Non-asymptotic state estimation for a class ...
Document type :
Communication dans un congrès avec actes
Title :
Non-asymptotic state estimation for a class of linear time-varying systems with unknown inputs
Author(s) :
Liu, Da-Yan [Auteur]
Laboratoire Pluridisciplinaire de Recherche en Ingénierie des Systèmes, Mécanique et Energétique [2008-2013] [PRISME]
Laleg-Kirati, Taous-Meriem [Auteur]
Perruquetti, Wilfrid [Auteur]
Centrale Lille
Laboratoire d'Automatique, Génie Informatique et Signal [LAGIS]
Non-Asymptotic estimation for online systems [NON-A]
Gibaru, Olivier [Auteur]
Laboratoire des Sciences de l'Information et des Systèmes [LSIS]
Non-Asymptotic estimation for online systems [NON-A]
Laboratoire Pluridisciplinaire de Recherche en Ingénierie des Systèmes, Mécanique et Energétique [2008-2013] [PRISME]
Laleg-Kirati, Taous-Meriem [Auteur]
Perruquetti, Wilfrid [Auteur]

Centrale Lille
Laboratoire d'Automatique, Génie Informatique et Signal [LAGIS]
Non-Asymptotic estimation for online systems [NON-A]
Gibaru, Olivier [Auteur]
Laboratoire des Sciences de l'Information et des Systèmes [LSIS]
Non-Asymptotic estimation for online systems [NON-A]
Conference title :
the 19th World Congress of the International Federation of Automatic Control 2014
City :
Cape Town
Country :
Afrique du Sud
Start date of the conference :
2014-08-24
Publication date :
2014-08
HAL domain(s) :
Sciences de l'ingénieur [physics]/Automatique / Robotique
English abstract : [en]
In this paper, we extend the modulating functions method to estimate the state and the unknown input of a linear time-varying system defined by a linear differential equation. We first estimate the unknown input by taking ...
Show more >In this paper, we extend the modulating functions method to estimate the state and the unknown input of a linear time-varying system defined by a linear differential equation. We first estimate the unknown input by taking a truncated Jacobi orthogonal series expansion with unknown coefficients which can be estimated by the modulating functions method. Then, we estimate the state by using extended modulating functions and the estimated input. Both input and state estimators are given by exact integral formulae involving modulating functions and the noisy output. Hence, estimations at different instants can be non-asymptotically obtained using a sliding window of finite length. Numerical results are given to show the accuracy and the robustness of the proposed estimators against corrupting noises.Show less >
Show more >In this paper, we extend the modulating functions method to estimate the state and the unknown input of a linear time-varying system defined by a linear differential equation. We first estimate the unknown input by taking a truncated Jacobi orthogonal series expansion with unknown coefficients which can be estimated by the modulating functions method. Then, we estimate the state by using extended modulating functions and the estimated input. Both input and state estimators are given by exact integral formulae involving modulating functions and the noisy output. Hence, estimations at different instants can be non-asymptotically obtained using a sliding window of finite length. Numerical results are given to show the accuracy and the robustness of the proposed estimators against corrupting noises.Show less >
Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
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