Supervisory observer for parameter and state estimation of nonlinear systems using the DIRECT algorithm

A supervisory observer is a multiple-model architecture, which estimates the parameters and the states of nonlinear systems. It consists of a bank of state observers, where each observer is designed for some nominal parameter values sampled in a known parameter set. A selection criterion is used to select a single observer at each time instant, which provides its state estimate and parameter value. The sampling of the parameter set plays a crucial role in this approach. Existing works require a sufficiently large number of parameter samples, but no explicit lower bound on this number is provided. The aim of this work is to overcome this limitation by sampling the parameter set automatically using an iterative global optimisation method, called DIviding RECTangles (DIRECT). Using this sampling policy, we start with 1 + 2np parameter samples where np is the dimension of the parameter set. Then, the algorithm iteratively adds samples to improve its estimation accuracy. Convergence guarantees are provided under the same assumptions as in previous works, which include a persistency of excitation condition. The efficacy of the supervisory observer with the DIRECT sampling policy is illustrated on a model of neural populations

Simultaneous Parameters Identification and State Estimation based on Unknown Input Observer for a class of LPV Systems

International audienceA novel unknown input observer structure for parameters and state estimation is proposed to enhance the performance of the estimator. In this paper, we suggest how a failed matching condition in a nonlinear unknown input observer can be recovered by using time delayed measurement to solve the inversing problem. Based on delayed outputs, an augmented system is constructed from which the parameters of the model and the system states can be simultaneously estimated. The augmented nonlinear model is transformed into a Takagi Sugeno (TS) form. Sufficient conditions for the existence of the estimator are given in terms of linear matrix inequalities (LMIs). Using the obtained information on the unknown input observer, unknown parameters are identified. Finally, the feasibility and the effectiveness of the suggested approach is demonstrated on examples

A multiple model adaptive architecture for the state estimation in discrete-time uncertain LPV systems

@2017 Personal use of these materials 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 news collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other worksThis paper addresses the problem of multiple model adaptive estimation (MMAE) for discrete-time linear parameter varying (LPV) systems that are affected by parametric uncertainty. The MMAE system relies on a finite number of local observers, each designed using a selected model (SM) from the set of possible plant models. Each local observer is an LPV Kalman filter, obtained as a linear combination of linear time invariant (LTI) Kalman filters. It is shown that if some suitable distinguishability conditions are fulfilled, the MMAE will identify the SM corresponding to the local observer with smallest output prediction error energy. The convergence of the unknown parameter estimation, and its relation with the varying parameters, are discussed. Simulation results illustrate the application of the proposed method.Peer ReviewedPostprint (author's final draft

Local adaptive observer for linear time-varying systems with parameter-dependent state matrices

International audienceWe present an adaptive observer for linear time-varying systems whose state matrix depends on unknown parameters. We first assume that the state matrix is affine in these parameters. In this case, the proposed observer generates state and parameter estimates, which exponentially converge to the plant state and the true parameter, respectively, provided a persistence of excitation condition holds and the unknown parameters lie in a neighborhood of some known nominal values. Hence, some prior knowledge on the unknown parameters is required, but not on the state. We then modify the adaptive observer and its convergence analysis to systems whose state matrix is smooth, instead of being affine, in the unknown parameters. The convergence is approximate, and no longer exponential, in this case. An example is provided to illustrate the results, for which the required distance between the unknown parameters and their nominal values is investigated numerically

Local adaptive observer for linear time-varying systems with parameter-dependent state matrices

We present an adaptive observer for linear time-varying systems whose state matrix depends on unknown parameters. We first assume that the state matrix is affine in these parameters. In this case, the proposed observer generates state and parameter estimates, which exponentially converge to the plant state and the true parameter, respectively, provided a persistence of excitation condition holds and the unknown parameters lie in a neighborhood of some known nominal values. Hence, some prior knowledge on the unknown parameters is required, but not on the state. We then modify the adaptive observer and its convergence analysis to systems whose state matrix is smooth, instead of being affine, in the unknown parameters. The convergence is approximate, and no longer exponential, in this case. An example is provided to illustrate the results, for which the required distance between the unknown parameters and their nominal values is investigated numerically

Seizure prediction : ready for a new era

Acknowledgements: The authors acknowledge colleagues in the international seizure prediction group for valuable discussions. L.K. acknowledges funding support from the National Health and Medical Research Council (APP1130468) and the James S. McDonnell Foundation (220020419) and acknowledges the contribution of Dean R. Freestone at the University of Melbourne, Australia, to the creation of Fig. 3.Peer reviewedPostprin

Proceedings. 24. Workshop Computational Intelligence, Dortmund, 27. - 28. November 2014

Dieser Tagungsband enthält die Beiträge des 24. Workshops "Computational Intelligence" des Fachausschusses 5.14 der VDI/VDE-Gesellschaft für Mess- und Automatisierungstechnik (GMA), der vom 27. - 28. November 2014 in Dortmund stattgefunden hat. Die Schwerpunkte sind Methoden, Anwendungen und Tools für Fuzzy-Systeme, Künstliche Neuronale Netze, Evolutionäre Algorithmen und Data-Mining-Verfahren sowie der Methodenvergleich anhand von industriellen Anwendungen und Benchmark-Problemen