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

Variance-constrained control for uncertain stochastic systems with missing measurements

Copyright [2005] 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 are concerned with a new control problem for uncertain discrete-time stochastic systems with missing measurements. The parameter uncertainties are allowed to be norm-bounded and enter into the state matrix. The system measurements may be unavailable (i.e., missing data) at any sample time, and the probability of the occurrence of missing data is assumed to be known. The purpose of this problem is to design an output feedback controller such that, for all admissible parameter uncertainties and all possible incomplete observations, the system state of the closed-loop system is mean square bounded, and the steady-state variance of each state is not more than the individual prescribed upper bound. We show that the addressed problem can be solved by means of algebraic matrix inequalities. The explicit expression of the desired robust controllers is derived in terms of some free parameters, which may be exploited to achieve further performance requirements. An illustrative numerical example is provided to demonstrate the usefulness and flexibility of the proposed design approach

Cramer-Rao Bound for Target Localization for Widely Separated MIMO Radar

In this paper, we derive the Cramer-Rao Bounds (CRBs) for the 2-dimensional (2D) target localization and velocity estimations for widely separated Multiple-Input Multiple-Output (MIMO) radar. The transmitters emit signals with different frequencies and the receivers receive these signals with amplitude fluctuations and with Doppler shifts due to the target motion. The received signal model is constructed using the Swerling target fluctuations to take into account the undesired effects of target amplitude and phase fluctuations. Moreover, the time delays and the Doppler frequencies are included in the signal model to get a more realistic model. Then, the Cramer-Rao Bounds are derived for the proposed signal model for the target position and velocity estimations. Contrary to known models of CRBs, we derived the CRBs jointly and using the Swerling target fluctuations

S-DIMM+ height characterization of day-time seeing using solar granulation

To evaluate site quality and to develop multi-conjugative adaptive optics systems for future large solar telescopes, characterization of contributions to seeing from heights up to at least 12 km above the telescope is needed. We describe a method for evaluating contributions to seeing from different layers along the line-of-sight to the Sun. The method is based on Shack Hartmann wavefront sensor data recorded over a large field-of-view with solar granulation and uses only measurements of differential image displacements from individual exposures, such that the measurements are not degraded by residual tip-tilt errors. We conclude that the proposed method allows good measurements when Fried's parameter r_0 is larger than about 7.5 cm for the ground layer and that these measurements should provide valuable information for site selection and multi-conjugate development for the future European Solar Telescope. A major limitation is the large field of view presently used for wavefront sensing, leading to uncomfortably large uncertainties in r_0 at 30 km distance.Comment: Accepted by AA 22/01/2010 (12 pages, 11 figures