文章基本信息

标题：State estimation of a benchmark two-tank problem: A Carleman linearization approach
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作者：Dhruvi S. Bhatt ; Shambhu N. Sharma
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2020
卷号：53
期号：2
页码：2311-2316
DOI：10.1016/j.ifacol.2020.12.021
语种：English
出版社：Elsevier
摘要：AbstractThe two-tank problem is often considered as a challenging benchmark problem of process control, owing to its non-linear nature and non-minimum phase behavior. Non-linearity arises due to the dependence of non-linear outlet flow associated with the tank level. Hence, it is significant to investigate the dynamics of the system. This paper utilizes a novel idea of transforming the non-linear Stochastic Differential Equations (SDEs) to an appropriate form of the SDEs that preserves non-linear effects. In this paper, first, the Carleman linearization technique is explored to arrive at the bi-linearized two-tank SDEs. Then, we utilize the Fokker-Planck equation for the estimation of the bi-linearized two-tank problem. The theoretical results corroborated with numerical simulations highlight the effectiveness of the proposed Carleman linearization-based estimation method in contrast to the benchmark EKF-prediction method, i.e. without observation.
关键词：KeywordsState estimationCarleman linearizationKronecker productItôStochastic differential ruleFokker-Planck equationtwo-tank system