Harbin Engineering University

About: Harbin Engineering University is a education organization based out in Harbin, Heilongjiang, China. It is known for research contribution in the topics: Control theory & Computer science. The organization has 31149 authors who have published 27940 publications receiving 276787 citations. The organization is also known as: HEU.

Interval Estimation Methods for Discrete-Time Linear Time-Invariant Systems

Abstract: This paper investigates interval estimation methods for discrete-time linear time-invariant systems. We propose a novel interval estimation method by integrating robust observer design with reachability analysis. By introducing $H_{\infty }$ design into interval estimation, the proposed method is effective in improving the accuracy of interval estimation. Moreover, the comparisons and relationships between the existing methods and the proposed method are discussed in detail. Finally, simulation results are presented to demonstrate the effectiveness of the proposed method.

Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise

Abstract: In this paper, we investigate the state estimation problem of nonlinear systems with non-Gaussian measurement noise. Based on a newly defined cost function which is obtained by a combination of weighted least square (WLS) and maximum correntropy criterion (MCC), we derive our maximum correntropy unscented Kalman filter (MCUKF) and the corresponding maximum correntropy unscented information filter (MCUIF). Comparing with existing MCUKF, our MCUKF avoids the numerical problem occurred when the measurements contain large outliers, and can obtain similar or even better estimation results. When the kernel bandwidth goes infinity, we prove that our MCUKF and MCUIF will converge to UKF and UIF, respectively, while existing MCUIF will not in this case and it generally has poor estimation accuracy as well. Two typical nonlinear models are used to illustrate the advantages of our proposed algorithms.