Robust filtering with randomly varying sensor delay: The finite-horizon case

Copyright [2009] 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 paper, we consider the robust filtering problem for discrete time-varying systems with delayed sensor measurement subject to norm-bounded parameter uncertainties. The delayed sensor measurement is assumed to be a linear function of a stochastic variable that satisfies the Bernoulli random binary distribution law. An upper bound for the actual covariance of the uncertain stochastic parameter system is derived and used for estimation variance constraints. Such an upper bound is then minimized over the filter parameters for all stochastic sensor delays and admissible deterministic uncertainties. It is shown that the desired filter can be obtained in terms of solutions to two discrete Riccati difference equations of a form suitable for recursive computation in online applications. An illustrative example is presented to show the applicability of the proposed method

Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: A survey

This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2012 Hindawi PublishingSome recent advances on the filtering and control problems for nonlinear stochastic complex systems with incomplete information are surveyed. The incomplete information under consideration mainly includes missing measurements, randomly varying sensor delays, signal quantization, sensor saturations, and signal sampling. With such incomplete information, the developments on various filtering and control issues are reviewed in great detail. In particular, the addressed nonlinear stochastic complex systems are so comprehensive that they include conventional nonlinear stochastic systems, different kinds of complex networks, and a large class of sensor networks. The corresponding filtering and control technologies for such nonlinear stochastic complex systems are then discussed. Subsequently, some latest results on the filtering and control problems for the complex systems with incomplete information are given. Finally, conclusions are drawn and several possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61104125, 61028008, 61174136, 60974030, and 61074129, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council EPSRC of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Filtering for uncertain 2-D discrete systems with state delays

This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Elsevier Ltd.This paper is concerned with the problem of robust H∞ filtering for two-dimensional (2-D) discrete systems with time-delays in states. The 2-D systems under consideration are described in terms of the well-known Fornasini–Marchesini local state-space (FMLSS) models with time-delays. Our attention is focused on the design of a full-order filter such that the filtering error system is guaranteed to be asymptotically stable with a prescribed H∞ disturbance attenuation performance. Sufficient conditions for the existence of desired filters are established by using a linear matrix inequality (LMI) approach, and the corresponding filter design problem is then cast into a convex optimization problem that can be efficiently solved by resorting to some standard numerical software. Furthermore, the obtained results are extended to more general cases where the system matrices contain either polytopic or norm-bounded parameter uncertainties. A simulation example is provided to illustrate the effectiveness of the proposed design method.This work was partially supported by the National Natural Science Foundation of China (60504008), Program for New Century Excellent Talents in University of China and the Postdoctoral Science Foundation of China (20060390231)

On general systems with network-enhanced complexities

In recent years, the study of networked control systems (NCSs) has gradually become an active research area due to the advantages of using networked media in many aspects such as the ease of maintenance and installation, the large flexibility and the low cost. It is well known that the devices in networks are mutually connected via communication cables that are of limited capacity. Therefore, some network-induced phenomena have inevitably emerged in the areas of signal processing and control engineering. These phenomena include, but are not limited to, network-induced communication delays, missing data, signal quantization, saturations, and channel fading. It is of great importance to understand how these phenomena influence the closed-loop stability and performance properties

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

Robust controller design for input-delayed systems using predictive feedback and an uncertainty estimator

[EN] This paper deals with the problem of stabilizing a class of input-delayed systems with (possibly) nonlinear uncertainties by using explicit delay compensation. It is well known that plain predictive schemes lack robustness with respect to uncertain model parameters. In this work, an uncertainty estimator is derived for input-delay systems and combined with a modified state predictor, which uses current available information of the estimated uncertainties. Furthermore, based on Lyapunov-Krasovskii functionals, a computable criterion to check robust stability of the closed-loop is developed and cast into a minimization problem constrained to an LMI. Additionally, for a given input delay, an iterative-LMI algorithm is proposed to design stabilizing tuning parameters. The main results are illustrated and validated using a numerical example with a second-order dynamic system.This work was partially supported by projects PROMETEOII/2013/004, Conselleria d Educació, Generalitat Valenciana, and TIN2014-56158-C4-4-P-AR, Ministerio de Economía y Competitividad, Spain.Sanz Diaz, R.; García Gil, PJ.; Albertos Pérez, P.; Zhong, Q. (2017). Robust controller design for input-delayed systems using predictive feedback and an uncertainty estimator. International Journal of Robust and Nonlinear Control. 27(10):1826-1840. https://doi.org/10.1002/rnc.3639S182618402710Stability and Stabilization of Systems with Time Delay. (2011). IEEE Control Systems, 31(1), 38-65. doi:10.1109/mcs.2010.939135Normey-Rico, J. E., Bordons, C., & Camacho, E. F. (1997). Improving the robustness of dead-time compensating PI controllers. Control Engineering Practice, 5(6), 801-810. doi:10.1016/s0967-0661(97)00064-6Michiels, W., & Niculescu, S.-I. (2003). 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Robust predictor feedback for discrete-time systems with input delays. International Journal of Control, 86(9), 1652-1663. doi:10.1080/00207179.2013.792005Krstic, M. (2010). Input Delay Compensation for Forward Complete and Strict-Feedforward Nonlinear Systems. IEEE Transactions on Automatic Control, 55(2), 287-303. doi:10.1109/tac.2009.2034923Bekiaris-Liberis, N., & Krstic, M. (2011). Compensation of Time-Varying Input and State Delays for Nonlinear Systems. Journal of Dynamic Systems, Measurement, and Control, 134(1). doi:10.1115/1.4005278Karafyllis, I., Malisoff, M., Mazenc, F., & Pepe, P. (Eds.). (2016). Recent Results on Nonlinear Delay Control Systems. Advances in Delays and Dynamics. doi:10.1007/978-3-319-18072-4Cacace, F., Conte, F., Germani, A., & Pepe, P. (2016). Stabilization of strict-feedback nonlinear systems with input delay using closed-loop predictors. International Journal of Robust and Nonlinear Control, 26(16), 3524-3540. doi:10.1002/rnc.3517Fridman, E., & Shaked, U. (2002). An improved stabilization method for linear time-delay systems. IEEE Transactions on Automatic Control, 47(11), 1931-1937. doi:10.1109/tac.2002.804462Fridman, E., & Shaked, U. (2002). A descriptor system approach to H/sub ∞/ control of linear time-delay systems. IEEE Transactions on Automatic Control, 47(2), 253-270. doi:10.1109/9.983353Chen, W.-H., & Zheng, W. X. (2006). On improved robust stabilization of uncertain systems with unknown input delay. Automatica, 42(6), 1067-1072. doi:10.1016/j.automatica.2006.02.015Krstic, M. (2008). Lyapunov tools for predictor feedbacks for delay systems: Inverse optimality and robustness to delay mismatch. Automatica, 44(11), 2930-2935. doi:10.1016/j.automatica.2008.04.010Léchappé, V., Moulay, E., Plestan, F., Glumineau, A., & Chriette, A. (2015). New predictive scheme for the control of LTI systems with input delay and unknown disturbances. Automatica, 52, 179-184. doi:10.1016/j.automatica.2014.11.003Roh, Y.-H., & Oh, J.-H. (1999). Robust stabilization of uncertain input-delay systems by sliding mode control with delay compensation. Automatica, 35(11), 1861-1865. doi:10.1016/s0005-1098(99)00106-5Bresch-Pietri, D., & Krstic, M. (2009). Adaptive trajectory tracking despite unknown input delay and plant parameters. Automatica, 45(9), 2074-2081. doi:10.1016/j.automatica.2009.04.027Kamalapurkar, R., Fischer, N., Obuz, S., & Dixon, W. E. (2016). Time-Varying Input and State Delay Compensation for Uncertain Nonlinear Systems. IEEE Transactions on Automatic Control, 61(3), 834-839. doi:10.1109/tac.2015.2451472Chen, W.-H., Ohnishi, K., & Guo, L. (2015). Advances in Disturbance/Uncertainty Estimation and Attenuation [Guest editors’ introduction]. 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Probability-dependent gain-scheduled control for discrete stochastic delayed systems with randomly occurring nonlinearities

This is the post-print version of the Article. The official published version can be accessed from the links below - Copyright @ 2012 John Wiley & Sons, Ltd.In this paper, the gain-scheduled control problem is addressed by using probability-dependent Lyapunov functions for a class of discrete-time stochastic delayed systems with randomly occurring sector nonlinearities. The sector nonlinearities are assumed to occur according to a time-varying Bernoulli distribution with measurable probability in real time. The multiplicative noises are given by means of a scalar Gaussian white noise sequence with known variances. The aim of the addressed gain-scheduled control problem is to design a controller with scheduled gains such that, for the admissible randomly occurring nonlinearities, time delays and external noise disturbances, the closed-loop system is exponentially mean-square stable. Note that the designed gain-scheduled controller is based on the measured time-varying probability and is therefore less conservative than the conventional controller with constant gains. It is shown that the time-varying controller gains can be derived in terms of the measurable probability by solving a convex optimization problem via 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 UK, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the National Natural Science Foundation of China under Grants 61028008, 61134009, 61074016, 61104125 and 60974030, the Shanghai Natural Science Foundation of China under Grant 10ZR1421200, and the Alexander von Humboldt Foundation of Germany

Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: A survey

Copyright © 2013 Jun Hu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.Some recent advances on the recursive filtering and sliding mode design problems for nonlinear stochastic systems with network-induced phenomena are surveyed. The network-induced phenomena under consideration mainly include missing measurements, fading measurements, signal quantization, probabilistic sensor delays, sensor saturations, randomly occurring nonlinearities, and randomly occurring uncertainties. With respect to these network-induced phenomena, the developments on filtering and sliding mode design problems are systematically reviewed. In particular, concerning the network-induced phenomena, some recent results on the recursive filtering for time-varying nonlinear stochastic systems and sliding mode design for time-invariant nonlinear stochastic systems are given, respectively. Finally, conclusions are proposed and some potential future research works are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61329301, 61333012, 61374127 and 11301118, the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant no. GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany

Robust filtering for uncertain linear systems with delayed states and outputs

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.Deals with the robust filtering problem for uncertain linear systems with delayed states and outputs. Both time-invariant and time-varying cases are considered. For the time-invariant case, an algebraic Riccati matrix inequality approach is proposed to design a robust H∞ filter such that the filtering process remains asymptotically stable for all admissible uncertainties, and the transfer function from the disturbance inputs to error state outputs satisfies the prespecified H∞ norm upper bound constraint. We establish the conditions under which the desired robust H ∞ filters exist, and derive the explicit expression of these filters. For the time-varying case, we develop a differential Riccati inequality method to design the robust filters. A numerical example is provided to demonstrate the validity of the proposed design approac