A New Network for Particle Filtering of Multivariable Nonlinear Objects †

Abstract

In this paper, a new object in the form of a theoretical network is presented, which is useful as a benchmark for particle filtering algorithms designed for multivariable nonlinear systems (potentially linear, nonlinear, and even semi-Markovian jump system). The main goal of the paper is to propose an object that potentially can have similar to the power system grid properties, but with the number of state variables reduced twice (only one state variable for each node, while there are two in the case of power systems). Transition and measurement functions are proposed in the paper, and two types of transition functions are considered: dependent on one or many state variables. In addition, 10 types of measurements are proposed both for branch and nodal cases. The experiments are performed for 14 different, four-dimensional systems. Plants are both linear and highly nonlinear. The results include information about the state estimation quality (based on the mean squared error indicator) and the values of the effective sample size. It is observed how the higher effective sample size resulted in the better estimation quality in subsequent cases. It is also concluded that the very low number of significant particles is the main problem in particle filtering of multivariable systems, and this should be countered. A few potential solutions for the latter are also presented.

MultiPDF particle filtering in state estimation of nonlinear objects

“…All the transition and measurements functions for this plant can be found in [45] (where this object is referred to as "Ob403").…”