Practical stability of approximating discrete-time filters with respect to model mismatch

This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Practical stability is established in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters.

Output feedback control of discrete-time systems in networked environments

This correspondence paper addresses the problem of output feedback stabilization of control systems in networked environments with quality-of-service (QoS) constraints. The problem is investigated in discrete-time state space using Lyapunov’s stability theory and the linear inequality matrix technique. A new discrete-time modeling approach is developed to describe a networked control system (NCS) with parameter uncertainties and nonideal network QoS. It integrates a network-induced delay, packet dropout, and other network behaviors into a unified framework. With this modeling, an improved stability condition, which is dependent on the lower and upper bounds of the equivalent network-induced delay, is established for the NCS with norm-bounded parameter uncertainties. It is further extended for the output feedback stabilization of the NCS with nonideal QoS. Numerical examples are given to demonstrate the main results of the theoretical development.

Practical stability of approximating discrete-time filters with respect to model mismatch using relative entropy concepts

This paper establishes practical stability results for an important range of approximate discrete-time filtering problems involving mismatch between the true system and the approximating filter model. Using local consistency assumption, the practical stability established is in the sense of an asymptotic bound on the amount of bias introduced by the model approximation. Significantly, these practical stability results do not require the approximating model to be of the same model type as the true system. Our analysis applies to a wide range of estimation problems and justifies the common practice of approximating intractable infinite dimensional nonlinear filters by simpler computationally tractable filters.

Practical stability with respect to model mismatch of approximate discrete-time output feedback control

This paper establishes a practical stability result for discrete-time output feedback control involving mismatch between the exact system to be stabilised and the approximating system used to design the controller. The practical stability is in the sense of an asymptotic bound on the amount of error bias introduced by the model approximation, and is established using local consistency properties of the systems. Importantly, the practical stability established here does not require the approximating system to be of the same model type as the exact system. Examples are presented to illustrate the nature of our practical stability result.

A wide area monitoring system based load restoration method

Restoring a large-scale power system has always been a complicated and important issue. A lot of research work has been done on different aspects of the whole power system restoration procedure. However, more time will be required to complete the power system restoration process in an actual situation if accurate and real-time system data cannot be obtained. With the development of the wide area monitoring system (WAMS), power system operators are capable of accessing to more accurate data in the restoration stage after a major outage. The ultimate goal of the system restoration is to restore as much load as possible while in the shortest period of time after a blackout, and the restorable load can be estimated by employing WAMS. Moreover, discrete restorable loads are employed considering the limited number of circuit-breaker operations and the practical topology of distribution systems. In this work, a restorable load estimation method is proposed employing WAMS data after the network frame has been reenergized, and WAMS is also employed to monitor the system parameters in case the newly recovered system becomes unstable again. The proposed method has been validated with the New England 39-Bus system and an actual power system in Guangzhou, China.

Design of self-turning controllers for two terminal HVDC link

This paper presents the design of self-tuning controllers for a two terminal HVDC link. The controllers are designed utilizing a novel discrete-time converter model based on multirate sampling. The nature of converter firing system necessitates the development of a two-step ahead self-tuning control strategy. A two terminal HVDC system study has been carried out to show the effectiveness of the control strategies proposed which include the design of minimum variance controller, pole assigned controller and PLQG controller. The coordinated control of a two terminal HVDC system has been established deriving the signal from inverter end current and voltage which has been estimated based on the measurements of rectifier end quantities only realized through the robust reduced order observer. A well known scaled down sample system data has been selected for studies and the controllers designed have been tested for worst conditions. The performance of self-tuning controllers has been evaluated through digital simulation.

Integrated health prediction of bridge systems using dynamic object oriented Bayesian networks (DOOBNS)

The serviceability and safety of bridges are crucial to people’s daily lives and to the national economy. Every effort should be taken to make sure that bridges function safely and properly as any damage or fault during the service life can lead to transport paralysis, catastrophic loss of property or even casualties. Nonetheless, aggressive environmental conditions, ever-increasing and changing traffic loads and aging can all contribute to bridge deterioration. With often constrained budget, it is of significance to identify bridges and bridge elements that should be given higher priority for maintenance, rehabilitation or replacement, and to select optimal strategy. Bridge health prediction is an essential underpinning science to bridge maintenance optimization, since the effectiveness of optimal maintenance decision is largely dependent on the forecasting accuracy of bridge health performance. The current approaches for bridge health prediction can be categorised into two groups: condition ratings based and structural reliability based. A comprehensive literature review has revealed the following limitations of the current modelling approaches: (1) it is not evident in literature to date that any integrated approaches exist for modelling both serviceability and safety aspects so that both performance criteria can be evaluated coherently; (2) complex system modelling approaches have not been successfully applied to bridge deterioration modelling though a bridge is a complex system composed of many inter-related bridge elements; (3) multiple bridge deterioration factors, such as deterioration dependencies among different bridge elements, observed information, maintenance actions and environmental effects have not been considered jointly; (4) the existing approaches are lacking in Bayesian updating ability to incorporate a variety of event information; (5) the assumption of series and/or parallel relationship for bridge level reliability is always held in all structural reliability estimation of bridge systems. To address the deficiencies listed above, this research proposes three novel models based on the Dynamic Object Oriented Bayesian Networks (DOOBNs) approach. Model I aims to address bridge deterioration in serviceability using condition ratings as the health index. The bridge deterioration is represented in a hierarchical relationship, in accordance with the physical structure, so that the contribution of each bridge element to bridge deterioration can be tracked. A discrete-time Markov process is employed to model deterioration of bridge elements over time. In Model II, bridge deterioration in terms of safety is addressed. The structural reliability of bridge systems is estimated from bridge elements to the entire bridge. By means of conditional probability tables (CPTs), not only series-parallel relationship but also complex probabilistic relationship in bridge systems can be effectively modelled. The structural reliability of each bridge element is evaluated from its limit state functions, considering the probability distributions of resistance and applied load. Both Models I and II are designed in three steps: modelling consideration, DOOBN development and parameters estimation. Model III integrates Models I and II to address bridge health performance in both serviceability and safety aspects jointly. The modelling of bridge ratings is modified so that every basic modelling unit denotes one physical bridge element. According to the specific materials used, the integration of condition ratings and structural reliability is implemented through critical failure modes. Three case studies have been conducted to validate the proposed models, respectively. Carefully selected data and knowledge from bridge experts, the National Bridge Inventory (NBI) and existing literature were utilised for model validation. In addition, event information was generated using simulation to demonstrate the Bayesian updating ability of the proposed models. The prediction results of condition ratings and structural reliability were presented and interpreted for basic bridge elements and the whole bridge system. The results obtained from Model II were compared with the ones obtained from traditional structural reliability methods. Overall, the prediction results demonstrate the feasibility of the proposed modelling approach for bridge health prediction and underpin the assertion that the three models can be used separately or integrated and are more effective than the current bridge deterioration modelling approaches. The primary contribution of this work is to enhance the knowledge in the field of bridge health prediction, where more comprehensive health performance in both serviceability and safety aspects are addressed jointly. The proposed models, characterised by probabilistic representation of bridge deterioration in hierarchical ways, demonstrated the effectiveness and pledge of DOOBNs approach to bridge health management. Additionally, the proposed models have significant potential for bridge maintenance optimization. Working together with advanced monitoring and inspection techniques, and a comprehensive bridge inventory, the proposed models can be used by bridge practitioners to achieve increased serviceability and safety as well as maintenance cost effectiveness.

Motor controller simulation and embedded implementation for a blood pump

This study was a step forward in modeling, simulation and microcontroller implementation of a high performance control algorithm for the motor of a blood pump. The rotor angle is sensed using three Hall effect sensors and an algorithm is developed to obtain better angular resolution from the three signals for better discrete-time updates of the controller. The performance of the system was evaluated in terms of actual and reference speeds, stator currents and power consumption over a range of reference speeds up to 4000 revolutions per minute. The use of fewer low cost Hall effect sensors compared to expensive high resolution sensors could reduce the cost of blood pumps for total artificial hearts.

An Introduction to Constrained Control

An ubiquitous problem in control system design is that the system must operate subject to various constraints. Although the topic of constrained control has a long history in practice, there have been recent significant advances in the supporting theory. In this chapter, we give an introduction to constrained control. In particular, we describe contemporary work which shows that the constrained optimal control problem for discrete-time systems has an interesting geometric structure and a simple local solution. We also discuss issues associated with the output feedback solution to this class of problems, and the implication of these results in the closely related problem of anti-windup. As an application, we address the problem of rudder roll stabilization for ships.

Output feedback control of networked systems with a stochastic communication protocol

This paper addresses an output feedback control problem for a class of networked control systems (NCSs) with a stochastic communication protocol. Under the scenario that only one sensor is allowed to obtain the communication access at each transmission instant, a stochastic communication protocol is first defined, where the communication access is modelled by a discrete-time Markov chain with partly unknown transition probabilities. Secondly, by use of a network-based output feedback control strategy and a time-delay division method, the closed-loop system is modeled as a stochastic system with multi time-varying delays, where the inherent characteristic of the network delay is well considered to improve the control performance. Then, based on the above constructed stochastic model, two sufficient conditions are derived for ensuring the mean-square stability and stabilization of the system under consideration. Finally, two examples are given to show the effectiveness of the proposed method.

Relative entropy rate based multiple hidden Markov Model Approximation

This paper proposes a novel relative entropy rate (RER) based approach for multiple HMM (MHMM) approximation of a class of discrete-time uncertain processes. Under different uncertainty assumptions, the model design problem is posed either as a min-max optimisation problem or stochastic minimisation problem on the RER between joint laws describing the state and output processes (rather than the more usual RER between output processes). A suitable filter is proposed for which performance results are established which bound conditional mean estimation performance and show that estimation performance improves as the RER is reduced. These filter consistency and convergence bounds are the first results characterising multiple HMM approximation performance and suggest that joint RER concepts provide a useful model selection criteria. The proposed model design process and MHMM filter are demonstrated on an important image processing dim-target detection problem.

Asset life prediction and maintenance decision-making using a non-linear non-Gaussian state space model

Estimating and predicting degradation processes of engineering assets is crucial for reducing the cost and insuring the productivity of enterprises. Assisted by modern condition monitoring (CM) technologies, most asset degradation processes can be revealed by various degradation indicators extracted from CM data. Maintenance strategies developed using these degradation indicators (i.e. condition-based maintenance) are more cost-effective, because unnecessary maintenance activities are avoided when an asset is still in a decent health state. A practical difficulty in condition-based maintenance (CBM) is that degradation indicators extracted from CM data can only partially reveal asset health states in most situations. Underestimating this uncertainty in relationships between degradation indicators and health states can cause excessive false alarms or failures without pre-alarms. The state space model provides an efficient approach to describe a degradation process using these indicators that can only partially reveal health states. However, existing state space models that describe asset degradation processes largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires that failures and inspections only happen at fixed intervals. The discrete state assumption entails discretising continuous degradation indicators, which requires expert knowledge and often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This research proposes a Gamma-based state space model that does not have discrete time, discrete state, linear and Gaussian assumptions to model partially observable degradation processes. Monte Carlo-based algorithms are developed to estimate model parameters and asset remaining useful lives. In addition, this research also develops a continuous state partially observable semi-Markov decision process (POSMDP) to model a degradation process that follows the Gamma-based state space model and is under various maintenance strategies. Optimal maintenance strategies are obtained by solving the POSMDP. Simulation studies through the MATLAB are performed; case studies using the data from an accelerated life test of a gearbox and a liquefied natural gas industry are also conducted. The results show that the proposed Monte Carlo-based EM algorithm can estimate model parameters accurately. The results also show that the proposed Gamma-based state space model have better fitness result than linear and Gaussian state space models when used to process monotonically increasing degradation data in the accelerated life test of a gear box. Furthermore, both simulation studies and case studies show that the prediction algorithm based on the Gamma-based state space model can identify the mean value and confidence interval of asset remaining useful lives accurately. In addition, the simulation study shows that the proposed maintenance strategy optimisation method based on the POSMDP is more flexible than that assumes a predetermined strategy structure and uses the renewal theory. Moreover, the simulation study also shows that the proposed maintenance optimisation method can obtain more cost-effective strategies than a recently published maintenance strategy optimisation method by optimising the next maintenance activity and the waiting time till the next maintenance activity simultaneously.

Latent degradation indicators estimation and prediction : a Monte Carlo approach

Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.

Maintenance strategy optimization using a continuous-state partially observable semi-Markov decision process

Due to the limitation of current condition monitoring technologies, the estimates of asset health states may contain some uncertainties. A maintenance strategy ignoring this uncertainty of asset health state can cause additional costs or downtime. The partially observable Markov decision process (POMDP) is a commonly used approach to derive optimal maintenance strategies when asset health inspections are imperfect. However, existing applications of the POMDP to maintenance decision-making largely adopt the discrete time and state assumptions. The discrete-time assumption requires the health state transitions and maintenance activities only happen at discrete epochs, which cannot model the failure time accurately and is not cost-effective. The discrete health state assumption, on the other hand, may not be elaborate enough to improve the effectiveness of maintenance. To address these limitations, this paper proposes a continuous state partially observable semi-Markov decision process (POSMDP). An algorithm that combines the Monte Carlo-based density projection method and the policy iteration is developed to solve the POSMDP. Different types of maintenance activities (i.e., inspections, replacement, and imperfect maintenance) are considered in this paper. The next maintenance action and the corresponding waiting durations are optimized jointly to minimize the long-run expected cost per unit time and availability. The result of simulation studies shows that the proposed maintenance optimization approach is more cost-effective than maintenance strategies derived by another two approximate methods, when regular inspection intervals are adopted. The simulation study also shows that the maintenance cost can be further reduced by developing maintenance strategies with state-dependent maintenance intervals using the POSMDP. In addition, during the simulation studies the proposed POSMDP shows the ability to adopt a cost-effective strategy structure when multiple types of maintenance activities are involved.

Digital signal processing

Signal Processing (SP) is a subject of central importance in engineering and the applied sciences. Signals are information-bearing functions, and SP deals with the analysis and processing of signals (by dedicated systems) to extract or modify information. Signal processing is necessary because signals normally contain information that is not readily usable or understandable, or which might be disturbed by unwanted sources such as noise. Although many signals are non-electrical, it is common to convert them into electrical signals for processing. Most natural signals (such as acoustic and biomedical signals) are continuous functions of time, with these signals being referred to as analog signals. Prior to the onset of digital computers, Analog Signal Processing (ASP) and analog systems were the only tool to deal with analog signals. Although ASP and analog systems are still widely used, Digital Signal Processing (DSP) and digital systems are attracting more attention, due in large part to the significant advantages of digital systems over the analog counterparts. These advantages include superiority in performance,s peed, reliability, efficiency of storage, size and cost. In addition, DSP can solve problems that cannot be solved using ASP, like the spectral analysis of multicomonent signals, adaptive filtering, and operations at very low frequencies. Following the recent developments in engineering which occurred in the 1980's and 1990's, DSP became one of the world's fastest growing industries. Since that time DSP has not only impacted on traditional areas of electrical engineering, but has had far reaching effects on other domains that deal with information such as economics, meteorology, seismology, bioengineering, oceanology, communications, astronomy, radar engineering, control engineering and various other applications. This book is based on the Lecture Notes of Associate Professor Zahir M. Hussain at RMIT University (Melbourne, 2001-2009), the research of Dr. Amin Z. Sadik (at QUT & RMIT, 2005-2008), and the Note of Professor Peter O'Shea at Queensland University of Technology. Part I of the book addresses the representation of analog and digital signals and systems in the time domain and in the frequency domain. The core topics covered are convolution, transforms (Fourier, Laplace, Z. Discrete-time Fourier, and Discrete Fourier), filters, and random signal analysis. There is also a treatment of some important applications of DSP, including signal detection in noise, radar range estimation, banking and financial applications, and audio effects production. Design and implementation of digital systems (such as integrators, differentiators, resonators and oscillators are also considered, along with the design of conventional digital filters. Part I is suitable for an elementary course in DSP. Part II (which is suitable for an advanced signal processing course), considers selected signal processing systems and techniques. Core topics covered are the Hilbert transformer, binary signal transmission, phase-locked loops, sigma-delta modulation, noise shaping, quantization, adaptive filters, and non-stationary signal analysis. Part III presents some selected advanced DSP topics. We hope that this book will contribute to the advancement of engineering education and that it will serve as a general reference book on digital signal processing.