Set-membership filtering for systems with sensor saturation

被引:230
作者
Yang, Fuwen [1 ,2 ]
Li, Yongmin [2 ]
机构
[1] E China Univ Sci & Technol, Sch Informat Sci & Engn, Shanghai 200237, Peoples R China
[2] Brunel Univ, Dept Informat Syst & Comp, Uxbridge UB8 3PH, Middx, England
基金
英国工程与自然科学研究理事会;
关键词
Set-membership filtering; Sensor saturation; Unknown-but-bounded noise; Convex optimisation; State estimation ellipsoid; RECURSIVE STATE ESTIMATION; DISCRETE-TIME-SYSTEMS; INFINITY CONTROLLER-DESIGN; LINEAR-SYSTEMS; UNCERTAIN SYSTEMS; STABILIZATION; SUBJECT; NOISE;
D O I
10.1016/j.automatica.2009.04.011
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper addresses the set-membership filtering problem for a class of discrete time-varying systems with sensor saturation in the presence of unknown-but-bounded process and measurement noises. A sufficient condition for the existence of set-membership filter is derived. A convex optimisation method is proposed to determine a state estimation ellipsoid that is a set of states compatible with sensor saturation and unknown-but-bounded process and measurement noises. A recursive algorithm is developed for computing the ellipsoid that guarantees to contain the true state by solving a time-varying linear matrix inequality. Simulation results are provided to demonstrate the effectiveness of the proposed method. (C) 2009 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1896 / 1902
页数:7
相关论文
共 32 条
[1]  
Anderson B.D., 2012, Optimal Filtering
[2]   RECURSIVE STATE ESTIMATION FOR A SET-MEMBERSHIP DESCRIPTION OF UNCERTAINTY [J].
BERTSEKAS, DP ;
RHODES, IB .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1971, AC16 (02) :117-+
[3]  
Boyd S., 1994, LINEAR MATRIX INEQUA
[4]   An output feedback H∞ controller design for linear systems subject to sensor nonlinearities [J].
Cao, YY ;
Lin, ZL ;
Chen, BM .
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2003, 50 (07) :914-921
[5]   Multi-input multi-output ellipsoidal state bounding [J].
Durieu, C ;
Walter, É ;
Polyak, B .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2001, 111 (02) :273-303
[6]   Robust filtering for discrete-time systems with bounded noise and parametric uncertainty [J].
El Ghaoui, L ;
Calafiore, G .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2001, 46 (07) :1084-1089
[7]  
Khalil H. K., 2002, Nonlinear systems, V3
[8]   OBSERVABILITY OF LINEAR-SYSTEMS WITH SATURATED OUTPUTS [J].
KOPLON, R ;
SONTAG, ED ;
HAUTUS, MLJ .
LINEAR ALGEBRA AND ITS APPLICATIONS, 1994, 206 :909-936
[9]   Stabilization of linear systems in the presence of output measurement saturation [J].
Kreisselmeier, G .
SYSTEMS & CONTROL LETTERS, 1996, 29 (01) :27-30
[10]  
Kurzhanski A.B., 1996, Ellipsoidal Calculus for Estimation and Control