• 제목/요약/키워드: unknown input estimation

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MCMC Approach for Parameter Estimation in the Structural Analysis and Prognosis

  • An, Da-Wn;Gang, Jin-Hyuk;Choi, Joo-Ho
    • Journal of the Computational Structural Engineering Institute of Korea
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    • 제23권6호
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    • pp.641-649
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    • 2010
  • Estimation of uncertain parameters is required in many engineering problems which involve probabilistic structural analysis as well as prognosis of existing structures. In this case, Bayesian framework is often employed, which is to represent the uncertainty of parameters in terms of probability distributions conditional on the provided data. The resulting form of distribution, however, is not amenable to the practical application due to its complex nature making the standard probability functions useless. In this study, Markov chain Monte Carlo (MCMC) method is proposed to overcome this difficulty, which is a modern computational technique for the efficient and straightforward estimation of parameters. Three case studies that implement the estimation are presented to illustrate the concept. The first one is an inverse estimation, in which the unknown input parameters are inversely estimated based on a finite number of measured response data. The next one is a metamodel uncertainty problem that arises when the original response function is approximated by a metamodel using a finite set of response values. The last one is a prognostics problem, in which the unknown parameters of the degradation model are estimated based on the monitored data.

Probabilistic damage detection of structures with uncertainties under unknown excitations based on Parametric Kalman filter with unknown Input

  • Liu, Lijun;Su, Han;Lei, Ying
    • Structural Engineering and Mechanics
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    • 제63권6호
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    • pp.779-788
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    • 2017
  • System identification and damage detection for structural health monitoring have received considerable attention. Various time domain analysis methodologies based on measured vibration data of structures have been proposed. Among them, recursive least-squares estimation of structural parameters which is also known as parametric Kalman filter (PKF) approach has been studied. However, the conventional PKF requires that all the external excitations (inputs) be available. On the other hand, structural uncertainties are inevitable for civil infrastructures, it is necessary to develop approaches for probabilistic damage detection of structures. In this paper, a parametric Kalman filter with unknown inputs (PKF-UI) is proposed for the simultaneous identification of structural parameters and the unmeasured external inputs. Analytical recursive formulations of the proposed PKF-UI are derived based on the conventional PKF. Two scenarios of linear observation equations and nonlinear observation equations are discussed, respectively. Such a straightforward derivation of PKF-UI is not available in the literature. Then, the proposed PKF-UI is utilized for probabilistic damage detection of structures by considering the uncertainties of structural parameters. Structural damage index and the damage probability are derived from the statistical values of the identified structural parameters of intact and damaged structure. Some numerical examples are used to validate the proposed method.

IMM Method Using Kalman Filter with Fuzzy Gain

  • Noh, Sun-Young;Joo, Young-Hoon;Park, Jin-Bae
    • Journal of the Korean Institute of Intelligent Systems
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    • 제16권2호
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    • pp.234-239
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    • 2006
  • In this paper, we propose an interacting multiple model (IMM) method using intelligent tracking filter with fuzzy gain to reduce tracking errors for maneuvering targets. In the proposed filter, the unknown acceleration input for each sub-model is determined by mismatches between the modelled target dynamics and the actual target dynamics. After a acceleration input is detected, the state estimates for each sub-filter are modified. To modify the accurate estimation, we propose the fuzzy gain based on the relation between the filter residual and its variation. To optimize each fuzzy system, we utilize the genetic algorithm (GA). The tracking performance of the proposed method is compared with those of the adaptive interacting multiple model(AIMM) method and input estimation (IE) method through computer simulations.

Fault Diagnosis and Accommodation of Linear Stochastic Systems with Unknown Disturbances

  • Lee, Jong-Hyo;Joon Lyou
    • Transactions on Control, Automation and Systems Engineering
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    • 제4권4호
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    • pp.270-276
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    • 2002
  • An integrated robust fault diagnosis and fault accommodation strategy for a class of linear stochastic systems subjected to unknown disturbances is presented under the assumption that only a single fault may occur at a given time. The strategy is based on the fault isolation and estimation using a bank of robust two-stage Kalman filters and introduction of the additive compensation input for cancelling out the fault's effect on the system. Each filter is set up such that the residual is decoupled from unknown disturbances and fault with the influence vector designed in the filter. Simulation results for the simplified longitudinal flight control system with parameter uncertainties, process and sensor noises demonstrate the effectiveness of the present approach.

A study on the optimal state estimation of a dynamic system with an unknown input (입력이 미지인 동적시스템의 최적상태추정에 관한 연구)

  • 하주식;진강규
    • Journal of Advanced Marine Engineering and Technology
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    • 제11권2호
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    • pp.61-70
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    • 1987
  • 미지의 조작량이나 매우 큰 외란이 입력으로 작용하고 있는 동력시스템의 정도 높은 상태를 추정하려면 상태추정에 앞서 시스템의 입력추정이 요구된다. 본 논문에서는 간략형 칼만필터 (SKF:Simplified Kalman Filter)를 이용하여 운동하고 있는 목표물의 상태추정을 행함과 동시에 기동탐지자 (Maneuvering Detector)와 입력추정자 (Input Estimator)에 의해 시스템의 입력을 추정하고 이것에 의하여 SKF의 추정치를 보정해줌으로써 입력이 미지인 동적 시스템의 상태추정에 있어서 추정정도를 개선하는 방법을 제안하며 디지탈계산기를 이용한 시뮤레이션을 통하여 본 방법의 유효성을 밝힌다.

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Climbing Angle Estimation in Yawing Motion by UIO (UIO를 이용한 선회 시 등판각 추정)

  • Byeon, Hyeongkyu;Kim, Hyunkyu;Kim, Inkeun;Huh, Kunsoo
    • Transactions of the Korean Society of Automotive Engineers
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    • 제23권5호
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    • pp.478-485
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    • 2015
  • Availability of the climbing angle information is crucial for the intelligent vehicle system. However, the climbing angle information can't be measured with the sensor mounted on the vehicle. In this paper, climbing angle estimation system is proposed. First, longitudinal acceleration obtained from gyro-sensor is compared with the actual longitudinal acceleration of the vehicle. If the vehicle is in yawing motion, actual longitudinal acceleration can't be approximated from time derivative of wheel speed, because lateral velocity and yaw rate affect actual longitudinal acceleration. Wheel speed and yaw rate can be obtained from the sensors mounted on the vehicle, but lateral velocity can't be measured from the sensor. Therefore, lateral velocity is estimated using unknown input observer with nonlinear tire model. Simulation results show that the compensated results using lateral velocity and yaw rate show better performance than uncompensated results.

Robust Disturbance Compensation for Servo Drives Fed by a Matrix Converter

  • Park, Ki-Woo;Chwa, Dong-Kyoung;Lee, Kyo-Beum
    • Journal of Power Electronics
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    • 제9권5호
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    • pp.791-799
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    • 2009
  • This paper presents a time-varying sinusoidal disturbance compensation method (based on an adaptive estimation scheme) for induction motor drives fed by a matrix converter. In previous disturbance accommodation methods, sinusoidal disturbances with unknown time-invariant frequencies have been considered. However, in the new method proposed here, disturbances with unknown time-varying frequencies are considered. The disturbances can be estimated by using a disturbance accommodating observer, and an additional control input is added to the induction machine drive. The stability analysis is carried out considering the disturbance estimation error and simulation results are shown to illustrate the performance of the proposed solution.

A Quantitative Performance Index for an Input Observer (II) - Analysis in Steady-State - (입력관측기의 정량적 성능지표 (II) -정상상태 해석-)

  • Jung, Jong-Chul;Lee, Boem-Suk;Huh, Kun-Soo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • 제26권10호
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    • pp.2067-2072
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    • 2002
  • The closed-loop state and input observer is a pole-placement type observer and estimates unknown state and input variables simultaneously. Pole-placement type observers may have poor performances with respect to modeling error and sensing bias error. The effects of these ill-conditioning factors must be minimized for the robust performance in designing observers. In this paper, the steady-state performance of the closed-loop state and input observer is investigated quantitatively and is represented as the estimation error bounds. The performance indices are selected from these error bounds and are related to the robustness with respect to modeling errors and sensing bias. By considering both transient and steady-state performance, the main performance index is determined as the condition number of the eigenvector matrix based on $L_2$-norm.

A Time Delay-Based Gain Scheduled Control and It's Application to Electromagnetic Suspension System (시간지연 이득계획제어와 자기부상시스템에의 응용)

  • Hong Ho-Kyung;Jo Jeong-Min;Cho Heung-Jae
    • The Transactions of the Korean Institute of Electrical Engineers B
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    • 제54권12호
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    • pp.569-575
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    • 2005
  • This paper proposes a gain scheduled control technique using time-delay for the nonlinear system with plant uncertainties and unexpected disturbances. The time delay-based gain scheduled control depends on a direct estimation of a function representing the effect of uncertainties. The information from the estimation is used to cancel the unknown dynamics and the unexpected disturbances simultaneously. The proposed estimation scheme with a finite convergence time is formulated in order to estimate the unknown scheduling variable variation. In other words, the time delay-based gain scheduled control uses the past observation of the system's response and the control input to directly modify the control actions rather than to adjust the controller gains or to identify system parameters. It has a simple structure so as to minimize the computational burden. The benefits of this proposed scheme are demonstrated in the simulation of an electromagnetic suspension system with plant uncertainties and external disturbances, and the proposed controller is compared with the conventional state feedback controller.

Robust Signal Transition Density Estimation by Considering Reconvergent Path (재수렴성 경로를 고려한 견실한 신호 전이 밀도 예측)

  • Kim, Dong-Ho;U, Jong-Jeong
    • The KIPS Transactions:PartA
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    • 제9A권1호
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    • pp.75-82
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    • 2002
  • A robust signal transition density propagation method for a zero delay model is presented to obtain the signal transition density for estimating the power consumption. The power estimation for the zero delay model is a proper criteria for the lower boundary of power consumption. Since the input characteristics are generally unknown at design stage, robust estimation for wide range input characteristics is very important for the power consumption. In this paper, a conventional transition estimation method will be explored. And this exploration will be analyzed with the input/output signal transition behavior and used to propose the robust signal transition density propagation for the power estimation. In order to apply to practical circuits, the reconvergent path, which is crucial to affect the exactness of the power estimation, will be studied and an algorithm to take the reconvergent path into consideration will be presented. In experiment, the proposed methodology shows better robustness, comparable accuracy and elapsed time compared to the conventional methods.