State Estimation Of Nonlinear Systems Research Articles

Sampling free iterative PCE filter for state and parameter estimation of nonlinear dynamical systems

We present a novel filter for state and parameter estimation in non-linear dynamical systems, based on a generalised Kalman filter formulation. To achieve a sampling-free implementation, polynomial chaos expansion (PCE) and a Galerkin projection method are utilized for the propagation of uncertainties through the system dynamics. The non-linear dynamics of the system are then linearised by a sequence of Gauss-Newton iterations in combination with linear Kalman updates. Additionally, we introduce a new square root implementation of the PCE-based filter. The proposed filter is evaluated on the Lorenz-63 and Lorenz-84 models for the task of simultaneous state and parameter estimation and is compared with two related approaches. Finally, the computational complexity of our square-root implementation is compared against two existing square root approaches.

Simultaneous robust model predictive control and state estimation for nonlinear systems with state‐ and input‐dependent uncertainties

AbstractThe convergence and stability of uncertain nonlinear systems is a challenging problem in the nonlinear control area. Besides, in many practical cases, all states are not measurable and are affected by measurement noise. Based on this motivation, the first objective of this paper is to design a novel output feedback robust model predictive control approach for nonlinear systems with state‐ and input‐dependent uncertainties and measurement noise. This approach combines state estimation and robust model predictive control (MPC) into one min–max optimization and by solving the optimization, these two tasks are performed simultaneously. The studied nonlinear system comprises a linear part, a nonlinear part, and a function that denotes the state‐ and input‐dependent uncertainties. Therefore, the other objective is to reduce the computational complexity; thus, the system's nonlinear term and the aforementioned uncertainties are converted into additional disturbances. Subsequently, the optimization problem becomes a quadratic form, which leads to global convergence with the appropriate selection of objective function weights. Besides, this paper explores the convergence of the closed‐loop system states and the sufficient synthesis conditions to guarantee input‐to‐state stability. The implementation on a numerical example and a CSTR process demonstrate the applicability and reliability of the proposed approach.

Reducing the wrapping effect of set computation via Delaunay triangulation for guaranteed state estimation of nonlinear discrete-time systems

Set computation methods have been widely used to compute reachable sets, design invariant sets and estimate system state for dynamic systems. The wrapping effect of such set computation methods plays an essential role in the accuracy of their solutions. This paper studies the wrapping effect of existing interval, zonotopic and polytopic set computation methods and proposes novel approaches to reduce the wrapping effect for these set computation methods based on the task of computing the dynamic evolution of a nonlinear uncertain discrete-time system with a set as the initial state. The proposed novel approaches include the partition of a polytopic set via Delaunay triangulation and also the representation of a polytopic set by the union of small zonotopes for the following set propagation. The proposed novel approaches with the reduced wrapping effect has been further applied to state estimation of a nonlinear uncertain discrete-time system with improved accuracy. Similar to bisection for interval and zonotopic sets, Delaunay triangulation has been introduced as a set partition tool for polytopic sets, which has opened new research directions in terms of novel set partition, set representation and set propagation for reducing the wrapping effect of set computation.

Continuous–discrete derivative-free extended Kalman filter based on Euler–Maruyama and Itô–Taylor discretizations: Conventional and square-root implementations

In this paper, we continue to study the derivative-free extended Kalman filtering (DF-EKF) framework for state estimation of continuous–discrete nonlinear stochastic systems. Having considered the Euler–Maruyama and Itô–Taylor discretization schemes for solving stochastic differential equations, we derive the related filters’ moment equations based on the derivative-free EKF principal. In contrast to the recently derived MATLAB-based continuous–discrete DF-EKF techniques, the novel DF-EKF methods preserve an information about the underlying stochastic process and provide the estimation procedure for a fixed number of iterates at the propagation steps. Additionally, the DF-EKF approach is particularly effective for working with stochastic systems with highly nonlinear and/or nondifferentiable drift and observation functions, but the price to be paid is its degraded numerical stability (to roundoff) compared to the standard EKF framework. To eliminate the mentioned pitfall of the derivative-free EKF methodology, we develop the conventional algorithms together with their stable square-root implementation methods. In contrast to the published DF-EKF results, the new square-root techniques are derived within both the Cholesky and singular value decompositions. A performance of the novel filters is demonstrated on a number of numerical tests including well- and ill-conditioned scenarios.

Set-valued state estimation of nonlinear discrete-time systems and its application to attack detection

Set-valued state estimation of nonlinear discrete-time systems and its application to attack detection

STATE ESTIMATION FOR A CLASS OF FRACTIONAL-ORDER UNCERTAIN NONLINEAR SYSTEMS

The robust state estimation problem for a class of fractional-order uncertain non- linear systems is investigated in this paper. The class of fractional-order uncertain nonlinear systems is more general than the existing one in the literature. For the first time, a method based on a new fractional-order state observer is proposed to give robust state estimation of the fractional-order uncertain nonlinear systems. A new condition for the existence of the fractional-order observer in terms of an optimization problem is proposed. The effectiveness of the proposed method is demonstrated through two examples.

On the state estimation for nonlinear continuous-time fuzzy systems

On the state estimation for nonlinear continuous-time fuzzy systems

Adaptive Set-Membership State Estimation for Nonlinear Systems Under Bit Rate Allocation Mechanism: A Neural-Network-Based Approach.

In this article, the adaptive neural-network-based (NN-based) set-membership state estimation problem is studied for a class of nonlinear systems subject to bit rate constraints and unknown-but-bounded noises. The measurement output signals are transmitted from sensors to a remote estimator via a bit rate constrained communication channel. To relieve the communication burden and ameliorate the state estimation accuracy, a bit rate allocation mechanism is put forward for the sensor nodes by solving a constrained optimization problem. Subsequently, through the NN learning method, an NN-based set-membership estimator is designed to determine an ellipsoidal set that contains the system state, where the proposed estimator relies upon a prediction-correction structure. With the help of the mathematical induction technique and the set theory, sufficient conditions are obtained to ensure the existence of both the adaptive tuning parameters and the set-membership estimators, and then, the corresponding parameters and estimator gains are calculated by solving a set of optimization problems. In addition, the monotonicity of the upper bound on the squared estimation error with respect to the bit rate and the convergence of the NN weight are analyzed, respectively. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed state estimation algorithm.

Nonlinear event-based state estimation using particle filter under packet loss

In this research paper, we investigate the problem of remote state estimation for nonlinear discrete systems. Specifically, we focus on scenarios where event-triggered sensor schedules are utilized and where packet drops occur between the sensor and the estimator. In the sensor scheduler, the SOD mechanism is proposed to decrease the amount of data transmitted from the sensor to a remote estimator and the phenomena of packet drops modeled with random variables obeying the Bernoulli distribution. As a consequence of packet drops, the assumption of Gaussianity no longer holds at the estimator side. By fully considering the non-linearity and non-Gaussianity of the dynamic system, this paper develops an event-trigger particle filter algorithm to relieve the communication burden and achieve an appropriate estimation accuracy. First, we derive an explicit expression for the likelihood function when an event trigger occurs and the possible occurrence of packet dropout is taken into consideration. Then, using a special form of sequential Monte–Carlo algorithm, the posterior distribution is approximated and the corresponding minimum mean-squared error is derived. By contrasting the error covariance matrix with the posterior Cramér–Rao lower bound, the estimator’s performance is assessed. An illustrative numerical example shows the effectiveness of the proposed design.

Event-triggered state and fault simultaneous estimation for nonlinear systems with time delays

This paper addresses the problem of event-triggered robust state and fault simultaneous estimation for nonlinear time-delay systems subject to actuator and sensor unknown disturbances. Based on a fault decomposition technique and some basic mathematical transformations, we obtain an augmented system where the state vector consists of the variable of the original system and the fault. Then a novel event-triggered state observer for the augmented system is proposed to robustly estimate the variable of the original system and the fault. We next established a sufficient condition for the existence of such an observer. We translated it into a linear matrix inequality (LMI), which can be effectively solved using the MATLAB LMI Control Toolbox. Finally, an illustrative example is applied to test the proposed method.

Enhanced square root CKF with mixture correntropy loss for robust state of charge estimation of lithium-ion battery

The measurement data of lithium-ion battery collected in complex operating conditions may be contaminated by non-Gaussian noises (or outliers), a novel robust state of charge (SOC) estimation approach that enhances the robustness of square-root cubature Kalman filter (SRCKF) by incorporating a mixture correntropy loss (MCL) is proposed to overcome the issue of non-Gaussian measurement noise interference. Although the SRCKF can perform non-destructive state estimation for nonlinear system, it is sensitive to the non-Gaussian noises (or outliers) due to the use of mean square error (MSE) loss. To overcome this limitation, the MCL is used as a cost to replace the MSE in CKF framework, which is constructed by mixture of two Gaussian kernel functions with different kernel widths and has outstanding robustness. Moreover, we establish an effective nonlinear regression model that incorporates noise and state error information into the MCL function, and then a fixed-point iteration method is utilized to update the posterior state estimation. Additionally, to further suppress the influence of abnormal noise on the posterior state estimation, we introduce the exponential function of the innovation vector to adjust the measurement covariance matrix in real-time. Accordingly, an enhanced MCL-SRCKF is developed for SOC estimation considering the measurement noises with non-Gaussian distribution. Results from various simulation environments demonstrate that the proposed method achieves high estimation accuracy in different cases.

Joint state and fault estimation for nonlinear systems with missing measurements and random component faults under Round-Robin Protocol

This work studies the fault estimation problem for a class of nonlinear systems subjected to missing measurements and random component faults under the Round-Robin protocol. Considering that the communication bandwidth is not infinite in the actual projects, the Round-Robin protocol is used for data scheduling, in which sensor nodes cyclically transmit data to the controller/filter. Meanwhile, component faults are also considered which usually caused by actuator faults. It should be emphasized that the introduction of RR protocol will make the system output equation more complex, the MMs and component faults will generate more unknown parameters, which will bring new challenges during the design of the filter. In respect of the problems above, a recursive joint state and fault estimation (JSFE) algorithm is proposed to solve the difficulties caused by missing measurements, component faults, and nonlinearity. The performance of the designed JSFE filter is analyzed by using the boundedness theorem and the reasonable parameter condition is derived for this filter. Finally, an engineering example is given to verify the effectiveness and feasibility of the proposed joint state and fault estimation scheme. This study provides a new theoretical basis and reference for the JSFE of nonlinear systems with mixed faults under RR protocol.

Approximate current state observability of discrete-time nonlinear systems under cyber-attacks

Widespread use of the Internet and other means of communication has increased the risk of cyber-attacks that can affect the warranted operation of a system. To prevent damages from attacks, an assessment of its security plays an important role in providing fast and reliable solutions. This paper focuses on state estimation of nonlinear systems under attacks. We consider a plant represented by a discrete-time nonlinear system and an attacker modeled as a finite state machine. We propose a novel notion of observability, called approximate current state observability under attacks, which corresponds to the possibility of identifying the current state of the plant after a given transient despite the malicious action of an attacker that can replace the plant output symbols in the communication network infrastructure. To provide conditions for this property to hold, we resort to the use of formal methods and in particular, of symbolic models. Symbolic models provide an abstract description of purely continuous systems, where a symbolic state corresponds to an aggregate of continuous states in the original system. The approach we propose is particularly useful when dealing with cyber-security of continuous processes in that it offers a framework to deal with the heterogeneous models of the plant and the attacker. An academic example showing the applicability of the results presented is included.

On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems

Recent research in nonlinear filtering and signal processing has suggested an efficient derivative-free Extended Kalman filter (EKF) designed for discrete-time stochastic systems. Such approach, however, has failed to address the estimation problem for continuous-discrete models. In this paper, we develop a novel continuous-discrete derivative-free EKF methodology by deriving the related moment differential equations (MDEs) and sample point differential equations (SPDEs). Additionally, we derive their Cholesky-based square-root MDEs and SPDEs and obtain several numerically stable derivative-free EKF methods. Finally, we propose the MATLAB-oriented implementations for all continuous-discrete derivative-free EKF algorithms derived. They are easy to implement because of the built-in fashion of the MATLAB numerical integrators utilized for solving either the MDEs or SPDEs in use, which are the ordinary differential equations (ODEs). More importantly, these are accurate derivative-free EKF implementations because any built-in MATLAB ODE solver includes the discretization error control that bounds the discretization error arisen and makes the implementation methods accurate. Besides, this is done in automatic way and no extra coding is required from users. The new filters are particularly effective for working with stochastic systems with highly nonlinear and/or nondifferentiable drift and observation functions, i.e. when the calculation of Jacobian matrices are either problematical or questionable. The performance of the novel filtering methods is demonstrated on several numerical tests.

Sliding mode cubic observer for state estimation of linear and Lipschitz nonlinear systems

This paper proposes a composite state observer structure that combines the sliding mode and cubic observers for state estimation of linear time-invariant and nonlinear Lipschitz systems. The proposed observer generalises the aforementioned ones and can be reduced by the proper assignment of parameters. Convergence criteria and performance advantages are given for the proposed observer structure. The paper also provides a simple structural parameter selection framework for the design of the sliding mode and sliding mode cubic observers. Simulation examples show the superiority of the proposed observer to the existing ones.

Sequential Fusion Filter for State Estimation of Nonlinear Multi-Sensor Systems with Cross-Correlated Noise and Packet Dropout Compensation

This paper is concerned with the problem of state estimation for nonlinear multi-sensor systems with cross-correlated noise and packet loss compensation. In this case, the cross-correlated noise is modeled by the synchronous correlation of the observation noise of each sensor, and the observation noise of each sensor is correlated with the process noise at the previous moment. Meanwhile, in the process of state estimation, since the measurement data may be transmitted in an unreliable network, data packet dropout will inevitably occur, leading to a reduction in estimation accuracy. To address this undesirable situation, this paper proposes a state estimation method for nonlinear multi-sensor systems with cross-correlated noise and packet dropout compensation based on a sequential fusion framework. Firstly, a prediction compensation mechanism and a strategy based on observation noise estimation are used to update the measurement data while avoiding the noise decorrelation step. Secondly, a design step for a sequential fusion state estimation filter is derived based on an innovation analysis method. Then, a numerical implementation of the sequential fusion state estimator is given based on the third-degree spherical-radial cubature rule. Finally, the univariate nonstationary growth model (UNGM) is combined with simulation to verify the effectiveness and feasibility of the proposed algorithm.

Forward modeling and inverse estimation for nonlinear filtering

AbstractThe highly accurate state estimation of nonlinear systems is needed in many different application fields. In many existing nonlinear filters, the uncompensated nonlinear approximation error and widely used numerical sampling methods both seriously affect the estimation accuracy and numerical stability. In this paper, based on the variational Bayesian framework, a novel iterative nonlinear filter consisting of forward modeling and inverse estimation is proposed. In the forward modeling stage, a linear Gaussian regression process with distributed variational parameters (VPs) is designed to fit the whole nonlinear measurement likelihood. The distributed VPs consider both first and second moments information, so as to compensate for approximation error from the whole likelihood perspective, instead of only the nonlinear function approximation, which can further improve the accuracy of Bayesian posterior update. In the linear Gaussian regression process, the original nonlinear measurement function (NMF) is just viewed as a prior and no longer directly participates in the modeling of the measurement likelihood. Hence, in the inverse estimation stage, when maximizing the evidence lower bound to update the posteriors of the state and VPs, we can obtain closed‐form solutions without numerical sampling methods to approximate the integral of NMF required in many existing methods, which can guarantee numerical stability. Moreover, to avoid the random setting of hyperparameters and to block the propagation of the accumulated error, we propose two rules, estimation and lower bound consistencies, to conduct the hyperparameters' initialization at the beginning of iteration at each sampling time and also derive an optimization method to update hyperparameters during iteration. Finally, the performance of our proposed method is demonstrated in the nonlinear orbital estimation problems.

A Fixed-Point State observer with Steffensen-Aitken accelerated convergence

In this work, we present an alternative algorithm for the state estimation of discrete-time nonlinear systems, which we have called Fixed-Point state observer with Steffensen-Aitken accelerated convergence. This algorithm decomposes the state estimation task into a set of consecutive fixed point iteration problems. In other words, it considers a system of nonlinear equations for each time instant and uses a fixed point iteration method to solve it, such that the solution given by the method is actually a state estimation of the discrete-time nonlinear system at the current time instant. To increase the convergence speed of the fixed point iteration method, we propose to incorporate the Δ2-Aitken method. Nonetheless, later we show that is possible to increase even more this speed by means of the Steffensen’s method. The main advantage of our algorithm is the lack of complex calculations, such as the Jacobian matrix and its inverse, which are necessary for similar algorithms such as the Newton observer. Therefore, our proposal has a low computational cost, is free of singularities, and is easy to implement. Furthermore, unlike conventional estimators like the Luenberger observer and the Sliding Mode observer, it does not require to calculate gains. To prove the effectiveness of the Fixed-Point state observer, we estimate the unknown states of a modified Chua chaotic attractor and compare the numerical results with those obtained by Luenberger, Sliding Mode, and Newton observers.

Novel Physics-Informed Artificial Neural Network Architectures for System and Input Identification of Structural Dynamics PDEs

Herein, two novel Physics Informed Neural Network (PINN) architectures are proposed for output-only system identification and input estimation of dynamic systems. Using merely sparse output-only measurements, the proposed PINNs architectures furnish a novel approach to input, state, and parameter estimation of linear and nonlinear systems with multiple degrees of freedom. These architectures are comprised of parallel and sequential PINNs that act upon a set of ordinary differential equations (ODEs) obtained from spatial discretization of the partial differential equation (PDE). The performance of this framework for dynamic system identification and input estimation was ascertained by extensive numerical experiments on linear and nonlinear systems. The advantage of the proposed approach, when compared with system identification, lies in its computational efficiency. When compared with traditional Artificial Neural Networks (ANNs), this approach requires substantially smaller training data and does not suffer from generalizability issues. In this regard, the states, inputs, and parameters of dynamic state-space equations of motion were estimated using simulated experiments with “noisy” data. The proposed framework for PINN showed excellent great generalizability for various types of applications. Furthermore, it was found that the proposed architectures significantly outperformed ANNs in generalizability and estimation accuracy.

Granular-based state estimation for nonlinear fractional control systems and its circuit cognitive application

The issue of continuous observer design for integer order nonlinear systems has been widely studied in existing works. Yet, there are few works that closely related to granular computing theory and discrete signal to better estimate system states. In this paper, by using the granular function description, we propose a novel impulsive observer design algorithm to ensure the cognitive convergence of error dynamic systems. Especially, the resulting criterion reflects well the relationship between the fractional order and the pulse signal. A numerical simulation is provided to illustrate effectiveness of the given method.