A recursive state estimator in the presence of sta

Authors: Mohamed Fahim Hassan Mohamed Zribi Hamed M K Alazemi

Publish Date: 2011/04/02

Volume: 9, Issue: 2, Pages: 237-248

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Abstract

This paper proposes an optimal recursive estimator to estimate the states of a stochastic discrete time linear dynamic system when the states of the system are constrained with inequality constraints The case when the constraints are strictly satisfied is treated independently from the case when some of the constraints are violated For the first case the well known Kalman filter estimator is used In the second case an algorithm which uses a series of successive orthogonalizations on the measurement subspaces is employed to obtain the optimal estimate It is shown that the proposed estimator has several attractive properties such that it is an unbiased estimator More importantly compared to other estimator found in the literature the proposed estimator needs less computational efforts is numerically more stable and it leads to a smaller variance To show the effectiveness of the proposed estimator several simulation results are presented and discussedMohamed Fahim Hassan was born in Cairo Egypt on June 21 1947 He received his BSc and MSc degrees in Electrical Engineering from Cairo University Faculty of Engineering Cairo Egypt in 1970 and 1973 respectively and his DSc Doctor d’Etat in Systems Science and Automatic Control from Paul Sabatier University Toulouse France in 1978 He has been a faculty member in Electronics and Communication Department Faculty of Engineering Cairo University since 1978 till now where he held the positions of Assistant Professor from 1978 to 1983 Associate Professor from 1983 to 1988 and Professor from 1988 till now Currently he is on leave from Cairo University and joined Kuwait University where he is a Professor of Control Engineering in College of Engineering and Petroleum Prof Hassan was also the Coordinator and Assistant Director of the Computer Education Program Department of Public Service The American University in Cairo from 1985 to 1994 He was the recipient of many outstanding research prizes and medals from Egypt and USA His research activities are in the areas of large scale systems optimization theory stochastic control theory estimation theory and adaptive control In addition to that he supervised many projects sponsored by Egyptian government and USAid Prof Hassan is a coauthor of one book author of many book chapters and encyclopedia chapters Moreover he is an author and coauthor of more than 150 technical papers in most of the international journals and conferences Prof Hassan is a reviewer of many international journals and conferencesMohamed Zribi obtained his BS degree in Electrical Engineering Magna Cum Laude Honors in 1985 from the University of Houston Houston Texas He received his MSEE and PhD degrees in Electrical Engineering in 1987 and 1992 from Purdue University West Lafayette Indiana He held a faculty position in the School of Electrical Engineering Nanyang Technological University Singapore from 1992 till 1998 He is currently a professor in the Electrical Engineering Department College of Engineering Petroleum Kuwait University His research interests are in nonlinear control adaptive control control applications and roboticsHamed M K Alazemi received his BSc and MS degrees in Electrical Engineering from Washington University Saint Louis in 1992 and 1994 respectively and his PhD degree from the University of Washington Seattle in 2000 He is currently an associate professor at the Computer Engineering Department at Kuwait University where his research interests include analysis/design of Computer communication network His recent research emphasis includes control and communication design routing in WDM networks and stochastic performance evaluation and combinatorial optimization

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