Robust filtering for bilinear uncertain stochastic discrete-time systems

Copyright [2002] 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 deals with the robust filtering problem for uncertain bilinear stochastic discrete-time systems with estimation error variance constraints. The uncertainties are allowed to be norm-bounded and enter into both the state and measurement matrices. We focus on the design of linear filters, such that for all admissible parameter uncertainties, the error state of the bilinear stochastic system is mean square bounded, and the steady-state variance of the estimation error of each state is not more than the individual prespecified value. It is shown that the design of the robust filters can be carried out by solving some algebraic quadratic matrix inequalities. In particular, we establish both the existence conditions and the explicit expression of desired robust filters. A numerical example is included to show the applicability of the present method

Synthesizing Switching Controllers for Hybrid Systems by Continuous Invariant Generation

We extend a template-based approach for synthesizing switching controllers for semi-algebraic hybrid systems, in which all expressions are polynomials. This is achieved by combining a QE (quantifier elimination)-based method for generating continuous invariants with a qualitative approach for predefining templates. Our synthesis method is relatively complete with regard to a given family of predefined templates. Using qualitative analysis, we discuss heuristics to reduce the numbers of parameters appearing in the templates. To avoid too much human interaction in choosing templates as well as the high computational complexity caused by QE, we further investigate applications of the SOS (sum-of-squares) relaxation approach and the template polyhedra approach in continuous invariant generation, which are both well supported by efficient numerical solvers

Complexity Reduction for Parameter-Dependent Linear Systems

We present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with fewer parameters or state variables. To do so, it minimizes the distance (i.e., H-infinity-norm of the difference) between the original system and its reduced version. We present a sub-optimal solution to this problem using sum-of-squares optimization methods. We present the results for both continuous-time and discrete-time systems. Lastly, we illustrate the applicability of our proposed algorithm on numerical examples

Estimation for bilinear stochastic systems

Three techniques for the solution of bilinear estimation problems are presented. First, finite dimensional optimal nonlinear estimators are presented for certain bilinear systems evolving on solvable and nilpotent lie groups. Then the use of harmonic analysis for estimation problems evolving on spheres and other compact manifolds is investigated. Finally, an approximate estimation technique utilizing cumulants is discussed

Model estimation of cerebral hemodynamics between blood flow and volume changes: a data-based modeling approach

It is well known that there is a dynamic relationship between cerebral blood flow (CBF) and cerebral blood volume (CBV). With increasing applications of functional MRI, where the blood oxygen-level-dependent signals are recorded, the understanding and accurate modeling of the hemodynamic relationship between CBF and CBV becomes increasingly important. This study presents an empirical and data-based modeling framework for model identification from CBF and CBV experimental data. It is shown that the relationship between the changes in CBF and CBV can be described using a parsimonious autoregressive with exogenous input model structure. It is observed that neither the ordinary least-squares (LS) method nor the classical total least-squares (TLS) method can produce accurate estimates from the original noisy CBF and CBV data. A regularized total least-squares (RTLS) method is thus introduced and extended to solve such an error-in-the-variables problem. Quantitative results show that the RTLS method works very well on the noisy CBF and CBV data. Finally, a combination of RTLS with a filtering method can lead to a parsimonious but very effective model that can characterize the relationship between the changes in CBF and CBV

Model-Based Calibration of Filter Imperfections in the Random Demodulator for Compressive Sensing

The random demodulator is a recent compressive sensing architecture providing efficient sub-Nyquist sampling of sparse band-limited signals. The compressive sensing paradigm requires an accurate model of the analog front-end to enable correct signal reconstruction in the digital domain. In practice, hardware devices such as filters deviate from their desired design behavior due to component variations. Existing reconstruction algorithms are sensitive to such deviations, which fall into the more general category of measurement matrix perturbations. This paper proposes a model-based technique that aims to calibrate filter model mismatches to facilitate improved signal reconstruction quality. The mismatch is considered to be an additive error in the discretized impulse response. We identify the error by sampling a known calibrating signal, enabling least-squares estimation of the impulse response error. The error estimate and the known system model are used to calibrate the measurement matrix. Numerical analysis demonstrates the effectiveness of the calibration method even for highly deviating low-pass filter responses. The proposed method performance is also compared to a state of the art method based on discrete Fourier transform trigonometric interpolation.Comment: 10 pages, 8 figures, submitted to IEEE Transactions on Signal Processin