• Title/Summary/Keyword: Nonlinear filtering model

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Fuzzy H$\infty$ Filtering for Nonlinear Systems with Time-Varying Delayed States

  • Lee, Kap-Rai;Lee, Jang-Sik;Oh, Do-Chang;Park, Hong-Bae
    • Transactions on Control, Automation and Systems Engineering
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    • v.1 no.2
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    • pp.99-105
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    • 1999
  • This paper presents a fuzzy H$\infty$ filtering problem for a class of uncertain nonlinear systems with time-varying delayed states and unknown inital state on the basis of Takagi-Sugeno(T-S) fuzzy model. The nonlinear systems are represented by T-S fuzzy models, and the fuzzy control systems utilize the concept of the so-called parallel distributed compensation. Using a single quadraic Lyapunov function, the stability and L2 gain performance from the noise signals to the estimation error are discussed. Sufficient conditions for the existence of fuzzy H$\infty$ filters are given in terms of linear matrix inequalities (LMIs). The filtering gains can also be directly obtained from the solutions of LMIs.

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A Study on the System Identification based on Neural Network for Modeling of 5.1. Engines (S.I. 엔진 모델링을 위한 신경회로망 기반의 시스템 식별에 관한 연구)

  • 윤마루;박승범;선우명호;이승종
    • Transactions of the Korean Society of Automotive Engineers
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    • v.10 no.5
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    • pp.29-34
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    • 2002
  • This study presents the process of the continuous-time system identification for unknown nonlinear systems. The Radial Basis Function(RBF) error filtering identification model is introduced at first. This identification scheme includes RBF network to approximate unknown function of nonlinear system which is structured by affine form. The neural network is trained by the adaptive law based on Lyapunov synthesis method. The identification scheme is applied to engine and the performance of RBF error filtering Identification model is verified by the simulation with a three-state engine model. The simulation results have revealed that the values of the estimated function show favorable agreement with the real values of the engine model. The introduced identification scheme can be effectively applied to model-based nonlinear control.

A Quasi-Likelihood Approach to Nonlinear Filtering Problems

  • Kim, Yoon-Tae
    • Journal of the Korean Statistical Society
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    • v.27 no.2
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    • pp.221-235
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    • 1998
  • Suppose that an observed process can be written as the additive model of the signal process and the noise process with unknown parameters. In practice the signal process is not directly observed. We consider the problem of estimating parameter from the observation process using the quasi-likelihood method.

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A study on development of a reduced-order distillation model and identification using nonlinear filtering techniques (증류공정의 차수감소모델 개발 및 비선형휠터기법을 이용한 모델인식에 관한 연구)

  • 김홍식;이광순
    • 제어로봇시스템학회:학술대회논문집
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    • 1989.10a
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    • pp.367-371
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    • 1989
  • A linear form of reduced-order distillation model is proposed, which contains the physical properties of distillation process and can be used in real time applications. The proposed model is linear in terms of liquid mole fraction and contains some tuning parameters. To verify the applicability of the proposed model, the model identification using nonlinear filtering techniques was applied. As a result, it was found that this model represented the simulated distillation process very closely as the parameters were converged.

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Dynamic state estimation for identifying earthquake support motions in instrumented structures

  • Radhika, B.;Manohar, C.S.
    • Earthquakes and Structures
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    • v.5 no.3
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    • pp.359-378
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    • 2013
  • The problem of identification of multi-component and (or) spatially varying earthquake support motions based on measured responses in instrumented structures is considered. The governing equations of motion are cast in the state space form and a time domain solution to the input identification problem is developed based on the Kalman and particle filtering methods. The method allows for noise in measured responses, imperfections in mathematical model for the structure, and possible nonlinear behavior of the structure. The unknown support motions are treated as hypothetical additional system states and a prior model for these motions are taken to be given in terms of white noise processes. For linear systems, the solution is developed within the Kalman filtering framework while, for nonlinear systems, the Monte Carlo simulation based particle filtering tools are employed. In the latter case, the question of controlling sampling variance based on the idea of Rao-Blackwellization is also explored. Illustrative examples include identification of multi-component and spatially varying support motions in linear/nonlinear structures.

Robust Nonlinear H$\infty$ FIR Filtering for Time-Varying Systems

  • Ryu, Hee-Seob;Son, Won-Kee;Kwon, Oh-Kyu
    • Transactions on Control, Automation and Systems Engineering
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    • v.2 no.3
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    • pp.175-181
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    • 2000
  • This paper investigates the robust nonlinear H$_{\infty}$ filter with FIR(Finite Impulse Response) structure for nonlinear discrete time-varying uncertain systems represented by the state-space model having parameter uncertainty. Firstly, when there is no parameter uncertainty in the system, the discrete-time nominal nonlinear H$_{\infty}$ FIR filter is derived by using the equivalence relationship between the FIR filter and the recursive filter, which corresponds to the standard nonlinear H$_{\infty}$ filter. Secondly, when the system has the parameter uncertainty, the robust nonlinear H$_{\infty}$ FIR filter is proposed for the discrete-time nonlinear uncertain systems.

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A Finite Impulse Response Fixed-lag Smoother for Discrete-time Nonlinear Systems (이산 비선형 시스템에 대한 유한 임펄스 응답 고정 시간 지연 평활기)

  • Kwon, Bo-Kyu;Han, Sekyung;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.9
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    • pp.807-810
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    • 2015
  • In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.

A Particle Filtering Approach for On-Line Failure Prognosis in a Planetary Carrier Plate

  • Orchard, Marcos E.;Vachtsevanos, George J.
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.7 no.4
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    • pp.221-227
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    • 2007
  • This paper introduces an on-line particle-filtering-based framework for failure prognosis in nonlinear, non-Gaussian systems. This framework uses a nonlinear state-space model of the plant(with unknown time-varying parameters) and a particle filtering(PF) algorithm to estimate the probability density function(pdf) of the state in real-time. The state pdf estimate is then used to predict the evolution in time of the fault indicator, obtaining as a result the pdf of the remaining useful life(RUL) for the faulty subsystem. This approach provides information about the precision and accuracy of long-term predictions, RUL expectations, and 95% confidence intervals for the condition under study. Data from a seeded fault test for a UH-60 planetary carrier plate are used to validate the proposed methodology.

The Design of Target Tracking System Using the Identification of TS Fuzzy Model (TS 퍼지 모델 동정을 이용한 표적 추적 시스템 설계)

  • Lee, Bum-Jik;Joo, Young-Hoon;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.1958-1960
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    • 2001
  • In this paper, we propose the design methodology of target tracking system using the identification of TS fuzzy model based on genetic algorithm(GA) and RLS algorithm. In general, the objective of target tracking is to estimate the future trajectory of the target based on the past position of the target obtained from the sensor. In the conventional and mathematical nonlinear filtering method such as extended Kalman filter(EKF), the performance of the system may be deteriorated in highly nonlinear situation. In this paper, to resolve these problems of nonlinear filtering technique, the error of EKF by nonlinearity is compensated by identifying TS fuzzy model. In the proposed method, after composing training datum from the parameters of EKF, by identifying the premise and consequent parameters and the rule numbers of TS fuzzy model using GA, and by tuning finely the consequent parameters of TS fuzzy model using recursive least square(RLS) algorithm, the error of EKF is compensated. Finally, the proposed method is applied to three dimensional tracking problem, and the simulation results shows that the tracking performance is improved by the proposed method.

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A Nonlinear Information Filter for Tracking Maneuvering Vehicles in an Adaptive Cruise Control Environment

  • Kim, Yong-Shik;Hong, Keum-Shik
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.1669-1674
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    • 2004
  • In this paper, a nonlinear information filter (IF) for curvilinear motions in an interacting multiple model (IMM) algorithm to track a maneuvering vehicle on a road is investigated. Driving patterns of vehicles on a road are modeled as stochastic hybrid systems. In order to track the maneuvering vehicles, two kinematic models are derived: A constant velocity model for linear motions and a constant-speed turn model for curvilinear motions. For the constant-speed turn model, a nonlinear IF is used in place of the extended Kalman filter in nonlinear systems. The suggested algorithm reduces the root mean squares error for linear motions and rapidly detects possible turning motions.

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