Recursive state estimators for general discrete-time stochastic nonlinear models

Author(s):  
E.E. Yaz ◽  
M.J. Bari
2011 ◽  
Vol 164 (1) ◽  
pp. 1-24 ◽  
Author(s):  
Jiuxiang Dong ◽  
Youyi Wang ◽  
Guang-Hong Yang

2017 ◽  
Vol 27 (1) ◽  
pp. 29-39 ◽  
Author(s):  
Zdzislaw Duda

Abstract In the paper a state filtration in a decentralized discrete time Linear Quadratic Gaussian problem formulated for a multisensor system is considered. Local optimal control laws depend on global state estimates and are calculated by each node. In a classical centralized information pattern the global state estimators use measurements data from all nodes. In a decentralized system the global state estimates are computed at each node using local state estimates based on local measurements and values of previous controls, from other nodes. In the paper, contrary to this, the controls are not transmitted between nodes. It leads to nonconventional filtration because the controls from other nodes are treated as random variables for each node. The cost for the additional reduced transmission is an increased filter computation at each node.


2016 ◽  
Vol 182 ◽  
pp. 18-24 ◽  
Author(s):  
Yajing Yu ◽  
Hongli Dong ◽  
Zidong Wang ◽  
Weijian Ren ◽  
Fuad E. Alsaadi

Author(s):  
M. W. Zhang ◽  
Y. M. Wei ◽  
S. Wei ◽  
Z. K. Peng ◽  
X. J. Dong ◽  
...  

Subspace-based state space system identification method is well known for its computational efficiency and robustness. However, when directly applied to nonlinear models, intrinsic drawbacks exist and may lead to less accurate estimation. This paper explains how the error is generated when transforming continuous-time model to discrete-time one and then presents an approach to identify nonlinear systems by choosing two different sample frequencies for different parts of the discrete-time state-space model. The method allows to identify the nonlinear coefficients and the underlying linear system more robustly based on only the input and output of the structural system. Several numerical examples are given to illustrate the correctness of the analysis and the effectiveness of the method.


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