SSUE: Simultaneous state and uncertainty estimation for dynamical systems
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Publication:6083885
DOI10.1002/RNC.5344zbMATH Open1525.93437arXiv2010.10606OpenAlexW3114996286MaRDI QIDQ6083885FDOQ6083885
Authors: Hang Geng, Mulugeta A. Haile, Huazhen Fang 
Publication date: 31 October 2023
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Abstract: Parameters of the mathematical model describing many practical dynamical systems are prone to vary due to aging or renewal, wear and tear, as well as changes in environmental or service conditions. These variabilities will adversely affect the accuracy of state estimation. In this paper, we introduce SSUE: Simultaneous State and Uncertainty Estimation for quantifying parameter uncertainty while simultaneously estimating the internal state of a system. Our approach involves the development of a Bayesian framework that recursively updates the posterior joint density of the unknown state vector and parameter uncertainty. To execute the framework for practical implementation, we develop a computational algorithm based on maximum a posteriori estimation and the numerical Newton's method. Observability analysis is conducted for linear systems, and its relation with the consistency of the estimation of the uncertainty's location is unveiled. Additional simulation results are provided to demonstrate the effectiveness of the proposed SSUE approach.
Full work available at URL: https://arxiv.org/abs/2010.10606
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Cited In (7)
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- Distributed fusion filtering for uncertain systems with coupled noises, random delays and packet loss prediction compensation
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- Multi-sensor filtering fusion meets censored measurements under a constrained network environment: advances, challenges and prospects
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- Bipartite containment tracking over switching signed networks
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