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Quasi-equality constrained risk-sensitive filtering for nonlinear discrete-time systems

控制理论与应用（英文版） 2012年第2期10卷 229-235页

作者： Linfeng SHEN, Yan LIN School of Automation Science and Electrical Engineering, Beijing University of Aeronautics and Astronautics, Beijing 100191, China School of Automation Science and Electrical Engineering Beijing University of Aeronautics and Astronautics Beijing China

More and more data fusion models contain state constraints with valuable information in the filtering process. In this study, an optimal filter of risk sensitive with quasi-equality constraints is formulated using the reference probability method. Through recursion processes of probability density acquired from the probability measure change, the derived algorithm is optimal in the sense of the risk sensitive parameter. The system and constraint models are Consistent in statistics. Simulation results show that it is more robust and efficient than projection filters for the worst-case of noises and model uncertainty.

关键词： optimal estimation Risk-sensitive filtering Constraints

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Event-based Measurement Scheduling for Linear Quadratic Gaussian Control

Event-based Measurement Scheduling for Linear Quadratic Gaus...

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第36届中国控制会议

作者： Lidong He Yifei Qi Yun Zou School of Automation Nanjing University of Science and Technology State Key Laboratory of Industrial Control Technology and College of Control Science and EngineeringZhejiang University

ISBN: (纸本)9781538629185

This paper investigates measurement scheduling for linear quadratic Gaussian（LQG） *** measurement collected via the local sensor is sent over the bandwidth-limited channel to the remote controller for regulating the system *** event-based scheme is designed at the local scheduler to smartly choose the time for sending the data,so as to reduce the uncertainty of system state at the controller side,as well as to reduce the communication *** to the fixed event-triggered rule,we show that the control law and the estimation algorithm can be separately *** that basis and by virtue of the introduced generalized closed skew normal distribution,a minimum mean-squared error estimation algorithm is proposed,which promotes the existing scheduling scheme to any communication rate.

关键词： Event-based scheduling separately design LQG control optimal estimation

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Basics of estimation

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Frontiers of Electrical and Electronic Engineering in China 2010年第3期5卷 274-280页

作者： Jorma RISSANEN Helsinki Institute for Information Technology Tampere University of TechnologyTampere 33720Finland

This paper outlines a theory of estimation,where optimality is defined for all sizes of data—not only *** one principle is needed to cover estimation of both real-valued parameters and their *** achieve this we have to abandon the traditional assumption that the observed data have been generated by a“true”distribution,and that the objective of estimation is to recover this from the ***,the objective in this theory is to fit‘models’as distributions to the data in order to find the regular statistical *** performance of the fitted models is measured by the probability they assign to the data:a large probability means a good fit and a small probability a bad ***,the negative logarithm of the probability should be minimized,which has the interpretation of code *** are three equivalent characterizations of optimal estimators,the first defined by estimation capacity,the second to satisfy necessary conditions for optimality for all data,and the third by the complete Minimum Description Length(MDL)principle.

关键词： models optimal estimation estimation capacity complete Minimum Description Length(MDL)principle

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Optimized Robust Filter for Uncertain Discrete Time System and Its Application to Flight Test

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Chinese Journal of Aeronautics 2003年第2期16卷 91-96页

作者：史忠科 Department of Automatic Control Northwestern Polytechnical University

An optimized robust filtering algorithm for uncertain discrete-time systemsis presented. To get a series of computational equations, the uncertain part generated by theuncertain systematic matrix in the expression of the error-covariance matrix of time update stateestimation is optimized and the least upper bound of the uncertain part is given. By means of theseresults, the equivalent systematic matrix is obtained and a robust time update algorithm is builtup. On the other hand, uncertain parts generated by the uncertain observation matrix in theexpression of the error-covariance matrix of measurement update state estimation are optimized, andthe largest lower bound of the uncertain part is given. Thus both the time update and measurementupdate algorithms are developed. By means of the matrix inversion formula, the expression structuresof both time update and measurement update algorithms are all simplified. Moreover, the convergencecondition of a robust filter is developed to make the results easy to application. The results offlight data processing show that the method presented in this paper is efficient.

关键词： robust estimation Kalman filter filtering algorithm optimal estimation flight test

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Methodology for Obtaining optimal Sleeve Friction and Friction Ratio Estimates from CPT Data

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International Journal of Geosciences 2023年第3期14卷 290-303页

作者： Erick Baziw Baziw Consulting Engineers Vancouver Canada

Cone penetration testing (CPT) is a cost effective and popular tool for geotechnical site characterization. CPT consists of pushing at a constant rate an electronic penetrometer into penetrable soils and recording cone bearing (qc), sleeve friction (fc) and dynamic pore pressure (u) with depth. The measured qc, fs and u values are utilized to estimate soil type and associated soil properties. A popular method to estimate soil type from CPT measurements is the Soil Behavior Type (SBT) chart. The SBT plots cone resistance vs friction ratio, Rf [where: Rf = (fs/qc)100%]. There are distortions in the CPT measurements which can result in erroneous SBT plots. Cone bearing measurements at a specific depth are blurred or averaged due to qc values being strongly influenced by soils within 10 to 30 cone diameters from the cone tip. The qcHMM algorithm was developed to address the qc blurring/averaging limitation. This paper describes the distortions which occur when obtaining sleeve friction measurements which can in association with qc blurring result in significant errors in the calculated Rf values. This paper outlines a novel and highly effective algorithm for obtaining accurate sleeve friction and friction ratio estimates. The fc optimal filter estimation technique is referred to as the OSFE-IFM algorithm. The mathematical details of the OSFE-IFM algorithm are outlined in this paper along with the results from a challenging test bed simulation. The test bed simulation demonstrates that the OSFE-IFM algorithm derives accurate estimates of sleeve friction from measured values. optimal estimates of cone bearing and sleeve friction result in accurate Rf values and subsequent accurate estimates of soil behavior type.

关键词： Cone Penetration Testing (CPT) optimal estimation Geotechnical Site Characterization Sleeve Friction Cone Bearing Friction Ratio Iterative Forward Modelling (IFM) Soil Behavior Type (SBT)

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Technique for Estimating the Cone Bearing Smoothing Parameters

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International Journal of Geosciences 2023年第7期14卷 603-618页

作者： Erick Baziw Baziw Consulting Engineers Ltd. Vancouver Canada

Cone penetration testing (CPT) is an extensively utilized and cost effective tool for geotechnical site characterization. CPT consists of pushing at a constant rate an electronic cone into penetrable soils and recording the resistance to the cone tip (qc value). The measured qc values (after correction for the pore water pressure) are utilized to estimate soil type and associated soil properties based predominantly on empirical correlations. The most common cone tips have associated areas of 10 cm2 and 15 cm2. Investigators also utilized significantly larger cone tips (33 cm2 and 40 cm2) so that gravelly soils can be penetrated. Small cone tips (2 cm2 and 5 cm2) are utilized for shallow soil investigations. The cone tip resistance measured at a particular depth is affected by the values above and below the depth of interest which results in a smoothing or blurring of the true bearing values. Extensive work has been carried out in mathematically modelling the smoothing function which results in the blurred cone bearing measurements. This paper outlines a technique which facilitates estimating the dominant parameters of the cone smoothing function from processing real cone bearing data sets. This cone calibration technique is referred to as the so-called CPSPE algorithm. The mathematical details of the CPSPE algorithm are outlined in this paper along with the results from a challenging test bed simulation.

关键词： Cone Penetration Testing (CPT) Geotechnical Site Characterization optimal estimation Iterative Forward Modelling (IFM) Monte Carlo Techniques Calibration

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Linear optimal Estimators for Systems With Multiplicative Noises and Time-Correlated Additive Noise

Linear Optimal Estimators for Systems With Multiplicative No...

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第三十九届中国控制会议

作者： Ziying Song Xiaomei Yang Jing Ma School of Mathematics Science Heilongjiang University

This paper is concerned with the state estimation problem for systems with state multiplicative noise, measurement multiplicative noise and time-correlated additive measurement noise. The multiplicative noises are uncorrelated white noises with zero means. Time-correlated measurement noise is described by a linear model with Gauss white *** on a measurement difference method, the linear optimal estimators including filter, multi-step predictor and multistep smoother are derived in the linear minimum variance（LMV） sense. The proposed estimators are recursive. They do not require the inverse of the state transition matrix. The simulation research verifies the effectiveness of the proposed algorithms.

关键词： Multiplicative Noise Additive Noise optimal estimation Time-Correlated Measurement Difference

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