4,288 research outputs found
Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: A survey
This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2012 Hindawi PublishingSome recent advances on the filtering and control problems for nonlinear stochastic complex systems with incomplete information are surveyed. The incomplete information under consideration mainly includes missing measurements, randomly varying sensor delays, signal quantization, sensor saturations, and signal sampling. With such incomplete information, the developments on various filtering and control issues are reviewed in great detail. In particular, the addressed nonlinear stochastic complex systems are so comprehensive that they include conventional nonlinear stochastic systems, different kinds of complex networks, and a large class of sensor networks. The corresponding filtering and control technologies for such nonlinear stochastic complex systems are then discussed. Subsequently, some latest results on the filtering and control problems for the complex systems with incomplete information are given. Finally, conclusions are drawn and several possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61104125, 61028008, 61174136, 60974030, and 61074129, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council EPSRC of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany
A Pedant's Approach to Exponential Smoothing
An approach to exponential smoothing that relies on a linear single source of error state space model is outlined. A maximum likelihood method for the estimation of associated smoothing parameters is developed. Commonly used restrictions on the smoothing parameters are rationalised. Issues surrounding model identification and selection are also considered. It is argued that the proposed revised version of exponential smoothing provides a better framework for forecasting than either the Box-Jenkins or the traditional multi-disturbance state space approaches.Time Series Analysis, Prediction, Exponential Smoothing, ARIMA Models, Kalman Filter, State Space Models
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H∞ fault estimation with randomly occurring uncertainties, quantization effects and successive packet dropouts: The finite-horizon case
In this paper, the finite-horizon H∞ fault estimation problem is investigated for a class of uncertain nonlinear time-varying systems subject to multiple stochastic delays. The randomly occurring uncertainties (ROUs) enter into the system due to the random fluctuations of network conditions. The measured output is quantized by a logarithmic quantizer before being transmitted to the fault estimator. Also, successive packet dropouts (SPDs) happen when the quantized signals are transmitted through an unreliable network medium. Three mutually independent sets of Bernoulli-distributed white sequences are introduced to govern the multiple stochastic delays, ROUs and SPDs. By employing the stochastic analysis approach, some sufficient conditions are established for the desired finite-horizon fault estimator to achieve the specified H∞ performance. The time-varying parameters of the fault estimator are obtained by solving a set of recursive linear matrix inequalities. Finally, an illustrative numerical example is provided to show the effectiveness of the proposed fault estimation approach
Composite Disturbance Filtering: A Novel State Estimation Scheme for Systems With Multi-Source, Heterogeneous, and Isomeric Disturbances
State estimation has long been a fundamental problem in signal processing and
control areas. The main challenge is to design filters with ability to reject
or attenuate various disturbances. With the arrival of big data era, the
disturbances of complicated systems are physically multi-source, mathematically
heterogenous, affecting the system dynamics via isomeric (additive,
multiplicative and recessive) channels, and deeply coupled with each other. In
traditional filtering schemes, the multi-source heterogenous disturbances are
usually simplified as a lumped one so that the "single" disturbance can be
either rejected or attenuated. Since the pioneering work in 2012, a novel state
estimation methodology called {\it composite disturbance filtering} (CDF) has
been proposed, which deals with the multi-source, heterogenous, and isomeric
disturbances based on their specific characteristics. With the CDF, enhanced
anti-disturbance capability can be achieved via refined quantification,
effective separation, and simultaneous rejection and attenuation of the
disturbances. In this paper, an overview of the CDF scheme is provided, which
includes the basic principle, general design procedure, application scenarios
(e.g. alignment, localization and navigation), and future research directions.
In summary, it is expected that the CDF offers an effective tool for state
estimation, especially in the presence of multi-source heterogeneous
disturbances
A Unified Filter for Simultaneous Input and State Estimation of Linear Discrete-time Stochastic Systems
In this paper, we present a unified optimal and exponentially stable filter
for linear discrete-time stochastic systems that simultaneously estimates the
states and unknown inputs in an unbiased minimum-variance sense, without making
any assumptions on the direct feedthrough matrix. We also derive input and
state observability/detectability conditions, and analyze their connection to
the convergence and stability of the estimator. We discuss two variations of
the filter and their optimality and stability properties, and show that filters
in the literature, including the Kalman filter, are special cases of the filter
derived in this paper. Finally, illustrative examples are given to demonstrate
the performance of the unified unbiased minimum-variance filter.Comment: Preprint for Automatic
Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: A survey
The multiobjective control and filtering problems for nonlinear stochastic systems with variance constraints are surveyed. First, the concepts of nonlinear stochastic systems are recalled along with the introduction of some recent advances. Then, the covariance control theory, which serves as a practical method for multi-objective control design as well as a foundation for linear system theory, is reviewed comprehensively. The multiple design requirements frequently applied in engineering practice for the use of evaluating system performances are introduced, including robustness, reliability, and dissipativity. Several design techniques suitable for the multi-objective variance-constrained control and filtering problems for nonlinear stochastic systems are discussed. In particular, as a special case for the multi-objective design problems, the mixed H 2 / H ∞ control and filtering problems are reviewed in great detail. Subsequently, some latest results on the variance-constrained multi-objective control and filtering problems for the nonlinear stochastic systems are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out
State Estimation Filtering using Recent Finite Measurements and Inputs for Active Suspension System with Temporary Uncertainties
In this paper, the finite memory structure(FMS) filter using most recent finite measured outputs and control inputs is applied for the state estimation filtering of automotive suspension systems to verify intrinsic robustness of FMS filter. Firstly, the single-corner model for the automotive suspension system and its state-space model are described. Secondly, FMS as well as infinite memory structure(IMS) filters are briefly introduced and represented by the summation form. Thirdly, a couple of temporary uncertainties, model uncertainty and unknown input, are discussed. Finally, extensive computer simulations are performed for both nominal system and temporarily uncertain system. It is shown that the FMS filter can be better than the IMS filter for both temporary uncertainties. In addition, the FMS filter can be shown to be comparable to the IMS filter after the effects of a couple of temporary uncertainties have completely disappeared
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