On algebraic time-derivative estimation and deadbeat state reconstruction

This note places into perspective the so-called algebraic time-derivative estimation method recently introduced by Fliess and co-authors with standard results from linear state-space theory for control systems. In particular, it is shown that the algebraic method can in a sense be seen as a special case of deadbeat state estimation based on the reconstructibility Gramian of the considered system.Comment: Maple-supplements available at https://www.tu-ilmenau.de/regelungstechnik/mitarbeiter/johann-reger

Input and State Estimation for Discrete-Time Linear Systems with Application to Target Tracking and Fault Detection

This dissertation first presents a deterministic treatment of discrete-time input reconstruction and state estimation without assuming the existence of a full-rank Markov parameter. Algorithms based on the generalized inverse of a block-Toeplitz matrix are given for 1) input reconstruction in the case where the initial state is known; 2) state estimation in the case where the initial state is unknown, the system has no invariant zeros, and the input is unknown; and 3) input reconstruction and state estimation in the case where the initial state is unknown and the system has no invariant zeros. In all cases, the unknown input is an arbitrary deterministic or stochastic signal. In addition, the reconstruction/estimation algorithm is deadbeat, which means that, in the absence of sensor noise, exact input reconstruction and state estimation are achieved in a finite number of steps. Next, asymptotic input and state estimation for systems with invariant zeros is considered. Although this problem has been widely studied, existing techniques are confined to the case where the system is minimum phase. This dissertation presents retrospective cost input estimation (RCIE), which is based on retrospective cost optimization. It is shown that RCIE automatically develops an internal model of the unknown input. This internal model provides an asymptotic estimate of the unknown input regardless of the location of the zeros of the plant, including the case of nonminimum-phase dynamics. The input and state estimation method developed in this dissertation provides a novel approach to a longstanding problem in target tracking, namely, estimation of the inertial acceleration of a body using only position measurements. It turns out that, for this problem, the discretized kinematics have invariant zeros on the unit circle, and thus the dynamics is nonminimum-phase. Using optical position data for a UAV, RCIE estimates the inertial acceleration, which is modeled as an unknown input. The acceleration estimates are compared to IMU data from onboard sensors. Finally, based on exact kinematic models for input and state estimation, this dissertation presents a method for detecting sensor faults. A numerical investigation using the NASA Generic Transport Model shows that the method can detect stuck, bias, drift, and deadzone sensor faults. Furthermore, a laboratory experiment shows that RCIE can estimate the inertial acceleration (3-axis accelerometer measurements) and angular velocity (3-axis rate-gyro measurements) of a quadrotor using vision data; comparing these estimates to the actual accelerometer and rate-gyro measurements provide the means for assessing the health of the accelerometer and rate gyro.PHDAerospace EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/145813/1/ansahmad_1.pd

Linear system identification via backward-time observer models

Presented here is an algorithm to compute the Markov parameters of a backward-time observer for a backward-time model from experimental input and output data. The backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) for the backward-time system identification. The identified backward-time system Markov parameters are used in the Eigensystem Realization Algorithm to identify a backward-time state-space model, which can be easily converted to the usual forward-time representation. If one reverses time in the model to be identified, what were damped true system modes become modes with negative damping, growing as the reversed time increases. On the other hand, the noise modes in the identification still maintain the property that they are stable. The shift from positive damping to negative damping of the true system modes allows one to distinguish these modes from noise modes. Experimental results are given to illustrate when and to what extent this concept works

Identification of linear systems by an asymptotically stable observer

A formulation is presented for the identification of a linear multivariable system from single or multiple sets of input-output data. The system input-output relationship is expressed in terms of an observer, which is made asymptotically stable by an embedded eigenvalue assignment procedure. The prescribed eigenvalues for the observer may be real, complex, mixed real and complex, or zero. In this formulation, the Markov parameters of the observer are identified from input-output data. The Markov parameters of the actual system are then recovered from those of the observer and used to obtain a state space model of the system by standard realization techniques. The basic mathematical formulation is derived, and extensive numerical examples using simulated noise-free data are presented to illustrate the proposed method

Bilinear System Identification by Minimal-Order State Observers

Bilinear systems offer a promising approach for nonlinear control because a broad class of nonlinear problems can be reformulated and approximated in bilinear form. System identification is a technique to obtain such a bilinear approximation for a nonlinear system from input-output data. Recent discrete-time bilinear model identification methods rely on Input-Output-to-State Representations (IOSRs) derived via the interaction matrix technique. A new formulation of these methods is given by establishing a correspondence between interaction matrices and the gains of full-order bilinear state observers. The new interpretation of the identification methods highlights the possibility of utilizing minimal-order bilinear state observers to derive new IOSRs. The existence of such observers is discussed and shown to be guaranteed for special classes of bilinear systems. New bilinear system identification algorithms are developed and the corresponding computational advantages are illustrated via numerical examples