Robust filtering with randomly varying sensor delay: The finite-horizon case

Copyright [2009] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, we consider the robust filtering problem for discrete time-varying systems with delayed sensor measurement subject to norm-bounded parameter uncertainties. The delayed sensor measurement is assumed to be a linear function of a stochastic variable that satisfies the Bernoulli random binary distribution law. An upper bound for the actual covariance of the uncertain stochastic parameter system is derived and used for estimation variance constraints. Such an upper bound is then minimized over the filter parameters for all stochastic sensor delays and admissible deterministic uncertainties. It is shown that the desired filter can be obtained in terms of solutions to two discrete Riccati difference equations of a form suitable for recursive computation in online applications. An illustrative example is presented to show the applicability of the proposed method

Uncertainty damping in kinetic traffic models by driver-assist controls

In this paper, we propose a kinetic model of traffic flow with uncertain binary interactions, which explains the scattering of the fundamental diagram in terms of the macroscopic variability of aggregate quantities, such as the mean speed and the flux of the vehicles, produced by the microscopic uncertainty. Moreover, we design control strategies at the level of the microscopic interactions among the vehicles, by which we prove that it is possible to dampen the propagation of such an uncertainty across the scales. Our analytical and numerical results suggest that the aggregate traffic flow may be made more ordered, hence predictable, by implementing such control protocols in driver-assist vehicles. Remarkably, they also provide a precise relationship between a measure of the macroscopic damping of the uncertainty and the penetration rate of the driver-assist technology in the traffic stream

Addressing Uncertainty in TMDLS: Short Course at Arkansas Water Resources Center 2001 Annual Conference

Management of a critical natural resource like water requires information on the status of that resource. The US Environmental Protection Agency (EPA) reported in the 1998 National Water Quality Inventory that more than 291,000 miles of assessed rivers and streams and 5 million acres of lakes do not meet State water quality standards. This inventory represents a compilation of State assessments of 840,000 miles of rivers and 17.4 million acres of lakes; a 22 percent increase in river miles and 4 percent increase in lake acres over their 1996 reports. Siltation, bacteria, nutrients and metals were the leading pollutants of impaired waters, according to EPA. The sources of these pollutants were presumed to be runoff from agricultural lands and urban areas. EPA suggests that the majority of Americans-over 218 million-live within ten miles of a polluted waterbody. This seems to contradict the recent proclamations of the success of the Clean Water Act, the Nation\u27s water pollution control law. EPA also claims that, while water quality is still threatened in the US, the amount of water safe for fishing and swimming has doubled since 1972, and that the number of people served by sewage treatment plants has more than doubled

Robust H-infinity filtering for 2-D systems with intermittent measurements

This paper is concerned with the problem of robust H∞ filtering for uncertain two-dimensional (2-D) systems with intermittent measurements. The parameter uncertainty is assumed to be of polytopic type, and the measurements transmission is assumed to be imperfect, which is modeled by a stochastic variable satisfying the Bernoulli random binary distribution. Our attention is focused on the design of an H∞ filter such that the filtering error system is stochastically stable and preserves a guaranteed H∞ performance. This problem is solved in the parameter-dependent framework, which is much less conservative than the quadratic approach. By introducing some slack matrix variables, the coupling between the positive definite matrices and the system matrices is eliminated, which greatly facilitates the filter design procedure. The corresponding results are established in terms of linear matrix inequalities, which can be easily tested by using standard numerical software. An example is provided to show the effectiveness of the proposed approac

Investigations of a compartmental model for leucine kinetics using nonlinear mixed effects models with ordinary and stochastic differential equations

Nonlinear mixed effects models represent a powerful tool to simultaneously analyze data from several individuals. In this study a compartmental model of leucine kinetics is examined and extended with a stochastic differential equation to model non-steady state concentrations of free leucine in the plasma. Data obtained from tracer/tracee experiments for a group of healthy control individuals and a group of individuals suffering from diabetes mellitus type 2 are analyzed. We find that the interindividual variation of the model parameters is much smaller for the nonlinear mixed effects models, compared to traditional estimates obtained from each individual separately. Using the mixed effects approach, the population parameters are estimated well also when only half of the data are used for each individual. For a typical individual the amount of free leucine is predicted to vary with a standard deviation of 8.9% around a mean value during the experiment. Moreover, leucine degradation and protein uptake of leucine is smaller, proteolysis larger, and the amount of free leucine in the body is much larger for the diabetic individuals than the control individuals. In conclusion nonlinear mixed effects models offers improved estimates for model parameters in complex models based on tracer/tracee data and may be a suitable tool to reduce data sampling in clinical studies