scholarly journals General Formula for Event-Based Stabilization of Nonlinear Systems with Delays in the State

Author(s):  
Sylvain Durand ◽  
Nicolas Marchand ◽  
J. Fermi Guerrero-Castellanos
2013 ◽  
Vol 58 (5) ◽  
pp. 1332-1337 ◽  
Author(s):  
Nicolas Marchand ◽  
Sylvain Durand ◽  
Castellanos

Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1242
Author(s):  
Cong Huang ◽  
Bo Shen ◽  
Lei Zou ◽  
Yuxuan Shen

This paper is concerned with the state and fault estimation issue for nonlinear systems with sensor saturations and fault signals. For the sake of avoiding the communication burden, an event-triggering protocol is utilized to govern the transmission frequency of the measurements from the sensor to its corresponding recursive estimator. Under the event-triggering mechanism (ETM), the current transmission is released only when the relative error of measurements is bigger than a prescribed threshold. The objective of this paper is to design an event-triggering recursive state and fault estimator such that the estimation error covariances for the state and fault are both guaranteed with upper bounds and subsequently derive the gain matrices minimizing such upper bounds, relying on the solutions to a set of difference equations. Finally, two experimental examples are given to validate the effectiveness of the designed algorithm.


2021 ◽  
Vol 546 ◽  
pp. 512-525
Author(s):  
Ying Sun ◽  
Derui Ding ◽  
Hongli Dong ◽  
Hongjian Liu

Mathematics ◽  
2019 ◽  
Vol 7 (12) ◽  
pp. 1168 ◽  
Author(s):  
Ligang Sun ◽  
Hamza Alkhatib ◽  
Boris Kargoll ◽  
Vladik Kreinovich ◽  
Ingo Neumann

In this paper, we propose a new technique—called Ellipsoidal and Gaussian Kalman filter—for state estimation of discrete-time nonlinear systems in situations when for some parts of uncertainty, we know the probability distributions, while for other parts of uncertainty, we only know the bounds (but we do not know the corresponding probabilities). Similarly to the usual Kalman filter, our algorithm is iterative: on each iteration, we first predict the state at the next moment of time, and then we use measurement results to correct the corresponding estimates. On each correction step, we solve a convex optimization problem to find the optimal estimate for the system’s state (and the optimal ellipsoid for describing the systems’s uncertainty). Testing our algorithm on several highly nonlinear problems has shown that the new algorithm performs the extended Kalman filter technique better—the state estimation technique usually applied to such nonlinear problems.


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