Skip to main content

Control Systems and State Estimation

  • Chapter
  • First Online:
Nonlinear Filtering

Abstract

This book is about state estimation of control systems, nonlinear control systems in particular. Control systems are dynamic systems and exist in engineering, physical sciences as well as in social sciences. The earliest, somehow commonly recognised control system could be traced back to James Watt’s flyball governor in 1769. The study on control systems, analysis and system design, has been continuously developed ever since. Until the mid of last century the control systems under investigation had been single-input-single-output (SISO), time-invariant systems and were mainly deterministic and of lumped parameters. The approaches used were of frequency domain nature, so-called classical approaches. In classical control approaches, control system’s dynamic behaviour is represented by transfer functions. Rapid developments and needs in aerospace engineering in the 1950s and 1960s greatly drove the development of control system theory and design methodology, particularly in the state-space approach that is powerful towards multi-input-multi-output (MIMO) systems. State-space models are used to describe the dynamic changes of the control system. In the state-space approach, the system states determine how the system is dynamically evolving. Therefore, by knowing the system states one can know the system’s properties and by changing the trajectory of system states successfully with specifically designed controllers one can achieve the objectives for a certain control system.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 99.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book
USD 129.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    In general, the term “filter” is frequently used for state estimators in the estimation literature. This is due to Wiener, who studied the continuous-time estimation problem and noted that his algorithm can be implemented using a linear circuit. In circuit theory, the filters are used to separate the signals over different frequency ranges. Wiener’s solution extended the classical theory of filter design to problems of obtaining the filtered signals from noisy measurements (Kailath et al. 2000).

References

  • Anderson BDO, Moore JB (1979) Optimal filtering, vol 21. Prentice Hall, Englewood Cliffs, pp 22–95

    MATH  Google Scholar 

  • Arasaratnam I, Haykin S (2009) Cubature kalman filters. IEEE Trans Autom Control 54(6):1254–1269

    Article  MathSciNet  Google Scholar 

  • Arulampalam MS, Maskell S, Gordon N, Clapp T (2002) A tutorial on particle filters for online nonlinear/non-gaussian bayesian tracking. IEEE Trans Signal Process 50(2):174–188

    Article  Google Scholar 

  • Banavar RN, Speyer JL (1991) A linear-quadratic game approach to estimation and smoothing. In: Proceedings of the 1991 American control conference. IEEE, pp 2818–2822

    Google Scholar 

  • Basar T (1991) Optimum performance levels for minimax filters, predictors and smoothers. Syst Control Lett 16(5):309–317

    Article  MathSciNet  Google Scholar 

  • Bierman G, Belzer MR, Vandergraft JS, Porter DW (1990) Maximum likelihood estimation using square root information filters. IEEE Trans Autom Control 35(12):1293–1298

    Article  MathSciNet  Google Scholar 

  • Campbell ME, Whitacre WW (2007) Cooperative tracking using vision measurements on seascan UAVs. IEEE Trans Control Syst Technol 15(4):613–626

    Article  Google Scholar 

  • Carlson NA (1990) Federated square root filter for decentralized parallel processors. IEEE Trans Aerosp Electron Syst 26(3):517–525

    Article  Google Scholar 

  • Doucet A, Godsill S, Andrieu C (2000) On sequential monte carlo sampling methods for bayesian filtering. Stat Comput 10(3):197–208

    Article  Google Scholar 

  • Grewal M, Andrews A (2001) Kalman filtering: theory and practice using matlab. Wiley, New Jersey

    Google Scholar 

  • Grimble MJ, El Sayed A (1990) Solution of the \(h_\infty \) optimal linear filtering problem for discrete-time systems. IEEE Trans Acoust Speech Signal Process 38(7):1092–1104

    Article  MathSciNet  Google Scholar 

  • Gu D-W, Petkov PH, Konstantinov MM (2014) Robust control design with MATLAB®. Springer Science & Business Media, Berlin

    Google Scholar 

  • Hassibi B, Kailath T, Sayed AH (2000) Array algorithms for H/sup/spl infin//estimation. IEEE Trans Autom Control 45(4):702–706

    Article  Google Scholar 

  • Ito K, Xiong K (2000) Gaussian filters for nonlinear filtering problems. IEEE Trans Autom Control 45(5):910–927

    Article  MathSciNet  Google Scholar 

  • Julier SJ, Uhlmann JK (2004) Unscented filtering and nonlinear estimation. Proc IEEE 92(3):401–422

    Article  Google Scholar 

  • Julier S, Uhlmann J, Durrant-Whyte HF (2000) A new method for the nonlinear transformation of means and covariances in filters and estimators. IEEE Trans Autom Control 45(3):477–482

    Article  MathSciNet  Google Scholar 

  • Kailath T (1968) An innovations approach to least-squares estimation-part i: linear filtering in additive white noise. IEEE Trans Autom Control 13(6):646–655

    Article  Google Scholar 

  • Kailath T, Sayed AH, Hassibi B (2000) Linear estimation, vol 1. Prentice Hall, Upper Saddle River

    MATH  Google Scholar 

  • Kalman RE (1960) A new approach to linear filtering and prediction problems. J Basic Eng 82(1):35–45

    Article  Google Scholar 

  • Kaminski P, Bryson A, Schmidt S (1971) Discrete square root filtering: a survey of current techniques. IEEE Trans Autom Control 16(6):727–736

    Article  Google Scholar 

  • Kolmogorov AN, Doyle WL, Selin I (1962) Interpolation and extrapolation of stationary random sequences. Bulletin of academic sciences, Mathematics series, USSR, vol 5, 1941. Translation by W. Doyle and J. Selin, RM-3090-PR, Rand Corporation, Santa Monica, California

    Google Scholar 

  • Lee D-J (2008) Nonlinear estimation and multiple sensor fusion using unscented information filtering. IEEE Signal Process Lett 15:861–864

    Article  Google Scholar 

  • McGee LA, Schmidt SF (1985) Discovery of the kalman filter as a practical tool for aerospace and industry

    Google Scholar 

  • Morf M, Kailath T (1975) Square-root algorithms for least-squares estimation. IEEE Trans Autom Control 20(4):487–497

    Article  MathSciNet  Google Scholar 

  • Mracek CP, Clontier J, D’Souza CA (1996) A new technique for nonlinear estimation. In: Proceedings of the 1996 IEEE international conference on control applications. IEEE, pp 338–343

    Google Scholar 

  • Mutambara AG (1998) Decentralized estimation and control for multisensor systems. CRC press, Boca Raton

    MATH  Google Scholar 

  • Napgal K, Khargonekar P (1991) Filtering and smoothing in an h-infinity setting. IEEE Trans Autom Control 36:152–166

    Article  Google Scholar 

  • Nemra A, Aouf N (2010) Robust INS/GPS sensor fusion for uav localization using SDRE nonlinear filtering. IEEE Sens J 10(4):789–798

    Article  Google Scholar 

  • Park P, Kailath T (1995) New square-root algorithms for kalman filtering. IEEE Trans Autom Control 40(5):895–899

    Article  MathSciNet  Google Scholar 

  • Psiaki ML (1999) Square-root information filtering and fixed-interval smoothing with singularities. Automatica 35(7):1323–1331

    Article  MathSciNet  Google Scholar 

  • Sarmavuori J, Sarkka S (2012) Fourier-hermite kalman filter. IEEE Trans Autom Control 57(6):1511–1515

    Article  MathSciNet  Google Scholar 

  • Shaked U (1990) \(h_\infty \)-minimum error state estimation of linear stationary processes. IEEE Trans Autom Control 35(5):554–558

    Article  MathSciNet  Google Scholar 

  • Simon D (2006) Optimal state estimation: Kalman, H infinity, and nonlinear approaches. Wiley, New Jersey

    Book  Google Scholar 

  • Sorenson HW (1970) Least-squares estimation: from gauss to kalman. IEEE Spectr 7(7):63–68

    Article  Google Scholar 

  • Vercauteren T, Wang X (2005) Decentralized sigma-point information filters for target tracking in collaborative sensor networks. IEEE Trans Signal Process 53(8):2997–3009

    Article  MathSciNet  Google Scholar 

  • Verhaegen M, Van Dooren P (1986) Numerical aspects of different kalman filter implementations. IEEE Trans Autom Control 31(10):907–917

    Article  Google Scholar 

  • Wiener N (1949) Extrapolation, interpolation, and smoothing of stationary time series, vol 7. MIT press, Cambridge

    MATH  Google Scholar 

  • Xiong Y, Saif M (2001) Sliding mode observer for nonlinear uncertain systems. IEEE Trans Autom Control 46(12):2012–2017

    Article  MathSciNet  Google Scholar 

  • Yaesh I, Shaked U (1992) Game theory approach to optimal linear state estimation and its relation to the minimum \(h_\infty \) norm estimation. IEEE Trans Autom Control 37(6):828–831

    Article  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Da-Wei Gu .

Rights and permissions

Reprints and permissions

Copyright information

© 2019 Springer Nature Switzerland AG

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Chandra, K.P.B., Gu, DW. (2019). Control Systems and State Estimation. In: Nonlinear Filtering. Springer, Cham. https://doi.org/10.1007/978-3-030-01797-2_1

Download citation

Publish with us

Policies and ethics