CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS

This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

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.

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.

Fully Connected PLL Networks: How Filter Determines the Number of Nodes

Synchronization plays an important role in telecommunication systems, integrated circuits, and automation systems. Formerly, the masterslave synchronization strategy was used in the great majority of cases due to its reliability and simplicity. Recently, with the wireless networks development, and with the increase of the operation frequency of integrated circuits, the decentralized clock distribution strategies are gaining importance. Consequently, fully connected clock distribution systems with nodes composed of phase-locked loops (PLLs) appear as a convenient engineering solution. In this work, the stability of the synchronous state of these networks is studied in two relevant situations: when the node filters are first-order lag-lead low-pass or when the node filters are second-order low-pass. For first-order filters, the synchronous state of the network shows to be stable for any number of nodes. For second-order filter, there is a superior limit for the number of nodes, depending on the PLL parameters. Copyright (C) 2009 Atila Madureira Bueno et al.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

High-Resolution Mass Spectrometry applied to the identification of transformation products of quinolones from stability studies and new metabolites of enrofloxacin in chicken muscle tissues

The aim of this work was the identification of new metabolites and transformation products (TPs) in chicken muscle from Enrofloxacin (ENR), Ciprofloxacin (CIP), Difloxacin (DIF) and Sarafloxacin (SAR), which are antibiotics that belong to the fluoroquinolones family. The stability of ENR, CIP, DIF and SAR standard solutions versus pH degradation process (from pH 1.5 to 8.0, simulating the pH since the drug is administered until its excretion) and freeze-thawing (F/T) cycles was tested. In addition, chicken muscle samples from medicated animals with ENR were analyzed in order to identify new metabolites and TPs. The identification of the different metabolites and TPs was accomplished by comparison of mass spectral data from samples and blanks, using liquid chromatography coupled to quadrupole time-of-flight (LC-QqToF) and Multiple Mass Defect Filter (MMDF) technique as a pre-filter to remove most of the background noise and endogenous components. Confirmation and structure elucidation was performed by liquid chromatography coupled to linear ion trap quadrupole Orbitrap (LC-LTQ-Orbitrap), due to its mass accuracy and MS/MS capacity for elemental composition determination. As a result, 21 TPs from ENR, 6 TPs from CIP, 14 TPs from DIF and 12 TPs from SAR were identified due to the pH shock and F/T cycles. On the other hand, 14 metabolites were identified from the medicated chicken muscle samples. Formation of CIP and SAR, from ENR and DIF, respectively, and the formation of desethylene-quinolone were the most remarkable identified compounds.

High-resolution mass spectrometry applied to theidentification of transformation products of quinolones from stability studies and new metabolites of enrofloxacin in chicken muscle tissues

The aim of this work was the identification of new metabolites and transformation products (TPs) in chicken muscle from Enrofloxacin (ENR), Ciprofloxacin (CIP), Difloxacin (DIF) and Sarafloxacin (SAR), which are antibiotics that belong to the fluoroquinolones family. The stability of ENR, CIP, DIF and SAR standard solutions versus pH degradation process (from pH 1.5 to 8.0, simulating the pH since the drug is administered until its excretion) and freeze-thawing (F/T) cycles was tested. In addition, chicken muscle samples from medicated animals with ENR were analyzed in order to identify new metabolites and TPs. The identification of the different metabolites and TPs was accomplished by comparison of mass spectral data from samples and blanks, using liquid chromatography coupled to quadrupole time-of-flight (LC-QqToF) and Multiple Mass Defect Filter (MMDF) technique as a pre-filter to remove most of the background noise and endogenous components. Confirmation and structure elucidation was performed by liquid chromatography coupled to linear ion trap quadrupole Orbitrap (LC-LTQ-Orbitrap), due to its mass accuracy and MS/MS capacity for elemental composition determination. As a result, 21 TPs from ENR, 6 TPs from CIP, 14 TPs from DIF and 12 TPs from SAR were identified due to the pH shock and F/T cycles. On the other hand, 14 metabolites were identified from the medicated chicken muscle samples. Formation of CIP and SAR, from ENR and DIF, respectively, and the formation of desethylene-quinolone were the most remarkable identified compounds.

Hybrid du/dt-filter in frequency converter applications

The aim of the thesis is to investigate the hybrid LC filter behavior in modern power drives; to analyze the influence of such a du/dt filter on the control system stability. With the implementation of the inverter output RLC filter the motor control becomes more complicated. And during the design process the influence of the filter on the motor should be considered and the filter RLC parameters should be constrained.

The composite-tendency RAW filter in semi-implicit integrations

The time discretization in weather and climate models introduces truncation errors that limit the accuracy of the simulations. Recent work has yielded a method for reducing the amplitude errors in leapfrog integrations from first-order to fifth-order. This improvement is achieved by replacing the Robert--Asselin filter with the RAW filter and using a linear combination of the unfiltered and filtered states to compute the tendency term. The purpose of the present paper is to apply the composite-tendency RAW-filtered leapfrog scheme to semi-implicit integrations. A theoretical analysis shows that the stability and accuracy are unaffected by the introduction of the implicitly treated mode. The scheme is tested in semi-implicit numerical integrations in both a simple nonlinear stiff system and a medium-complexity atmospheric general circulation model, and yields substantial improvements in both cases. We conclude that the composite-tendency RAW-filtered leapfrog scheme is suitable for use in semi-implicit integrations.

The composite-tendency Robert-Asselin-Williams (RAW) filter in semi-implicit integrations

Timediscretization in weatherandclimate modelsintroduces truncation errors that limit the accuracy of the simulations. Recent work has yielded a method for reducing the amplitude errors in leap-frog integrations from first-order to fifth-order.This improvement is achieved by replacing the Robert–Asselin filter with the Robert–Asselin–Williams (RAW) filter and using a linear combination of unfiltered and filtered states to compute the tendency term. The purpose of the present article is to apply the composite-tendency RAW-filtered leapfrog scheme to semi-implicit integrations. A theoretical analysis shows that the stability and accuracy are unaffected by the introduction of the implicitly treated mode. The scheme is tested in semi-implicit numerical integrations in both a simple nonlinear stiff system and a medium-complexity atmospheric general circulation model and yields substantial improvements in both cases. We conclude that the composite-tendency RAW-filtered leap-frog scheme is suitable for use in semi-implicit integrations.

The Diffusion Kernel Filter

A particle filter method is presented for the discrete-time filtering problem with nonlinear ItA ` stochastic ordinary differential equations (SODE) with additive noise supposed to be analytically integrable as a function of the underlying vector-Wiener process and time. The Diffusion Kernel Filter is arrived at by a parametrization of small noise-driven state fluctuations within branches of prediction and a local use of this parametrization in the Bootstrap Filter. The method applies for small noise and short prediction steps. With explicit numerical integrators, the operations count in the Diffusion Kernel Filter is shown to be smaller than in the Bootstrap Filter whenever the initial state for the prediction step has sufficiently few moments. The established parametrization is a dual-formula for the analysis of sensitivity to gaussian-initial perturbations and the analysis of sensitivity to noise-perturbations, in deterministic models, showing in particular how the stability of a deterministic dynamics is modeled by noise on short times and how the diffusion matrix of an SODE should be modeled (i.e. defined) for a gaussian-initial deterministic problem to be cast into an SODE problem. From it, a novel definition of prediction may be proposed that coincides with the deterministic path within the branch of prediction whose information entropy at the end of the prediction step is closest to the average information entropy over all branches. Tests are made with the Lorenz-63 equations, showing good results both for the filter and the definition of prediction.

Frequency synthesizer using a hybrid analog/digital loop filter: A low complexity approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)