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1.
Identification of autoregressive models with exogenous input (ARX) is a classical problem in system identification. This article considers the errors-in-variables (EIV) ARX model identification problem, where input measurements are also corrupted with noise. The recently proposed Dynamic Iterative Principal Components Analysis (DIPCA) technique solves the EIV identification problem but is only applicable to white measurement errors. We propose a novel identification algorithm based on a modified DIPCA approach for identifying the EIV-ARX model for single-input, single-output (SISO) systems where the output measurements are corrupted with coloured noise consistent with the ARX model. Most of the existing methods assume important parameters like input-output orders, delay, or noise-variances to be known. This work’s novelty lies in the joint estimation of error variances, process order, delay, and model parameters. The central idea used to obtain all these parameters in a theoretically rigorous manner is based on transforming the lagged measurements using the appropriate error covariance matrix, which is obtained using estimated error variances and model parameters. Simulation studies on two systems are presented to demonstrate the efficacy of the proposed algorithm.  相似文献   

2.
This paper investigates the robust output regulation problem for stochastic systems with additive noises. As is known, for the output regulation control problem, a general method is to regard that the system is disturbed by an autonomous exosystem (which is consisted by external disturbances and reference signals), and for the system disturbed by the white noise, the stochastic differential equations (SDEs) should be utilized in modeling, accordingly, a controller with a feedforward regulator is constructed for the stochastic system with an exosystem, which can not only cancel the external disturbance, but also transform the trajectory tracking problem into the stabilization problem; In consideration of the state variables in stochastic systems cannot be measured completely, we embed an observer to the controller, such that the random interference can be suppressed, and the trajectory tracking can be achieved. Based on the stochastic control theory, the criteria of the exponential practical stability in the mean square is presented for the closed-loop system, finally, through tuning the controller parameters, the mean square of the tracking error can converge to an arbitrarily small neighborhood of the origin.  相似文献   

3.
In this paper, the state estimation problem is studied for a class of discrete-time stochastic complex networks with switched topology. In the network under consideration, we assume that measurement outputs can be got from only partial nodes, besides, the switching rule of this network is characterized by a sequence of Bernoulli random variables. The aim of the presented estimation problem is to develop a recursive estimator based on the framework of extended Kalman filter (EKF), such that the upper bound for the filtering error convariance is optimized. In order to address the nonlinear functions, the Taylor series expansion is utilized and the high-order terms of linearization errors are expressed in an exact way. Furthermore, by solving two Ricatti-like difference equations, the gain matrix can be acquired at each time instant. It is shown that the filtering error is bounded in mean square under some conditions with the aid of stochastic analysis techniques. A numerical example is given to demonstrate the validity of the proposed estimator.  相似文献   

4.
This paper considers the output feedback sliding-mode control for an uncertain linear system with unstable zeros. Based on a frequency shaping design, a dynamic-gain observer is used for state estimation of an uncertain system. This paper confirms that (1) state estimation is globally stable in a practical sense, (2) the resultant error can be arbitrarily small with respect to the system uncertainties, and (3) the proposed sliding-mode control can drive the uncertain system state into an arbitrarily small residual set around the origin, such that the size of residual set is controlled by the filter design. Moreover, the proposed control design is inherently robust to measurement noise; the effect of measurement noise can effectively be attenuated without any additional work.  相似文献   

5.
To achieve accurate position control of electro-hydraulic asymmetric cylinder system with only available displacement signal, an output feedback controller is proposed in this paper. The dynamic model of the system is expressed as a Brunovsky form, which helps to estimate the system states and simplify the controller structure. Then Levant differentiator is introduced to estimate the position, velocity and acceleration of the asymmetric cylinder system based on the output signal, which can reduce the impact of measurement noise compared to the means of calculating the time derivative of the displacement signal directly. Besides, a high gain disturbance observer is designed to reject the lumped disturbance rejection of the system including parameter uncertainty, modelling error and external disturbance. Moreover, a sliding mode surface is introduced to the controller design and a robust item with continuous function is applied to compensate for estimation errors. According to Lyapunov theory, the developed output controller is pledged to be stable that can realize disturbance rejection control as well as backstepping-free control. Furthermore, a large-size asymmetric cylinder experimental rig is set up to simulate practical applications environment. Comparative experimental results reveal the validity and potential practical meaning of the developed control approach.  相似文献   

6.
《Journal of The Franklin Institute》2023,360(13):10297-10336
Owing to the effect of measurement noise and sudden changes in the power system, the robustness of state estimation for power system becomes very important. The Unscented Kalman Filter (UKF) is widely used for state estimation. However, it does not consider the influence of different kinds of gross errors. To better deal with gross errors, a robust adaptive UKF with gross error detection and identification (RAUKF-GEDI) is proposed, which uses the robust generalized correntropy loss in the UKF framework. The RAUKF-GEDI detects gross errors by hypothesis testing, and then uses the moving window to identify and classify three kinds of gross errors. Subsequently, the RAUKF-GEDI estimates the magnitudes of the gross errors to further compensate the measurements, and finally uses the compensated measurements to re-estimate the state to obtain precise estimated states. In addition, RAUKF-GEDI also introduces adaptive covariance matching method for state estimation. The RAUKF-GEDI is applied to the state estimation for power systems where the measurements are contaminated by three kinds of gross errors. Finally, the RAUKF-GEDI is also applied to the practical power system of Zhejiang Juchuang Smart Technology Company Park. The results show that the RAUKF-GEDI can detect and identify gross errors and enhance the robustness of UKF.  相似文献   

7.
For state estimation of high accuracy, prior knowledge of measurement noise is necessary. In this paper, a method for solving the joint state estimation problem of jump Markov nonlinear systems (JMNSs) without knowing the measurement noise covariance is developed. By using the Inverse-Gamma distribution to describe the dynamics of measurement noise covariance, the joint conditional posterior distribution of the state variable and measurement noise covariance is approximated by a product of separable variational Bayesian (VB) marginals. In the newly constructed approach, the interacting multiple model (IMM) algorithm, as well as the particle-based approximation strategy, is employed to handle the computationally intractable problem and the nonlinear characteristics of systems, respectively. An interesting feature of the proposed method is that the distribution of states is spanned by a set of particles with weights, while the counterpart of measurement noise covariance is obtained analytically. Moreover, the number of particles is fixed under each mode, indicating a reasonable computational cost. Simulation results based on a numerical example and a tunnel diode circuit (TDC) system are presented to demonstrate that the proposed method can estimate the measurement noise covariance well and provide satisfied state estimation when the statistics of the measurement are unavailable.  相似文献   

8.
This work presents an iterative concept of the State-space Realization Algorithm with Data Correlation (SSRA-DC) to identify MIMO systems with measurement noise and subjected to a reduced number of samples acquired from the process. The measurement noise is characterized as a random signal with properties of white noise and having up to 1% of the output signal amplitude. The proposed technique is based on the Markov parameters matrix’s feedback in an iterative algorithm supported by the SSRA-DC method. A gain factor takes part in the closed-loop to update the Markov parameters matrix, reducing their residues at each iteration. A fixed value for the gain is applied all over the iterations. The Gaussian White Noise (GWN) is employed as the input excitation signal in simulated experiments of mass-damper-springer models with 50 and 100 degrees of freedom. For some algorithm settings, one hundred simulations, each holding more than 100 iterations, are performed to statistically demonstrate the iterative algorithm’s effectiveness compared to the conventional SSRA-DC. Further comparative analysis is accomplished between the iterative method with the ARMAX and N4SID algorithms.  相似文献   

9.
This paper addresses the control problem of an uncertain system suffering from an exogenous disturbance. A new degree of control freedom is developed to handle the problem based on the equivalent-input-disturbance (EID) approach. The effect of the disturbance and uncertainties is equivalent to that of a fictitious disturbance on the control input channel, which is called an EID. A state observer and an improved EID (IEID) estimator are devised to produce an estimate that is used to compensate for the disturbance and uncertainties in a control law. A second-order low-pass filter is employed in the estimator to provide a way to solve a tradeoff between disturbance rejection and noise suppression. The slope of the Bode magnitude curve at high frequencies is two times larger for the IEID estimator than for a conventional one. This makes the IEID estimator less sensitive to measurement noise and more practical. Sufficient analyses reveal the mechanism of disturbance rejection, uncertainty attenuation, and noise suppression of an IEID-based control system. A theorem is derived to guarantee system stability and a procedure is presented for system design. Simulations and experiments of the position control of a magnetic levitation system are carried out to show the validity of the presented method.  相似文献   

10.
Transmit antenna selection with maximal ratio combining at the receiver (TAS/MRC) is a promising technique that can be used to avoid the hardware complexity of multiple input multiple output (MIMO) system without jeopardizing the diversity gain. The generalized Gaussian distribution (GGD) is used to model different kinds of additive noise including Gaussian, Laplacian, uniform, and impulsive. In this paper, we study the bit error performance of TAS/MRC system assuming flat Rayleigh fading channels perturbed by additive white generalized Gaussian noise (AWGGN). To this end, we provide a closed form expression for the average bit error rate of coherent modulation techniques in terms of Mejier’s G function that is readily available in many commercial mathematical software packages like MATLAB and Mathematica. Moreover, we study the asymptotic behavior of the BER at high signal to noise ratio (SNR). Analytical results are verified by simulation.  相似文献   

11.
Recently, a new non-uniform sampling digital phase-locked loop, the time-delay digital tanlock loop (TDTL), has been proposed. We have analyzed in a previous work the first- and second-order TDTLs under noise-free conditions. In this work, we analyze the performance of the TDTL in the presence of additive Gaussian noise for different values of the loop parameters. It is shown that the expected value of the steady-state phase errors at the input and the output of the phase error detector are equal to the noise-free steady-state values, while the variance is significantly reduced when the signal-to-noise ratio is increased or the phase shift introduced by the time-delay approaches 90°. The locking ranges of the TDTL parameters under noise-free conditions are unchanged by the presence of noise.  相似文献   

12.
The performance of the current state estimation will degrade in the existence of slow-varying noise statistics. To solve the aforementioned issues, an improved strong tracking maximum correntropy criterion variational-Bayesian adaptive Kalman filter is presented in this paper. First of all, the inverse-Wishart distribution, as the conjugate-prior, is adopted to model the unknown and time-varying measurement and process noise covariances, then the noise covariances and system state are estimated via the variational Bayesian method. Secondly, the multiple fading-factors are obtained and evaluated to modify the prediction error covariance matrix to address the problems associated with inaccurate error estimation. Finally, the maximum correntropy criterion is employed to correct the filtering gain, which improves the filtering performance of the proposed algorithm. Simulation results show that the proposed filter exhibits better accuracy and convergence performance compared to other existing algorithms.  相似文献   

13.
This paper studies the consensus problem for a class of nonlinear multi-agent systems with asymmetric time-varying output constraints and completely unknown non-identical control directions. Firstly, in order to deal with the problem of asymmetric time-varying output constraints, the original output-constrained multi-agent systems are transformed into new unconstrained multi-agent systems by constructing the state transformation for each agent. Secondly, the emergence of multiple Nussbaum-type function terms is avoided by introducing novel sliding-mode-esque auxiliary variables and consensus estimate variables, which allows the control directions to be completely unknown non-identical. Thirdly, a novel control strategy is proposed by combining novel variables with state transformation method for the first time, which makes the design of distributed consensus protocol more concise. Through Lyapunov stability analysis, the proposed distributed protocol ensures that the output constraints are never violated and the consensus can be achieved asymptotically. Finally, a practical simulation example is given to demonstrate the effectiveness of the proposed distributed consensus protocol.  相似文献   

14.
This paper studies the distributed Kalman consensus filtering problem based on the event-triggered (ET) protocol for linear discrete time-varying systems with multiple sensors. The ET strategy of the send-on-delta rule is employed to adjust the communication rate during data transmission. Two series of Bernoulli random variables are introduced to represent the ET schedules between a sensor and an estimator, and between an estimator and its neighbor estimators. An optimal distributed filter with a given recursive structure in the linear unbiased minimum variance criterion is derived, where solution of cross-covariance matrix (CCM) between any two estimators increases the complexity of the algorithm. In order to avert CCM, a suboptimal ET Kalman consensus filter is also presented, where the filter gain and the consensus gain are solved by minimizing an upper bound of filtering error covariance. Boundedness of the proposed suboptimal filter is analyzed based on a Lyapunov function. A numerical simulation verifies the effectiveness of the proposed algorithms.  相似文献   

15.
Many dynamical systems are continuous-time non-square with unknown mismatched input and output disturbances. For such systems, a universal on-line robust optimal tracking control is often desirable. In this paper, the conventional proportional-integral-differential (PID) controller is utilized as a fictitious PID filter to shape the tracking error in the frequency-domain using a quadratic performance index as a weighting function, such that the robust PID-shaped PI tracker integrated with the equivalent input disturbance (EID) estimator is established to carry out the on-line robust optimal tracking control of the general disturbed system. The benefits and discrepancies of the proposed compensation improvement mechanism over the conventional optimal trackers for continuous-time non-square systems with/without unknown mismatched input and output disturbances are listed as follows: (i) It develops a new net EID estimator without any previously established constraints on the dimensions of the system and on the disturbances; (ii) It provides an efficient estimated-state-feedback-based EID estimator in contrast to the conventional output-feedback-based EID estimators; (iii) It is able to carry out on-line EID estimation of the tracking errors for systems with endogenous/exogenous output disturbances; (iv) It is a universal tracker which can be simply implemented as a plug-in EID estimator for most servo systems, to improve the performance of any existing observers/trackers which are not allowed to be removed from the system. The advantages of the proposed method over two existing outstanding approaches reported in the literature are pointed out using illustrative examples.  相似文献   

16.
Higher-order statistics (HOS) are well known for their robustness to additive Gaussian noise and ability to preserve phase. HOS estimates, on the other hand, have been criticized for high complexity and the need for long data in order to maintain small variance. Since rank reduction offers a general principle for reduction of estimator variance and complexity, we consider the problem of designing low-rank estimators for HOS. We propose three methods for choosing the transformation matrix that reduces the mean-square error (MSE) associated with the low-rank HOS estimates. We also demonstrate the advantages of using low-rank third-order moment estimates for blind system estimation. Results indicate that the full rank MSE corresponding to some data length N can be attained by a low-rank estimator corresponding to a length significantly smaller than N.  相似文献   

17.
This paper studies the asynchronous state fusion estimation problem for multi-sensor networked systems subject to stochastic data packet dropouts. A set of Bernoulli sequences are adopted to describe the random packet losses with different arriving probabilities for different sensor communication channels. The asynchronous sensors considered in this paper can have arbitrary sampling rates and arbitrary initial sampling instants, and may even sample the system non-uniformly. Asynchronous measurements collected within the fusion interval are transformed to the fusion time instant as a combined equivalent measurement. An optimal asynchronous estimation fusion algorithm is then derived based on the transformed equivalent measurement using the recursive form of linear minimum mean squared error (LMMSE) estimator. Cross-correlations between involved random variables are carefully calculated with the stochastic data packet dropouts taken into account. A numerical target tracking example is provided to illustrate the feasibility and effectiveness of the proposed algorithm.  相似文献   

18.
This paper is concerned with the event-triggered H∞ state estimation problem for a class of discrete-time complex networks subject to state saturations, quantization effects as well as randomly occurring distributed delays. A series of Bernoulli distributed random variables is utilized to model the random occurrence of distributed delays. For the energy-saving purpose, an event-triggered mechanism is proposed to decide whether the current quantized measurement should be transmitted to the estimator or not. For the state-saturated complex networks, our aim is to design event-triggered state estimators that guarantee both the exponential mean-square stability of and the H∞ performance constraint on the error dynamics of the state estimation. Stochastic analysis is conducted, in combination with the Lyapunov functional approach, to derive sufficient conditions for the existence of the desired estimators whose gain matrices are obtained by solving a set of matrix inequalities. An illustrative example is exploited to show the usefulness of the estimator design algorithm proposed.  相似文献   

19.
In this paper we propose an interval-based state estimator for continuous-time linear systems with discrete-time measurements using an event-triggered mechanism and an explicit reachability method. An output injection method combined with a state variables permutation procedure are applied to design the robust estimator. In addition, the convergence of the proposed set-membership state estimator and the existence of a lower bound on the inter-event times are shown. Throughout a numerical example, the performance of this estimator are illustrated and compared to related works.  相似文献   

20.
Estimating the parameter of signals is a very important problem in Statistical Signal Processing. In this paper ,we obtain the least squared estimator of frequency of an exponential signal in presence of both multiplicative and additive noise.  相似文献   

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