Skip to content
Licensed Unlicensed Requires Authentication Published by De Gruyter (O) February 25, 2020

UFIR-Parameteridentifikation in Echtzeit

Real-time UFIR parameter identification
  • Steffen Siegl

    Dipl.-Ing. Steffen Siegl ist externer Doktorand am Institut für Steuer– und Regelungstechnik der Fakultät für Luft- und Raumfahrttechnik an der Universität der Bundeswehr München. Hauptarbeitsgebiete: Lineare Schätztheorie, Systemidentifikation, Networked Control Systems.

    EMAIL logo
    and Ferdinand Svaricek

    Prof. Dr.-Ing. Ferdinand Svaricek ist Leiter des Instituts für Steuer– und Regelungstechnik der Fakultät für Luft- und Raumfahrttechnik an der Universität der Bundeswehr München. Hauptarbeitsgebiete: Lineare und nichtlineare Regelung, aktive Schwingungskompensation, Anwendung moderner regelungs– und systemtheoretischer Methoden in der Mechatronik und der Kraftfahrzeugtechnik.

Zusammenfassung

In diesem Beitrag wird ein erwartungstreues Filter mit endlicher Impulsantwort (Unbiased Finite Impulse Response/UFIR) zur Systemidentifikation mittels Parameterschätzung verwendet. Dieses entspricht einem Least-Squares-Verfahren auf bewegtem Horizont (Receding Horizon Least Squares/RHLS) ohne die Verwendung von Anfangsbedingungen und mit optimaler Horizontlänge für eine minimale Schätzfehlerkovarianz in Gegenwart von Parameter- und Messrauschen. Eine Messdatensequenz, die ein „intelligenter Sensor“ mit einem Puffer generiert, wird von der Strecke über ein Netzwerk [basierend auf dem Transmission Control Protocol (TCP)] zum Parameterschätzer übertragen. Der Einfluss von stochastisch auftretenden Paketverlusten auf den bisher wenig zur Parameteridentifikation eingesetzten Schätzer wird untersucht. Konvergenz- und Stabilitätsbetrachtungen werden abgeleitet und an einem numerischen Beispiel erläutert.

Abstract

An unbiased finite impulse response filter (UFIR filter) is used for parameter identification. The algorithm is equivalent to the receding horizon least squares method. But it does not require initial conditions and the horizon length is optimised to guarantee a minimal error covariance if there is parameter and measurement noise. A “smart sensor” generates a sequence of measurements. This sequence is sent to the UFIR estimator via a network based on the Transmission Control Protocol (TCP). The effects of package dropouts are investigated. Furthermore a convergence and stability analysis is carried out and approved within numerical studies.

Über die Autoren

Steffen Siegl

Dipl.-Ing. Steffen Siegl ist externer Doktorand am Institut für Steuer– und Regelungstechnik der Fakultät für Luft- und Raumfahrttechnik an der Universität der Bundeswehr München. Hauptarbeitsgebiete: Lineare Schätztheorie, Systemidentifikation, Networked Control Systems.

Ferdinand Svaricek

Prof. Dr.-Ing. Ferdinand Svaricek ist Leiter des Instituts für Steuer– und Regelungstechnik der Fakultät für Luft- und Raumfahrttechnik an der Universität der Bundeswehr München. Hauptarbeitsgebiete: Lineare und nichtlineare Regelung, aktive Schwingungskompensation, Anwendung moderner regelungs– und systemtheoretischer Methoden in der Mechatronik und der Kraftfahrzeugtechnik.

Literatur

1. P. Albertos, R. Sanchis and A. Sala. Output prediction under scarce data operation: control applications. Automatica, 35(10): 1671–1681, Oct 1999.10.1016/S0005-1098(99)00078-3Search in Google Scholar

2. C. Bohn und H. Unbehauen. Identifikation dynamischer Systeme. Springer Fachmedien Wiesbaden, 2016.10.1007/978-3-8348-2197-3Search in Google Scholar

3. M. S. Branicky und S. M. Phillips. Networked control systems repository [online], URL: https://case.edu/cse/ncs/index.htm?nw_view=1484412432, 2007.Search in Google Scholar

4. L. Cao and H. M. Schwartz. Exponential convergence of the Kalman filter based parameter estimation algorithm. International Journal of Adaptive Control and Signal Processing, 17(10): 763–783, 2003.10.1002/acs.774Search in Google Scholar

5. J. Cioffi and T. Kailath. Windowed fast transversal filters adaptive algorithms with normalization. IEEE Transactions on Acoustics, Speech, and Signal Processing, 33(3): 607–625, 1985.10.1109/TASSP.1985.1164585Search in Google Scholar

6. J. Deyst. Correction to “Conditions for asymptotic stability of the discrete minimum-variance linear estimator”. IEEE Transactions on Automatic Control, 18(5): 562–563, 1973.10.1109/TAC.1973.1100397Search in Google Scholar

7. J. Deyst and C. Price. Conditions for asymptotic stability of the discrete minimum-variance linear estimator. IEEE Transactions on Automatic Control, 13(6): 702–705, 1968.10.1109/TAC.1968.1099024Search in Google Scholar

8. F. Ding and T. Chen. Combined parameter and output estimation of dual-rate systems using an auxiliary model. Automatica, 40(10): 1739–1748, 2004.10.1016/j.automatica.2004.05.001Search in Google Scholar

9. F. Ding and T. Chen. Identification of dual-rate systems based on finite impulse response models. International Journal of Adaptive Control and Signal Processing, 18(7): 589–598, aug 2004.10.1002/acs.820Search in Google Scholar

10. L. Guo. Estimating time-varying parameters by the Kalman filter based algorithm: stability and convergence. IEEE Transactions on Automatic Control, 35(2): 141–147, 1990.10.1109/9.45169Search in Google Scholar

11. V. Gupta, B. Hassibi and R. M. Murray. Optimal LQG control across packet-dropping links. Systems & Control Letters, 56(6): 439–446, 2007.10.1016/j.sysconle.2006.11.003Search in Google Scholar

12. K. Hashimoto, Y. Oishi and Y. Yamamoto (Editoren). Control and Modeling of Complex Systems. Birkhäuser Boston, 2003.10.1007/978-1-4612-0023-9Search in Google Scholar

13. J. P. Hespanha, P. Naghshtabrizi and Y. Xu. A survey of recent results in networked control systems. Proceedings of the IEEE, 95(1): 138–162, 2007.10.1109/JPROC.2006.887288Search in Google Scholar

14. A. H. Jazwinski. Stochastic Processes and Filtering Theory. Mathematics in Science and Engineering. Elsevier Science, 1970.Search in Google Scholar

15. P.-S. Kim. An alternative FIR filter for state estimation in discrete-time systems. Digital Signal Processing, 20(3): 935–943, 2010.10.1016/j.dsp.2009.10.033Search in Google Scholar

16. P.-S. Kim and M.-E. Lee. A new FIR filter for state estimation and its application. Journal of Computer Science and Technology, 22(5): 779–784, 2007.10.1007/s11390-007-9085-8Search in Google Scholar

17. F. Kozin. A survey of stability of stochastic systems. Automatica, 5(1): 95–112, 1969.10.1016/0005-1098(69)90060-0Search in Google Scholar

18. W. H. Kwon and S. H. Han. Receding Horizon Control: Model Predictive Control for State Models. Advanced Textbooks in Control and Signal Processing. Springer, 2005.Search in Google Scholar

19. W. H. Kwon, P. S. Kim and S. H. Han. A receding horizon unbiased FIR filter for discrete-time state space models. Automatica, 38(3): 545–551, 2002.10.1016/S0005-1098(01)00242-4Search in Google Scholar

20. W. H. Kwon, P. S. Kim and P. Park. A receding horizon Kalman FIR filter for discrete time-invariant systems. IEEE Transactions on Automatic Control, 44(9): 1787–1791, 1999.10.1109/9.788554Search in Google Scholar

21. W. Li, G. Wei, D. Ding, Y. Liu and F. E. Alsaadi. A new look at boundedness of error covariance of Kalman filtering. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 48(2): 309–314, 2018.10.1109/TSMC.2016.2598845Search in Google Scholar

22. M. Lin and S. Sra. Completely strong superadditivity of generalized matrix functions. Functional Analysis (math.FA), 2014.Search in Google Scholar

23. Y. Liu and F. Ding. Convergence properties of the least squares estimation algorithm for multivariable systems. Applied Mathematical Modelling, 37(1-2): 476–483, 2013.10.1016/j.apm.2012.03.007Search in Google Scholar

24. J. Lunze (Editor). Control Theory of Digitally Networked Dynamic Systems. Springer International Publishing, 2013.10.1007/978-3-319-01131-8Search in Google Scholar

25. F. L. Markley and J. R. Carpenter. Generalized linear covariance analysis. The Journal of the Astronautical Sciences, 57(1-2): 233–260, 2009.10.1007/BF03321503Search in Google Scholar

26. J. M. Pak, C. K. Ahn, Y. S. Shmaliy, P. Shi and M. T. Lim. Switching extensible FIR filter bank for adaptive horizon state estimation with application. IEEE Transactions on Control Systems Technology, 24(3): 1052–1058, 2016.10.1109/TCST.2015.2472990Search in Google Scholar

27. F. Ramirez-Echeverria, A. Sarr and Y. S. Shmaliy. Optimal memory for discrete-time FIR filters in state-space. IEEE Transactions on Signal Processing, 62(3): 557–561, 2014.10.1109/SSP.2012.6319701Search in Google Scholar

28. J. Reger und J. Jouffroy. Algebraische Ableitungsschätzung im Kontext der Rekonstruierbarkeit (Algebraic time-derivative estimation in the context of reconstructibility). at - Automatisierungstechnik, 56(6(2008)), 2008.10.1524/auto.2008.0711Search in Google Scholar

29. D. G. Robertson, J. H. Lee and J. B. Rawlings. A moving horizon-based approach for least-squares estimation. AIChE Journal, 42(8): 2209–2224, 1996.10.1002/aic.690420811Search in Google Scholar

30. L. Schenato. Optimal estimation in networked control systems subject to random delay and packet loss. In Proceedings of the 45th IEEE Conference on Decision and Control. IEEE, 2006.10.1109/CDC.2006.377700Search in Google Scholar

31. L. Schenato. Optimal estimation in networked control systems subject to random delay and packet drop. IEEE Transactions on Automatic Control, 53(5): 1311–1317, 2008.10.1109/TAC.2008.921012Search in Google Scholar

32. H. Schröder. Mehrdimensionale Signalverarbeitung. Vieweg + Teubner Verlag, 1998.10.1007/978-3-663-05679-9Search in Google Scholar

33. Y. Shi and H. Fang. Kalman filter-based identification for systems with randomly missing measurements in a network environment. International Journal of Control, 83(3): 538–551, 2009.10.1080/00207170903273987Search in Google Scholar

34. Y. Shmaliy. Unbiased FIR filtering of discrete-time polynomial state-space models. IEEE Transactions on Signal Processing, 57(4): 1241–1249, 2009.10.1109/TSP.2008.2010640Search in Google Scholar

35. Y. S. Shmaliy. Linear optimal FIR estimation of discrete time-invariant state-space models. IEEE Transactions on Signal Processing, 58(6): 3086–3096, 2010.10.1109/TSP.2010.2045422Search in Google Scholar

36. Y. S. Shmaliy. An iterative Kalman-like algorithm ignoring noise and initial conditions. IEEE Transactions on Signal Processing, 59(6): 2465–2473, 2011.10.1109/TSP.2011.2129516Search in Google Scholar

37. Y. S. Shmaliy and O. Ibarra-Manzano. Noise power gain for discrete-time FIR estimators. IEEE Signal Processing Letters, 18(4): 207–210, 2011.10.1109/LSP.2011.2108647Search in Google Scholar

38. Y. S. Shmaliy and D. Simon. Iterative unbiased FIR state estimation: a review of algorithms. EURASIP Journal on Advances in Signal Processing, 2013(1), 2013.10.1186/1687-6180-2013-113Search in Google Scholar

39. Y. S. Shmaliy, S. Zhao and C. K. Ahn. Unbiased finite impluse response filtering: an iterative alternative to Kalman filtering ignoring noise and initial conditions. IEEE Control Systems, 37(5): 70–89, 2017.10.1109/MCS.2017.2718830Search in Google Scholar

40. S. Siegl. Networked Control Systems: Ein Überblick. Technical report, Universität der Bundeswehr München Institut für Steuer– und Regelungstechnik, 2017.Search in Google Scholar

41. D. Simon. Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches. Wiley-Interscience, 2006.10.1002/0470045345Search in Google Scholar

42. B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla, M. Jordan and S. Sastry. Kalman filtering with intermittent observations. IEEE Transactions on Automatic Control, 49(9): 1453–1464, 2004.10.1109/CDC.2003.1272646Search in Google Scholar

43. T. Söderström and P. Stoica. System Identification. Prentice Hall International Series in Systems and Control Engineering. Prentice Hall, 1989.Search in Google Scholar

44. K. Uribe-Murcia, Y. S. Shmaliy, C. K. Ahn and S. Zhao. Unbiased FIR filtering for time-stamped discretely delayed and missing data. IEEE Transactions on Automatic Control, 1, 2019.10.1109/TAC.2019.2937850Search in Google Scholar

45. M. Vazquez-Olguin, Y. S. Shmaliy, C. K. Ahn and O. G. Ibarra-Manzano. Blind robust estimation with missing data for smart sensors using UFIR filtering. IEEE Sensors Journal, 17(6): 1819–1827, 2017.10.1109/JSEN.2017.2654306Search in Google Scholar

46. M. Vazquez-Olguin, Y. S. Shmaliy, O. Ibarra-Manzano and L. J. Morales-Mendoza. Design of blind robust estimator for smart sensors. In Advances in Computational Intelligence, pages 354–365. Springer International Publishing, 2018.10.1007/978-3-030-02840-4_29Search in Google Scholar

47. K. Xiong, H. Zhang and C. Chan. Performance evaluation of UKF-based nonlinear filtering. Automatica, 42(2): 261–270, 2006.10.1016/j.automatica.2005.10.004Search in Google Scholar

48. Y. Xu. Communication scheduling methods for estimation over networks. PhD thesis, University of California, 2006.Search in Google Scholar

49. Y. Xu and J. P. Hespanha. Estimation under uncontrolled and controlled communications in Networked Control Systems. In Proceedings of the 44th IEEE Conference on Decision and Control. IEEE, 2005.Search in Google Scholar

50. C. Yang, J. Zheng, X. Ren, W. Yang, H. Shi and L. Shi. Multi-sensor Kalman filtering with intermittent measurements. IEEE Transactions on Automatic Control, 63(3): 797–804, 2018.10.1109/TAC.2017.2734643Search in Google Scholar

51. P. C. Young. Recursive Estimation and Time-Series Analysis. Springer Berlin Heidelberg, 2011.10.1007/978-3-642-21981-8Search in Google Scholar

52. S. Zhao, Y. S. Shmaliy, C. K. Ahn and F. Liu. Adaptive-horizon iterative UFIR filtering algorithm with applications. IEEE Transactions on Industrial Electronics, 65(8): 6393–6402, 2018.10.1109/TIE.2017.2784405Search in Google Scholar

53. S. Zhao, Y. S. Shmaliy and F. Liu. On the iterative computation of error matrix in unbiased FIR filtering. IEEE Signal Processing Letters, 24(5): 555–558, 2017.10.1109/LSP.2017.2682641Search in Google Scholar

Erhalten: 2019-09-14
Angenommen: 2020-01-20
Online erschienen: 2020-02-25
Erschienen im Druck: 2020-03-26

© 2020 Walter de Gruyter GmbH, Berlin/Boston

Downloaded on 21.5.2024 from https://www.degruyter.com/document/doi/10.1515/auto-2019-0111/html
Scroll to top button