


Vol 79, No 1 (2018)
- Year: 2018
- Articles: 17
- URL: https://ogarev-online.ru/0005-1179/issue/view/9012
Topical Issue
The Conditionally Minimax Nonlinear Filtering Method and Modern Approaches to State Estimation in Nonlinear Stochastic Systems
Abstract
We consider, in chronological order, the main results that have defined the concept of conditionally minimax nonlinear filtering. This would let us to follow all the evolution stages of this universal method, from a particular application, through basic mathematical concepts, to an advanced theory able to solve a wide class of robust estimation problems in linear and nonlinear stochastic systems.



Optimizing Estimation of a Statistically Undefined System
Abstract
Consideration was given to the optimal choice of the parameters for the best estimation of the phase state of a linear system fallible to the action of the Gaussian perturbation with undefined covariances of increments. The matrices at system perturbation and those in the measurement equation are the parameters to be selected for the choice of the observer player. The undefined increment matrices are selected by the opponent player. Both parameters are limited by compact sets. The problem comes to a differential game for the Riccati equation with a performance criterion in the form of a matrix trace. In a special case, consideration was given to the problem with constant matrices. Used were the methods of minimax optimization, optimal control theory, and the theory of differential games. Examples were considered.



Design of Pareto-Optimal Linear Quadratic Estimates, Filters and Controllers
Abstract
Consideration was given to the multicriterial approach to the problems of estimation, filtration, and control; among them under uncertainty in regard to the covariance of random factors. The Pareto-optimal estimates, filters, and controllers in the problems where the data can arrive from any of the more than one data sources with various statistical characteristics, as well as in the dual problems where it is required to minimize the rms deviations of more than one objective output, were designed on the basis of the Germeier convolution and the apparatus of linear matrix inequalities.



Wonham Filtering by Observations with Multiplicative Noises
Abstract
We solve the optimal filtering problem for states of a homogeneous finite-state Markov jump process by indirect observations in the presence of Wiener noise. The key feature of this problem is that the noise intensities in observations depend on the unobserved state. The filtering estimate is represented as a solution to some stochastic system with continuous and purely discontinuous martingales in the right-hand side. We discuss the theoretical results and present a numerical example that illustrates the properties of the obtained estimates.



Formalizing a Sequential Calibration Scheme for a Strapdown Inertial Navigation System
Abstract
We consider a known bench calibration scheme for a strapdown inertial navigation system (SDINS) that consists of sequential rotations of the SDINS on the bench. We propose a mathematical formalization of this calibration scheme that lets us embed the calibration problem to stochastic Kalman setting of the estimation problem.



Optimal Channel Choice for Lossy Data Flow Transmission
Abstract
We consider the optimal control problem for the load of several communication channels defined by independent Markov jump processes. Implicit information on the state of a channel is available in the form of a flow of losses whose intensity is proportional to the controllable load of this channel. The optimized functionals take into account the total throughput of channels and energy costs for data transmission over a fixed interval of time. We obtain optimal filtering equations for joint estimation of channel states. We construct a locally optimal strategy that explicitly depends on the set of state estimates.



Algorithms of Inertial Mirror Descent in Convex Problems of Stochastic Optimization
Abstract
A minimization problem for mathematical expectation of a convex loss function over given convex compact X ∈ RN is treated. It is assumed that the oracle sequentially returns stochastic subgradients for loss function at current points with uniformly bounded second moment. The aim consists in modification of well-known mirror descent method proposed by A.S. Nemirovsky and D.B. Yudin in 1979 and having extended the standard gradient method. In the beginning, the idea of a new so-called method of Inertial Mirror Descent (IMD) on example of a deterministic optimization problem in RN with continuous time is demonstrated. Particularly, in Euclidean case the method of heavy ball is realized; it is noted that the new method no use additional point averaging. Further on, a discrete IMD algorithm is described; the upper bound on error over objective function (i.e., of the difference between current mean losses and their minimum) is proved.



Stochastic Stability of Some Classes of Nonlinear 2D Systems
Abstract
The paper considers nonlinear discrete and differential stochastic repetitive processes using the state-space model setting. These processes are a special case of 2D systems that originate from the modeling of physical processes. Using the vector Lyapunov function method, sufficient conditions for stability in the mean square are obtained in the stochastic setting, where the vast majority of the currently known results are for deterministic dynamics. Based on these results, the property of stochastic exponential passivity in the second moment is used, together with the vector storage function, to develop a new method for output feedback control law design. An example of a system with nonlinear actuator dynamics and state-dependent noise is given to demonstrate the effectiveness of the new results.



Optimal Continuous Stochastic Control Systems with Incomplete Feedback: Approximate Synthesis
Abstract
The sufficient ε-optimality conditions for the control of the nonlinear continuous stochastic systems with incomplete feedback were formulated and proved. They enabled one to estimate the precision of approximate control as compared with the value-optimal performance functional. Relations were established to determine the ε-optimal control, and a strategy was worked out to determine its use in minimizing the total mismatch of the resulting relations.



Methods of Ellipsoidal Filtration in Nonlinear Stochastic Systems on Manifolds
Abstract
The theory of analytical design of the modified ellipsoidal conditionally optimal filters was developed. The algorithms of modified ellipsoidal conditionally optimal filters are simpler than the suboptimal algorithms for the normalized a posteriori distributions. The results obtained were used in the problems of designing the vibroprotective equipment of the computer systems.



Numerical Procedures for Anisotropic Analysis of Time-Invariant Systems and Synthesis of Suboptimal Anisotropic Controllers and Filters
Abstract
This paper briefly considers solutions of primary statements of problem of anisotropic analysis of time-invariant systems and problems of synthesis of suboptimal and γ-optimal anisotropic controllers and filters for the time-invariant systems. Numerical procedures for finding the respective solutions are described. To demonstrate the efficiency of the proposed algorithms, illustrative numerical examples are given.



Control Sciences
A Correction Method of Electrocardiographic Interval Subject to Heart Rate
Abstract
This paper considers the calculation problem of the heart rate-normalized electrocardiographic interval—an important indicator of cardiac performance—for removing its correlation with cardiac cycle length (or heart rate). We suggest a regularized least-squares procedure to calculate the normative interval under a heart rate of 60 bpm. This procedure is applied to recalculate the electrocardiographic interval into the corrected electrocardiographic interval. We demonstrate that the correlation coefficient between the resulting corrected electrocardiographic interval and cardiac cycle length is smaller than in the case of recalculations based on all well-known formulas. Our suggested method of electrocardiographic interval estimation is almost heart rate independent and therefore can be recommended for clinical practice.



Large Scale Systems Control
Parametric Design of Optimal in Average Fractional-Order PID Controller in Flight Control Problem
Abstract
This paper considers a problem of fractional-order PID controller tuning to optimize it in average over a set of initial states of the plant–controller closed system and over a set of typical input signals. The problem is reduced to a multidimensional optimization problem. We suggest an approach to the solution, implementing it algorithmically. The approach is illustrated by a parametric design of an optimal in average fractional-order PID controller for pitch control of an aircraft.



Sensors and Systems
Odor Space Navigation Using Multisensory E-Nose
Abstract
A spatial odor distribution in an environment can be used for navigation, goal search, localization and mapping, like by video, ultrasonic, temperature and other sensors. Modern e-noses can perform the selective detection of different gases with an extremely low concentration but the source localization algorithms of a selected gas against the background of other odors are still underinvestigated. This paper studies an odor field representation in terms of an e-nose based on an array of low-selective sensors. Using a simulation model, we show how the vector measurements of a field of several odor sources can be processed to navigate for reaching a selected odor source. In addition, we demonstrate that the source having a high level of odor intensity can interfere with the search of another odor source of a low intensity. The well-known class of matching receivers does not solve this problem. However, a solution can be obtained by distributed measurements. As shown below, the spatial structure of an odor field allows to implement vector selection. Using deep learning machines, we may reach a high resolution of odor sources in the space. Our future research will be focused on augmented odor reality and autonomous mobile e-nose (e-dog) design.



Radiation Sensitivity Modeling Technique of Sensors’ Mis-Transistor Elements
Abstract
The technique of estimating the parameters models of MISTs (the field-effect transistors with metal-insulator-semiconductor structures) is proposed to predict the radiation sensitivity of the sensors based on MISTs. The technique allows distinguishing the contributions of charges in the insulator and the surface states, taking into account the effect of irradiation modes on the transistor characteristics.



Automation in Industry
Estimating Synergetic Openness of Industrial Enterprise Management Systems
Abstract
The problem of comprehensive assessment of available enterprise management systems from implementation and application viewpoint is discussed. The degree of information system’s synergetic openness, which described system’s ability to respond to external users’ requests by means of built-in self-organization mechanisms and tools, is offered as an integrated quality index. This complex index depends of partial factors, describing system’s adaptability and integrability. With the help of comprehensive assessment the available ERP systems are compared, and the need in taking into account industrial user’s specific features during system selection is demonstrated.



Hard- and Software Implementation of Emergency Prevention System for Maritime Transport
Abstract
Hard- and software of a marine Euler-angle orientation control system is described. Vessel rolling and pitching are controlled by ballast tank level adjustment. A method for compensating the deviation of vessel’s plane from horizon plane in emergency situations is offered. Using roll and pitch angles data it calculates the parameters of emergency cargo displacement characteristics.


