Set-Membership Fuzzy Filtering for Nonlinear Discrete-Time Systems

This paper is concerned with the set-membership filtering (SMF) problem for discrete-time nonlinear systems. We employ the Takagi-Sugeno (T-S) fuzzy model to approximate the nonlinear systems over the true value of state and to overcome the difficulty with the linearization over a state estimate set rather than a state estimate point in the set-membership framework. Based on the T-S fuzzy model, we develop a new nonlinear SMF estimation method by using the fuzzy modeling approach and the S-procedure technique to determine a state estimation ellipsoid that is a set of states compatible with the measurements, the unknown-but-bounded process and measurement noises, and the modeling approximation errors. A recursive algorithm is derived for computing the ellipsoid that guarantees to contain the true state. A smallest possible estimate set is recursively computed by solving the semidefinite programming problem. An illustrative example shows the effectiveness of the proposed method for a class of discrete-time nonlinear systems via fuzzy switch.

[1]  B. Anderson,et al.  Optimal Filtering , 1979, IEEE Transactions on Systems, Man, and Cybernetics.

[2]  Daniel W. C. Ho,et al.  A note on the robust stability of uncertain stochastic fuzzy systems with time-delays , 2004, IEEE Trans. Syst. Man Cybern. Part A.

[3]  Thierry-Marie Guerra,et al.  Discrete Takagi–Sugeno's Fuzzy Models: Reduction of the Number of LMI in Fuzzy Control Techniques , 2008, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[4]  W. Stirling,et al.  Set-valued Filtering And Smoothing , 1988, Twenty-Second Asilomar Conference on Signals, Systems and Computers.

[5]  Karolos M. Grigoriadis,et al.  A Unified Algebraic Approach To Control Design , 1997 .

[6]  Xiao-Jun Zeng,et al.  Approximation theory of fuzzy systems-SISO case , 1994, IEEE Trans. Fuzzy Syst..

[7]  H. Witsenhausen Sets of possible states of linear systems given perturbed observations , 1968 .

[8]  Darryl Morrell,et al.  Set-values filtering and smoothing , 1991, IEEE Trans. Syst. Man Cybern..

[9]  J. Norton,et al.  State bounding with ellipsoidal set description of the uncertainty , 1996 .

[10]  F. Schweppe Recursive state estimation: Unknown but bounded errors and system inputs , 1967 .

[11]  A. Kurzhanski,et al.  Ellipsoidal Calculus for Estimation and Control , 1996 .

[12]  Dennis S. Bernstein,et al.  Gain-Constrained Kalman Filtering for Linear and Nonlinear Systems , 2008, IEEE Transactions on Signal Processing.

[13]  Jeff S. Shamma,et al.  Set-valued observers and optimal disturbance rejection , 1999, IEEE Trans. Autom. Control..

[14]  T. Westerlund,et al.  Remarks on "Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems" , 1980 .

[15]  W. Ra,et al.  Set-valued estimation approach to recursive robust H filtering , 2004 .

[16]  Hendrik Van Brussel,et al.  A Smoothly Constrained Kalman Filter , 1997, IEEE Trans. Pattern Anal. Mach. Intell..

[17]  Yong-Yan Cao,et al.  Robust H∞ disturbance attenuation for a class of uncertain discrete-time fuzzy systems , 2000, IEEE Trans. Fuzzy Syst..

[18]  Steven X. Ding,et al.  Fuzzy State/Disturbance Observer Design for T–S Fuzzy Systems With Application to Sensor Fault Estimation , 2008, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[19]  Fuwen Yang,et al.  Robust H/sub 2/ filtering for a class of systems with stochastic nonlinearities , 2006, IEEE Transactions on Circuits and Systems II: Express Briefs.

[20]  Stephen P. Boyd,et al.  Semidefinite Programming , 1996, SIAM Rev..

[21]  Konrad Reif,et al.  The extended Kalman filter as an exponential observer for nonlinear systems , 1999, IEEE Trans. Signal Process..

[22]  H. Sorenson,et al.  Nonlinear Bayesian estimation using Gaussian sum approximations , 1972 .

[23]  Kazuo Tanaka,et al.  Fuzzy Control Systems Design and Analysis: A Linear Matrix Inequality Approach , 2008 .

[24]  D. Bertsekas,et al.  Recursive state estimation for a set-membership description of uncertainty , 1971 .

[25]  Xiao-Jun Zeng,et al.  Fuzzy Systems Approach to Approximation and Stabilization of Conventional Affine Nonlinear Systems , 2006, 2006 IEEE International Conference on Fuzzy Systems.

[26]  Boris Polyak,et al.  ELLIPSOIDAL ESTIMATION UNDER MODEL UNCERTAINTY , 2002 .

[27]  E. Yaz Linear Matrix Inequalities In System And Control Theory , 1998, Proceedings of the IEEE.

[28]  Mark Campbell,et al.  A nonlinear set‐membership filter for on‐line applications , 2003 .

[29]  Rudolph van der Merwe,et al.  The unscented Kalman filter for nonlinear estimation , 2000, Proceedings of the IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium (Cat. No.00EX373).

[30]  Huijun Gao,et al.  Improved Hinfinite control of discrete-time fuzzy systems: a cone complementarity linearization approach , 2005, Inf. Sci..

[31]  Xiao-Jun Zeng,et al.  Approximation theory of fuzzy systems-MIMO case , 1995, IEEE Trans. Fuzzy Syst..

[32]  Bor-Sen Chen,et al.  H∞ fuzzy estimation for a class of nonlinear discrete-time dynamic systems , 2001, IEEE Trans. Signal Process..

[33]  Zidong Wang,et al.  Mixed H/sub 2//H/sub /spl infin// filtering for uncertain systems with regional pole assignment , 2005, IEEE Transactions on Aerospace and Electronic Systems.

[34]  Michio Sugeno,et al.  Fuzzy identification of systems and its applications to modeling and control , 1985, IEEE Transactions on Systems, Man, and Cybernetics.

[35]  Boris Polyak,et al.  Multi-Input Multi-Output Ellipsoidal State Bounding , 2001 .

[36]  Chung-Shi Tseng,et al.  Robust fuzzy filter design for nonlinear systems with persistent bounded disturbances , 2006, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[37]  P. L. Combettes The foundations of set theoretic estimation , 1993 .

[38]  Stephen P. Boyd,et al.  Linear Matrix Inequalities in Systems and Control Theory , 1994 .

[39]  Fuwen Yang,et al.  Robust Kalman filtering for discrete time-varying uncertain systems with multiplicative noises , 2002, IEEE Trans. Autom. Control..

[40]  Biao Huang,et al.  Robust H2/H∞ filtering for linear systems with error variance constraints , 2000, IEEE Trans. Signal Process..

[41]  Kazuo Tanaka,et al.  An approach to fuzzy control of nonlinear systems: stability and design issues , 1996, IEEE Trans. Fuzzy Syst..

[42]  Hisashi Tanizaki,et al.  Nonlinear Filters: Estimation and Applications , 1993 .

[43]  Ian R. Petersen,et al.  Robust state estimation and model validation for discrete-time uncertain systems with a deterministic description of noise and uncertainty , 1998, Autom..

[44]  Nils Christophersen,et al.  Monte Carlo filters for non-linear state estimation , 2001, Autom..

[45]  Johan Efberg,et al.  YALMIP : A toolbox for modeling and optimization in MATLAB , 2004 .

[46]  Johan Löfberg,et al.  YALMIP : a toolbox for modeling and optimization in MATLAB , 2004 .

[47]  Darryl Morrell,et al.  An Extended Set-valued Kalman Filter , 2003, ISIPTA.

[48]  Giuseppe Carlo Calafiore,et al.  Robust filtering for discrete-time systems with bounded noise and parametric uncertainty , 2001, IEEE Trans. Autom. Control..

[49]  James Lam,et al.  New approach to mixed H/sub 2//H/sub /spl infin// filtering for polytopic discrete-time systems , 2005, IEEE Transactions on Signal Processing.

[50]  Tong Heng Lee,et al.  HinftyOutput Tracking Control for Nonlinear Systems via T-S Fuzzy Model Approach , 2006, IEEE Trans. Syst. Man Cybern. Part B.

[51]  Venkataramanan Balakrishnan,et al.  A Unified Algebraic Approach to Linear Control Design, R.E. Skelton, T. Iwasaki and K. Grigoriadis, Taylor & Francis, London, UK, 1998, 285 pages. ISBN 0‐7484‐0592‐5 , 2002 .