Comparison between two state estimation techniqueds for linear systems

20th World Congress of the International Federation of Automatic Control, Jul 2017, Toulouse, FranceThis paper presents a comparison in terms of accuracy and complexity between two approaches used for state estimation of linear systems: a classic Kalman filter and a guaranteed set-membership state estimation technique. The main goal of this paper is to analyze the advantages of these techniques and to combine them in the future in a new accurate and simple extension that handles system uncertainties and chance constraints. Two academic examples illustrate the main differences between the compared techniques

Probability-guaranteed set-membership state estimation for polynomially uncertain linear time-invariant systems

2018 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting /republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other worksConventional deterministic set-membership (SM) estimation is limited to unknown-but-bounded uncertainties. In order to exploit distributional information of probabilistic uncertainties, a probability-guaranteed SM state estimation approach is proposed for uncertain linear time-invariant systems. This approach takes into account polynomial dependence on probabilistic uncertain parameters as well as additive stochastic noises. The purpose is to compute, at each time instant, a bounded set that contains the actual state with a guaranteed probability. The proposed approach relies on the extended form of an observer representation over a sliding window. For the offline observer synthesis, a polynomial-chaos-based method is proposed to minimize the averaged H2 estimation performance with respect to probabilistic uncertain parameters. It explicitly accounts for the polynomial uncertainty structure, whilst most literature relies on conservative affine or polytopic overbounding. Online state estimation restructures the extended observer form, and constructs a Gaussian mixture model to approximate the state distribution. This enables computationally efficient ellipsoidal calculus to derive SM estimates with a predefined confidence level. The proposed approach preserves time invariance of the uncertain parameters and fully exploits the polynomial uncertainty structure, to achieve tighter SM bounds. This improvement is illustrated by a numerical example with a comparison to a deterministic zonotopic method.Peer ReviewedPostprint (author's final draft

A new approach for Guaranteed ellipsoidal state estimation

The 19th World Congress of the International Federation of Automatic Control 2014. Cape Town, SudáfricaThis paper proposes a new ellipsoid-based guaranteed state estimation approach for linear discrete-time systems with bounded perturbations and bounded measurement noise. This approach is based on the minimization of the radius of the ellipsoidal state estimation set. Firstly, the ellipsoidal state estimation is computed by off-line solving a Linear Matrix Inequality optimization problem. Secondly, a new online method is developed in order to improve the accuracy of the estimation but it leads to an increase of the online computation load. A new scaling technique is proposed to reduce the computation time, while keeping a good accuracy of the state estimation. An illustrative example is analyzed in order to show the advantages of the proposed approach

Enhancement of height system for Malaysia using space technology: the study of the datum bias inconsistencies in Peninsular Malaysia

The algorithm for orthometric height transfer using GPS has been widely presented. Its practical limitations are mostly due to datum bias inconsistencies and lack of precise geoid. In most applications, datum biases are assumed to be systematic over short baselines and therefore could be eliminated by differential heighting techniques. In this study, optimal algorithms were investigated to model biases between local vertical datum in Peninsular Malaysia and the datums implied by by EGM96, OSU91A and the regional Gravimetric Geoid in South_East Asia. The study has indicated that local vertical datum is not physically parallel to the datums implied by the above geoids. The shift parameters between the datums implied by the GPS/leveling data, and the EGM96, OSU91A and the gravimetric datums are about – 41cm, -54 cm and – 8 cm respectively. Also the maximum tilts of the planes fitting the residual geoids above these datums relative to GPS/Leveling datum are of the order of 36, 51 and 33 centimeters per degree. It is therefore necessary to take into account the effect of inconsistent datum bias particularly for baseline height transfer. The level of accuracy achieved by the bias corrected relative orthometric height differences of the EGM96, OSU91A and the gravimetric geoid models combined with GPS/leveling data for baseline lengths up to 36 km, is sufficient to replace the conventional tedious, time consuming ordinary leveling technique for rapid height transfer for land surveying and engineering applications

Ellipsoidal bounds on state trajectories for discrete-time systems with linear fractional uncertainties

Computation of exact ellipsoidal bounds on the state trajectories of discrete-time linear systems that have time-varying or time-invariant linear fractional parameter uncertainties and ellipsoidal uncertainty in the initial state is known to be NP-hard. This paper proposes three algorithms to compute ellipsoidal bounds on such a state trajectory set and discusses the tradeoffs between computational complexity and conservatism of the algorithms. The approach employs linear matrix inequalities to determine an initial estimate of the ellipsoid that is refined by the subsequent application of the skewed structured singular value ν. Numerical examples are used to illustrate the application of the proposed algorithms and to compare the differences between them, where small conservatism for the tightest bounds is observed.Institute for Advanced Computing Applications and Technologie

On Reachable Sets of Hidden CPS Sensor Attacks

For given system dynamics, observer structure, and observer-based fault/attack detection procedure, we provide mathematical tools -- in terms of Linear Matrix Inequalities (LMIs) -- for computing outer ellipsoidal bounds on the set of estimation errors that attacks can induce while maintaining the alarm rate of the detector equal to its attack-free false alarm rate. We refer to these sets to as hidden reachable sets. The obtained ellipsoidal bounds on hidden reachable sets quantify the attacker's potential impact when it is constrained to stay hidden from the detector. We provide tools for minimizing the volume of these ellipsoidal bounds (minimizing thus the reachable sets) by redesigning the observer gains. Simulation results are presented to illustrate the performance of our tools

A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding

Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic setting by employing sets of probability measures. Inference in set-membership estimation is thus carried out by computing expectations with respect to the updated set of probability measures P as in the probabilistic case. In particular, it is shown that inference can be performed by solving a particular semi-infinite linear programming problem, which is a special case of the truncated moment problem in which only the zero-th order moment is known (i.e., the support). By writing the dual of the above semi-infinite linear programming problem, it is shown that, if the nonlinearities in the measurement and process equations are polynomial and if the bounding sets for initial state, process and measurement noises are described by polynomial inequalities, then an approximation of this semi-infinite linear programming problem can efficiently be obtained by using the theory of sum-of-squares polynomial optimization. We then derive a smart greedy procedure to compute a polytopic outer-approximation of the true membership-set, by computing the minimum-volume polytope that outer-bounds the set that includes all the means computed with respect to P

A set-membership state estimation algorithm based on DC programming

This paper presents a new approach to guaranteed state estimation for nonlinear discrete-time systems with a bounded description of noise and parameters. The sets of states that are consistent with the evolution of the system, the measured outputs and bounded noise and parameters are represented by zonotopes. DC programming and intersection operations are used to obtain a tight bound. An example is given to illustrate the proposed algorithm.Ministerio de Ciencia y Tecnología DPI2006-15476-C02-01Ministerio de Ciencia y Tecnología DPI2007-66718-C04-01

Error-constrained filtering for a class of nonlinear time-varying delay systems with non-gaussian noises

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.In this technical note, the quadratic error-constrained filtering problem is formulated and investigated for discrete time-varying nonlinear systems with state delays and non-Gaussian noises. Both the Lipschitz-like and ellipsoid-bounded nonlinearities are considered. The non-Gaussian noises are assumed to be unknown, bounded, and confined to specified ellipsoidal sets. The aim of the addressed filtering problem is to develop a recursive algorithm based on the semi-definite programme method such that, for the admissible time-delays, nonlinear parameters and external bounded noise disturbances, the quadratic estimation error is not more than a certain optimized upper bound at every time step. The filter parameters are characterized in terms of the solution to a convex optimization problem that can be easily solved by using the semi-definite programme method. A simulation example is exploited to illustrate the effectiveness of the proposed design procedures.This work was supported in part by the Leverhulme Trust of the U.K., the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Royal Society of the U.K., the National Natural Science Foundation of China under Grant 61028008 and Grant 61074016, the Shanghai Natural Science Foundation of China under Grant 10ZR1421200, and the Alexander von Humboldt Foundation of Germany. Recommended by Associate Editor E. Fabre