2,342 research outputs found

    Robust Wiener filtering based on probabilistic descriptions of model errors

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    Optimal and Robust Feedback Controller Estimation for a Vibrating Plate using Subspace Model Identification

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    This paper presents a method to estimate the H2 optimal and a robust feedback controller by means of Subspace Model Identification using the internal model control (IMC) approach. Using IMC an equivalent feed forward control problem is obtained, which is solved by the Causal Wiener filter for the H2 optimal controller. The robust variant, called the Cautious Wiener filter, optimizes the average performance w.r.t. probabilistic model errors. The identification of the Causal and Cautious Wiener filters are control-relevant. The method is illustrated by experiments on a 4-inputs 4-outputs vibrating plate with additional mass variation

    H∞ filtering for uncertain stochastic time-delay systems with sector-bounded nonlinearities

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    This is the post print version of the article. The official published version can be obtained from the link - Copyright 2008 Elsevier Ltd.In this paper, we deal with the robust H∞ filtering problem for a class of uncertain nonlinear time-delay stochastic systems. The system under consideration contains parameter uncertainties, Itô-type stochastic disturbances, time-varying delays, as well as sector-bounded nonlinearities. We aim at designing a full-order filter such that, for all admissible uncertainties, nonlinearities and time delays, the dynamics of the filtering error is guaranteed to be robustly asymptotically stable in the mean square, while achieving the prescribed H∞ disturbance rejection attenuation level. By using the Lyapunov stability theory and Itô’s differential rule, sufficient conditions are first established to ensure the existence of the desired filters, which are expressed in the form of a linear matrix inequality (LMI). Then, the explicit expression of the desired filter gains is also characterized. Finally, a numerical example is exploited to show the usefulness of the results derived.This paper was not presented at any IFAC meeting. This paper was recommended for publication in revised form by Associate Editor Tongwen Chen under the direction of Editor Ian Petersen. This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, an International Joint Project sponsored by the Royal Society of the UK and the NSFC of China, the Alexander von Humboldt Foundation of Germany, the Natural Science Foundation of Jiangsu Province of China under Grant BK2007075, the Natural Science Foundation of Jiangsu Education Committee of China under Grant 06KJD110206, the National Natural Science Foundation of China under Grants 60774073 and 10671172, and the Scientific Innovation Fund of Yangzhou University of China under Grant 2006CXJ002

    Modelling and feedback control design for quantum state preparation

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    The goal of this article is to provide a largely self-contained introduction to the modelling of controlled quantum systems under continuous observation, and to the design of feedback controls that prepare particular quantum states. We describe a bottom-up approach, where a field-theoretic model is subjected to statistical inference and is ultimately controlled. As an example, the formalism is applied to a highly idealized interaction of an atomic ensemble with an optical field. Our aim is to provide a unified outline for the modelling, from first principles, of realistic experiments in quantum control

    A robust orthogonal adaptive approach to SISO deconvolution

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    This paper formulates in a common framework some results from the fields of robust filtering, function approximation with orthogonal basis, and adaptive filtering, and applies them for the design of a general deconvolution processor for SISO systems. The processor is designed to be robust to small parametric uncertainties in the system model, with a partially adaptive orthogonal structure. A simple gradient type of adaptive algorithm is applied to update the coefficients that linearly combine the fixed robust basis functions used to represent the deconvolver. The advantages of the design are inherited from the mentioned fields: low sensitivity to parameter uncertainty in the system model, good numerical and structural behaviour, and the capability of tracking changes in the systems dynamics. The linear equalization of a simple ADSL channel model is presented as an example including comparisons between the optimal nominal, adaptive FIR, and the proposed design.Facultad de IngenieríaComisión de Investigaciones Científicas de la provincia de Buenos Aire

    Grey Box Modelling of Hydrological Systems:With Focus on Uncertainties

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    Increasing the Robustness of a Preconditioned Filtered-X LMS Algorithm

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    Continuous-Discrete Path Integral Filtering

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    A summary of the relationship between the Langevin equation, Fokker-Planck-Kolmogorov forward equation (FPKfe) and the Feynman path integral descriptions of stochastic processes relevant for the solution of the continuous-discrete filtering problem is provided in this paper. The practical utility of the path integral formula is demonstrated via some nontrivial examples. Specifically, it is shown that the simplest approximation of the path integral formula for the fundamental solution of the FPKfe can be applied to solve nonlinear continuous-discrete filtering problems quite accurately. The Dirac-Feynman path integral filtering algorithm is quite simple, and is suitable for real-time implementation.Comment: 35 pages, 18 figures, JHEP3 clas
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