Joint parameter and state estimation of noisy discrete-time nonlinear systems: A supervisory multi-observer approach
| Autor: | Meijer, Tomas, Dolk, Victor, Chong, Michelle, Postoyan, Romain, de Jager, Bram, Nešić, Dragan, Heemels, Maurice |
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| Přispěvatelé: | Eindhoven University of Technology [Eindhoven] (TU/e), ASML Netherlands B.V., Centre de Recherche en Automatique de Nancy (CRAN), Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS), University of Melbourne, Postoyan, Romain |
| Jazyk: | angličtina |
| Rok vydání: | 2021 |
| Předmět: | |
| Zdroj: | 60th IEEE Conference on Decision and Control, CDC 2021 60th IEEE Conference on Decision and Control, CDC 2021, Dec 2021, Austin, United States |
| Popis: | International audience; This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise. The parameters are assumed to belong to a known compact set. Both schemes are based on sampling the parameter space and designing a state observer for each sample. A supervisor selects one of these observers at each time instant to produce the parameter and state estimates. In the first scheme, the parameter and state estimates are guaranteed to converge within a certain margin of their true values in finite time, assuming that a sufficiently large number of observers is used and a persistence of excitation condition is satisfied in addition to other observer design conditions. This convergence margin is constituted by a part that can be chosen arbitrarily small by the user and a part that is determined by the noise levels. The second scheme exploits the convergence properties of the parameter estimate to perform subsequent zoom-ins on the parameter subspace to achieve stricter margins for a given number of observers. The strengths of both schemes are demonstrated using a numerical example. |
| Databáze: | OpenAIRE |
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