This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended It6 stochastic differential formula, sufficient conditions ...This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended It6 stochastic differential formula, sufficient conditions for the solvability of these problems are obtained. Furthermore, It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities. Finally, a simulation example is given to demonstrate the effectiveness of the proposed method.展开更多
Though the ensemble Kalman filter (EnKF) has been successfully applied in many areas, it requires explicit and accurate model and measurement error information, leading to difficulties in practice when only limited ...Though the ensemble Kalman filter (EnKF) has been successfully applied in many areas, it requires explicit and accurate model and measurement error information, leading to difficulties in practice when only limited information on error mechanisms of observational in-struments for subsurface systems is accessible. To handle the uncertain errors, we applied a robust data assimilation algorithm, the ensemble H-infinity filter (EnHF), to estimation of aquifer hydraulic heads and conductivities in a flow model with uncertain/correlated observational errors. The impacts of spatial and temporal correlations in measurements were analyzed, and the performance of EnHF was compared with that of the EnKF. The results show that both EnHF and EnKF are able to estimate hydraulic conductivities properly when observations are free of error; EnHF can provide robust estimates of hydraulic conductivities even when no observational error information is provided. In contrast, the estimates of EnKF seem noticeably undermined because of correlated errors and inaccurate error statistics, and filter divergence was observed. It is concluded that EnHF is an efficient assimilation algorithm when observational errors are unknown or error statistics are inaccurate.展开更多
This paper is concerned with the problem of robust H-infinity filtering on uncertain systems under sampled measurements, both continuous disturbance and discrete disturbance are considered in the systems. The paramete...This paper is concerned with the problem of robust H-infinity filtering on uncertain systems under sampled measurements, both continuous disturbance and discrete disturbance are considered in the systems. The parameter uncertainty is assumed to be time-varying norm-bounded. The aim is to design an asymptotically stable filter, using the locally sampled measurements, which ensures both the robust asymptotic stability and a prescribed level of H-infinity performance for the filtering error dynamics for all admissible uncertainties. The derivation process is simplified by introducing auxiliary systems and the sufficient condition for the existence of such a filter is proposed. During the study, the main results were expressed as LMIs by employing various matrix techniques. Using LMI toolbox of Matlab software, it is very convenient to obtain the appropriate filter. Finally, a numerical example shows that the method is effective and feasible.展开更多
Robust H-infinity filtering for a class of uncertain discrete-time linear systems with time delays and missing measurements is studied in this paper. The uncertain parameters are supposed to reside in a convex polytop...Robust H-infinity filtering for a class of uncertain discrete-time linear systems with time delays and missing measurements is studied in this paper. The uncertain parameters are supposed to reside in a convex polytope and the missing measurements are described by a binary switching sequence satisfying a Bernoulli distribution. Our attention is focused on the analysis and design of robust H-infinity filters such that, for all admissible parameter uncertainties and all possible missing measurements, the filtering error system is exponentially mean-square stable with a prescribed H-infinity disturbance attenuation level. A parameter-dependent approach is proposed to derive a less conservative result. Sufficient conditions are established for the existence of the desired filter in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of the desired filter is also provided. Finally, a numerical example is presented to illustrate the effectiveness and applicability of the proposed method.展开更多
This paper deals with H-infinity filtering of discrete-time systems with polytopic uncertainties. The un- certain parameters are supposed to reside in a polytope. By using the parameter-dependent Lyapunov function app...This paper deals with H-infinity filtering of discrete-time systems with polytopic uncertainties. The un- certain parameters are supposed to reside in a polytope. By using the parameter-dependent Lyapunov function approach and introducing some slack matrix variables, a new sufficient condition for the H-infinity filter design is presented in terms of solutions to a set of linear matrix inequalities (LMIs). In contrast to the existing results for H-infinity filter design, the main advantage of the proposed design method is the reduced conservativeness. An example is provided to demonstrate the effectiveness of the proposed method.展开更多
A new approach for robust H-infinity filtering for a class of Lipschitz nonlinear systems with time-varying uncertainties both in the linear and nonlinear parts of the system is proposed in an LMI framework. The admis...A new approach for robust H-infinity filtering for a class of Lipschitz nonlinear systems with time-varying uncertainties both in the linear and nonlinear parts of the system is proposed in an LMI framework. The admissible Lipschitz constant of the system and the disturbance attenuation level are maximized simultaneously through convex multi-objective optimization. The resulting H-infinity filter guarantees asymptotic stability of the estimation error dynamics with exponential convergence and is robust against nonlinear additive uncertainty and time-varying parametric uncertainties. Explicit bounds on the nonlinear uncertainty are derived based on norm-wise and element-wise robustness analysis.展开更多
In this paper, a new reliable H-infinity filter design problem is proposed for a class of continuous-time sys- tems with sensor saturation and failures. Attention is focused on the analysis and synthesis problems of a...In this paper, a new reliable H-infinity filter design problem is proposed for a class of continuous-time sys- tems with sensor saturation and failures. Attention is focused on the analysis and synthesis problems of a full order reliable H-infinity filter such that the filtering error dynamics is asymptotically stable with a guaranteed disturbance rejection atten- uation level -y. It is shown that the filtering error dynamics obtained from the original system plus the filter can be modeled by a linear system with sector bounded nonlinearity. The design conditions are given in terms of solutions to a set of linear matrix inequalities (LMIs). These conditions are then considered in a convex optimization problem with LMIs constraints in order to design an optimal reliable H-infinity filter. A numerical example is given to illustrate the effectiveness of the proposed results.展开更多
This paper proposed a design method for delay-dependent robust H-infinity filter of linear systems with uncertainty and time-varying interval delay.The proposed method was shown to be much simpler than existing ones w...This paper proposed a design method for delay-dependent robust H-infinity filter of linear systems with uncertainty and time-varying interval delay.The proposed method was shown to be much simpler than existing ones while giving significant improvement to the existing results.The key step in the method was to construct a special type of Lyapunov functional for the filter design problem.Unlike the existing techniques,the proposed method employed neither free weighting matrices nor any model transformation,leading to reduced computational demand as well as improved performance.Numerical examples were given to demonstrate the effectiveness of the proposed method.展开更多
This study deals with the robust H-infinity filtering for a class of Delta operator systems with polytopic uncertainties. By the aid of introducing two slack matrices to eliminate the coupling between systems matrices...This study deals with the robust H-infinity filtering for a class of Delta operator systems with polytopic uncertainties. By the aid of introducing two slack matrices to eliminate the coupling between systems matrices and Lya- punov matrices, an improved version of the bounded real lemma is given via linear matrix inequality formulation, which shows a close correspondence between the continuous- and discrete-time H-infinity performance criterion. Based on it, the existence condition of the desired filter is obtained such that the corresponding filtering error system is asymptotically stable with a guaranteed performance index. A numerical example is employed to illustrate the feasibility and advantages of the orooosed design.展开更多
This paper is concerned with the problem of H-infinity filtering for discrete-time switched linear systems under arbitrary switching laws.New sufficient conditions for the solvability of the problem are given via swit...This paper is concerned with the problem of H-infinity filtering for discrete-time switched linear systems under arbitrary switching laws.New sufficient conditions for the solvability of the problem are given via switched quadratic Lyapunov functions.Based on Finsler's lemma,two sets of slack variables with special structure are introduced to provide extra degrees of freedom in optimizing the guaranteed H-infinity performance.Compared to the existing methods,the proposed one has better performances and less conservatism.An example is given to illustrate its effectiveness.展开更多
The Lunar Environment heliospheric X-ray Imager(LEXI)and Solar wind Magnetosphere Ionosphere Link Explorer(SMILE)missions will image the Earth’s dayside magneto pause and cusps in soft X-rays after their respective l...The Lunar Environment heliospheric X-ray Imager(LEXI)and Solar wind Magnetosphere Ionosphere Link Explorer(SMILE)missions will image the Earth’s dayside magneto pause and cusps in soft X-rays after their respective launches in the near future,to specify glo bal magnetic reconnection modes for varying solar wind conditions.To suppo rt the success of these scientific missions,it is critical to develop techniques that extract the magnetopause locations from the observed soft X-ray images.In this research,we introduce a new geometric equation that calculates the subsolar magnetopause position(RS)from a satellite position,the look direction of the instrument,and the angle at which the X-ray emission is maximized.Two assumptions are used in this method:(1)The look direction where soft X-ray emissions are maximized lies tangent to the magnetopause,and(2)the magnetopause surface near the subsolar point is almost spherical and thus RSis nea rly equal to the radius of the magneto pause curvature.We create synthetic soft X-ray images by using the Open Geospace General Circulation Model(OpenGGCM)global magnetohydrodynamic model,the galactic background,the instrument point spread function,and Poisson noise.We then apply the fast Fourier transform and Gaussian low-pass filte rs to the synthetic images to re move noise and obtain accurate look angles for the soft X-ray pea ks.From the filte red images,we calculate RS and its accuracy for different LEXI locations,look directions,and solar wind densities by using the OpenGGCM subsolar magnetopause location as ground truth.Our method estimates RS with an accuracy of<0.3 RE when the solar wind density exceeds>10 cm-3.The accuracy improves for greater solar wind densities and during southward interplanetary magnetic fields.The method ca ptures the magnetopause motion during southwa rd interplaneta ry magnetic field turnings.Consequently,the technique will enable quantitative analysis of the magnetopause motion and help reveal the dayside reconnection modes for dynamic solar wind conditions.This technique will suppo rt the LEXI and SMILE missions in achieving their scientific o bjectives.展开更多
This note is concerned with the H-infinity deconvolution filtering problem for linear time-varying discretetime systems described by state space models, The H-infinity deconvolution filter is derived by proposing a ne...This note is concerned with the H-infinity deconvolution filtering problem for linear time-varying discretetime systems described by state space models, The H-infinity deconvolution filter is derived by proposing a new approach in Krein space. With the new approach, it is clearly shown that the central deconvolution filter in an H-infinity setting is the same as the one in an H2 setting associated with one constructed stochastic state-space model. This insight allows us to calculate the complicated H-infinity deconvolution filter in an intuitive and simple way. The deconvolution filter is calculated by performing Riccati equation with the same order as that of the original system.展开更多
The nonlinear filtering problem has enduringly been an active research topic in both academia and industry due to its ever-growing theoretical importance and practical significance.The main objective of nonlinear filt...The nonlinear filtering problem has enduringly been an active research topic in both academia and industry due to its ever-growing theoretical importance and practical significance.The main objective of nonlinear filtering is to infer the states of a nonlinear dynamical system of interest based on the available noisy measurements. In recent years, the advance of network communication technology has not only popularized the networked systems with apparent advantages in terms of installation,cost and maintenance, but also brought about a series of challenges to the design of nonlinear filtering algorithms, among which the communication constraint has been recognized as a dominating concern. In this context, a great number of investigations have been launched towards the networked nonlinear filtering problem with communication constraints, and many samplebased nonlinear filters have been developed to deal with the highly nonlinear and/or non-Gaussian scenarios. The aim of this paper is to provide a timely survey about the recent advances on the sample-based networked nonlinear filtering problem from the perspective of communication constraints. More specifically, we first review three important families of sample-based filtering methods known as the unscented Kalman filter, particle filter,and maximum correntropy filter. Then, the latest developments are surveyed with stress on the topics regarding incomplete/imperfect information, limited resources and cyber security.Finally, several challenges and open problems are highlighted to shed some lights on the possible trends of future research in this realm.展开更多
In this study, the problem of measuring noise pollution distribution by the intertial-based integrated navigation system is effectively suppressed. Based on nonlinear inertial navigation error modeling, a nested dual ...In this study, the problem of measuring noise pollution distribution by the intertial-based integrated navigation system is effectively suppressed. Based on nonlinear inertial navigation error modeling, a nested dual Kalman filter framework structure is developed. It consists of unscented Kalman filter (UKF)master filter and Kalman filter slave filter. This method uses nonlinear UKF for integrated navigation state estimation. At the same time, the exact noise measurement covariance is estimated by the Kalman filter dependency filter. The algorithm based on dual adaptive UKF (Dual-AUKF) has high accuracy and robustness, especially in the case of measurement information interference. Finally, vehicle-mounted and ship-mounted integrated navigation tests are conducted. Compared with traditional UKF and the Sage-Husa adaptive UKF (SH-AUKF), this method has comparable filtering accuracy and better filtering stability. The effectiveness of the proposed algorithm is verified.展开更多
In this paper,the recursive filtering problem is considered for stochastic systems over filter-and-forward successive relay(FFSR)networks.An FFSR is located between the sensor and the remote filter to forward the meas...In this paper,the recursive filtering problem is considered for stochastic systems over filter-and-forward successive relay(FFSR)networks.An FFSR is located between the sensor and the remote filter to forward the measurement.In the successive relay,two cooperative relay nodes are adopted to forward the signals alternatively,thereby existing switching characteristics and inter-relay interferences(IRI).Since the filter-and-forward scheme is employed,the signal received by the relay is retransmitted after it passes through a linear filter.The objective of the paper is to concurrently design optimal recursive filters for FFSR and stochastic systems against switching characteristics and IRI of relays.First,a uniform measurement model is proposed by analyzing the transmission mechanism of FFSR.Then,novel filter structures with switching parameters are constructed for both FFSR and stochastic systems.With the help of the inductive method,filtering error covariances are presented in the form of coupled difference equations.Next,the desired filter gain matrices are further obtained by minimizing the trace of filtering error covariances.Moreover,the stability performance of the filtering algorithm is analyzed where the uniform bound is guaranteed on the filtering error covariance.Finally,the effectiveness of the proposed filtering method over FFSR is verified by a three-order resistance-inductance-capacitance circuit system.展开更多
In the era of exponential growth of data availability,the architecture of systems has a trend toward high dimensionality,and directly exploiting holistic information for state inference is not always computationally a...In the era of exponential growth of data availability,the architecture of systems has a trend toward high dimensionality,and directly exploiting holistic information for state inference is not always computationally affordable.This paper proposes a novel Bayesian filtering algorithm that considers algorithmic computational cost and estimation accuracy for high-dimensional linear systems.The high-dimensional state vector is divided into several blocks to save computation resources by avoiding the calculation of error covariance with immense dimensions.After that,two sequential states are estimated simultaneously by introducing an auxiliary variable in the new probability space,mitigating the performance degradation caused by state segmentation.Moreover,the computational cost and error covariance of the proposed algorithm are analyzed analytically to show its distinct features compared with several existing methods.Simulation results illustrate that the proposed Bayesian filtering can maintain a higher estimation accuracy with reasonable computational cost when applied to high-dimensional linear systems.展开更多
This paper focuses on the quadratic nonfragile filtering problem for linear non-Gaussian systems under multiplicative noises,multiple missing measurements as well as the dynamic event-triggered transmission scheme.The...This paper focuses on the quadratic nonfragile filtering problem for linear non-Gaussian systems under multiplicative noises,multiple missing measurements as well as the dynamic event-triggered transmission scheme.The multiple missing measurements are characterized through random variables that obey some given probability distributions,and thresholds of the dynamic event-triggered scheme can be adjusted dynamically via an auxiliary variable.Our attention is concentrated on designing a dynamic event-triggered quadratic nonfragile filter in the well-known minimum-variance sense.To this end,the original system is first augmented by stacking its state/measurement vectors together with second-order Kronecker powers,thus the original design issue is reformulated as that of the augmented system.Subsequently,we analyze statistical properties of augmented noises as well as high-order moments of certain random parameters.With the aid of two well-defined matrix difference equations,we not only obtain upper bounds on filtering error covariances,but also minimize those bounds via carefully designing gain parameters.Finally,an example is presented to explain the effectiveness of this newly established quadratic filtering algorithm.展开更多
Accurate vehicle dynamic information plays an important role in vehicle driving safety.However,due to the characteristics of high mobility and multiple controllable degrees of freedom of drive-by-wire chassis vehicles...Accurate vehicle dynamic information plays an important role in vehicle driving safety.However,due to the characteristics of high mobility and multiple controllable degrees of freedom of drive-by-wire chassis vehicles,the current mature application of traditional vehicle state estimation algorithms can not meet the requirements of drive-by-wire chassis vehicle state estimation.This paper proposes a state estimation method for drive-by-wire chassis vehicle based on the dual unscented particle filter algorithm,which make full use of the known advantages of the four-wheel drive torque and steer angle parameters of the drive-by-wire chassis vehicle.In the dual unscented particle filter algorithm,two unscented particle filter transfer information to each other,observe the vehicle state information and the tire force parameter information of the four wheels respectively,which reduce the influence of parameter uncertainty and model parameter changes on the estimation accuracy during driving.The performance with the dual unscented particle filter algorithm,which is analyzed in terms of the time-average square error,is superior of the unscented Kalman filter algorithm.The effectiveness of the algorithm is further verified by driving simulator test.In this paper,a vehicle state estimator based on dual unscented particle filter algorithm was proposed for the first time to improve the estimation accuracy of vehicle parameters and states.展开更多
基金This work was supported by the National Natural Science Foundation of China(No.60074007).
文摘This paper deals with the problem of H-infinity filter design for uncertain time-delay singular stochastic systems with Markovian jump. Based on the extended It6 stochastic differential formula, sufficient conditions for the solvability of these problems are obtained. Furthermore, It is shown that a desired filter can be constructed by solving a set of linear matrix inequalities. Finally, a simulation example is given to demonstrate the effectiveness of the proposed method.
基金supported by the National Natural Science Foundation of China(Grant No.41602250)the Project of the China Geological Survey(Grant No.DD20160293)
文摘Though the ensemble Kalman filter (EnKF) has been successfully applied in many areas, it requires explicit and accurate model and measurement error information, leading to difficulties in practice when only limited information on error mechanisms of observational in-struments for subsurface systems is accessible. To handle the uncertain errors, we applied a robust data assimilation algorithm, the ensemble H-infinity filter (EnHF), to estimation of aquifer hydraulic heads and conductivities in a flow model with uncertain/correlated observational errors. The impacts of spatial and temporal correlations in measurements were analyzed, and the performance of EnHF was compared with that of the EnKF. The results show that both EnHF and EnKF are able to estimate hydraulic conductivities properly when observations are free of error; EnHF can provide robust estimates of hydraulic conductivities even when no observational error information is provided. In contrast, the estimates of EnKF seem noticeably undermined because of correlated errors and inaccurate error statistics, and filter divergence was observed. It is concluded that EnHF is an efficient assimilation algorithm when observational errors are unknown or error statistics are inaccurate.
基金This work was supported by the National Natural Science Foundation of China (No.60274009) and the National Program (863) of High TechnologyDevelopment(No.2004AA412030).
文摘This paper is concerned with the problem of robust H-infinity filtering on uncertain systems under sampled measurements, both continuous disturbance and discrete disturbance are considered in the systems. The parameter uncertainty is assumed to be time-varying norm-bounded. The aim is to design an asymptotically stable filter, using the locally sampled measurements, which ensures both the robust asymptotic stability and a prescribed level of H-infinity performance for the filtering error dynamics for all admissible uncertainties. The derivation process is simplified by introducing auxiliary systems and the sufficient condition for the existence of such a filter is proposed. During the study, the main results were expressed as LMIs by employing various matrix techniques. Using LMI toolbox of Matlab software, it is very convenient to obtain the appropriate filter. Finally, a numerical example shows that the method is effective and feasible.
基金This work was supported by the National Natural Science Foundation of China(No.60574084)the National 863 Project(No.2006AA04Z428)the National 973 Program of China(No.2002CB312200).
文摘Robust H-infinity filtering for a class of uncertain discrete-time linear systems with time delays and missing measurements is studied in this paper. The uncertain parameters are supposed to reside in a convex polytope and the missing measurements are described by a binary switching sequence satisfying a Bernoulli distribution. Our attention is focused on the analysis and design of robust H-infinity filters such that, for all admissible parameter uncertainties and all possible missing measurements, the filtering error system is exponentially mean-square stable with a prescribed H-infinity disturbance attenuation level. A parameter-dependent approach is proposed to derive a less conservative result. Sufficient conditions are established for the existence of the desired filter in terms of certain linear matrix inequalities (LMIs). When these LMIs are feasible, an explicit expression of the desired filter is also provided. Finally, a numerical example is presented to illustrate the effectiveness and applicability of the proposed method.
基金supported by the Scientific Research Program for the Education Department of Liaoning Province of China (No.2008017)the Postdoctoral Science Foundation of China (No. 20090451275)the Funds of National Science of China (No. 61104071)
文摘This paper deals with H-infinity filtering of discrete-time systems with polytopic uncertainties. The un- certain parameters are supposed to reside in a polytope. By using the parameter-dependent Lyapunov function approach and introducing some slack matrix variables, a new sufficient condition for the H-infinity filter design is presented in terms of solutions to a set of linear matrix inequalities (LMIs). In contrast to the existing results for H-infinity filter design, the main advantage of the proposed design method is the reduced conservativeness. An example is provided to demonstrate the effectiveness of the proposed method.
基金supported by the Natural Sciences and Engineering Research Council (NSERC) of Canada
文摘A new approach for robust H-infinity filtering for a class of Lipschitz nonlinear systems with time-varying uncertainties both in the linear and nonlinear parts of the system is proposed in an LMI framework. The admissible Lipschitz constant of the system and the disturbance attenuation level are maximized simultaneously through convex multi-objective optimization. The resulting H-infinity filter guarantees asymptotic stability of the estimation error dynamics with exponential convergence and is robust against nonlinear additive uncertainty and time-varying parametric uncertainties. Explicit bounds on the nonlinear uncertainty are derived based on norm-wise and element-wise robustness analysis.
基金supported by the National Creative Research Groups Science Foundation of China (No. 60721062)the Foundation of Zhejiang Department of Education (No. Y201121463)National Natural Science Foundation of China (Nos. 61203025, 60974138)
文摘In this paper, a new reliable H-infinity filter design problem is proposed for a class of continuous-time sys- tems with sensor saturation and failures. Attention is focused on the analysis and synthesis problems of a full order reliable H-infinity filter such that the filtering error dynamics is asymptotically stable with a guaranteed disturbance rejection atten- uation level -y. It is shown that the filtering error dynamics obtained from the original system plus the filter can be modeled by a linear system with sector bounded nonlinearity. The design conditions are given in terms of solutions to a set of linear matrix inequalities (LMIs). These conditions are then considered in a convex optimization problem with LMIs constraints in order to design an optimal reliable H-infinity filter. A numerical example is given to illustrate the effectiveness of the proposed results.
基金supported by the National Natural Science Foundation of China (No.61074024)the Natural Science Foundation of Jiangsu Province of China (No. BK2010543)
文摘This paper proposed a design method for delay-dependent robust H-infinity filter of linear systems with uncertainty and time-varying interval delay.The proposed method was shown to be much simpler than existing ones while giving significant improvement to the existing results.The key step in the method was to construct a special type of Lyapunov functional for the filter design problem.Unlike the existing techniques,the proposed method employed neither free weighting matrices nor any model transformation,leading to reduced computational demand as well as improved performance.Numerical examples were given to demonstrate the effectiveness of the proposed method.
基金supported by National Nature Science Foundation of China(No.60904031)the Specialized Research Fund for the Doctoral Program of Higher Education(No.0122302120069)+3 种基金the Basic Research Plan in Shenzhen City(No.JC201105160564A)the Project for Distinguished Young Scholars of the Basic Research Plan in Shenzhen City(No.JC201105160583A)the Fundamental Research Funds for the Central Universities(No.HIT.NSRIF.2011129)the Key Lab of Wind Power and Smart Grid in Shenzhen City(No.CXB201005250025A)
文摘This study deals with the robust H-infinity filtering for a class of Delta operator systems with polytopic uncertainties. By the aid of introducing two slack matrices to eliminate the coupling between systems matrices and Lya- punov matrices, an improved version of the bounded real lemma is given via linear matrix inequality formulation, which shows a close correspondence between the continuous- and discrete-time H-infinity performance criterion. Based on it, the existence condition of the desired filter is obtained such that the corresponding filtering error system is asymptotically stable with a guaranteed performance index. A numerical example is employed to illustrate the feasibility and advantages of the orooosed design.
基金supported by the National Natural Science Foundation of China (No. 60974043,61074055)the Fundamental Research Funds for the Central Universities (No. N090604001,N090604002)+1 种基金the China Postdoctoral Science Foundation (No. 20100470203)the Fund of Beijing Excellent Talents Program (No. 2009D013001000016)
文摘This paper is concerned with the problem of H-infinity filtering for discrete-time switched linear systems under arbitrary switching laws.New sufficient conditions for the solvability of the problem are given via switched quadratic Lyapunov functions.Based on Finsler's lemma,two sets of slack variables with special structure are introduced to provide extra degrees of freedom in optimizing the guaranteed H-infinity performance.Compared to the existing methods,the proposed one has better performances and less conservatism.An example is given to illustrate its effectiveness.
基金supported by NASA(Grant Nos.80NSSC19K0844,80NSSC20K1670,80MSFC20C0019,and 80GSFC21M0002)support from NASA Goddard Space Flight Center internal funding programs(HIF,Internal Scientist Funding Model,and Internal Research and Development)。
文摘The Lunar Environment heliospheric X-ray Imager(LEXI)and Solar wind Magnetosphere Ionosphere Link Explorer(SMILE)missions will image the Earth’s dayside magneto pause and cusps in soft X-rays after their respective launches in the near future,to specify glo bal magnetic reconnection modes for varying solar wind conditions.To suppo rt the success of these scientific missions,it is critical to develop techniques that extract the magnetopause locations from the observed soft X-ray images.In this research,we introduce a new geometric equation that calculates the subsolar magnetopause position(RS)from a satellite position,the look direction of the instrument,and the angle at which the X-ray emission is maximized.Two assumptions are used in this method:(1)The look direction where soft X-ray emissions are maximized lies tangent to the magnetopause,and(2)the magnetopause surface near the subsolar point is almost spherical and thus RSis nea rly equal to the radius of the magneto pause curvature.We create synthetic soft X-ray images by using the Open Geospace General Circulation Model(OpenGGCM)global magnetohydrodynamic model,the galactic background,the instrument point spread function,and Poisson noise.We then apply the fast Fourier transform and Gaussian low-pass filte rs to the synthetic images to re move noise and obtain accurate look angles for the soft X-ray pea ks.From the filte red images,we calculate RS and its accuracy for different LEXI locations,look directions,and solar wind densities by using the OpenGGCM subsolar magnetopause location as ground truth.Our method estimates RS with an accuracy of<0.3 RE when the solar wind density exceeds>10 cm-3.The accuracy improves for greater solar wind densities and during southward interplanetary magnetic fields.The method ca ptures the magnetopause motion during southwa rd interplaneta ry magnetic field turnings.Consequently,the technique will enable quantitative analysis of the magnetopause motion and help reveal the dayside reconnection modes for dynamic solar wind conditions.This technique will suppo rt the LEXI and SMILE missions in achieving their scientific o bjectives.
基金supported by the National Natural Science Foundation of China (No.60574016,60804034)the Natural Science Foundation of Shandong Province (No.Y2007G34)+2 种基金the National Natural Science Foundation for Distinguished Youth Scholars of China (No.60825304)973 Program (No.2009cb320600)the first two authors are also supported by "Taishan Scholarship" Construction Engineering
文摘This note is concerned with the H-infinity deconvolution filtering problem for linear time-varying discretetime systems described by state space models, The H-infinity deconvolution filter is derived by proposing a new approach in Krein space. With the new approach, it is clearly shown that the central deconvolution filter in an H-infinity setting is the same as the one in an H2 setting associated with one constructed stochastic state-space model. This insight allows us to calculate the complicated H-infinity deconvolution filter in an intuitive and simple way. The deconvolution filter is calculated by performing Riccati equation with the same order as that of the original system.
基金supported in part by the National Key R&D Program of China (2022ZD0116401,2022ZD0116400)the National Natural Science Foundation of China (62203016,U2241214,T2121002,62373008,61933007)+2 种基金the China Postdoctoral Science Foundation (2021TQ0009)the Royal Society of the UKthe Alexander von Humboldt Foundation of Germany。
文摘The nonlinear filtering problem has enduringly been an active research topic in both academia and industry due to its ever-growing theoretical importance and practical significance.The main objective of nonlinear filtering is to infer the states of a nonlinear dynamical system of interest based on the available noisy measurements. In recent years, the advance of network communication technology has not only popularized the networked systems with apparent advantages in terms of installation,cost and maintenance, but also brought about a series of challenges to the design of nonlinear filtering algorithms, among which the communication constraint has been recognized as a dominating concern. In this context, a great number of investigations have been launched towards the networked nonlinear filtering problem with communication constraints, and many samplebased nonlinear filters have been developed to deal with the highly nonlinear and/or non-Gaussian scenarios. The aim of this paper is to provide a timely survey about the recent advances on the sample-based networked nonlinear filtering problem from the perspective of communication constraints. More specifically, we first review three important families of sample-based filtering methods known as the unscented Kalman filter, particle filter,and maximum correntropy filter. Then, the latest developments are surveyed with stress on the topics regarding incomplete/imperfect information, limited resources and cyber security.Finally, several challenges and open problems are highlighted to shed some lights on the possible trends of future research in this realm.
基金supported by China Postdoctoral Science Foundation(2023M741882)the National Natural Science Foundation of China(62103222,62273195)。
文摘In this study, the problem of measuring noise pollution distribution by the intertial-based integrated navigation system is effectively suppressed. Based on nonlinear inertial navigation error modeling, a nested dual Kalman filter framework structure is developed. It consists of unscented Kalman filter (UKF)master filter and Kalman filter slave filter. This method uses nonlinear UKF for integrated navigation state estimation. At the same time, the exact noise measurement covariance is estimated by the Kalman filter dependency filter. The algorithm based on dual adaptive UKF (Dual-AUKF) has high accuracy and robustness, especially in the case of measurement information interference. Finally, vehicle-mounted and ship-mounted integrated navigation tests are conducted. Compared with traditional UKF and the Sage-Husa adaptive UKF (SH-AUKF), this method has comparable filtering accuracy and better filtering stability. The effectiveness of the proposed algorithm is verified.
基金supported in part by the National Natural Science Foundation of China(62103004,62273088,62273005,62003121)Anhui Provincial Natural Science Foundation of China(2108085QA13)+4 种基金the Natural Science Foundation of Zhejiang Province(LY24F030006)the Science and Technology Plan of Wuhu City(2022jc24)Anhui Polytechnic University Youth Top-Notch Talent Support Program(2018BJRC009)Anhui Polytechnic University High-End Equipment Intelligent Control Innovation Team(2021CXTD005)Anhui Future Technology Research Institute Foundation(2023qyhz08,2023qyhz09)。
文摘In this paper,the recursive filtering problem is considered for stochastic systems over filter-and-forward successive relay(FFSR)networks.An FFSR is located between the sensor and the remote filter to forward the measurement.In the successive relay,two cooperative relay nodes are adopted to forward the signals alternatively,thereby existing switching characteristics and inter-relay interferences(IRI).Since the filter-and-forward scheme is employed,the signal received by the relay is retransmitted after it passes through a linear filter.The objective of the paper is to concurrently design optimal recursive filters for FFSR and stochastic systems against switching characteristics and IRI of relays.First,a uniform measurement model is proposed by analyzing the transmission mechanism of FFSR.Then,novel filter structures with switching parameters are constructed for both FFSR and stochastic systems.With the help of the inductive method,filtering error covariances are presented in the form of coupled difference equations.Next,the desired filter gain matrices are further obtained by minimizing the trace of filtering error covariances.Moreover,the stability performance of the filtering algorithm is analyzed where the uniform bound is guaranteed on the filtering error covariance.Finally,the effectiveness of the proposed filtering method over FFSR is verified by a three-order resistance-inductance-capacitance circuit system.
基金supported in part by the National Key R&D Program of China(2022YFC3401303)the Natural Science Foundation of Jiangsu Province(BK20211528)the Postgraduate Research&Practice Innovation Program of Jiangsu Province(KFCX22_2300)。
文摘In the era of exponential growth of data availability,the architecture of systems has a trend toward high dimensionality,and directly exploiting holistic information for state inference is not always computationally affordable.This paper proposes a novel Bayesian filtering algorithm that considers algorithmic computational cost and estimation accuracy for high-dimensional linear systems.The high-dimensional state vector is divided into several blocks to save computation resources by avoiding the calculation of error covariance with immense dimensions.After that,two sequential states are estimated simultaneously by introducing an auxiliary variable in the new probability space,mitigating the performance degradation caused by state segmentation.Moreover,the computational cost and error covariance of the proposed algorithm are analyzed analytically to show its distinct features compared with several existing methods.Simulation results illustrate that the proposed Bayesian filtering can maintain a higher estimation accuracy with reasonable computational cost when applied to high-dimensional linear systems.
基金supported in part by the National Natural Science Foundation of China(61933007,U21A2019,U22A2044,61973102,62073180)the Natural Science Foundation of Shandong Province of China(ZR2021MF088)+1 种基金the Hainan Province Science and Technology Special Fund of China(ZDYF2022SHFZ105)the Royal Society of the UK,and the Alexander vonHumboldt Foundation of Germany。
文摘This paper focuses on the quadratic nonfragile filtering problem for linear non-Gaussian systems under multiplicative noises,multiple missing measurements as well as the dynamic event-triggered transmission scheme.The multiple missing measurements are characterized through random variables that obey some given probability distributions,and thresholds of the dynamic event-triggered scheme can be adjusted dynamically via an auxiliary variable.Our attention is concentrated on designing a dynamic event-triggered quadratic nonfragile filter in the well-known minimum-variance sense.To this end,the original system is first augmented by stacking its state/measurement vectors together with second-order Kronecker powers,thus the original design issue is reformulated as that of the augmented system.Subsequently,we analyze statistical properties of augmented noises as well as high-order moments of certain random parameters.With the aid of two well-defined matrix difference equations,we not only obtain upper bounds on filtering error covariances,but also minimize those bounds via carefully designing gain parameters.Finally,an example is presented to explain the effectiveness of this newly established quadratic filtering algorithm.
基金Supported by National Key Research and Development Program of China(Grant No.2021YFB2500703)Science and Technology Department Program of Jilin Province of China(Grant No.20230101121JC).
文摘Accurate vehicle dynamic information plays an important role in vehicle driving safety.However,due to the characteristics of high mobility and multiple controllable degrees of freedom of drive-by-wire chassis vehicles,the current mature application of traditional vehicle state estimation algorithms can not meet the requirements of drive-by-wire chassis vehicle state estimation.This paper proposes a state estimation method for drive-by-wire chassis vehicle based on the dual unscented particle filter algorithm,which make full use of the known advantages of the four-wheel drive torque and steer angle parameters of the drive-by-wire chassis vehicle.In the dual unscented particle filter algorithm,two unscented particle filter transfer information to each other,observe the vehicle state information and the tire force parameter information of the four wheels respectively,which reduce the influence of parameter uncertainty and model parameter changes on the estimation accuracy during driving.The performance with the dual unscented particle filter algorithm,which is analyzed in terms of the time-average square error,is superior of the unscented Kalman filter algorithm.The effectiveness of the algorithm is further verified by driving simulator test.In this paper,a vehicle state estimator based on dual unscented particle filter algorithm was proposed for the first time to improve the estimation accuracy of vehicle parameters and states.