This paper focuses on fixed-interval smoothing for stochastic hybrid systems.When the truth-mode mismatch is encountered,existing smoothing methods based on fixed structure of model-set have significant performance de...This paper focuses on fixed-interval smoothing for stochastic hybrid systems.When the truth-mode mismatch is encountered,existing smoothing methods based on fixed structure of model-set have significant performance degradation and are inapplicable.We develop a fixedinterval smoothing method based on forward-and backward-filtering in the Variable Structure Multiple Model(VSMM)framework in this paper.We propose to use the Simplified Equivalent model Interacting Multiple Model(SEIMM)in the forward and the backward filters to handle the difficulty of different mode-sets used in both filters,and design a re-filtering procedure in the model-switching stage to enhance the estimation performance.To improve the computational efficiency,we make the basic model-set adaptive by the Likely-Model Set(LMS)algorithm.It turns out that the smoothing performance is further improved by the LMS due to less competition among models.Simulation results are provided to demonstrate the better performance and the computational efficiency of our proposed smoothing algorithms.展开更多
The variable-structure multiple-model（VSMM）approach,one of the multiple-model（MM）methods,is a popular and effective approach in handling problems with mode uncertainties.The model sequence set adaptation（MSA）is ...The variable-structure multiple-model（VSMM）approach,one of the multiple-model（MM）methods,is a popular and effective approach in handling problems with mode uncertainties.The model sequence set adaptation（MSA）is the key to design a better VSMM.However,MSA methods in the literature have big room to improve both theoretically and practically.To this end,we propose a feedback structure based entropy approach that could fnd the model sequence sets with the smallest size under certain conditions.The fltered data are fed back in real time and can be used by the minimum entropy（ME）based VSMM algorithms,i.e.,MEVSMM.Firstly,the full Markov chains are used to achieve optimal solutions.Secondly,the myopic method together with particle flter（PF）and the challenge match algorithm are also used to achieve sub-optimal solutions,a trade-off between practicability and optimality.The numerical results show that the proposed algorithm provides not only refned model sets but also a good robustness margin and very high accuracy.展开更多
基金supported in part by the National Natural Science Foundation of China(No.61773306)the National Key Research and Development Plan,China(Nos.2021YFC2202600 and 2021YFC2202603)。
文摘This paper focuses on fixed-interval smoothing for stochastic hybrid systems.When the truth-mode mismatch is encountered,existing smoothing methods based on fixed structure of model-set have significant performance degradation and are inapplicable.We develop a fixedinterval smoothing method based on forward-and backward-filtering in the Variable Structure Multiple Model(VSMM)framework in this paper.We propose to use the Simplified Equivalent model Interacting Multiple Model(SEIMM)in the forward and the backward filters to handle the difficulty of different mode-sets used in both filters,and design a re-filtering procedure in the model-switching stage to enhance the estimation performance.To improve the computational efficiency,we make the basic model-set adaptive by the Likely-Model Set(LMS)algorithm.It turns out that the smoothing performance is further improved by the LMS due to less competition among models.Simulation results are provided to demonstrate the better performance and the computational efficiency of our proposed smoothing algorithms.
基金supported in part by National Basic Research Program of China(No.2012CB821200)in part by the National Natural Science Foundation of China(No.61174024)
文摘The variable-structure multiple-model（VSMM）approach,one of the multiple-model（MM）methods,is a popular and effective approach in handling problems with mode uncertainties.The model sequence set adaptation（MSA）is the key to design a better VSMM.However,MSA methods in the literature have big room to improve both theoretically and practically.To this end,we propose a feedback structure based entropy approach that could fnd the model sequence sets with the smallest size under certain conditions.The fltered data are fed back in real time and can be used by the minimum entropy（ME）based VSMM algorithms,i.e.,MEVSMM.Firstly,the full Markov chains are used to achieve optimal solutions.Secondly,the myopic method together with particle flter（PF）and the challenge match algorithm are also used to achieve sub-optimal solutions,a trade-off between practicability and optimality.The numerical results show that the proposed algorithm provides not only refned model sets but also a good robustness margin and very high accuracy.
