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.

Synchronization with partial state feedback on SO(n)

In this paper we consider the problem of constructing a distributed feedback law to achieve synchronization for a group of k agents whose states evolve on SO(n) and which exchange only partial state information along communication links. The partial state information is given by the action of the state on reference vectors in ℝn. We propose a gradient based control law which achieves exponential local convergence to a synchronization configuration under a rank condition on a generalized Laplacian matrix. Furthermore, we discuss the case of time-varying reference vectors and provide a convergence result for this case. The latter helps reach synchronization, requiring less communication links and weaker conditions on the instantaneous reference vectors. Our methods are illustrated on an attitude synchronization problem where agents exchange only their relative positions observed in the respective body frames. ©2009 IEEE.

Two-wire thermocouples: A nonlinear state estimation approach to temperature reconstruction.

The problem of measuring high frequency variations in temperature is described, and the need for some form of reconstruction introduced. One method of reconstructing temperature measurements is to use the signals from two thermocouples of differing diameter. Two existing methods for processing such measurements and reconstructing the higher frequency components are described. These are compared to a novel reconstruction algorithm based on a nonlinear extended Kalman filter. The performance of this filter is found to compare favorably, in a number of ways, with the existing techniques, and it is suggested that such a technique would be viable for the online reconstruction of temperatures in real time.

State Estimation for Anaerobic Digesters using the ADM1

The optimization of full-scale biogas plant operation is of great importance to make biomass a competitive source of renewable energy. The implementation of innovative control and optimization algorithms, such as Nonlinear Model Predictive Control, requires an online estimation of operating states of biogas plants. This state estimation allows for optimal control and operating decisions according to the actual state of a plant. In this paper such a state estimator is developed using a calibrated simulation model of a full-scale biogas plant, which is based on the Anaerobic Digestion Model No.1. The use of advanced pattern recognition methods shows that model states can be predicted from basic online measurements such as biogas production, CH4 and CO2 content in the biogas, pH value and substrate feed volume of known substrates. The machine learning methods used are trained and evaluated using synthetic data created with the biogas plant model simulating over a wide range of possible plant operating regions. Results show that the operating state vector of the modelled anaerobic digestion process can be predicted with an overall accuracy of about 90%. This facilitates the application of state-based optimization and control algorithms on full-scale biogas plants and therefore fosters the production of eco-friendly energy from biomass.

A Constrained Optimization Approach to Dynamic State Estimation for Power Systems Including PMU and Missing Measurements.

In this brief, a hybrid filter algorithm is developed to deal with the state estimation (SE) problem for power systems by taking into account the impact from the phasor measurement units (PMUs). Our aim is to include PMU measurements when designing the dynamic state estimators for power systems with traditional measurements. Also, as data dropouts inevitably occur in the transmission channels of traditional measurements from the meters to the control center, the missing measurement phenomenon is also tackled in the state estimator design. In the framework of extended Kalman filter (EKF) algorithm, the PMU measurements are treated as inequality constraints on the states with the aid of the statistical criterion, and then the addressed SE problem becomes a constrained optimization one based on the probability-maximization method. The resulting constrained optimization problem is then solved using the particle swarm optimization algorithm together with the penalty function approach. The proposed algorithm is applied to estimate the states of the power systems with both traditional and PMU measurements in the presence of probabilistic data missing phenomenon. Extensive simulations are carried out on the IEEE 14-bus test system and it is shown that the proposed algorithm gives much improved estimation performances over the traditional EKF method.

Dynamic State Estimation of Power Systems with Quantization Eects: A Recursive Filter Approach

In this paper, a recursive filter algorithm is developed to deal with the state estimation problem for power systems with quantized nonlinear measurements. The measurements from both the remote terminal units and the phasor measurement unit are subject to quantizations described by a logarithmic quantizer. Attention is focused on the design of a recursive filter such that, in the simultaneous presence of nonlinear measurements and quantization effects, an upper bound for the estimation error covariance is guaranteed and subsequently minimized. Instead of using the traditional approximation methods in nonlinear estimation that simply ignore the linearization errors, we treat both the linearization and quantization errors as norm-bounded uncertainties in the algorithm development so as to improve the performance of the estimator. For the power system with such kind of introduced uncertainties, a filter is designed in the framework of robust recursive estimation, and the developed filter algorithm is tested on the IEEE benchmark power system to demonstrate its effectiveness.

State estimation using model order reduction for unstable systems

The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.

State estimation using the particle filter with mode tracking

A particle filter is a data assimilation scheme that employs a fully nonlinear, non-Gaussian analysis step. Unfortunately as the size of the state grows the number of ensemble members required for the particle filter to converge to the true solution increases exponentially. To overcome this Vaswani [Vaswani N. 2008. IEEE Trans Signal Process 56:4583–97] proposed a new method known as mode tracking to improve the efficiency of the particle filter. When mode tracking, the state is split into two subspaces. One subspace is forecast using the particle filter, the other is treated so that its values are set equal to the mode of the marginal pdf. There are many ways to split the state. One hypothesis is that the best results should be obtained from the particle filter with mode tracking when we mode track the maximum number of unimodal dimensions. The aim of this paper is to test this hypothesis using the three dimensional stochastic Lorenz equations with direct observations. It is found that mode tracking the maximum number of unimodal dimensions does not always provide the best result. The best choice of states to mode track depends on the number of particles used and the accuracy and frequency of the observations.

The state estimation of flow demands in gas networks from sparse pressure telemetry

This paper presents novel observer-based techniques for the estimation of flow demands in gas networks, from sparse pressure telemetry. A completely observable model is explored, constructed by incorporating difference equations that assume the flow demands are steady. Since the flow demands usually vary slowly with time, this is a reasonable approximation. Two techniques for constructing robust observers are employed: robust eigenstructure assignment and singular value assignment. These techniques help to reduce the effects of the system approximation. Modelling error may be further reduced by making use of known profiles for the flow demands. The theory is extended to deal successfully with the problem of measurement bias. The pressure measurements available are subject to constant biases which degrade the flow demand estimates, and such biases need to be estimated. This is achieved by constructing a further model variation that incorporates the biases into an augmented state vector, but now includes information about the flow demand profiles in a new form.