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非线性离散时间系统的集员模糊滤波

Set-membership fuzzy filtering for nonlinear discrete-time systems.

作者信息

Yang Fuwen, Li Yongmin

机构信息

School of Information Science and Engineering, East China University of Science and Technology, Shanghai 200237, China.

出版信息

IEEE Trans Syst Man Cybern B Cybern. 2010 Feb;40(1):116-24. doi: 10.1109/TSMCB.2009.2020436. Epub 2009 Jul 21.

Abstract

This paper is concerned with the set-membership filtering (SMF) problem for discrete-time nonlinear systems. We employ the Takagi-Sugeno (T-S) fuzzy model to approximate the nonlinear systems over the true value of state and to overcome the difficulty with the linearization over a state estimate set rather than a state estimate point in the set-membership framework. Based on the T-S fuzzy model, we develop a new nonlinear SMF estimation method by using the fuzzy modeling approach and the S-procedure technique to determine a state estimation ellipsoid that is a set of states compatible with the measurements, the unknown-but-bounded process and measurement noises, and the modeling approximation errors. A recursive algorithm is derived for computing the ellipsoid that guarantees to contain the true state. A smallest possible estimate set is recursively computed by solving the semidefinite programming problem. An illustrative example shows the effectiveness of the proposed method for a class of discrete-time nonlinear systems via fuzzy switch.

摘要

本文关注离散时间非线性系统的集员滤波(SMF)问题。我们采用 Takagi-Sugeno(T-S)模糊模型来逼近非线性系统的真实状态值,并克服在集员框架下针对状态估计集而非状态估计点进行线性化的困难。基于 T-S 模糊模型,我们通过使用模糊建模方法和 S 过程技术,开发了一种新的非线性 SMF 估计方法,以确定一个状态估计椭球体,该椭球体是一组与测量值、未知但有界的过程和测量噪声以及建模近似误差兼容的状态。推导了一种用于计算保证包含真实状态的椭球体的递归算法。通过求解半定规划问题递归地计算最小可能估计集。一个示例说明了所提方法对一类通过模糊切换的离散时间非线性系统的有效性。

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