<p>Various engineering systems have become rapidly automated and intelligent as sensing, communication, and computing technologies have been increasingly advanced. The dynamical behaviors of such systems have also become complicated as they need to meet requirements on performance and safety in various operating conditions. Due to the heterogeneity in its behaviors for different operating modes, it is not appropriate to use a single dynamical model to describe its dynamics, which motivates the development of the stochastic hybrid system (SHS). The SHS is defined as a dynamical system which contains interacting time-evolving continuous state and event-driven discrete state (also called a mode) with uncertainties. Due to its flexibility and effectiveness, the SHS has been widely used for modeling complex engineering systems in many applications such as air traffic control, sensor networks, biological systems, and etc.</p><p>One of the key research areas related to the SHS is the inference or estimation of the states of the SHS, which is also known as the hybrid state estimation. This task is very challenging because both the continuous and discrete states need to be inferred from noisy measurements generated from mixed time-evolving and event-driven behavior of the SHS. This becomes even more difficult when the dynamical behavior or measurement contains nonlinearity, which is the case in many engineering systems that can be modeled as the SHS.</p><p>This research aims to 1) propose a stochastic nonlinear hybrid system model and develop novel nonlinear hybrid state estimation algorithms that can deal with the aforementioned challenges, and 2) apply them to safety-critical applications in air traffic control systems such as aircraft tracking and estimated time of arrival prediction, and unmanned aircraft system traffic management.</p>

The objective of this thesis is to prove the validity of a multi-area state estimator and investigate the advantages it provides over a serial state estimator. This is done utilizing the IEEE 118 Bus Test System as a sample system. This thesis investigates the benefits that stem from utilizing a multi-area state estimator instead of a serial state estimator. These benefits are largely in the form of increased accuracy and decreased processing time. First, the theory behind power system state estimation is explained for a simple serial estimator. Then the thesis shows how conventional measurements and newer, more accurate PMU measurements work within the framework of weighted least squares estimation. Next, the multi-area state estimator is examined closely and the additional measurements provided by PMUs are used to increase accuracy and computational efficiency. Finally, the multi-area state estimator is tested for accuracy, its ability to detect bad data, and computation time.

State estimation is an important tool for power system monitoring and the present study involves integrating phasor measurement units in the state estimation process. Based on measurements taken throughout the network, the role of a state estimator is to estimate the state variables of the power system while checking that these estimates are consistent with the measurement set. In the case of power system state estimation, the state variables are the voltage phasors at each network bus.\ The classical state estimator currently used is based on SCADA (Supervisory Control and Data Acquisition) measurements. Weaknesses of the SCADA measurement system are the asynchronicity of the measurements, which introduce errors in the state estimation results during dynamic events on the electrical network.\ Wide-area monitoring systems, consisting of a network of Phasor Measurement Units (PMU) provide synchronized phasor measurements, which give an accurate snapshot of the monitored part of the network at a given time. The objective of this thesis is to integrate PMU measurements in the state estimator. The proposed state estimators use PMU measurements exclusively, or both classical and PMU measurements.\ State estimation is particularly useful to filter out measurement noise, detect and eliminate bad data. A sensitivity analysis to measurement errors is carried out for a state estimator using only PMU measurements and a classical state estimator. Measurement errors considered are Gaussian noise, systematic errors and asynchronicity errors. Constraints such as zero injection buses are also integrated in the state estimator. Bad data detection and elimination can be done before the state estimation, as in pre-estimation methods, or after, as in post-estimation methods. For pre-estimation methods, consistency tests are used. Another proposed method is validation of classical measurements by PMU measurements. Post-estimation is applied to a measurement set which has asynchronicity errors. Detection of a systematic error on one measurement in the presence of Gaussian noise is also analysed. \ The state estimation problem can only be solved if the measurements are well distributed over the network and make the network observable. Observability is crucial when trying to solve the state estimation problem. A PMU placement method based on metaheuristics is proposed and compared to an integer programming method. The PMU placement depends on the chosen objective. A given PMU placement can provide full observability or redundancy. The PMU configuration can also take into account the zero injection nodes which further reduce the number of PMUs needed to observe the network. Finally, a method is proposed to determine the order of the PMU placement to gradually extend the observable island. \ State estimation errors can be caused by erroneous line parameter or bad calibration of the measurement transformers. The problem in both cases is to filter out the measurement noise when estimating the line parameters or calibration coefficients and state variables. The proposed method uses many measurement samples which are all integrated in an augmented state estimator which estimates the voltage phasors and the additional parameters or calibration coefficients.

State estimation plays an essential role in the monitoring and control of power transmission systems. In modern, highly inter-connected power systems the state estimation should be performed in a distributed fashion and requires information exchange between the control centers of directly connected systems. Motivated by recent reportson trojans targeting industrial control systems, in this paper we investigate how a single compromised control center can affect the outcome of distributed state estimation. We describe five attack strategies, and evaluate their impact on the IEEE 118 benchmark power system. We show that that even if the state estimation converges despite the attack, the estimate can have up to 30% of error, and bad data detection cannot locate theattack. We also show that if powerful enough, the attack can impede the convergence of the state estimation, and thus it can blind the system operators. Our results show that it is important to provide confidentiality for the measurement data in order to prevent the most powerful attacks. Finally, we discuss a possible way to detect and to mitigate these attacks. / <p>QC 20130522</p>

This thesis presents a novel state estimation structure, a hybrid extended Kalman filter/Kalman filter developed for a skid-steered, six-wheeled, ARGO® all-terrain vehicle (ATV). The ARGO ATV is a teleoperated unmanned ground vehicle (UGV) custom fitted with an inertial measurement unit, wheel encoders and a GPS. In order to enable the ARGO for autonomous applications, the proposed hybrid EKF/KF state estimator strategy is combined with the vehicle’s sensor measurements to estimate key parameters for the vehicle. Field experiments in this thesis reveal that the proposed estimation structure is able to estimate the position, velocity, orientation, and longitudinal slip of the ARGO with a reasonable amount of accuracy. In addition, the proposed estimation structure is well-suited for online applications and can incorporate offline virtual GPS data to further improve the accuracy of the position estimates. The proposed estimation structure is also capable of estimating the longitudinal slip for every wheel of the ARGO, and the slip results align well with the motion estimate findings.

The objective of this thesis is to prove the validity of a multi-area state estimator and investigate the advantages it provides over a serial state estimator. This is done utilizing the IEEE 118 Bus Test System as a sample system. This thesis investigates the benefits that stem from utilizing a multi-area state estimator instead of a serial state estimator. These benefits are largely in the form of increased accuracy and decreased processing time. First, the theory behind power system state estimation is explained for a simple serial estimator. Then the thesis shows how conventional measurements and newer, more accurate PMU measurements work within the framework of weighted least squares estimation. Next, the multi-area state estimator is examined closely and the additional measurements provided by PMUs are used to increase accuracy and computational efficiency. Finally, the multi-area state estimator is tested for accuracy, its ability to detect bad data, and computation time.

Polymerization processes require adequate monitoring to ensure that the final product meets specification. Various on-line measuring techniques have been developed and implemented to track polymer properties in reactors. For most processes, however, on-line measurement cannot be implemented. In other situations, certain polymer properties or states might not be measurable and hence have to be estimated. This work deals with improving an on-line optimization technique and demonstrating its eff ectiveness by sensitivity analysis. In addition, state estimation is used as a tool to reconstruct states that are unavailable for measurement in a styrene and butyl methacrylate batch-fed solution free-radical copolymerization process subject to on-line optimization. A hybrid extended Kalman filter is used to observe the nonlinear dynamic system which is subject to real-time dynamic optimization. With very limited measurement information, the states of the system were reconstructed. Additional unobservable quantities were reconstructed using the process model and estimated states. / Thesis (Master, Chemical Engineering) -- Queen's University, 2009-09-28 16:02:55.974

This thesis presents a novel state estimation structure, a hybrid extended Kalman filter/Kalman filter developed for a skid-steered, six-wheeled, ARGO® all-terrain vehicle (ATV). The ARGO ATV is a teleoperated unmanned ground vehicle (UGV) custom fitted with an inertial measurement unit, wheel encoders and a GPS. In order to enable the ARGO for autonomous applications, the proposed hybrid EKF/KF state estimator strategy is combined with the vehicle’s sensor measurements to estimate key parameters for the vehicle. Field experiments in this thesis reveal that the proposed estimation structure is able to estimate the position, velocity, orientation, and longitudinal slip of the ARGO with a reasonable amount of accuracy. In addition, the proposed estimation structure is well-suited for online applications and can incorporate offline virtual GPS data to further improve the accuracy of the position estimates. The proposed estimation structure is also capable of estimating the longitudinal slip for every wheel of the ARGO, and the slip results align well with the motion estimate findings.

abstract: This study focuses on state estimation of nonlinear discrete time systems with constraints. Physical processes have inherent in them, constraints on inputs, outputs, states and disturbances. These constraints can provide additional information to the estimator in estimating states from the measured output. Recursive filters such as Kalman Filters or Extended Kalman Filters are commonly used in state estimation; however, they do not allow inclusion of constraints in their formulation. On the other hand, computational complexity of full information estimation (using all measurements) grows with iteration and becomes intractable. One way of formulating the recursive state estimation problem with constraints is the Moving Horizon Estimation (MHE) approximation. Estimates of states are calculated from the solution of a constrained optimization problem of fixed size. Detailed formulation of this strategy is studied and properties of this estimation algorithm are discussed in this work. The problem with the MHE formulation is solving an optimization problem in each iteration which is computationally intensive. State estimation with constraints can be formulated as Extended Kalman Filter (EKF) with a projection applied to estimates. The states are estimated from the measurements using standard Extended Kalman Filter (EKF) algorithm and the estimated states are projected on to a constrained set. Detailed formulation of this estimation strategy is studied and the properties associated with this algorithm are discussed. Both these state estimation strategies (MHE and EKF with projection) are tested with examples from the literature. The average estimation time and the sum of square estimation error are used to compare performance of these estimators. Results of the case studies are analyzed and trade-offs are discussed. / Dissertation/Thesis / M.S. Electrical Engineering 2013

Presented is a method for estimating the planar position, velocity, and orientation states of a tagged shark. The method is designed for implementation on an Autonomous Underwater Vehicle (AUV) equipped with a stereo-hydrophone and receiver system that detects acoustic signals transmitted by a tag. The particular hydrophone system used here provides a measurement of relative bearing angle to the tag, but does not provide the sign (+ or -) of the bearing angle. A particle filter was used for fusing measurements over time to produce a state estimate of the tag location. The particle filter combined with an active control system allowed the system to overcome the ambiguity in the sign of the bearing angle. This state estimator was validated by tracking a stationary tag and moving tag with known positions. These experiments revealed state estimate errors were on par with those obtained by manually driven boat based tracking systems, the current method used for tracking fish and sharks over long distances. Final experiments involved the catching, releasing, and an autonomous AUV tracking of a 1 meter leopard shark (Triakis semifasciata) in SeaPlane Lagoon, Los Angeles, California.