吉林大学学报(工学版) ›› 2017, Vol. 47 ›› Issue (5): 1561-1567.doi: 10.13229/j.cnki.jdxbgxb201705031

Previous Articles     Next Articles

Recursive robust filtering for uncertain systems with delayed measurements

FENG Jian-xin   

  1. College of Astronautics, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China
  • Received:2016-05-18 Online:2017-09-20 Published:2017-09-20

Abstract: A recursive robust filtering method based on the orthogonal projection and an innovation analysis approach is proposed for stochastic uncertain systems with delayed measurements. First, the original system is transformed into a stochastic uncertain system with correlated measurement noises, and the innovations are recalculated. Then, by applying the mathematical induction, the newly obtained innovations are proofed to be uncorrelated with each other. Finally, the desired recursive robust filter is designed via an innovation analysis approach and the orthogonal projection theorem. Without resorting to state augmentation, the proposed filter treats the noise correlated across time directly. Therefore, the desired filter has less computational burden, but a high computational accuracy. Simulation results demonstrate the effectiveness of the proposed approach.

Key words: automatic control technology, mathematical induction, orthogonal projection theorem, delayed measurement, stochastic uncertainty, noises correlated across time

CLC Number: 

  • TP273
[1] 姚郁, 刘富春, 贺风华. 基于LMI的范数有界不确定采样系统的输出反馈鲁棒镇定[J].吉林大学学报:工学版, 2009, 39(6): 1568-1572.
Yao Yu, Liu Fu-chu, He Feng-hua. LMI-based output feedback robust stabilization for sampled -data systems wit norm-bounded uncertainties[J]. Journal of Jilin University (Engineering and Technology Edition), 2009, 39(6): 1568-1572.
[2] 冯建鑫, 王挺峰, 郭劲. 测量丢失不确定性系统的迭代鲁棒滤波[J]. 吉林大学学报:工学版, 2014, 44(4): 1057-1061.
Feng Jian-xin, Wang Ting-feng, Guo Jin. Iterative robust filtering for uncertain systems with missing measurements[J]. Journal of Jilin University(Engineering and Technology Edition), 2014, 44(4): 1057-1061.
[3] Feng J X, Wang Z D, Zeng M. Optimal robust non-fragile Kalman-type recursive filtering with finite-step correlated noises and multiple packet dropouts[J]. Aerospace Science and Technology, 2011, 15(6): 486-494.
[4] Yang F W, Wang Z D, Hung Y S. Robust kalman filtering for discrete time-varying uncertain systems with multiplicative noises[J]. IEEE Transactions on Automatic Control, 2002, 47(7): 1179-1183.
[5] Phillis Y A. Estimation and control of systems with unknown covariance and multiplicative noise[J]. IEEE Transactions on Automatic Control, 1989, 34(10): 1075-1078.
[6] Tekalp A M, Pavloviv G. Image restoration with multiple noise:incorporating the sensor nonlinearity[J]. IEEE Transactions on Signal Processing, 1991, 39(9): 2132-2136.
[7] 冯建鑫. 含相关性噪声的估计和融合算法研究[D]. 哈尔滨:哈尔滨工业大学航天学院, 2012.
Feng Jian-xin. Study on estimation and fusion algorithm for systems with correlated noises[D]. Harbin: School of Astronautics, Harbin Institute of Technology, 2012.
[8] Feng J X, Wang Z D, Zeng M. Distributed weighted robust Kalman filter fusion for uncertain systems with autocorreated and cross-correlated noises[J]. Information Fusion, 2013, 14(1): 78-86.
[9] Feng J X, Wang T F, Guo J. Recursive estimation for descriptor systems with multiple packet dropouts and correlated noises[J]. Aerospace Science and Technology, 2014, 32(1): 200-211.
[10] Liu X, Zhang H, Wang W, et al. Kalman filtering for multiple time-delay systems[J]. Automatica, 2005, 41(8): 1455-1461.
[11] Yaz E, Ray A. Linear unbiased state estimation under randomly varying bounded sensor delay[J]. Applied Mathematical Letters, 1998, 11(4): 27-32.
[12] Wen C H, Liu R L, Chen T W. Linear unbiased state estimation with random one-step sensor delay[J]. Circuits Systems and Signal Processing, 2007, 26(4): 573-590.
[13] Feng J X, Zeng M. Descriptor recursive estimation for multiple sensors with different delay rates[J]. International Journal of Control, 2011, 84(3): 584-596.
[14] Zhang S, Zhao Y, Li M, et al. Optimal filtering for uncertain systems with stochastic nonlinearities, correlated noises and missing measurements[J]. Journal of Systems Engineering and Electronics, 2015, 26(5): 1052-1059.
[1] GU Wan-li,WANG Ping,HU Yun-feng,CAI Shuo,CHEN Hong. Nonlinear controller design of wheeled mobile robot with H performance [J]. Journal of Jilin University(Engineering and Technology Edition), 2018, 48(6): 1811-1819.
[2] LI Zhan-dong,TAO Jian-guo,LUO Yang,SUN Hao,DING Liang,DENG Zong-quan. Design of thrust attachment underwater robot system in nuclear power station pool [J]. Journal of Jilin University(Engineering and Technology Edition), 2018, 48(6): 1820-1826.
[3] WANG De-jun, WEI Wei-li, BAO Ya-xin. Actuator fault diagnosis of ESC system considering crosswind interference [J]. Journal of Jilin University(Engineering and Technology Edition), 2018, 48(5): 1548-1555.
[4] YAN Dong-mei, ZHONG Hui, REN Li-li, WANG Ruo-lin, LI Hong-mei. Stability analysis of linear systems with interval time-varying delay [J]. Journal of Jilin University(Engineering and Technology Edition), 2018, 48(5): 1556-1562.
[5] TIAN Yan-tao, ZHANG Yu, WANG Xiao-yu, CHEN Hua. Estimation of side-slip angle of electric vehicle based on square-root unscented Kalman filter algorithm [J]. 吉林大学学报(工学版), 2018, 48(3): 845-852.
[6] ZHANG Shi-tao, ZHANG Bao, LI Xian-tao, WANG Zheng-xi, TIAN Da-peng. Enhancing performance of FSM based on zero phase error tracking control [J]. 吉林大学学报(工学版), 2018, 48(3): 853-858.
[7] WANG Lin, WANG Hong-guang, SONG Yi-feng, PAN Xin-an, ZHANG Hong-zhi. Behavior planning of a suspension insulator cleaning robot for power transmission lines [J]. 吉林大学学报(工学版), 2018, 48(2): 518-525.
[8] HU Yun-feng, WANG Chang-yong, YU Shu-you, SUN Peng-yuan, CHEN Hong. Structure parameters optimization of common rail system for gasoline direct injection engine [J]. 吉林大学学报(工学版), 2018, 48(1): 236-244.
[9] ZHU Feng, ZHANG Bao, LI Xian-tao, WANG Zheng-xi, ZHANG Shi-tao. Gyro signal processing based on strong tracking Kalman filter [J]. 吉林大学学报(工学版), 2017, 47(6): 1868-1875.
[10] JIN Chao-qiong, ZHANG Bao, LI Xian-tao, SHEN Shuai, ZHU Feng. Friction compensation strategy of photoelectric stabilized platform based on disturbance observer [J]. 吉林大学学报(工学版), 2017, 47(6): 1876-1885.
[11] XU Jin-kai, WANG Yu-tian, ZHANG Shi-zhong. Dynamic characteristics of a heavy duty parallel mechanism with actuation redundancy [J]. 吉林大学学报(工学版), 2017, 47(4): 1138-1143.
[12] HU Yun-feng, GU Wan-li, LIANG Yu, DU Le, YU Shu-you, CHEN Hong. Start-stop control of hybrid vehicle based on nonlinear method [J]. 吉林大学学报(工学版), 2017, 47(4): 1207-1216.
[13] SHEN Shuai, ZHANG Bao, LI Xian-tao, ZHU Feng, JIN Chao-qiong. Acceleration feedback control based on tracking differentiator [J]. 吉林大学学报(工学版), 2017, 47(4): 1217-1224.
[14] SHAO Ke-yong, CHEN Feng, WANG Ting-ting, WANG Ji-chi, ZHOU Li-peng. Full state based adaptive control of fractional order chaotic system without equilibrium point [J]. 吉林大学学报(工学版), 2017, 47(4): 1225-1230.
[15] WANG Chun-yang, XIN Rui-hao, SHI Hong-wei. Decreasing time delay auto-disturbance rejection control method for large time delay systems [J]. 吉林大学学报(工学版), 2017, 47(4): 1231-1237.
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
[1] LIU Song-shan, WANG Qing-nian, WANG Wei-hua, LIN Xin. Influence of inertial mass on damping and amplitude-frequency characteristic of regenerative suspension[J]. 吉林大学学报(工学版), 2013, 43(03): 557 -563 .
[2] CHU Liang, WANG Yan-bo, QI Fu-wei, ZHANG Yong-sheng. Control method of inlet valves for brake pressure fine regulation[J]. 吉林大学学报(工学版), 2013, 43(03): 564 -570 .
[3] LI Jing, WANG Zi-han, YU Chun-xian, HAN Zuo-yue, SUN Bo-hua. Design of control system to follow vehicle state with HIL test beach[J]. 吉林大学学报(工学版), 2013, 43(03): 577 -583 .
[4] HU Xing-jun, LI Teng-fei, WANG Jing-yu, YANG Bo, GUO Peng, LIAO Lei. Numerical simulation of the influence of rear-end panels on the wake flow field of a heavy-duty truck[J]. 吉林大学学报(工学版), 2013, 43(03): 595 -601 .
[5] WANG Tong-jian, CHEN Jin-shi, ZHAO Feng, ZHAO Qing-bo, LIU Xin-hui, YUAN Hua-shan. Mechanical-hydraulic co-simulation and experiment of full hydraulic steering systems[J]. 吉林大学学报(工学版), 2013, 43(03): 607 -612 .
[6] ZHANG Chun-qin, JIANG Gui-yan, WU Zheng-yan. Factors influencing motor vehicle travel departure time choice behavior[J]. 吉林大学学报(工学版), 2013, 43(03): 626 -632 .
[7] MA Wan-jing, XIE Han-zhou. Integrated control of main-signal and pre-signal on approach of intersection with double stop line[J]. 吉林大学学报(工学版), 2013, 43(03): 633 -639 .
[8] YU De-xin, TONG Qian, YANG Zhao-sheng, GAO Peng. Forecast model of emergency traffic evacuation time under major disaster[J]. 吉林大学学报(工学版), 2013, 43(03): 654 -658 .
[9] XIAO Yun, LEI Jun-qing, ZHANG Kun, LI Zhong-san. Fatigue stiffness degradation of prestressed concrete beam under multilevel amplitude cycle loading[J]. 吉林大学学报(工学版), 2013, 43(03): 665 -670 .
[10] XIAO Rui, DENG Zong-cai, LAN Ming-zhang, SHEN Chen-liang. Experiment research on proportions of reactive powder concrete without silica fume[J]. 吉林大学学报(工学版), 2013, 43(03): 671 -676 .