Search

This study is concerned with the problem of state estimation for networked systems with a Markov plant considering the measurement uncertainties. The measurements suffer from both the randomly occurring missing phenomenon and the quantisation effects. Taking into account the statistical knowledge of the quantised measurements, an approximate minimum mean square error estimate algorithms is derived based on Gaussian assumption, which is referred to as interacting multiple model Monte Carlo (IMMMC) algorithm. A quantised measurement expectation calculated by Monte Carlo sampling method is embedded into the Kalman filter under the IMM framework. A simulation example is provided demonstrating that IMMMC is computationally appealing and presents better estimate performance than the previous algorithms. Moreover, IMMMC has better mode following ability and can clearly distinguish the occurrence of measurements missing. [ABSTRACT FROM AUTHOR]

The problem of robust H∞ filtering is investigated for discrete-time Markov jump linear system (DMJLS) with uncertain parameters and missing measurements. The missing measurements process is modelled as a Bernoulli distributed sequence. A robust H∞ filter is designed and sufficient conditions are established in terms of linear matrix inequalities via a mode-dependent Lyapunov function approach, such that, for all admissible uncertain parameters and missing measurements, the resulting filtering error system is robustly stochastically stable and a guaranteed H∞ performance constraint is achieved. Furthermore, the optimal H∞ performance index is subsequently obtained by solving a convex optimisation problem and the missing measurements effects on the H∞ performance are evaluated. A numerical example is given to illustrate the feasibility and effectiveness of the proposed filter. [ABSTRACT FROM AUTHOR]

Abstract: This paper investigates the problem of track occupancy detection in distributed settings. Track occupancy detection determines which tracks are occupied in a railway system. For each track, the Neyman–Pearson structure is applied to reach the local decision. Globally, it is a multiple hypotheses testing problem. The Bayesian approach is employed to minimize the probability of the global decision error. Based on the prior probabilities of multiple hypotheses and the approximation of the receiving operation characteristic curve of the local detector, a person-by-person optimization method is implemented to obtain the fusion rule and the local strategies off line. The results are illustrated through an example constructed from in situ devices. [Copyright &y& Elsevier]

Abstract: This study proposes a high-efficient approach to identify the piecewise affine (PWA) model. The proposed approach constitutes two major steps, initial estimation and refinement process. In the initial estimation, Hough Transform (HT) is adopted to generate a group of submodel candidates; then a variable-threshold technique is applied to pick up the real submodel. In the refinement process, not only the distance constraint between data points and submodel''s hyperplanes but also the clustering constraint between data points in regression regions are considered. An efficient algorithm is presented to alternately refine the submodel''s parameters and the subregression sets. In the case study, the proposed approach is used to identify the fault model of the track circuit in high-speed railway. Analysis shows that the proposed approach has linear time complexity and exhibits superior data availability in small-sample case. [Copyright &y& Elsevier]

Abstract: In this paper, a multivariate fault prognosis approach for continuous processes with hidden faults is proposed based on statistical process monitoring methods and multivariate time series prediction. It is assumed that the fault is a slowly time-varying autocorrelated process and can be completely reconstructed. Fault magnitude is estimated first via reconstruction, then predicted by a vector AR model with wavelet based denoising. Given the fault direction, a new index is proposed to detect the fault, which integrates fault detection and prognosis together. Case studies on a continuous stirred tank reactor and the Tennessee Eastman process demonstrate the effectiveness of the proposed approaches. [Copyright &y& Elsevier]