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.

Sufficiently informative measurements for stability of approximate conditional mean estimates

This paper establishes sufficient conditions to bound the error in perturbed conditional mean estimates derived from a perturbed model (only the scalar case is shown in this paper but a similar result is expected to hold for the vector case). The results established here extend recent stability results on approximating information state filter recursions to stability results on the approximate conditional mean estimates. The presented filter stability results provide bounds for a wide variety of model error situations.

Filter and control performance bounds in the presence of model uncertainties with aerospace applications

This thesis establishes performance properties for approximate filters and controllers that are designed on the basis of approximate dynamic system representations. These performance properties provide a theoretical justification for the widespread application of approximate filters and controllers in the common situation where system models are not known with complete certainty. This research also provides useful tools for approximate filter designs, which are applied to hybrid filtering of uncertain nonlinear systems. As a contribution towards applications, this thesis also investigates air traffic separation control in the presence of measurement uncertainties.

On designing linear tunable high-Q OTA-C filters with low sensitivity

This paper discusses a design approach for a high-Q low-sensitivity OTA-C biquad bandpass section. An optimal relationship is established between transconductances defining the differencebeta - gamma in the Q-factor denominator, setting the Q-sensitivity to tuning voltages around unity. A 30-MHz filter was designed based on a 0.35 mum CMOS process and V-DD=3.3 V. A range of circuit simulation supports the theoretical analysis. Q-factor spans from 20.5 to 60, while ensuring filter stability along the tuning range. Although a triode-operating OTA is used, the procedure can be extended to other types of transconductor.

On designing linearly tunable high-Q OTA-C filters with low sensitivity

This paper discusses a design approach for a high-Q low-sensitivity OTA-C biquad bandpass section. An optimal relationship is established between transconductances defining the differenceβ - γ in the Q-factor denominator, setting the Q-sensitivity to tuning voltages around unity. A 30-MHz filter was designed based on a 0.35μn CMOS process and VDD=3.3V. A range of circuit simulation supports the theoretical analysis. Q-factor spans from 20.5 to 60, while ensuring filter stability along the tuning range. Although a Mode-operating OTA is used, the procedure can be extended to other types of transconductor.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Robust control applied to power flow control in single-phase inverter with LCL filter, using droop control and D-stability

This paper proposes a new methodology to control the power flow between a distributed generator (DG) and the electrical power distribution grid. It is used the droop voltage control to manage the active and reactive power. Through this control a sinusoidal voltage reference is generated to be tracked by voltage loop and this loop generates the current reference for the current loop. The proposed control introduces feed-forward states improving the control performance in order to obtain high quality for the current injected to the grid. The controllers were obtained through the linear matrix inequalities (LMI) using the D-stability analysis to allocate the closed-loop controller poles. Therefore, the results show quick transient response with low oscillations. Thus, this paper presents the proposed control technique, the main simulation results and a prototype with 1000VA was developed in the laboratory in order to demonstrate the feasibility of the proposed control. © 2012 IEEE.

Stability boundary analysis of the dynamic voltage restorer in weak systems with dynamic loads

In this contribution, a stability analysis for a dynamic voltage restorer (DVR) connected to a weak ac system containing a dynamic load is presented using continuation techniques and bifurcation theory. The system dynamics are explored through the continuation of periodic solutions of the associated dynamic equations. The switching process in the DVR converter is taken into account to trace the stability regions through a suitable mathematical representation of the DVR converter. The stability regions in the Thevenin equivalent plane are computed. In addition, the stability regions in the control gains space, as well as the contour lines for different Floquet multipliers, are computed. Besides, the DVR converter model employed in this contribution avoids the necessity of developing very complicated iterative map approaches as in the conventional bifurcation analysis of converters. The continuation method and the DVR model can take into account dynamics and nonlinear loads and any network topology since the analysis is carried out directly from the state space equations. The bifurcation approach is shown to be both computationally efficient and robust, since it eliminates the need for numerically critical and long-lasting transient simulations.

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.

A sensitive assay for creatine kinase in serum samples dried on paper : enhanced thermal stability of the dried enzyme

A new bioluminescent creatine kinase (CK) assay using purified luciferase was used to analyse CK activity in serum samples dried on filter paper. Enzyme activity was preserved for over 1 wk on paper stored at room temperature. At 60°C, CK activity in liquid serum samples was rapidly inactivated, but the activity of enzyme stored on paper was preserved for at least 2 days.

A nonlinear observer for estimating transverse stability parameters of marine surface vessels

This paper presents a nonlinear observer for estimating parameters associated with the restoring term of a roll motion model of a marine vessel in longitudinal waves. Changes in restoring, also referred to as transverse stability, can be the result of changes in the vessel's centre of gravity due to, for example, water on deck and also in changes in the buoyancy triggered by variations in the water-plane area produced by longitudinal waves -- propagating along the fore-aft direction along the hull. These variations in the restoring can change dramatically the dynamics of the roll motion leading to dangerous resonance. Therefore, it is of interest to estimate and detect such changes.

Fast unscented transformation-based transient stability margin estimation incorporating uncertainty of wind generation

Intermittent generation from wind farms leads to fluctuating power system operating conditions pushing the stability margin to its limits. The traditional way of determining the worst case generation dispatch for a system with several semi-scheduled wind generators yields a conservative solution. This paper proposes a fast estimation of the transient stability margin (TSM) incorporating the uncertainty of wind generation. First, the Kalman filter (KF) is used to provide linear estimation of system angle and then unscented transformation (UT) is used to estimate the distribution of the TSM. The proposed method is compared with the traditional Monte Carlo (MC) method and the effectiveness of the proposed approach is verified using Single Machine Infinite Bus (SMIB) and IEEE 14 generator Australian dynamic system. This method will aid grid operators to perform fast online calculations to estimate TSM distribution of a power system with high levels of intermittent wind generation.

Development of innovative robust stability enhancement algorithms for distribution systems containing distributed generators

This project was a step forward in improving the voltage profile of traditional low voltage distribution networks with high photovoltaic generation or high peak demand. As a practical and economical solution, the developed methods use a Dynamic Voltage Restorer or DVR, which is a series voltage compensator, for continuous and communication-less power quality enhancement. The placement of DVR in the network is optimised in order to minimise its power rating and cost. In addition, new approaches were developed for grid synchronisation and control of DVR which are integrated with the voltage quality improvement algorithm for stable operation.