The Cramér-Rao estimation error lower bound computation for deterministic nonlinear systems

1979 ◽  
Vol 24 (2) ◽  
pp. 343-344 ◽  
Author(s):  
J. Taylor
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.


Sensors ◽  
2022 ◽  
Vol 22 (2) ◽  
pp. 509
Author(s):  
Dipayan Mitra ◽  
Aranee Balachandran ◽  
Ratnasingham Tharmarasa

Airborne angle-only sensors can be used to track stationary or mobile ground targets. In order to make the problem observable in 3-dimensions (3-D), the height of the target (i.e., the height of the terrain) from the sea-level is needed to be known. In most of the existing works, the terrain height is assumed to be known accurately. However, the terrain height is usually obtained from Digital Terrain Elevation Data (DTED), which has different resolution levels. Ignoring the terrain height uncertainty in a tracking algorithm will lead to a bias in the estimated states. In addition to the terrain uncertainty, another common source of uncertainty in angle-only sensors is the sensor biases. Both these uncertainties must be handled properly to obtain better tracking accuracy. In this paper, we propose algorithms to estimate the sensor biases with the target(s) of opportunity and algorithms to track targets with terrain and sensor bias uncertainties. Sensor bias uncertainties can be reduced by estimating the biases using the measurements from the target(s) of opportunity with known horizontal positions. This step can be an optional step in an angle-only tracking problem. In this work, we have proposed algorithms to pick optimal targets of opportunity to obtain better bias estimation and algorithms to estimate the biases with the selected target(s) of opportunity. Finally, we provide a filtering framework to track the targets with terrain and bias uncertainties. The Posterior Cramer–Rao Lower Bound (PCRLB), which provides the lower bound on achievable estimation error, is derived for the single target filtering with an angle-only sensor with terrain uncertainty and measurement biases. The effectiveness of the proposed algorithms is verified by Monte Carlo simulations. The simulation results show that sensor biases can be estimated accurately using the target(s) of opportunity and the tracking accuracies of the targets can be improved significantly using the proposed algorithms when the terrain and bias uncertainties are present.


2017 ◽  
Vol 27 (3) ◽  
pp. 397-407 ◽  
Author(s):  
Yamina Menasria ◽  
Hichem Bouras ◽  
Nasreddine Debbache

AbstractA new approach to build an interval observer for nonlinear uncertain systems is presented in this paper. Nonlinear systems modeled in the Takagi-Sugeno (T-S) form are studied. A T-S proportional observer is first issued by pole-placement and LMI tools. Secondly, time-varying change of coordinates for each dynamic state estimation error is used to design an interval observer. The system state bounds are then directly deduced.


2016 ◽  
Vol 40 (4) ◽  
pp. 1223-1236 ◽  
Author(s):  
B Yang ◽  
L Jiang ◽  
CK Zhang ◽  
YY Sang ◽  
T Yu ◽  
...  

In this paper, a perturbation observer-based adaptive passive control scheme is developed to provide great robustness of nonlinear systems against the unpredictable uncertainties and disturbances therein. The proposed scheme includes a high-gain perturbation observer and a robust passive controller. The high-gain perturbation observer is designed to estimate online the perturbation aggregated from the combinatorial effect of system nonlinearity, parameter uncertainty, unmodelled dynamics and fast time-varying external disturbances. Then the robust passive controller, using the estimated perturbation, can produce the minimal control effort needed to compensate for the magnitude of the actual current perturbation. Furthermore, the convergence of estimation error of the high-gain perturbation observer and the closed-loop system stability are analyzed theoretically. Finally, two practical examples are given to show the effectiveness and advantages of the proposed approach over the accurate model-based passive control scheme and the linearly parametric estimation-based adaptive passive control scheme.


2015 ◽  
Vol 3 (1-2) ◽  
pp. 32-51 ◽  
Author(s):  
Nori Jacoby ◽  
Peter E. Keller ◽  
Bruno H. Repp ◽  
Merav Ahissar ◽  
Naftali Tishby

The mechanisms that support sensorimotor synchronization — that is, the temporal coordination of movement with an external rhythm — are often investigated using linear computational models. The main method used for estimating the parameters of this type of model was established in the seminal work of Vorberg and Schulze (2002), and is based on fitting the model to the observed auto-covariance function of asynchronies between movements and pacing events. Vorberg and Schulze also identified the problem of parameter interdependence, namely, that different sets of parameters might yield almost identical fits, and therefore the estimation method cannot determine the parameters uniquely. This problem results in a large estimation error and bias, thereby limiting the explanatory power of existing linear models of sensorimotor synchronization. We present a mathematical analysis of the parameter interdependence problem. By applying the Cramér–Rao lower bound, a general lower bound limiting the accuracy of any parameter estimation procedure, we prove that the mathematical structure of the linear models used in the literature determines that this problem cannot be resolved by any unbiased estimation method without adopting further assumptions. We then show that adding a simple and empirically justified constraint on the parameter space — assuming a relationship between the variances of the noise terms in the model — resolves the problem. In a follow-up paper in this volume, we present a novel estimation technique that uses this constraint in conjunction with matrix algebra to reliably estimate the parameters of almost all linear models used in the literature.


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