical processe

Identification of weakly coupled multiphysics problems. Application to the inverse problem of electrocardiography

This work addresses the inverse problem of electrocardiography from a new perspective, by combining electrical and mechanical measurements. Our strategy relies on the defini-tion of a model of the electromechanical contraction which is registered on ECG data but also on measured mechanical displacements of the heart tissue typically extracted from medical images. In this respect, we establish in this work the convergence of a sequential estimator which combines for such coupled problems various state of the art sequential data assimilation methods in a unified consistent and efficient framework. Indeed we ag-gregate a Luenberger observer for the mechanical state and a Reduced Order Unscented Kalman Filter applied on the parameters to be identified and a POD projection of the electrical state. Then using synthetic data we show the benefits of our approach for the estimation of the electrical state of the ventricles along the heart beat compared with more classical strategies which only consider an electrophysiological model with ECG measurements. Our numerical results actually show that the mechanical measurements improve the identifiability of the electrical problem allowing to reconstruct the electrical state of the coupled system more precisely. Therefore, this work is intended to be a first proof of concept, with theoretical justifications and numerical investigations, of the ad-vantage of using available multi-modal observations for the estimation and identification of an electromechanical model of the heart

Conflict-driven Hybrid Observer-based Anomaly Detection

This paper presents an anomaly detection method using a hybrid observer -- which consists of a discrete state observer and a continuous state observer. We focus our attention on anomalies caused by intelligent attacks, which may bypass existing anomaly detection methods because neither the event sequence nor the observed residuals appear to be anomalous. Based on the relation between the continuous and discrete variables, we define three conflict types and give the conditions under which the detection of the anomalies is guaranteed. We call this method conflict-driven anomaly detection. The effectiveness of this method is demonstrated mathematically and illustrated on a Train-Gate (TG) system

H ∞ sliding mode observer design for a class of nonlinear discrete time-delay systems: A delay-fractioning approach

Copyright @ 2012 John Wiley & SonsIn this paper, the H ∞  sliding mode observer (SMO) design problem is investigated for a class of nonlinear discrete time-delay systems. The nonlinear descriptions quantify the maximum possible derivations from a linear model, and the system states are allowed to be immeasurable. Attention is focused on the design of a discrete-time SMO such that the asymptotic stability as well as the H ∞  performance requirement of the error dynamics can be guaranteed in the presence of nonlinearities, time delay and external disturbances. Firstly, a discrete-time discontinuous switched term is proposed to make sure that the reaching condition holds. Then, by constructing a new Lyapunov–Krasovskii functional based on the idea of ‘delay fractioning’ and by introducing some appropriate free-weighting matrices, a sufficient condition is established to guarantee the desired performance of the error dynamics in the specified sliding mode surface by solving a minimization problem. Finally, an illustrative example is given to show the effectiveness of the designed SMO design scheme

Comparing Kalman Filters and Observers for Power System Dynamic State Estimation with Model Uncertainty and Malicious Cyber Attacks

Kalman filters and observers are two main classes of dynamic state estimation (DSE) routines. Power system DSE has been implemented by various Kalman filters, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). In this paper, we discuss two challenges for an effective power system DSE: (a) model uncertainty and (b) potential cyber attacks. To address this, the cubature Kalman filter (CKF) and a nonlinear observer are introduced and implemented. Various Kalman filters and the observer are then tested on the 16-machine, 68-bus system given realistic scenarios under model uncertainty and different types of cyber attacks against synchrophasor measurements. It is shown that CKF and the observer are more robust to model uncertainty and cyber attacks than their counterparts. Based on the tests, a thorough qualitative comparison is also performed for Kalman filter routines and observers.Comment: arXiv admin note: text overlap with arXiv:1508.0725