Nonlinear stochastic dynamical systems are commonly used to model physical processes. For linear and Gaussian systems, the Kalman filter is optimal in minimum mean squared error sense. However, for nonlinear or non-Gaussian systems, the estimation of states or parameters is a challenging problem. Furthermore, it is often required to process data online. Therefore, apart from being accurate, the feasible estimation algorithm also needs to be fast. In this paper, we review Bayesian filters that possess the aforementioned properties. Each filter is presented in an easy way to implement algorithmic form. We focus on parametric methods, among which we distinguish three types of filters: filters based on analytical approximations (extended Kalman filter, iterated extended Kalman filter), filters based on statistical approximations (unscented Kalman filter, central difference filter, Gauss-Hermite filter), and filters based on the Gaussian sum approximation (Gaussian sum filter). We discuss each of these filters, and compare them with illustrative examples.

No abstract

The Kalman filter provides an efficient means to estimate the state of a linear process, so that it minimizes the mean of the squared estimation error. However, for naturally distributed applications, the construction and tuning of a centralized observer may present difficulties. Therefore, we propose the decomposition of a linear process model into a cascade of simpler subsystems and the use of a Kalman filter to individually estimate the states of these subsystems. Both a theoretical comparison and simulation examples are presented. The theoretical results show that the distributed observers, except for special cases, do not minimize the overall error covariance, and the distributed observer system is therefore suboptimal. However, in practice, the performance achieved by the cascaded observers is comparable and in certain cases even better than the performance of the centralized observer. A distributed observer system also leads to increased modularity, reduced complexity, and lower computational costs.

Abstract-A large class of nonlinear systems can be well approximated by Takagi-Sugeno (TS) fuzzy models with linear or affine consequents. It is well known that the stability of these consequent models does not ensure the stability of the overall fuzzy system. Therefore, several stability conditions have been developed for TS fuzzy systems. We study a special class of nonlinear dynamic systems that can be decomposed into cascaded subsystems, which are represented as TS fuzzy models. We analyze the stability of the overall TS system based on the stability of the subsystems and prove that the stability of the subsystems implies the stability of the overall system. The main benefit of this approach is that it relaxes the conditions imposed when the system is globally analyzed, thereby solving some of the feasibility problems. Another benefit is that by using this approach, the dimension of the associated linear matrix inequality (LMI) problem can be reduced. For naturally distributed applications, such as multiagent systems, the construction and tuning of a centralized observer may not be feasible. Therefore, we also extend the cascaded approach to the observer design and use fuzzy observers to individually estimate the states of these subsystems. A theoretical proof of stability and simulation examples are presented. The results show that the distributed observer achieves the same performance as the centralized one, while leading to increased modularity, reduced complexity, lower computational costs, and easier tuning. Applications of such cascaded systems include multiagent systems, distributed process control, and hierarchical large-scale systems.

No abstract

No abstract

In the last few years, nonquadratic Lyapunov functions have been more and more frequently used in the analysis and controller design for Takagi-Sugeno fuzzy models. In this paper, we developed relaxed conditions for controller design using nonquadratic Lyapunov functions and delayed controllers and give a general framework for the use of such Lyapunov functions. The two controller design methods developed in this framework outperform and generalize current state-of-the-art methods. The proposed methods are extended to robust and H∞ control and α -sample variation.

No abstract