arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2011.10496eess.SYcs.SY

具有有界变化不确定输入的连续时间动力系统状态估计:熵、比特率及与切换系统的关系

State Estimation of Continuous-time Dynamical Systems with Uncertain Inputs with Bounded Variation: Entropy, Bit Rates, and Relation with Switched Systems

Hussein Sibai, Sayan Mitra

AI总结:

针对具有有界变化不确定输入的非线性系统,提出ε-估计熵概念,作为状态估计比特率下界,并推导上界及估计算法,推广至切换系统。

摘要:

我们将Liberzon和Mitra [1]提出的自治动力系统估计熵的概念扩展到具有有界变化不确定输入的非线性动力系统。我们将这一新概念称为系统的{$ε$}-估计熵,并证明它构成状态估计所需比特率的下界。{$ε$}-估计熵表示足以对系统任何轨迹进行{$ε$}逼近的最小函数数目的指数增长率。我们证明了使用跨越或分离轨迹的替代熵定义从两侧界定我们的熵。另一方面,我们证明了其他常用的熵定义(例如[1]中的定义)发散至无穷大,因此它们可能不适用于具有不确定输入的系统。我们推导了{$ε$}-估计熵和估计比特率的上界,并在两个例子中进行了评估。我们提出了一种状态估计算法,该算法根据状态和输入的时间采样及量化测量,构造一个逼近给定轨迹至{$ε$}误差的函数。我们研究了{$ε$}-估计熵与先前针对切换非线性系统的概念之间的关系,并为后者推导了新的上界,展示了我们的结果对具有不确定输入系统的普适性。

英文摘要:

We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$ε$}-estimation entropy of the system and show that it lower bounds the bit rate needed for state estimation. {$ε$}-estimation entropy represents the exponential rate of the increase of the minimal number of functions that are adequate for {$ε$}- approximating any trajectory of the system. We show that alternative entropy definitions using spanning or separating trajectories bound ours from both sides. On the other hand, we show that other commonly used definitions of entropy, for example the ones in [1], diverge to infinity. Thus, they are potentially not suitable for systems with uncertain inputs. We derive an upper bound on {$ε$}-estimation entropy and estimation bit rates, and evaluate it for two examples. We present a state estimation algorithm that constructs a function that approximates a given trajectory up to an {$ε$} error, given time-sampled and quantized measurements of state and input. We investigate the relation between {$ε$}-estimation entropy and a previous notion for switched nonlinear systems and derive a new upper bound for the latter, showing the generality of our results on systems with uncertain inputs.

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