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1.
This paper presents the optimal filtering and parameter identification problem for linear stochastic systems over linear observations with unknown parameters, where the unknown parameters are considered Wiener processes. The original problem is reduced to the filtering problem for an extended state vector that incorporates parameters as additional states. The resulting filtering system is bilinear in state and linear in observations. The obtained optimal filter for the extended state vector also serves as the optimal identifier for the unknown parameters. Performance of the designed optimal state filter and parameter identifier is verified for both, positive and negative, parameter values.  相似文献   

2.
This paper focuses on the joint parameter and state estimation issue for observer canonical state-space systems with white noises in state equations and moving average noises in output equations. By means of the Kalman filtering and the gradient search, we derive a Kalman filtering based extended stochastic gradient algorithm. For purpose of achieving the higher parameter estimation accuracy, a Kalman filtering based multi-innovation extended stochastic gradient algorithm is proposed on the basis of the multi-innovation identification theory. Finally, the effectiveness of the proposed algorithms is validated through a numerical example.  相似文献   

3.
This paper surveys the identification of observer canonical state space systems affected by colored noise. By means of the filtering technique, a filtering based recursive generalized extended least squares algorithm is proposed for enhancing the parameter identification accuracy. To ease the computational burden, the filtered regressive model is separated into two fictitious sub-models, and then a filtering based two-stage recursive generalized extended least squares algorithm is developed on the basis of the hierarchical identification. The stochastic martingale theory is applied to analyze the convergence of the proposed algorithms. An experimental example is provided to validate the proposed algorithms.  相似文献   

4.
This paper concentrates on proposing a novel finite-time tracking control algorithm for a kind of nonlinear systems with input quantization and unknown control directions. The nonlinear functions in the system are approximated by the means of strong approximation capability of the fuzzy logic systems. Firstly, the nonlinear system with unknown control directions is transformed into an equivalent system with known control gains by coordinate transformation. Secondly, the unknown system states are estimated by a designed fuzzy state observer, and the disturbance observer is constructed to track the external disturbances. The command filtering method is proposed to approach the problem of “explosion of complexity” existed in the conventional backstepping design process. In this system, the difficulties caused by unknown control directions are solved via the Nussbaum gain approach. Finally, based on the fuzzy state observer, the controller of the original system is obtained via using the transformed system by the backstepping method. The boundedness of all signals and the convergence of tracking and observer errors at the origin are ensured for the closed-loop system, and demonstrated by the simulation result in this paper.  相似文献   

5.
This paper focuses on parameter estimation problems for non-uniformly sampled Hammerstein nonlinear systems. By combining the lifting technique and state space transformation, we derive a nonlinear regression identification model with different input and output updating rates. Furthermore, the unmeasurable state vector is estimated by Kalman filter, and by using the hierarchical identification principle, we develop a hierarchical recursive least squares algorithm for estimating the unknown parameters of the identification model. Finally, illustrative examples are given to indicate that the proposed algorithm is effective.  相似文献   

6.
Aiming at the consensus tracking control problem of multiple autonomous underwater vehicles (AUVs) with state constraints, a new neural network (NN) and barrier Lyapunov function based finite-time command filtered backstepping control scheme is proposed. The finite-time command filter is utilized to filtering the virtual control signal, the error compensation signal is constructed to eliminate filtering error due to the use of filter, and the NN approximation technology is used to deal with the unknown nonlinear dynamics. The control scheme can guarantee that the consensus tracking errors of position states converge into the desired neighborhood of the origin in finite-time while not exceeding the predefined constraints. Finally, simulation studies prove the feasibility of proposed control algorithm.  相似文献   

7.
This paper researches parameter estimation problems for an input nonlinear system with state time-delay. Combining the linear transformation and the property of the shift operator, the system is transformed into a bilinear parameter identification model. A gradient based and a least squares based iterative parameter estimation algorithms are presented for identifying the state time-delay system. The simulation results confirm that the proposed two algorithms are effective and the least squares based iterative algorithm has faster convergence rates than the gradient based iterative algorithm.  相似文献   

8.
In this paper, we study the cooperative consensus control problem of mixed-order (also called hybrid-order) multi-agent mechanical systems (MMSs) under the condition of unmeasurable state, unknown disturbance and constrained control input. Here, the controlled mixed-order MMSs are consisted of the mechanical agents having heterogeneous nonlinear dynamics and even non-identical orders, which means that the agents can be of different types and their states to be synchronized can be not exactly the same. In order to achieve the ultimate synchronization of all mixed-order followers, we present a novel distributed adaptive tracking control protocol based on the state and disturbance observations. Wherein, a distributed state observer is used to estimate the followers’ and their neighbors’ unmeasurable states. And, a novel estimated-state-based disturbance observer (DOB) is proposed to reduce the effect of unknown lumped disturbance for the mixed-order MMSs. The proposed control protocol and observers are fully distributed and can be calculated for each follower locally. Lyapunov theory is used for proving the stability of the proposed control algorithm and the convergence of the cooperative tracking errors. A practical cooperative longitudinal landing control example of unmanned aerial vehicles (UAVs) is given to illustrate the effectiveness of the presented control protocol.  相似文献   

9.
This paper mainly focuses on the event-based state and fault estimation problem for a class of nonlinear systems with logarithmic quantization and missing measurements. The sensors are assumed to have different missing probabilities and a constant fault is considered here. Different from a constant threshold in existing event-triggered schemes, the threshold in this paper is varying in the state-independent condition. With resort to the state augmentation approach, a new state vector consisting of the original state vector and the fault is formed, thus the corresponding state and fault estimation problem is transmitted into the recursive filtering problem. By the stochastic analysis approach, an upper bound for the filtering error covariance is obtained, which is expressed by Riccati difference equations. Meanwhile, the filter gain matrix minimizing the trace of the filtering error covariance is also derived. The developed recursive algorithm in the current paper reflects the relationship among the upper bound of the filtering error covariance, the varying threshold, the linearization error, the probabilities of missing measurements and quantization parameters. Finally, two examples are utilized to verify the effectiveness of the proposed estimation algorithm.  相似文献   

10.
This paper presents the sliding mode mean-square and mean-module state filtering and parameter identification problems for linear stochastic systems with unknown parameters over linear observations, where unknown parameters are considered Wiener processes. The original problems are reduced to the sliding mode mean-square and mean-module filtering problems for an extended state vector that incorporates parameters as additional states. The obtained sliding mode filters for the extended state vector also serve as the optimal identifiers for the unknown parameters. Performance of the designed sliding mode mean-square and mean-module state filters and parameter identifiers are verified for both, stable and unstable, linear uncertain systems.  相似文献   

11.
This paper proposes anti-oscillation and chaos control scheme for the fractional-order brushless DC motor system wherein there exist unknown dynamics, immeasurable states and chaotic oscillation. Aimed at immeasurable states, the high-gain observers with fast convergence are presented to obtain the information of system states. To compensate uncertainties existing in the dynamic system, a finite-time echo state network with a weight is proposed to approximate uncertain dynamics while its weight is tuned by a fractional-order adaptive law online. Meanwhile a fractional-order filter is introduced to deal with the repeated derivative of the backstepping. Based on the fractional-order Lyapunov stability criterion, the anti-oscillation and chaos control scheme integrated with a high-gain observer, an echo state network and a filter are proposed by using recursive steps of backstepping. The proposed scheme guarantees the boundedness of all signals of the closed-loop system in the sense of global asymptotic stability, and also suppresses chaotic oscillation. Finally, the effectiveness of our scheme is demonstrated by simulation results.  相似文献   

12.
Maximum likelihood methods are significant for parameter estimation and system modeling. This paper gives the input-output representation of a bilinear system through eliminating the state variables in it, and derives a maximum likelihood least squares based iterative for identifying the parameters of bilinear systems with colored noises by using the maximum likelihood principle. A least squares based iterative (LSI) algorithm is presented for comparison. It is proved that the maximum of the likelihood function is equivalent to minimize the least squares cost function. The simulation results indicate that the proposed algorithm is effective for identifying bilinear systems and the maximum likelihood LSI algorithm is more accurate than the LSI algorithm.  相似文献   

13.
In large-scale complex dynamical networks, it is significant to estimate the states of target nodes with only a part of measured nodes. Meanwhile, multilayer complex dynamical networks exist widely in society and engineering. Therefore, it has important theoretic meaning and practical value to study the state estimation of target nodes in multilayer complex dynamical networks with limited node measurements. In this paper, with the measurable state information of a portion of nodes in one layer in the multilayer complex dynamical network, the state estimation of target nodes in other layers is studied. First, we build the model of the multilayer complex dynamical network which includes some target nodes and sensor nodes. Second, auxiliary nodes are selected by using the maximum matching principle in graph theory to construct the augmented node set. Third, we discuss the relationship between the minimum number of auxiliary nodes and interlayer connection probability in the multilayer complex dynamical network. Forth, an appropriate functional state observer is designed with limited number of measured nodes according to a typical model-based algorithm. Finally, numerical simulations are given to demonstrate the accuracy of the proposed method. The proposed method can achieve the accurate estimation with less placement of observers and fewer computational costs in the multilayer complex dynamical network.  相似文献   

14.
The piecewise-linear characteristics often appear in the nonlinear systems that operate in different ways in different input regions. This paper studies the identification issue of a class of block-oriented systems with piecewise-linear characteristics. The asymmetric piecewise-linear nonlinearity is expressed as a linear parametric representation through introducing an appropriate switching function, then the identification model of the system is derived by using the key term separation technique. On this model basis, a multi-innovation forgetting gradient algorithm is presented to estimate the unknown parameters. To further enhance the identification accuracy, the filtering identification model of the system is derived by changing the structure of the system without changing the relationship between the input and output. Further, a data filtering-based multi-innovation forgetting gradient algorithm is proposed through the use of the data filtering technique. A simulation example is employed to illustrate that the proposed approaches are effective for parameter estimation and the data filtering-based multi-innovation forgetting gradient algorithm has better estimation performance.  相似文献   

15.
In this paper, we consider a distributed dynamic state estimation problem for time-varying systems. Based on the distributed maximum a posteriori (MAP) estimation algorithm proposed in our previous study, which studies the linear measurement models of each subsystem, and by weakening the constraint condition as that each time-varying subsystem is observable, this paper proves that the error covariances of state estimation and prediction obtained from the improved algorithm are respectively positive definite and have upper bounds, which verifies the feasibility of this algorithm. We also use new weighting functions and time-varying exponential smoothing method to ensure the robustness and improve the forecast accuracy of the distributed state estimation method. At last, an example is used to demonstrate the effectiveness of the proposed algorithm together with the parameter identification.  相似文献   

16.
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   

17.
In this paper, we propose a fault diagnosis (FD) approach for a class of nonlinear uncertain systems based on the deterministic learning approach (DLA). Specifically, an adaptive learning observer is constructed, in which the adaptive neural networks (NNs) are constructed to approximate the unknown system dynamics under normal and fault modes. Based on the strictly positive real (SPR) condition, the convergence of the state estimation can be guaranteed. When the system is undergoing a periodic or periodic-like (recurrent) motion, the states of the observer will also become recurrent. Thus through DLA, the partial persistent excitation (PE) condition of the associated subvectors of NNs is satisfied. By utilizing the partial (PE) condition, the uniformly completely observable (UCO) property of the identification system is analyzed and the exponential convergence condition of the identification system is derived. Under this condition, the unknown dynamics under normal and fault modes can be accurately identified along the system trajectory. And by utilizing the knowledge obtained in the identification phase, the fault can be detected in the diagnosis phase. The main attraction of this paper lies in the analytical result, which shows that the exponential convergence condition of the learning observer not only depends on the observer gain matrix, but also depends on the PE level of the regressor subvector of NN. Simulation results are included to illustrate the effectiveness of the proposed scheme.  相似文献   

18.
This paper deals with the state estimation of nonlinear discrete systems described by a multiple model with unknown inputs. The main goal concerns the simultaneous estimation of the system's state and the unknown inputs. This goal is achieved through the design of a multiple observer based on the elimination of the unknown inputs. It is shown that the observer gains are solutions of a set of linear matrix inequalities. After that, an unknown input estimation method is proposed. An academic example and an application dealing with message decoding illustrate the effectiveness of the proposed multiple observer.  相似文献   

19.
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   

20.
This paper considers the parameter identification problem of a bilinear state space system with colored noise based on its input-output representation. An input-output representation of a bilinear state-space system is derived for the parameter identification by eliminating the state variables in the model, and a recursive generalized extended least squares algorithm is presented for estimating the parameters of the obtained model. Furthermore, a three-stage recursive generalized extended least squares algorithm is proposed for reducing the computational cost. The validity of the proposed method is evaluated through a numerical example.  相似文献   

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