Stochastic system state estimate subjects to the unknown interference input widely exists in many fields, such as control, communication, signal processing, and fault diagnosis. However, the current research is mostly limited to the single sensor dynamic discrete system. This paper examines the state estimate of multi-sensors system in which the state equation contains the unknown interference and the measurement equation contains the unknown bias, proposing a dual interference decoupled minimum variance unbiased estimator. Firstly, the general evolution model of measurement bias is established. Then, the unknown input is decoupled from the measurement bias evolution model. After that, the estimated measurement bias is utilized to compensate the dynamic system measurement. Finally, the optimal state observer is designed based on the compensated system measurement model, and the state estimate with minimum variance is obtained. Simulation results of the radial flight controller verified the effectiveness of the proposed method. Comparing with simulated results of the relative methods, the proposed algorithm shows its superiority.
FENG Xiaoxue
,
LI Shuhui
,
PAN Feng
. Dual unknown interference decoupled multi-sensors bias compensation and state estimate[J]. ACTA AERONAUTICAET ASTRONAUTICA SINICA, 2019
, 40(7)
: 322845
-322845
.
DOI: 10.7527/S1000-6893.2019.22845
[1] TALEL B, FAYCAL B H. A unified framework for simultaneous fault and state estimation of linear discrete-time descriptor stochastic systems in the presence of the unknown disturbances[C]//Proceedings of International Conference on Engineering, 2017:1-7.
[2] CHIEN S H. Arobust filtering framework for uncertain descriptor systems with unknown inputs and missing measurements[C]//Proceedings of International Conference on Advanced Robotics and Intelligent Systems, 2013:1-6.
[3] TALEL B, FAYCAL B H. Recursive five-step filter for state and fault estimation of linear descriptor stochastic systems with unknown disturbances[J]. Journal of Circuits, Systems and Computers, 2018, 27(6):1-24.
[4] ONANA A B, NOWAKOWSKI S. Kalman filtering with unknown inputs via optimal state estimation of singular systems[J]. International Journal of System Science, 1995(26):2015-2028.
[5] BAI J H, SUN S L. Distributed fusion filter for discrete-time stochastic linear systems with unknown sensor inputs[J]. Science Technology Engineering, 2008, 8(17):4816-4820.
[6] PANGC Y, SUN S L. Fusion predictors for multi-sensor stochastic uncertain systems with missing measurements and unknown measurement disturbances[J]. IEEE Sensors Journal, 2015, 15(8):4346-4354.
[7] YANG Y B, QIN Y M, LIANG Y, et al. Adaptive filter for linear systems with generalized unknown disturbance in measurements[C]//Proceedings of 16th International Conference on Information Fusion, 2013:1336-1341.
[8] WANG Y G, WANG X X, PAN Q, et al. Covariance correction filter with unknown disturbance associated to system state[C]//Proceedings of 2016 American Control Conference, 2016:3632-3637.
[9] LAN H, LIANG Y, YANG F, et al. Joint estimation and identification for stochastic systems with unknown inputs[J]. IET Control Theory and Applications, 2013, 7(10):1377-1386.
[10] CHIEN S H. H-infinity Kalman estimation for rectangular descriptor systems with unknown inputs[J]. IEEE Transactions on Automatic Control, 2014, 59(3):826-832.
[11] MARWA H, RIM H, MOHAMED A. Fault detection performances analysis for stochastic systems based on adaptive threshold[C]//Proceedings of 13th International Multi-Conference on Systems, Signals & Devices, 2016:1-6.
[12] CHEN J, PATTON R J. Optimal filtering and robust fault diagnosis of stochastic systems with unknown distribution disturbances[J]. IEEE Processing Control Theory Application, 1996, 143(1):31-36.
[13] HOU M, MULLER P C. Disturbance decoupled observer design:A unified viewpoint[J]. IEEE Transaction Automatic control, 1994, 39(6):1338-1341.
[14] HOU M, PUGH A C. Observing state in bilinear systems:A UIO approach[C]//Processing of IFAC Fault Detection, Supervision and Safety for Technical Processes, 1998:783-788.
[15] HOU M, MULLER P C. Fault-detection and isolation observers[J]. International Journal of Control, 1994, 60(5):827-846.
[16] SAIF M, GUAN Y. A new approach to robust fault-detection and identification[J]. IEEE Transactions on Aerospace and Electronic Systems, 1993, 29(3):685-695.
[17] ZHOU L, LIANG Y, PAN Q, et al. Linear minimum mean squared estimation of measurement bias driven by structured unknown inputs[J]. IET Radar, Sonar and Navigation, 2014, 8(8):977-986.
[18] DHAR S. Application of a recursive method for registration error correction in tracking with multiple sensors[C]//Proceeding of the American Control Conference, 1993:875-879.
[19] CARLSON N A. Federated Kalman filter simulation results[J]. Navigation, 1994, 41(3):297-321.