Recursive state estimation for nonlinear systems with missing measurements and filter‐and‐forward relays

This paper presents a Hybrid Particle Filter based RNN method for state estimation of non-linear dynamical system with knowledge of its input and output measurements. Particle filters are sequential Monte Carlo methods based on point mass (or particle) representations of probability densities, which is used to train Recurrent Neural Networks for estimation problems. The performance this method is compared with EKF based estimation and RNN based estimation. An Induction motor is considered as typical non-linear system and is implemented in MATLAB environment.

This manuscript deals with parametric and state estimation problem of discrete-time nonlinear polynomials systems. In this respect, the aim is to design a Recursive State and Parametric Estimation (RSPE) algorithm, based on least square principle, polynomial adjustable models and Kalman filter theory. Our simulation results show the validity of the proposed algorithm.

This paper investigated the problem of state and fault estimation for nonlinear discrete time systems in presence of unknown disturbances. A novel unbiased minimum variance filter (UMVF) is derived by reconstructing the non linear version of NUMV filter. In this work we assume that no prior knowledge about the dynamic of the disturbance and the fault are known. In this paper we considers that the fault affects both the system state and measurement equations, but the disturbance affects only the system state. The NUMV filter presented in this paper is an extension of the filter presented in [11]. The efficacy of the proposed filter is demonstrated by two simulation examples.

This paper addresses the problem of state estimation for nonlinear systems by means of the unscented Kalman filter (UKF). Compared to the traditional extended Kalman filter, the UKF does not require the local linearization of the system equations used in the propagation stage. Important results using the UKF have been reported recently but in every case the system equations used by the filter were considered known. Not only that, such models are usually considered to be differential equations, which requires that numerical integration be performed during the propagation phase of the filter. In this paper the dynamical equations of the system are taken to be difference equations--thus avoiding numerical integration--and are built from data without prior knowledge. The identified models are subsequently implemented in the filter in order to accomplish state estimation. The paper discusses the impact of not knowing the exact equations and using data-driven models in the context of state and joint state-and-parameter estimation. The procedure is illustrated by means of examples that use simulated and measured data.

This paper deals with recursive state estimation for nonlinear systems. A new set of σ-points for the Unscented Kalman Filter is proposed as well as a way to substitute a nonlinear output with a linear one. The importance of the function of the state which must be estimated is also illustrated and the need for taking it into account when designing the state estimator. All the proposed methods are compared with standard Extended Kalman Filter, Unscented Kalman Filter and Particle Filter with Sampling Importance Resampling using simulations. The results show that the modifications proposed in some cases lead to considerable reduction in estimation error.

This paper is concerned with the state estimation problem for a class of discrete time-varying stochastic nonlinear systems with randomly occurring deception attacks. The stochastic nonlinearity described by statistical means which covers several classes of well-studied nonlinearities as special cases is taken into discussion. The randomly occurring deception attacks are modelled by a set of random variables obeying Bernoulli distributions with given probabilities. The purpose of the addressed state estimation problem is to design an estimator with hope to minimize the upper bound for estimation error covariance at each sampling instant. Such an upper bound is minimized by properly designing the estimator gain. The proposed estimation scheme in the form of two Riccati-like difference equations is of a recursive form. Finally, a simulation example is exploited to demonstrate the effectiveness of the proposed scheme.

Image reconstruction algorithm of electromagnetic tomography based on fractional Kalman filter

This paper presents new estimation methods for discrete fractional-order state-space systems with coloured measurement noise. A novel approach is proposed to convert a fractional system with coloured measurement noise to a system with white measurement noise in which the process and measurement noises are correlated with each other. In this paper, two new Kalman filter algorithms for fractional-order linear state-space systems with coloured measurement noise, as well as a new extended Kalman filter algorithm for state estimation in nonlinear fractional-order state-space systems with coloured measurement noise, are proposed. The accuracy of the equations and relations is confirmed in several theorems. The validity and effectiveness of the proposed algorithms are verified by simulation results and compared with previous work. Results show that for linear and nonlinear fractional-order systems with coloured noise, the proposed methods are more accurate than conventional methods regarding estimation error and estimation error covariance. Simulation results demonstrate that the proposed algorithms can accurately perform estimation in fractional-order systems with coloured measurement noise.

The extended fuzzy Kalman filter (EFKF) is developed recently and used for state estimation of the nonlinear systems with uncertainty. Based on extension of the orthogonality principle and the extended fuzzy Kalman filter, an improved fuzzy Kalman filters (IFKF) is proposed in this paper, which is more applicable and can deal with the state estimation of the nonlinear systems better than the EFKF. A simulation study is provided to verify the efficiency of the proposed method.

This paper presents an innovative application of the particle filtering techniques to the vertical gyro problem, which is a highly nonlinear and non Gaussian recursive state estimation problem. The classical approach to recursive state estimation problem of nonlinear and/or non Gaussian systems is based on the extended Kalman filter (EKF), which is a heuristic method based on the linearization of the state dynamics and observations near a nominal path. Depending on the amount of nonlinearities and non Gaussian noise, the EKF often provides a solution far from acceptable. The vertical gyro is an instrument adopted to measure the tilt angles (pitch and roll) of an aircraft with respect to local vertical. It is composed by three orthogonal gyros that are used as process sensors and by three orthogonal accelerometers that are used as aiding sensors. The output of accelerometers is filtered using a proper low-pass filter to allow for the estimation of the local direction of the gravity vector that is assumed the same of the local vertical. In the application to the vertical gyro, Gordon's version of the particle filter was used. The relevant dynamical model is based on non-linear attitude rate equation using Euler angles rather than quaternions. The algorithm, developed in Matlab environment, was first calibrated and tested in simulations, obtaining very appealing performances. Subsequently, it was implemented using real data, acquired by means of an inertial unit produced by Crossbow <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">TM</sup> (model DMU-HDX <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">TM</sup> ), and its results were compared to those provided by the proprietary EKF embedded in the unit. First of all, stationary tests were performed. Sensor data were input to the particle filter that outputs the tilt angles (roll and pitch) with respect to the local geodetic reference. The results were compared to those provided by the internal EKF. Subsequently, the same operation was done using data that were acquired with moving platform. The accuracy of the filter was tested also for degraded operating conditions (lower data rates) and large initial errors. The main advantage of the methodology is that, while the internal filter works with 7 states (quaternions, biases and temperature), the particle filter ensures the convergence with 3 states, and provides acceptable performances with 1000 particles only, appearing promising for a real time application.

This article investigates the problem of remote state estimation for nonlinear systems via a fading channel, where the packet losses may occur over the sensor-to-estimator communication network. The risk-sensitive (RS) approach is introduced to formulate the estimation problem with intermittent measurements such that an exponential cost criterion is minimized. Based on the reference measure method, the closed-form expression of the nonlinear RS estimator is derived. Moreover, stability conditions for the designed estimator are established by extending the contraction analysis of the linear cases. In contrast to the linear cases, a novel cost function is designed to obtain the finite-dimensional nonlinear estimate, which counteracts the linearization errors by treating them as model uncertainties. Simulation results illustrate that the proposed nonlinear estimator achieves better estimation qualities compared with the existing nonlinear minimum mean square error methods.

This work presents distributed predictor and filter without feedback for nonlinear stochastic uncertain system with correlated noises. Firstly, for the problem that the process noise and measurement noise are correlated, the two-step prediction theorem based on projection theorem is used to replace the one-step prediction theorem, and the two-step prediction value of a single sensor is obtained. Secondly, the two-step prediction value of each sensor state is used as the measurement information to modify the distributed fusion predictor to obtain the distributed fusion prediction value. Then, according to the projection theorem, the prediction value of distributed fusion is used as measurement information to modify the filtering value of distributed fusion. Finally, the Cubature Kalman filter (CKF) algorithm is used to implement the algorithm proposed in this paper. By comparison with existing methods, the algorithm proposed in this paper solves the problem that existing methods cannot handle state estimation and prediction problems for nonlinear multi-sensor stochastic uncertain systems with correlated noises.

Nonlinear state estimation is a pre-requisite for advanced process control and fault diagnosis tasks. In literature, various recursive nonlinear filtering techniques have been proposed and used for state estimation of nonlinear systems. Over the last few years, Moving Horizon Estimation (MHE) is increasingly being used for state estimation of nonlinear systems. Moving horizon estimation works with a window of data and hence requires additional online computation compared to recursive nonlinear filters. However, MHE performs both smoothing and filtering and thus has the potential to obtain more accurate state estimates as compared to the recursive filters. Most of the available comparisons of MHE with recursive filters are based on simulation case studies where the true states and parameters, as well as noise processes are exactly known. In this work, we apply MHE to a three-tank experimental setup and compare its performance with various nonlinear filters available in literature such as Extended Kalman Filter (EKF), Unscented Kalman Filter (UKF) and Gaussian Sum EKF (GSEKF). We present some of the challenges in experimental implementation of state estimation approaches. These include presence of unknown disturbances, non-whiteness of noise signals as well as lack of accurate measurements. We then discuss the approach followed for obtaining model parameters and noise characterization to make the models amenable for filter implementation. It is found that EKF, GSEKF and UKF perform as well as MHE as far as accuracy is concerned, but require significantly lower computational efforts.

Guaranteed methods based on constrained zonotopes for set-valued state estimation of nonlinear discrete-time systems

Robust unscented Kalman filter with adaptation of process and measurement noise covariances