State estimator design for a nonlinear discrete-time system is a challenging problem, further complicated when additional physical insight is available in the form of inequality constraints on the state variables and disturbances. One strategy for constrained state estimation is to employ online optimization using a moving horizon approximation. We propose a general theory for constrained moving horizon estimation. Sufficient conditions for asymptotic and bounded stability are established. We apply these results to develop a practical algorithm for constrained linear and nonlinear state estimation. Examples are used to illustrate the benefits of constrained state estimation. Our framework is deterministic.

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Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations

Technical communique: Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough

Systems and methods are provided that allow inter-working between communication networks for the delivery of service to mobile nodes. A gateway is provided that communicates with a femto cell to extend service to an area that otherwise does not receive coverage from a service provider. The femto cell is a small scale base station used to provide coverage over a small area (such as a home or business), and connect to a home or enterprise network. The femto cell provides service for a mobile node and a gateway permits communication over a broadband network. The gateway integrates the mobile nodes connecting via a femto cell into the service provider's network. The gateway also allows provisioning of services and applications, control of service levels, and provides seamless handoffs to marco base stations and other types of access technologies such as Wi-Fi.

Interworking gateway for mobile nodes

In this technical note, the globally exponential stabilization problem is investigated for a general class of stochastic systems with both Markovian jumping parameters and mixed time-delays. The mixed mode-dependent time-delays consist of both discrete and distributed delays. We aim to design a memoryless state feedback controller such that the closed-loop system is stochastically exponentially stable in the mean square sense. First, by introducing a new Lyapunov-Krasovskii functional that accounts for the mode-dependent mixed delays, stochastic analysis is conducted in order to derive a criterion for the exponential stabilizability problem. Then, a variation of such a criterion is developed to facilitate the controller design by using the linear matrix inequality (LMI) approach. Finally, it is shown that the desired state feedback controller can be characterized explicitly in terms of the solution to a set of LMIs. Numerical simulation is carried out to demonstrate the effectiveness of the proposed methods.

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Exponential Stabilization of a Class of Stochastic System With Markovian Jump Parameters and Mode-Dependent Mixed Time-Delays

This paper investigates the design problem of sliding mode observer (SMO) using quantized measurements for a class of Markovian jump systems against actuator faults. Such a problem arises in modern networked-based digital systems, where data have to be transmitted and exchanged over a digital communication channel. In this paper, a new descriptor SMO approach using quantized signals is presented, in which a discontinuous input is synthesized to reject actuator faults by an offline static compensation of quantization effects. It is revealed that the lower bound on the density of a logarithmic quantizer is 1/3, under which the quantization effects could be compensated completely by using the SMO approach. Based on the proposed observer method, the asymptotical estimations of state vector and quantization errors can be obtained simultaneously. Finally, an example of a linearized model of an F-404 aircraft engine system is included to show the effectiveness of the presented observer design method.

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Fault-Tolerant Sliding-Mode-Observer Synthesis of Markovian Jump Systems Using Quantized Measurements

A receding horizon Kalman FIR filter is presented that combines the Kalman filter and the receding horizon strategy when the horizon initial state is assumed to be unknown. The suggested filter is a FIR filter form which has many good inherent properties. It can always be defined irrespective of singularity problems caused by unknown information about the horizon initial state. The suggested filter can be represented in either an iterative form or a standard FIR form. It is also shown that the suggested filter possesses the unbiasedness property and the remarkable deadbeat property irrespective of any horizon initial condition. The validity of the suggested filter is illustrated by numerical examples.

A receding horizon Kalman FIR filter for discrete time-invariant systems

Brief A receding horizon unbiased FIR filter for discrete-time state space models

A receding horizon Kalman finite-impulse response (FIR) filter is suggested for continuous-time systems, combining the Kalman filter with the receding horizon strategy. In the suggested filter, the horizon initial state is assumed to be unknown. It can always be obtained irrespective of unknown information on the horizon initial state. The filter may be the first stochastic FIR form for continuous-time systems that may have many good inherent properties. The suggested filter can be represented in an iterative form and also in a standard FIR form. The suggested filter turns out to be a remarkable deadbeat observer. The validity of the suggested filter is illustrated by numerical examples.

A receding horizon Kalman FIR filter for linear continuous-time systems

A tunneling service method and system enabling data communication between different networks, in which an address of a tunneling service server used in a client node can be easily designated, the tunneling service method includes: transmitting an information request message, which requests information required for connection to the network, to a dynamic host configuration protocol (DHCP) server selected by the client node; receiving an acknowledgement message, which contains an address of the tunnel router, from the DHCP server selected by the client node; and the client node detecting the address of the tunnel router contained in the acknowledgement message and generating a packet for a tunneling service using the detected address of the tunnel router.

Tunneling service method and system

A handover apparatus and a handover method performing a fast handover in an environment of various communication networks having different communication standards, the handover method, which is performed in a mobile node (MN) that moves between different types of networks, including determining whether a signal received from a node that connects the MN to a first type network contains network information indicating that the MN moves from the first type network to a second type network; and selectively performing a handover between the first and second type networks based on the determination results. Therefore, the MN can predict whether it moves to a new network, thereby performing a fast handover.

Pyung Soo Kim

Papers

A receding horizon Kalman FIR filter for discrete time-invariant systems

Brief A receding horizon unbiased FIR filter for discrete-time state space models

A receding horizon Kalman FIR filter for linear continuous-time systems

Tunneling service method and system

Handover method and handover apparatus