Framework for state and unknown input estimation of linear time-varying systems

The design of unknown-input decoupled observers and filters requires the assumption of an existence condition in the literature. This paper addresses an unknown input filtering problem where the existence condition is not satisfied. Instead of designing a traditional unknown input decoupled filter, a Double-Model Adaptive Estimation approach is extended to solve the unknown input filtering problem. It is proved that the state and the unknown inputs can be estimated and decoupled using the extended Double-Model Adaptive Estimation approach without satisfying the existence condition. Numerical examples are presented in which the performance of the proposed approach is compared to methods from literature.Comment: This paper has been accepted by Automatica. It considers unknown input estimation or fault and disturbances estimation. Existing approaches considers the case where the effects of fault and disturbance can be decoupled. In our paper, we consider the case where the effects of fault and disturbance are coupled. This approach can be easily extended to nonlinear system

Adaptive State Estimation for Nonminimum-Phase Systems with Uncertain Harmonic Inputs

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/90727/1/AIAA-2011-6315-484.pd

Simultaneous state and input estimation with partial information on the inputs

This paper investigates the problem of simultaneous state and input estimation for discrete-time linear stochastic systems when the information on the inputs is partially available. To incorporate the partial information on the inputs, matrix manipulation is used to obtain an equivalent system with reduced-order in puts. Then Bayesian inference is drawn to obtain a recursive filter for both state and input variables. The proposed filter is an extension of the recently developed state filter with partially observed inputs to the case where the input filter is also of in terest, and an extension of the Simultaneous State and Input Estimation (SSIE) to the case where the information on the inputs is partially available. A numerical example is given to illustrate the proposed method. It is shown that, due to the additional information on the inputs being incorporated in the filter design, the performances of both state and input estimation are substantially improved in comparison with the conventional SSIE without partial input information

Reduced-order disturbance observer design for discrete-time linear stochastic systems

The conventional disturbance observers for discrete-time linear stochastic systems assume that the system states are fully estimable and the disturbance estimate is dependent on the estimated system states, hereafter termed Full-Order Disturbance Observers (FODOs). This paper investigates the design of Reduced-Order Disturbance Observers (RODOs) when the system state variables are not fully estimable. An existence condition of RODO is established, which is shown to be more easily satisfied than that of the conventional FODOs and consequently it has substantially extended the scope of applications of disturbance observer theory. Then a set of recursive formulae for the RODO is developed for on-line applications. Finally, it is furth er shown that the conventional FODOs are a special case of the proposed RODO in the sense that the former reduces to the RODO when the states become fully estimable in the presence of disturbances. Examples are given to demonstrate the effectiveness and advantages of the proposed approach

Robust Filtering for State and Fault Estimation of Linear Stochastic Systems with Unknown Disturbance

This paper presents a new robust filter structure to solve the simultaneous state and fault estimation problem of linear stochastic discrete-time systems with unknown disturbance. The method is based on the assumption that the fault and the unknown disturbance affect both the system state and the output, and no prior knowledge about their dynamical evolution is available. By making use of an optimal three-stage Kalman filtering method, an augmented fault and unknown disturbance models, an augmented robust three-stage Kalman filter (ARThSKF) is developed. The unbiasedness conditions and minimum-variance property of the proposed filter are provided. An illustrative example is given to apply this filter and to compare it with the existing literature results

State estimation, system identification and adaptive control for networked systems

A networked control system (NCS) is a feedback control system that has its control loop physically connected via real-time communication networks. To meet the demands of `teleautomation', modularity, integrated diagnostics, quick maintenance and decentralization of control, NCSs have received remarkable attention worldwide during the past decade. Yet despite their distinct advantages, NCSs are suffering from network-induced constraints such as time delays and packet dropouts, which may degrade system performance. Therefore, the network-induced constraints should be incorporated into the control design and related studies. For the problem of state estimation in a network environment, we present the strategy of simultaneous input and state estimation to compensate for the effects of unknown input missing. A sub-optimal algorithm is proposed, and the stability properties are proven by analyzing the solution of a Riccati-like equation. Despite its importance, system identification in a network environment has been studied poorly before. To identify the parameters of a system in a network environment, we modify the classical Kalman filter to obtain an algorithm that is capable of handling missing output data caused by the network medium. Convergence properties of the algorithm are established under the stochastic framework. We further develop an adaptive control scheme for networked systems. By employing the proposed output estimator and parameter estimator, the designed adaptive control can track the expected signal. Rigorous convergence analysis of the scheme is performed under the stochastic framework as well

Input and State Estimation for Discrete-Time Linear Systems with Application to Target Tracking and Fault Detection

This dissertation first presents a deterministic treatment of discrete-time input reconstruction and state estimation without assuming the existence of a full-rank Markov parameter. Algorithms based on the generalized inverse of a block-Toeplitz matrix are given for 1) input reconstruction in the case where the initial state is known; 2) state estimation in the case where the initial state is unknown, the system has no invariant zeros, and the input is unknown; and 3) input reconstruction and state estimation in the case where the initial state is unknown and the system has no invariant zeros. In all cases, the unknown input is an arbitrary deterministic or stochastic signal. In addition, the reconstruction/estimation algorithm is deadbeat, which means that, in the absence of sensor noise, exact input reconstruction and state estimation are achieved in a finite number of steps. Next, asymptotic input and state estimation for systems with invariant zeros is considered. Although this problem has been widely studied, existing techniques are confined to the case where the system is minimum phase. This dissertation presents retrospective cost input estimation (RCIE), which is based on retrospective cost optimization. It is shown that RCIE automatically develops an internal model of the unknown input. This internal model provides an asymptotic estimate of the unknown input regardless of the location of the zeros of the plant, including the case of nonminimum-phase dynamics. The input and state estimation method developed in this dissertation provides a novel approach to a longstanding problem in target tracking, namely, estimation of the inertial acceleration of a body using only position measurements. It turns out that, for this problem, the discretized kinematics have invariant zeros on the unit circle, and thus the dynamics is nonminimum-phase. Using optical position data for a UAV, RCIE estimates the inertial acceleration, which is modeled as an unknown input. The acceleration estimates are compared to IMU data from onboard sensors. Finally, based on exact kinematic models for input and state estimation, this dissertation presents a method for detecting sensor faults. A numerical investigation using the NASA Generic Transport Model shows that the method can detect stuck, bias, drift, and deadzone sensor faults. Furthermore, a laboratory experiment shows that RCIE can estimate the inertial acceleration (3-axis accelerometer measurements) and angular velocity (3-axis rate-gyro measurements) of a quadrotor using vision data; comparing these estimates to the actual accelerometer and rate-gyro measurements provide the means for assessing the health of the accelerometer and rate gyro.PHDAerospace EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/145813/1/ansahmad_1.pd

Fault estimation algorithms: design and verification

The research in this thesis is undertaken by observing that modern systems are becoming more and more complex and safety-critical due to the increasing requirements on system smartness and autonomy, and as a result health monitoring system needs to be developed to meet the requirements on system safety and reliability. The state-of-the-art approaches to monitoring system status are model based Fault Diagnosis (FD) systems, which can fuse the advantages of system physical modelling and sensors' characteristics. A number of model based FD approaches have been proposed. The conventional residual based approaches by monitoring system output estimation errors, however, may have certain limitations such as complex diagnosis logic for fault isolation, less sensitiveness to system faults and high computation load. More importantly, little attention has been paid to the problem of fault diagnosis system verification which answers the question that under what condition (i.e., level of uncertainties) a fault diagnosis system is valid. To this end, this thesis investigates the design and verification of fault diagnosis algorithms. It first highlights the differences between two popular FD approaches (i.e., residual based and fault estimation based) through a case study. On this basis, a set of uncertainty estimation algorithms are proposed to generate fault estimates according to different specifications after interpreting the FD problem as an uncertainty estimation problem. Then FD algorithm verification and threshold selection are investigated considering that there are always some mismatches between the real plant and the mathematical model used for FD observer design. Reachability analysis is drawn to evaluate the effect of uncertainties and faults such that it can be quantitatively verified under what condition a FD algorithm is valid. First the proposed fault estimation algorithms in this thesis, on the one hand, extend the existing approaches by pooling the available prior information such that performance can be enhanced, and on the other hand relax the existence condition and reduce the computation load by exploiting the reduced order observer structure. Second, the proposed framework for fault diagnosis system verification bridges the gap between academia and industry since on the one hand a given FD algorithm can be verified under what condition it is effective, and on the other hand different FD algorithms can be compared and selected for different application scenarios. It should be highlighted that although the algorithm design and verification are for fault diagnosis systems, they can also be applied for other systems such as disturbance rejection control system among many others