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Particle filter with adaptive sample size

Ondřej Straka, Miroslav Šimandl (2011)

Kybernetika

The paper deals with the particle filter in state estimation of a discrete-time nonlinear non-Gaussian system. The goal of the paper is to design a sample size adaptation technique to guarantee a quality of a filtering estimate produced by the particle filter which is an approximation of the true filtering estimate. The quality is given by a difference between the approximate filtering estimate and the true filtering estimate. The estimate may be a point estimate or a probability density function...

Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems

Philippe Moireau, Dominique Chapelle (2011)

ESAIM: Control, Optimisation and Calculus of Variations

We propose a general reduced-order filtering strategy adapted to Unscented Kalman Filtering for any choice of sampling points distribution. This provides tractable filtering algorithms which can be used with large-dimensional systems when the uncertainty space is of reduced size, and these algorithms only invoke the original dynamical and observation operators, namely, they do not require tangent operator computations, which of course is of considerable benefit when nonlinear operators are considered....

Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems

Philippe Moireau, Dominique Chapelle (2011)

ESAIM: Control, Optimisation and Calculus of Variations

We propose a general reduced-order filtering strategy adapted to Unscented Kalman Filtering for any choice of sampling points distribution. This provides tractable filtering algorithms which can be used with large-dimensional systems when the uncertainty space is of reduced size, and these algorithms only invoke the original dynamical and observation operators, namely, they do not require tangent operator computations, which of course is of considerable benefit when nonlinear operators are considered....

Robust adaptive fuzzy filters output feedback control of strict-feedback nonlinear systems

Shaocheng Tong, Changliang Liu, Yongming Li (2010)

International Journal of Applied Mathematics and Computer Science

In this paper, an adaptive fuzzy robust output feedback control approach is proposed for a class of single input single output (SISO) strict-feedback nonlinear systems without measurements of states. The nonlinear systems addressed in this paper are assumed to possess unstructured uncertainties, unmodeled dynamics and dynamic disturbances, where the unstructured uncertainties are not linearly parameterized, and no prior knowledge of their bounds is available. In recursive design, fuzzy logic systems...

Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation

Marina L. Kleptsyna, Alain Le Breton, Michel Viot (2008)

ESAIM: Probability and Statistics

In this paper we solve the basic fractional analogue of the classical linear-quadratic Gaussian regulator problem in continuous-time with partial observation. For a controlled linear system where both the state and observation processes are driven by fractional Brownian motions, we describe explicitly the optimal control policy which minimizes a quadratic performance criterion. Actually, we show that a separation principle holds, i.e., the optimal control separates into two stages based on optimal...

Simultaneous state and parameter estimation based actuator fault detection and diagnosis for an unmanned helicopter

Chong Wu, Juntong Qi, Dalei Song, Xin Qi, Jianda Han (2015)

International Journal of Applied Mathematics and Computer Science

Simultaneous state and parameter estimation based actuator fault detection and diagnosis (FDD) for single-rotor unmanned helicopters (UHs) is investigated in this paper. A literature review of actuator FDD for UHs is given firstly. Based on actuator healthy coefficients (AHCs), which are introduced to represent actuator faults, a combined dynamic model is established with the augmented state containing both the flight state and AHCs. Then the actuator fault detection and diagnosis problem is transformed...

SMAC-FDI: A single model active fault detection and isolation system for unmanned aircraft

Guillaume J.J. Ducard (2015)

International Journal of Applied Mathematics and Computer Science

This article presents a single model active fault detection and isolation system (SMAC-FDI) which is designed to efficiently detect and isolate a faulty actuator in a system, such as a small (unmanned) aircraft. This FDI system is based on a single and simple aerodynamic model of an aircraft in order to generate some residuals, as soon as an actuator fault occurs. These residuals are used to trigger an active strategy based on artificial exciting signals that searches within the residuals for the...

State estimation under non-Gaussian Lévy noise: A modified Kalman filtering method

Xu Sun, Jinqiao Duan, Xiaofan Li, Xiangjun Wang (2015)

Banach Center Publications

The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian Lévy noise is present, the conventional Kalman filter may fail to be effective due to the fact that the non-Gaussian Lévy noise may have infinite variance. A modified Kalman filter for linear systems with non-Gaussian Lévy noise is devised. It works effectively with reasonable computational cost. Simulation results are presented to illustrate this non-Gaussian filtering method.

Straight-lines modelling using planar information for monocular SLAM

André M. Santana, Adelardo A.D. Medeiros (2012)

International Journal of Applied Mathematics and Computer Science

This work proposes a SLAM (Simultaneous Localization And Mapping) solution based on an Extended Kalman Filter (EKF) in order to enable a robot to navigate along the environment using information from odometry and pre-existing lines on the floor. These lines are recognized by a Hough transform and are mapped into world measurements using a homography matrix. The prediction phase of the EKF is developed using an odometry model of the robot, and the updating makes use of the line parameters in Kalman...

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