Framework for state and unknown input estimation of linear time-varying systems
Delft University of Technology（代尔夫特理工大学）
Peng Lu, Erik-Jan van Kampen, Cornelis C. de Visser, Qiping Chu
备注：
This paper has been accepted by Automatica. It considers unknown input estimation or fault and disturbances estimation. Existing approaches considers the case where the effects of fault and disturbance can be decoupled. In our paper, we consider the case where the effects of fault and disturbance are coupled. This approach can be easily extended to nonlinear systems
The design of unknown-input decoupled observers and filters requires the assumption of an existence condition in the literature. This paper addresses an unknown input filtering problem where the existence condition is not satisfied. Instead of designing a traditional unknown input decoupled filter, a Double-Model Adaptive Estimation approach is extended to solve the unknown input filtering problem. It is proved that the state and the unknown inputs can be estimated and decoupled using the extended Double-Model Adaptive Estimation approach without satisfying the existence condition. Numerical examples are presented in which the performance of the proposed approach is compared to methods from literature.
In this paper we are interested in the problem of adaptive state observation of linear time-varying (LTV) systems where the system and the input matrices depend on unknown time-varying parameters. It is assumed that these parameters satisfy some known LTV dynamics, but with unknown initial conditions. Moreover, the state equation is perturbed by an additive signal generated from an exosystem with uncertain constant parameters. Our main contribution is to propose a globally convergent state observer that requires only a weak excitation assumption on the system.
University of California at Berkeley（加州大学伯克利分校）；California Institute of Technology（加州理工学院）
We present a Model Predictive Control (MPC) strategy for unknown input-affine nonlinear dynamical systems. A non-parametric method is used to estimate the nonlinear dynamics from observed data. The estimated nonlinear dynamics are then linearized over time varying regions of the state space to construct an Affine Time Varying (ATV) model. Error bounds arising from the estimation and linearization procedure are computed by using sampling techniques. The ATV model and the uncertainty sets are used to design a robust Model Predictive Control (MPC) problem which guarantees safety for the unknown s…
It is nontrivial to achieve exponential stability even for time-invariant nonlinear systems with matched uncertainties and persistent excitation (PE) condition. In this paper, without the need for PE condition, we address the problem of global exponential stabilization of strict-feedback systems with mismatched uncertainties and unknown yet time-varying control gains. The resultant control, embedded with time-varying feedback gains, is capable of ensuring global exponential stability of parametric-strict-feedback systems in the absence of persistence of excitation. By using the enhanced Nussba…
This paper considers the simultaneous state and unknown input estimation for continuous-discrete stochastic systems. Two types of approaches (with and without modeling of unknown inputs) which can address this issue are investigated. A novel continuous recursive four-step Kalman filter is proposed and its asymptotic stability condition is established. A novel one-step unknown input Kalman filter is proposed and has guaranteed stability when the number of unknown inputs is equal to that of the measurements. The design of unknown input Kalman filters and observers is unified. Furthermore, an ada…
This work presents a notion of strong detectability for linear time varying systems affected by unknown inputs. It is shown that this notion is equivalent to detectability of an auxiliary system without unknown inputs. This allows a straightforward observer design for dependable state estimation in the presence of unknown inputs. The design reduces to a deterministic Kalman filter design problem, where the observer gains can be obtained from the solution of a differential Riccati equation. The efficacy of the proposed approach is demonstrated by means of a numerical example.
University of Technology Sydney（悉尼科技大学）；Centre for Autonomous Systems（自主系统中心）；Centre for Artificial Intelligence（人工智能中心）
This paper presents an observer-integrated Reinforcement Learning (RL) approach, called Disturbance OBserver Network (DOB-Net), for robots operating in environments where disturbances are unknown and time-varying, and may frequently exceed robot control capabilities. The DOB-Net integrates a disturbance dynamics observer network and a controller network. Originated from conventional DOB mechanisms, the observer is built and enhanced via Recurrent Neural Networks (RNNs), encoding estimation of past values and prediction of future values of unknown disturbances in RNN hidden state. Such encoding…
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In this paper, a new yet indirect performance guaranteed framework is established to address the distributed tracking control problem for networked uncertain nonlinear strict-feedback systems with unknown time-varying gains under a directed interaction topology. The proposed framework involves two steps: In the first one, a fully distributed robust filter is constructed to estimate the desired trajectory for each agent with guaranteed observation performance that allows the directions among the agents to be non-identical. In the second one, by establishing a novel lemma regarding Nussbaum func…
In this paper, the model predictive control is designed for an interval type-2 Takagi-Sugeno (T-S) system with unknown time-varying delay in state and input vectors. The time-varying delay is a weird phenomenon that is appeared in almost all systems. It can make many problems and instability while the system is working. In this paper, the time-varying delay is considered in both states and input vectors and is the sensible difference between the proposed method here and previous algorithms, besides, it is unknown but bounded. To solve the problem, the Razumikhin approach is applied to the prop…
Robust Adaptive Sliding Mode Control of Markovian Jump Systems with Uncertain Mode-dependent Time-varying Delays and Partly Unknown Transition Probabilities
Mississippi State University（密西西比州立大学）；University of Notre Dame（圣母大学）；Arak University（阿拉克大学）；Tarbiat Modares University（塔里亚特莫达雷斯大学）
We propose a novel change point detection approach for online learning control with full information feedback (state, disturbance, and cost feedback) for unknown time-varying dynamical systems. We show that our algorithm can achieve a sub-linear regret with respect to the class of Disturbance Action Control (DAC) policies, which are a widely studied class of policies for online control of dynamical systems, for any sub-linear number of changes and very general class of systems: (i) matched disturbance system with general convex cost functions, (ii) general system with linear cost functions. Sp…
Unknown-input observers (UIOs) allow for estimation of the states of an LTI system without knowledge of all inputs. In this paper, we provide a novel data-driven UIO based on behavioral system theory and the result known as Fundamental Lemma proposed by Jan Willems and coworkers. We give necessary and sufficient conditions on the data collected from the system for the existence of a UIO providing asymptotically converging state estimates, and propose a purely data-driven algorithm for their computation. Even though we focus on UIOs, our results also apply to the standard case of completely kno…
Duality of control and estimation allows mapping recent advances in data-guided control to the estimation setup. This paper formalizes and utilizes such a mapping to consider learning the optimal (steady-state) Kalman gain when process and measurement noise statistics are unknown. Specifically, building on the duality between synthesizing optimal control and estimation gains, the filter design problem is formalized as direct policy learning. In this direction, the duality is used to extend existing theoretical guarantees of direct policy updates for Linear Quadratic Regulator (LQR) to establis…
Problem of an adaptive state observer design for nonlinear system with unknown time-varying parameters and under condition of delayed measurements is considered. State observation problem was raised by many researchers (see for example Sanx et al. (2019)). In this paper the results proposed in Bobtsov et al. (2021b), Bobtsov et al. (2021a), Bobtsov et al. (2022a), Bobtsov et al. (2022b) are developed. The problem is solved under assumption that the state matrix can be represented as sum of known and unknown parts. The output vector is measured with a known constant delay. An adaptive observer …
The problem of parameter estimation from a standard vector linear regression equation in the absence of sufficient excitation in the regressor is addressed. The first step to solve the problem consists in transforming this equation into a set of scalar ones using the well-known dynamic regressor extension and mixing technique. Then a novel procedure to generate new scalar exciting regressors is proposed.} The superior performance of a classical gradient estimator using this new regressor, instead of the original one, is illustrated with comprehensive simulations.
It is an interesting open problem to achieve adaptive prescribed-time control for strict-feedback systems with unknown and fast or even abrupt time-varying parameters. In this paper we present a solution with the aid of several design and analysis innovations. First, by using a spatiotemporal transformation, we convert the original system operational over finite time interval into one operational over infinite time interval, allowing for Lyapunov asymptotic design and recasting prescribed-time stabilization on finite time domain into asymptotic stabilization on infinite time domain. Second, to…
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This work proposes a detectability condition for linear time-varying systems based on the exponential dichotomy spectrum. The condition guarantees the existence of an observer, whose gain is determined only by the unstable modes of the system. This allows for an observer design with low computational complexity compared to classical estimation approaches. An extension of this observer design to a class of nonlinear systems is proposed and local convergence of the corresponding estimation error dynamics is proven. Numerical results show the efficacy of the proposed observer design technique.
Kalman and H-infinity filters, the most popular paradigms for linear state estimation, are designed for very specific specific noise and disturbance patterns, which may not appear in practice. State observers based on the minimization of regret measures are a promising alternative, as they aim to adapt to recognizable patterns in the estimation error. In this paper, we show that the regret minimization problem for finite horizon estimation can be cast into a simple convex optimization problem. For this purpose, we first rewrite linear time-varying system dynamics using a novel system level syn…
We present a solution for modeling and online identification for heating, ventilation, and air conditioning (HVAC) control in buildings. Our approach comprises: (a) a resistance-capacitance (RC) model based on first order energy balance for deriving the zone temperature dynamics, and (b) a neural network for modeling HVAC dynamics. State estimation and model identification are simultaneously performed using nonlinear moving horizon estimation (MHE) with physical constraints for system states. We leverage the identified model in model predictive control (MPC) for occupant comfort satisfaction a…
Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input multiple-output systems with time-varying input delays. This method is purposefully given for situations where only a limited amount of information is available for the system. Although, this approach is primarily developed in a deterministic framework, it can also be applied to noisy data under special circumstances. In addition, switched linear autoregressive models wit…
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Massachusetts Institute of Technology（麻省理工学院）；The Boeing Company（波音公司）；Air Force Research Laboratory（空军研究实验室）
This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error trajectories to tend exponentially fast towards a compact set whenever excitation conditions are satisfied. This algorithm is employed in a large class of problems where unknown parameters are present and are time-varying. It is shown that this algorithm guarantees global boundedness of the state and parameter errors of the system, and avoids an often used filt…
