Multiresolution fusion estimation of dynamic multiscale system subject to nonlinear measurement equation

Authors:
Peiling Cui;Quan Pan;Guizeng Wang;Jianfeng Cui
Affiliations:
Department of Automation, Tsinghua University, Beijing, China;Department of Automatic Control, Northwestern Polytechnical University, Xi'an, Shaanxi, China;Department of Automation, Tsinghua University, Beijing, China;ZhengZhou Institute of Aeronautical Industry Management, Zhengzhou, Henan, China
Venue:
ICIC'05 Proceedings of the 2005 international conference on Advances in Intelligent Computing - Volume Part II
Year:
2005

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Abstract

Fusion of the states of a nonlinear dynamic multiscale system (DMS) on the basis of available noisy measurements is one of the well-known key problems in modern control theory. To the best of our knowledge, all of the previous work focused attention on linear DMS. However, nonlinear DMS has never been investigated. In this paper, modeling and fusion estimation of dynamic multiscale system subject to nonlinear measurement equation is proposed. Haar wavelet is used to link the scales. Monte Carlo simulation results demonstrate that the proposed algorithm is effective and powerful in this kind of nonlinear dynamic multiscale system estimation problem.