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

Robust filtering under randomly varying sensor delay with variance constraints

Copyright [2004] 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 a new filtering problem for linear uncertain discrete-time stochastic systems with randomly varying sensor delay. The norm-bounded parameter uncertainties enter into the system matrix of the state space model. The system measurements are subject to randomly varying sensor delays, which often occur in information transmissions through networks. The problem addressed is the design of a linear filter such that, for all admissible parameter uncertainties and all probabilistic sensor delays, the error state of the filtering process is mean square bounded, and the steady-state variance of the estimation error for each state is not more than the individual prescribed upper bound. We show that the filtering problem under consideration can effectively be solved if there are positive definite solutions to a couple of algebraic Riccati-like inequalities or linear matrix inequalities. We also characterize the set of desired robust filters in terms of some free parameters. An illustrative numerical example is used to demonstrate the usefulness and flexibility of the proposed design approach

Robust Linear Precoder Design for Multi-cell Downlink Transmission

Coordinated information processing by the base stations of multi-cell wireless networks enhances the overall quality of communication in the network. Such coordinations for optimizing any desired network-wide quality of service (QoS) necessitate the base stations to acquire and share some channel state information (CSI). With perfect knowledge of channel states, the base stations can adjust their transmissions for achieving a network-wise QoS optimality. In practice, however, the CSI can be obtained only imperfectly. As a result, due to the uncertainties involved, the network is not guaranteed to benefit from a globally optimal QoS. Nevertheless, if the channel estimation perturbations are confined within bounded regions, the QoS measure will also lie within a bounded region. Therefore, by exploiting the notion of robustness in the worst-case sense some worst-case QoS guarantees for the network can be asserted. We adopt a popular model for noisy channel estimates that assumes that estimation noise terms lie within known hyper-spheres. We aim to design linear transceivers that optimize a worst-case QoS measure in downlink transmissions. In particular, we focus on maximizing the worst-case weighted sum-rate of the network and the minimum worst-case rate of the network. For obtaining such transceiver designs, we offer several centralized (fully cooperative) and distributed (limited cooperation) algorithms which entail different levels of complexity and information exchange among the base stations.Comment: 38 Pages, 7 Figures, To appear in the IEEE Transactions on Signal Processin

A framework for mixed estimation of hidden Markov models

In this paper, we present a framework for a mixed estimation scheme for hidden Markov models (HMM). A robust estimation scheme is first presented using the minimax method that minimizes a worst case cost for HMMs with bounded uncertainties. Then we present a mixed estimation scheme that minimizes a risk-neutral cost with a constraint on the worst-case cost. Some simulation results are also presented to compare these different estimation schemes in cases of uncertainties in the noise model

Robust H∞ filtering with error variance constraints for uncertain discrete-time systems

The robust H∞ filtering problem is considered for discrete-time systems subject to norm-bounded parameter uncertainties in both the state and the output matrices of the state-space model. Sufficient conditions for the filter to satisfy the prescribed H∞ performance and steady-state estimation error variance constraints are given in terms of two discrete algebraic Riccati inequalities. The filter obtained does not depend on the perturbation parameter which is assumed to be unmeasured. An example is provided to illustrate the use of the results for filter design.published_or_final_versio

On-line estimation approaches to fault-tolerant control of uncertain systems

This thesis is concerned with fault estimation in Fault-Tolerant Control (FTC) and as such involves the joint problem of on-line estimation within an adaptive control system. The faults that are considered are significant uncertainties affecting the control variables of the process and their estimates are used in an adaptive control compensation mechanism. The approach taken involves the active FTC, as the faults can be considered as uncertainties affecting the control system. The engineering (application domain) challenges that are addressed are: (1) On-line model-based fault estimation and compensation as an FTC problem, for systems with large but bounded fault magnitudes and for which the faults can be considered as a special form of dynamic uncertainty. (2) Fault-tolerance in the distributed control of uncertain inter-connected systems The thesis also describes how challenge (1) can be used in the distributed control problem of challenge (2). The basic principle adopted throughout the work is that the controller has two components, one involving the nominal control action and the second acting as an adaptive compensation for significant uncertainties and fault effects. The fault effects are a form of uncertainty which is considered too large for the application of passive FTC methods. The thesis considers several approaches to robust control and estimation: augmented state observer (ASO); sliding mode control (SMC); sliding mode fault estimation via Sliding Mode Observer (SMO); linear parameter-varying (LPV) control; two-level distributed control with learning coordination