This paper considers the problem of estimating unknown sparse time-varying signals for stochastic dynamic systems.To deal with the challenges of extensive sparsity,we resort to the compressed sensing method and propos...This paper considers the problem of estimating unknown sparse time-varying signals for stochastic dynamic systems.To deal with the challenges of extensive sparsity,we resort to the compressed sensing method and propose a compressed Kalman filter(KF)algorithm.Our algorithm first compresses the original high-dimensional sparse regression vector via the sensing matrix and then obtains a KF estimate in the compressed low-dimensional space.Subsequently,the original high-dimensional sparse signals can be well recovered by a reconstruction technique.To ensure stability and establish upper bounds on the estimation errors,we introduce a compressed excitation condition without imposing independence or stationarity on the system signal,and therefore suitable for feedback systems.We further present the performance of the compressed KF algorithm.Specifically,we show that the mean square compressed tracking error matrix can be approximately calculated by a linear deterministic difference matrix equation,which can be readily evaluated,analyzed,and optimized.Finally,a numerical example demonstrates that our algorithm outperforms the standard uncompressed KF algorithm and other compressed algorithms for estimating high-dimensional sparse signals.展开更多
Disturbance rejection algorithm based on model reference adaptive control(MRAC)augmentation is investigated for uncertain turbulence disturbances.A stable adaptive control scheme is developed based on lower diagonal u...Disturbance rejection algorithm based on model reference adaptive control(MRAC)augmentation is investigated for uncertain turbulence disturbances.A stable adaptive control scheme is developed based on lower diagonal upper(LDU)decomposition of the high frequency gain matrix,which ensures closed-loop stability and asymptotic output tracking.Under the proposed control techniques,the bounded stability is achieved and the controller is able to remain within tight bounds on the matched and unmatched uncertainties.Finally,simulation studies of a linearized lateral-directional dynamics model are conducted to demonstrate the performance of the adaptive scheme.展开更多
Two target motion analysis (TMA) methods using multi-dimension information are studied, one is TMA with bearing-frequency and the other is TMA with multiple arrays. The optimization algorithm combining Gauss-Newton (G...Two target motion analysis (TMA) methods using multi-dimension information are studied, one is TMA with bearing-frequency and the other is TMA with multiple arrays. The optimization algorithm combining Gauss-Newton (G-N) method with Levenberg-Marquardt (L- M) method is applied to analyze the performance of target tracking with maximum likelihood estimation(MLE), and Monte Carlo experiments are presented. The results show that although the TMA with multi-dimension information have eliminated the maneuvers needed by conven- tional bearing-only TMA, but the application are not of展开更多
基金supported by the National Key Research and Development Program of China(Grant No.2022YFB3305600)the National Natural Science Foundation of China(Grant Nos.61621003,62141604)+1 种基金the China Postdoctoral Science Foundation(Grant No.2022M722926)the Major Key Project of Peng Cheng Laboratory(Grant No.PCL2023AS1-2)。
文摘This paper considers the problem of estimating unknown sparse time-varying signals for stochastic dynamic systems.To deal with the challenges of extensive sparsity,we resort to the compressed sensing method and propose a compressed Kalman filter(KF)algorithm.Our algorithm first compresses the original high-dimensional sparse regression vector via the sensing matrix and then obtains a KF estimate in the compressed low-dimensional space.Subsequently,the original high-dimensional sparse signals can be well recovered by a reconstruction technique.To ensure stability and establish upper bounds on the estimation errors,we introduce a compressed excitation condition without imposing independence or stationarity on the system signal,and therefore suitable for feedback systems.We further present the performance of the compressed KF algorithm.Specifically,we show that the mean square compressed tracking error matrix can be approximately calculated by a linear deterministic difference matrix equation,which can be readily evaluated,analyzed,and optimized.Finally,a numerical example demonstrates that our algorithm outperforms the standard uncompressed KF algorithm and other compressed algorithms for estimating high-dimensional sparse signals.
文摘Disturbance rejection algorithm based on model reference adaptive control(MRAC)augmentation is investigated for uncertain turbulence disturbances.A stable adaptive control scheme is developed based on lower diagonal upper(LDU)decomposition of the high frequency gain matrix,which ensures closed-loop stability and asymptotic output tracking.Under the proposed control techniques,the bounded stability is achieved and the controller is able to remain within tight bounds on the matched and unmatched uncertainties.Finally,simulation studies of a linearized lateral-directional dynamics model are conducted to demonstrate the performance of the adaptive scheme.
文摘Two target motion analysis (TMA) methods using multi-dimension information are studied, one is TMA with bearing-frequency and the other is TMA with multiple arrays. The optimization algorithm combining Gauss-Newton (G-N) method with Levenberg-Marquardt (L- M) method is applied to analyze the performance of target tracking with maximum likelihood estimation(MLE), and Monte Carlo experiments are presented. The results show that although the TMA with multi-dimension information have eliminated the maneuvers needed by conven- tional bearing-only TMA, but the application are not of
