Minimize frequency fluctuations of isolated power system with wind farm by using superconducting magnetic energy storage

Wind power generation as one of the most popular renewable energy applications is absorbing more and more attention all over the world. However, output power fluctuations of wind farm due to random variations of wind speed can cause network frequency and voltage flicker in power systems. The power quality consequently declines, particularly in an isolated power system such as the power system in a remote community or a small island. This paper proposes an application of superconducting magnetic energy storage (SMES) to minimize output fluctuations of an isolated power system with wind farm. The isolated power system is fed by a diesel generator and a wind generator consisting of a wind turbine and squirrel cage induction machine. The control strategy is detailed and the proposed system is evaluated by simulation in Matlab/Simulink.

State estimation over a communication network: Measurement or estimate communication?

In this paper we consider the problem of state estimation over a communication network. Using estimation quality as a metric, two communication schemes are studied and compared. In scheme one, each sensor node communicates its measurement data to the remote estimator, while in scheme two, each sensor node communicates its local state estimate to the remote estimator. We show that with perfect communication link, if the sensor has unlimited computation capability, the two schemes produce the same estimate at the estimator, and if the sensor has limited computation capability, scheme one is always better than scheme two. On the other hand, when data packet drops occur over the communication link, we show that if the sensor has unlimited computation capability, scheme two always outperforms scheme one, and if the sensor has limited computation capability, we show that in general there exists a critical packet arrival rate, above which scheme one outperforms scheme two. Simulations are provided to demonstrate the two schemes under various circumstances. © South China University of Technology and Academy of Mathematics and Systems Science, CAS and Springer-Verlag Berlin Heidelberg 2010.

State estimation schemes for independent component coupled hidden Markov models

Conventional Hidden Markov models generally consist of a Markov chain observed through a linear map corrupted by additive noise. This general class of model has enjoyed a huge and diverse range of applications, for example, speech processing, biomedical signal processing and more recently quantitative finance. However, a lesser known extension of this general class of model is the so-called Factorial Hidden Markov Model (FHMM). FHMMs also have diverse applications, notably in machine learning, artificial intelligence and speech recognition [13, 17]. FHMMs extend the usual class of HMMs, by supposing the partially observed state process is a finite collection of distinct Markov chains, either statistically independent or dependent. There is also considerable current activity in applying collections of partially observed Markov chains to complex action recognition problems, see, for example, [6]. In this article we consider the Maximum Likelihood (ML) parameter estimation problem for FHMMs. Much of the extant literature concerning this problem presents parameter estimation schemes based on full data log-likelihood EM algorithms. This approach can be slow to converge and often imposes heavy demands on computer memory. The latter point is particularly relevant for the class of FHMMs where state space dimensions are relatively large. The contribution in this article is to develop new recursive formulae for a filter-based EM algorithm that can be implemented online. Our new formulae are equivalent ML estimators, however, these formulae are purely recursive and so, significantly reduce numerical complexity and memory requirements. A computer simulation is included to demonstrate the performance of our results. © Taylor & Francis Group, LLC.

An overview of sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, are numerical techniques based on Importance Sampling for solving the optimal state estimation problem. The task of calibrating the state-space model is an important problem frequently faced by practitioners and the observed data may be used to estimate the parameters of the model. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed for this task accompanied with a discussion of their advantages and limitations.

An overview of Sequential Monte Carlo methods for parameter estimation in general state-space models

Nonlinear non-Gaussian state-space models arise in numerous applications in control and signal processing. Sequential Monte Carlo (SMC) methods, also known as Particle Filters, provide very good numerical approximations to the associated optimal state estimation problems. However, in many scenarios, the state-space model of interest also depends on unknown static parameters that need to be estimated from the data. In this context, standard SMC methods fail and it is necessary to rely on more sophisticated algorithms. The aim of this paper is to present a comprehensive overview of SMC methods that have been proposed to perform static parameter estimation in general state-space models. We discuss the advantages and limitations of these methods. © 2009 IFAC.

Bayesian inference and learning in Gaussian process state-space models with Particle MCMC

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference and learning (i.e. state estimation and system identification) in nonlinear nonparametric state-space models. We place a Gaussian process prior over the state transition dynamics, resulting in a flexible model able to capture complex dynamical phenomena. To enable efficient inference, we marginalize over the transition dynamics function and, instead, infer directly the joint smoothing distribution using specially tailored Particle Markov Chain Monte Carlo samplers. Once a sample from the smoothing distribution is computed, the state transition predictive distribution can be formulated analytically. Our approach preserves the full nonparametric expressivity of the model and can make use of sparse Gaussian processes to greatly reduce computational complexity.

Computational approaches to motor control.

This review will focus on four areas of motor control which have recently been enriched both by neural network and control system models: motor planning, motor prediction, state estimation and motor learning. We will review the computational foundations of each of these concepts and present specific models which have been tested by psychophysical experiments. We will cover the topics of optimal control for motor planning, forward models for motor prediction, observer models of state estimation arid modular decomposition in motor learning. The aim of this review is to demonstrate how computational approaches, as well as proposing specific models, provide a theoretical framework to formalize the issues in motor control.