Receding-Horizon Estimation for Switching Discrete-Time Linear Systems

Receding-horizon state estimation is addressed for a class of discrete-time systems that may switch among different modes taken from a finite set. The system and measurement equations for each mode are assumed to be linear and perfectly known, but the current mode of the system is unknown, the state variables are not perfectly measurable and are affected by disturbances. The system mode is regarded as an unknown discrete state to be estimated together with the continuous state vector. Observability conditions are found to distinguish the system mode in the presence of bounded system and measurement noises. These results allow one to construct an estimator that relies on the combination of the identification of the discrete state with the estimation of the state variables by minimizing a receding-horizon quadratic cost function. The convergence properties of such an estimator are studied, and simulation results are reported to show the effectiveness of the proposed approach

State Estimation for Distributed and Hybrid Systems

This thesis deals with two aspects of recursive state estimation: distributed estimation and estimation for hybrid systems. In the first part, an approximate distributed Kalman filter is developed. Nodes update their state estimates by linearly combining local measurements and estimates from their neighbors. This scheme allows nodes to save energy, thus prolonging their lifetime, compared to centralized information processing. The algorithm is evaluated experimentally as part of an ultrasound based positioning system. The first part also contains an example of a sensor-actuator network, where a mobile robot navigates using both local sensors and information from a sensor network. This system was implemented using a component-based framework. The second part develops, a recursive joint maximum a posteriori state estimation scheme for Markov jump linear systems. The estimation problem is reformulated as dynamic programming and then approximated using so called relaxed dynamic programming. This allows the otherwise exponential complexity to be kept at manageable levels. Approximate dynamic programming is also used to develop a sensor scheduling algorithm for linear systems. The algorithm produces an offline schedule that when used together with a Kalman filter minimizes the estimation error covariance

Control-friendly scheduling algorithms for multi-tool, multi-product manufacturing systems

textThe fabrication of semiconductor devices is a highly competitive and capital intensive industry. Due to the high costs of building wafer fabrication facilities (fabs), it is expected that products should be made efficiently with respect to both time and material, and that expensive unit operations (tools) should be utilized as much as possible. The process flow is characterized by frequent machine failures, drifting tool states, parallel processing, and reentrant flows. In addition, the competitive nature of the industry requires products to be made quickly and within tight tolerances. All of these factors conspire to make both the scheduling of product flow through the system and the control of product quality metrics extremely difficult. Up to now, much research has been done on the two problems separately, but until recently, interactions between the two systems, which can sometimes be detrimental to one another, have mostly been ignored. The research contained here seeks to tackle the scheduling problem by utilizing objectives based on control system parameters in order that the two systems might behave in a more beneficial manner. A non-threaded control system is used that models the multi-tool, multi-product process in a state space form, and estimates the states using a Kalman filter. Additionally, the process flow is modeled by a discrete event simulation. The two systems are then merged to give a representation of the overall system. Two control system matrices, the estimate error covariance matrix from the Kalman filter and a square form of the system observability matrix called the information matrix, are used to generate several control-based scheduling algorithms. These methods are then tested against more tradition approaches from the scheduling literature to determine their effectiveness on both the basis of how well they maintain the outputs near their targets and how well they minimize the cycle time of the products in the system. The two metrics are viewed simultaneously through use of Pareto plots and merits of the various scheduling methods are judged on the basis of Pareto optimality for several test cases.Chemical Engineerin