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Communication Dans Un Congrès Année : 2014

Probabilistic and Set-based Model Invalidation and Estimation using LMIs

Résumé

Probabilistic and set-based methods are two approaches for model invalidation, parameter and state estimation. Both classes of methods use different types of data, \ie deterministic or probabilistic data, which allow different statements and applications. Ideally, however, all available data should be used in estimation and model invalidation methods. This paper presents an estimation and model invalidation framework combining set-based and probabilistically uncertain data for polynomial continuous-time systems. In particular, uncertain data on the moments and the support is used without the need to make explicit assumptions on the type of probability densities. The paper derives pointwise-in-time outer approximations of the moments of the probability densities associated with the states and parameters of the system. These approximations can be interpreted as guaranteed confidence intervals for the moment estimates. Furthermore, guaranteed bounds on the probability masses on subsets are derived and allow an estimation of the unknown probability densities. To calculate the estimates, the dynamics of the probability densities of the state trajectories are found by occupation measures of the nonlinear dynamics. This allows the construction of an infinite-dimensional linear program which incorporates the set- and moment-based data. This linear program is relaxed by a hierarchy of LMI problems providing, as shown elsewhere, an almost uniformly convergent sequence of outer approximations of the estimated sets. The approach is demonstrated with numerical examples.
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Dates et versions

hal-00910264 , version 1 (27-11-2013)

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Stefan Streif, Didier Henrion, Rolf Findeisen. Probabilistic and Set-based Model Invalidation and Estimation using LMIs. 19th World Congress of the International Federation of Automatic Control (IFAC 2014), Aug 2014, Le Cap, South Africa. 15p. ; Paper TuB14.3. ⟨hal-00910264⟩
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