State dependent multiple model-based particle filtering for ballistic missile tracking in a low-observable environment

This paper proposes a new method for tracking the whole trajectory of a ballistic missile (BM), in a low-observable environment with ‘imperfect’ sensor measurement incorporating both miss detection and false alarms. A hybrid system with state dependent transition probabilities is proposed where multiple state models represent the ballistic missile movement during different phases; and domain knowledge is exploited to model the transition probabilities between different flight phases in a state-dependent way. The random finite set (RFS) is adopted to model radar sensor measurements which include both miss detection and false alarms. Based on the proposed hybrid modeling system and the RFS represented sensor measurements, a state dependent interacting multiple model particle filtering method integrated with a generalized measurement likelihood function is developed for the BM tracking. Comprehensive simulation studies show that the proposed method outperforms the traditional ones for the BM tracking, with more accurate estimations of flight mode probabilities, positions and velocities

Stabilisation of descriptor Markovian jump systems with partially unknown transition probabilities

This paper is concerned with the stability and stabilisation problems for continuous-time descriptor Markovian jump systems with partially unknown transition probabilities. In terms of a set of coupled linear matrix inequalities (LMIs), a necessary and sufficient condition is firstly proposed, which ensures the systems to be regular, impulse-free and stochastically stable. Moreover, the corresponding necessary and sufficient condition on the existence of a mode-dependent state-feedback controller, which guarantees the closed-loop systems stochastically admissible by employing the LMI technique, is derived; the stabilizing state-feedback gain can also be expressed via solutions of the LMIs. Finally, numerical examples are given to demonstrate the validity of the proposed methods

Robust H∞ filtering for markovian jump systems with randomly occurring nonlinearities and sensor saturation: The finite-horizon case

This article is posted with the permission of IEEE - Copyright @ 2011 IEEEThis paper addresses the robust H∞ filtering problem for a class of discrete time-varying Markovian jump systems with randomly occurring nonlinearities and sensor saturation. Two kinds of transition probability matrices for the Markovian process are considered, namely, the one with polytopic uncertainties and the one with partially unknown entries. The nonlinear disturbances are assumed to occur randomly according to stochastic variables satisfying the Bernoulli distributions. The main purpose of this paper is to design a robust filter, over a given finite-horizon, such that the H∞ disturbance attenuation level is guaranteed for the time-varying Markovian jump systems in the presence of both the randomly occurring nonlinearities and the sensor saturation. Sufficient conditions are established for the existence of the desired filter satisfying the H∞ performance constraint in terms of a set of recursive linear matrix inequalities. Simulation results demonstrate the effectiveness of the developed filter design scheme.This work was supported in part by the National Natural Science Foundation of China under Grants 61028008, 60825303, and 61004067, National 973 Project under Grant 2009CB320600, the Key Laboratory of Integrated Automation for the Process Industry (Northeastern University) from the Ministry of Education of China, the Engineering and Physical Sciences Research Council (EPSRC) of the U.K., under Grant GR/S27658/01, the Royal Society of the U.K., and the Alexander von Humboldt Foundation of Germany

Dynamics of dissipative Landau-Zener transitions

A non-perturbative treatment, the Dirac-Frenkel time-dependent variation is employed to examine dynamics of the Landau-Zener model with both diagonal and off-diagonal qubit-bath coupling using the multiple Davydov trial states. It is shown that steady-state transition probabilities agree with analytical predictions at long times. Landau-Zener dynamics at intermediate times is little affected by diagonal coupling, and is found to be determined by off-diagonal coupling and tunneling strength between two diabatic states. We investigate effects of bath spectral densities, coupling strengths and interaction angles on Laudau-Zener dynamics. Thanks to the multiple Davydov trial states, detailed boson dynamics can also be analyzed in Landau-Zener transitions. Results presented here may help provide guiding principles to manipulate the Laudau-Zener transitions in circuit QED architectures by tuning off-diagonal coupling and tunneling strength

Stochastic stability and stabilization of discrete-time singular Markovian jump systems with partially unknown transition probabilities

This paper considers the stochastic stability and stabilization of discrete-time singular Markovian jump systems with partially unknown transition probabilities. Firstly, a set of necessary and sufficient conditions for the stochastic stability is proposed in terms of LMIs, then a set of sufficient conditions is proposed for the design of a state feedback controller to guarantee that the corresponding closed-loop systems are regular, causal, and stochastically stable by employing the LMI technique. Finally, some examples are provided to demonstrate the effectiveness of the proposed approaches

Single-atom laser generates nonlinear coherent states

The stationary state of a single-atom (single-qubit) laser is shown to be a phase-averaged nonlinear coherent state - an eigenstate of a specific deformed annihilation operator. The solution found for the stationary state is unique and valid for all regimes of the single-qubit laser operation. We have found the parametrization of the deformed annihilation operator which provides superconvergence in finding the stationary state by iteration. It is also shown that, contrary to the case of the usual laser with constant Einstein coefficients describing transition probabilities, for the single-atom laser the interaction-induced transition probabilities effectively depend on the field intensity