Dissertations / Theses on the topic 'Constrained state estimation'

Thesis (Ph. D.)--University of California, San Diego, 2006.
Title from first page of PDF file (viewed May 3, 2006). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 106-110).

Model based control schemes, such as nonlinear model predictive control, assume that the full state vector of the plant is known for feedback control. However, in reality this is not always true. Most times only a set of noisy measurements are available, and thus, the unmeasured states need to be inferred from these measurements. This is done in combination with a detailed model of the system. The most common nonlinear state estimation methods do not have a means to deal with bounds or constraints on the states in an efficient or systematical way. These bounds and constraints are important in chemical engineering processes since states usually have physical meaning, for example, concentrations, molecular weights, and conversions are always positive. Therefore, state estimates must be physically feasible. Since Moving Horizon Estimation (MHE) is optimization based it has become a superior strategy for constrained state estimation because bounds are handled optimally by theNonlinear Programming (NLP) solver. In the presentworkwe develop strategies for MHE based on NLP sensitivity to reduce the on-line computational expense of solving these problems. These formulations are intended to make the on-line application of MHE feasible, by reducing the potential of delays due to the computational expense of solving the associated NLP. Here we discuss two approaches to update certain tuning parameters in MHE: one of them allows us to reduce the size of the NLP that is being solved, while the other provides a fast approximation of the covariance of the initial condition. The former method is only suitable for small and medium sized problems, while the latter one is better suited for large-scale systems. Additionally, we also discuss NLP sensitivity theory and extensions that apply to the Interior Point solver we use (i.e., IPOPT). With these extensions we are able to develop fast on-line strategies for NMPC and MHE. However, in this work we focus only in the application of these developments to the latter. To reduce the horizon window we propose methods to approximate the initial condition parameters based on particle filters and sample based statistics to approximate the conditional probability density function (or its parameters) of the initial condition of the states in the MHE horizon window (i.e., the so-called arrival cost). As mentioned above, this approach is suitable mostly for only certain classes of systems that have few states or almost Gaussian behaviors. Therefore,we also develop othermethods for on-lineMHE suitable for large-scale systems that usesmoremeasurements to reduce any effects of the simplifications done to approximate the initial condition terms. Thus, using NLP sensitivity we develop strategies that leverage the parametric properties of the MHE problem to formulate fast on-line methods applicable to large-scale systems. Moreover, using NLP sensitivity also allows us to relate the optimality conditions of the associated NLP problem to the stochastic origin of MHE. For example, we show the relationship of the covariance of the state estimates with the reduced Hessian matrix of the NLP. This information can also be used to update the parameters if the initial condition penalty term. Moreover, we also discuss the use of Robust M-Estimators to reduce the effects of outliers or gross errors in the measurements. Finally, we illustrate the use and benefits of these strategies through several small and large-scale examples taken from the literature.

Les algorithmes distribués sont dorénavant présents dans de nombreux aspects de l'Automatique avec des applications pour des systèmes multi-robots, des réseaux de capteurs, couvrant des sujets tels que la commande, l'estimation d'état, la détection de défauts, la détection et l'atténuation des cyberattaques sur les systèmes cyber-physiques, etc. En effet, les systèmes distribués sont confrontés à des problèmes tels que l'extensibilité à un grand nombre d'agents et la communication entre eux. Dans les applications de systèmes multi-agents (par exemple, flotte de robots mobiles, réseaux de capteurs), il est désormais courant de concevoir des algorithmes d'estimation d'état de manière distribuée afin que les agents puissent accomplir leurs tâches sur la base de certaines informations partagées au sein de leur voisinage. Dans le cas de missions de surveillance, un réseau de capteurs statique et à faible coût (par exemple, caméras) pourrait ainsi être déployé pour localiser de manière distribuée des intrus dans une zone donnée. Dans ce contexte, l'objectif principal de cette thèse est de concevoir des observateurs distribués pour estimer l'état d'un système dynamique (par exemple, flotte de robots intrus) avec une charge de calcul réduite tout en gérant efficacement les contraintes et les incertitudes. Cette thèse propose de nouveaux algorithmes d'estimation distribuée à horizon glissant avec une pré-estimation de type Luenberger dans la formulation du problème local résolu par chaque capteur, entraînant une réduction significative du temps de calcul, tout en préservant la précision de l'estimation. En outre, ce manuscrit propose une stratégie de consensus pour améliorer le temps de convergence des estimations entre les capteurs sous des conditions de faible observabilité (par exemple, des véhicules intrus non visibles par certaines caméras). Une autre contribution concerne l'amélioration de la convergence de l'erreur d'estimation en atténuant les problèmes de non observabilité à l'aide d'un mécanisme de diffusion de l'information sur plusieurs pas (appelé "l-step") entre voisinages. L'estimation distribuée proposée est conçue pour des scénarios réalistes de systèmes à grande échelle impliquant des mesures sporadiques (c'est-à-dire disponibles à des instants a priori inconnus). À cette fin, les contraintes sur les mesures (par exemple, le champ de vision de caméras) sont incorporées dans le problème d'optimisation à l'aide de paramètres binaires variant dans le temps. L'algorithme développé est implémenté sous le middleware ROS (Robot Operating System) et des simulations réalistes sont faites à l'aide de l'environnement Gazebo. Une validation expérimentale de la technique de localisation proposée est également réalisée pour un système multi-véhicules (SMV) à l'aide d'un réseau de capteurs statiques composé de caméras à faible coût qui fournissent des mesures sur les positions d'une flotte de robots mobiles composant le SMV. Les algorithmes proposés sont également comparés à des résultats de la littérature en considérant diverses métriques telles que le temps de calcul et la précision des estimées
Distributed algorithms have pervaded many aspects of control engineering with applications for multi-robot systems, sensor networks, covering topics such as control, state estimation, fault detection, cyber-attack detection and mitigation on cyber-physical systems, etc. Indeed, distributed schemes face problems like scalability and communication between agents. In multi-agent systems applications (e.g. fleet of mobile robots, sensor networks) it is now common to design state estimation algorithms in a distributed way so that the agents can accomplish their tasks based on some shared information within their neighborhoods. In surveillance missions, a low-cost static Sensor Network (e.g. with cameras) could be deployed to localize in a distributed way intruders in a given area. In this context, the main objective of this work is to design distributed observers to estimate the state of a dynamic system (e.g. a multi-robot system) that efficiently handle constraints and uncertainties but with reduced computation load. This PhD thesis proposes new Distributed Moving Horizon Estimation (DMHE) algorithms with a Luenberger pre-estimation in the formulation of the local problem solved by each sensor, resulting in a significant reduction of the computation time, while preserving the estimation accuracy. Moreover, this manuscript proposes a consensus strategy to enhance the convergence time of the estimates among sensors while dealing with weak unobservability conditions (e.g. vehicles not visible by some cameras). Another contribution concerns the improvement of the convergence of the estimation error by mitigating unobservability issues by using a l-step neighborhood information spreading mechanism. The proposed distributed estimation is designed for realistic large-scale systems scenarios involving sporadic measurements (i.e. available at time instants a priori unknown). To this aim, constraints on measurements (e.g. camera field of view) are embodied using time-varying binary parameters in the optimization problem. Both realistic simulations within the Robot Operating System (ROS) framework and Gazebo environment, as well as experimental validation of the proposed DMHE localization technique of a Multi-Vehicle System (MVS) with ground mobile robots are performed, using a static Sensor Network composed of low-cost cameras which provide measurements on the positions of the robots of the MVS. The proposed algorithms are compared to previous results from the literature, considering several metrics such as computation time and accuracy of the estimates

This dissertation consists of two main parts. One is about state estimation with two types of unconventional measurements and the other is about two types of network-induced state estimation problems. The two types of unconventional measurements considered are noise-free measurements and set measurements. State estimation with them has numerous real supports. For state estimation with noisy and noise-free measurements, two sequential forms of the batch linear minimum mean-squared error (LMMSE) estimator are obtained to reduce the computational complexity. Inspired by the estimation with quantized measurements developed by Curry [28], under a Gaussian assumption, the minimum mean-squared error (MMSE) state estimator with point measurements and set measurements of any shape is proposed by discretizing continuous set measurements. State estimation under constraints, which are special cases of the more general framework, has some interesting properties. It is found that under certain conditions, although constraints are indispensable in the evolution of the state, update by treating them as measurements is redundant in filtering. The two types of network-induced estimation problems considered are optimal state estimation in the presence of multiple packet dropouts and optimal distributed estimation fusion with transformed data. An alternative form of LMMSE estimation in the presence of multiple packet dropouts, which can overcome the shortcomings of two existing ones, is proposed first. Then under a Gaussian assumption, the MMSE estimation is also obtained based on a hard decision by comparing the measurements at two consecutive time instants. It is pointed out that if this comparison is legitimate, our simple MMSE solution largely nullifies existing work on this problem. By taking linear transformation of the raw measurements received by each sensor, two optimal distributed fusion algorithms are proposed. In terms of optimality, communication and computational requirements, three nice properties make them attractive.

The research conducted in this dissertation is divided into two main parts. The first part provides further improvements in power system state estimation and the second part implements Contingency Constrained Optimal Power Flow (CCOPF) in a stochastic multiple contingency framework. As a real-time application in modern power systems, the existing Newton-QR state estimation algorithms are too slow and too fragile numerically. This dissertation presents a new and more robust method that is based on trust region techniques. A faster method was found among the class of Krylov subspace iterative methods, a robust implementation of the conjugate gradient method, called the LSQR method. Both algorithms have been tested against the widely used Newton-QR state estimator on the standard IEEE test networks. The trust region method-based state estimator was found to be very reliable under severe conditions (bad data, topological and parameter errors). This enhanced reliability justifies the additional time and computational effort required for its execution. The numerical simulations indicate that the iterative Newton-LSQR method is competitive in robustness with classical direct Newton-QR. The gain in computational efficiency has not come at the cost of solution reliability. The second part of the dissertation combines Sequential Quadratic Programming (SQP)-based CCOPF with Monte Carlo importance sampling to estimate the operating cost of multiple contingencies. We also developed an LP-based formulation for the CCOPF that can efficiently calculate Locational Marginal Prices (LMPs) under multiple contingencies. Based on Monte Carlo importance sampling idea, the proposed algorithm can stochastically assess the impact of multiple contingencies on LMP-congestion prices.

L'autonomie d'un engin aérospatial requière de disposer d'une boucle de navigation-guidage-pilotage efficace et sûre. Cette boucle intègre des filtres estimateurs et des lois de commande qui doivent dans certains cas s'accommoder de non-linéarités sévères et être capables d'exploiter des mesures ambiguës. De nombreuses approches ont été développées à cet effet et parmi celles-ci, les approches particulaires présentent l'avantage de pouvoir traiter de façon unifiée des problèmes dans lesquels les incertitudes d’évolution du système et d’observation peuvent être soumises à des lois statistiques quelconques. Cependant, ces approches ne sont pas exemptes de défauts dont le plus important est celui du coût de calcul élevé. D'autre part, dans certains cas, ces méthodes ne permettent pas non plus de converger vers une solution acceptable. Des adaptations récentes de ces approches, combinant les avantages du particulaire tel que la possibilité d'extraire la recherche d'une solution d'un domaine local de description et la robustesse des approches ensemblistes, ont été à l'origine du travail présenté dans cette thèse.Cette thèse présente le développement d’un algorithme d’estimation d’état, nommé le Box Regularised Particle Filter (BRPF), ainsi qu’un algorithme de commande, le Box Particle Control (BPC). Ces algorithmes se basent tous deux sur l’utilisation de mixtures de noyaux bornés par des boites (i.e., des vecteurs d’intervalles) pour décrire l’état du système sous la forme d’une densité de probabilité multimodale. Cette modélisation permet un meilleur recouvrement de l'espace d'état et apporte une meilleure cohérence entre la prédite et la vraisemblance. L’hypothèse est faite que les incertitudes incriminées sont bornées. L'exemple d'application choisi est la navigation par corrélation de terrain qui constitue une application exigeante en termes d'estimation d'état.Pour traiter des problèmes d’estimation ambiguë, c’est-à-dire lorsqu’une valeur de mesure peut correspondre à plusieurs valeurs possibles de l’état, le Box Regularised Particle Filter (BRPF) est introduit. Le BRPF est une évolution de l’algorithme de Box Particle Filter (BPF) et est doté d’une étape de ré-échantillonnage garantie et d’une stratégie de lissage par noyau (Kernel Regularisation). Le BRPF assure théoriquement une meilleure estimation que le BPF en termes de Mean Integrated Square Error (MISE). L’algorithme permet une réduction significative du coût de calcul par rapport aux approches précédentes (BPF, PF). Le BRPF est également étudié dans le cadre d’une intégration dans des architectures fédérées et distribuées, ce qui démontre son efficacité dans des cas multi-capteurs et multi-agents.Un autre aspect de la boucle de navigation–guidage-pilotage est le guidage qui nécessite de planifier la future trajectoire du système. Pour tenir compte de l'incertitude sur l'état et des contraintes potentielles de façon versatile, une approche nommé Box Particle Control (BPC) est introduite. Comme pour le BRPF, le BPC se base sur des mixtures de noyaux bornés par des boites et consiste en la propagation de la densité d’état sur une trajectoire jusqu’à un certain horizon de prédiction. Ceci permet d’estimer la probabilité de satisfaire les contraintes d’état au cours de la trajectoire et de déterminer la séquence de futures commandes qui maintient cette probabilité au-delà d’un certain seuil, tout en minimisant un coût. Le BPC permet de réduire significativement la charge de calcul
State estimation and trajectory planning are two crucial functions for autonomous systems, and in particular for aerospace vehicles.Particle filters and sample-based trajectory planning have been widely considered to tackle non-linearities and non-Gaussian uncertainties.However, these approaches may produce erratic results due to the sampled approximation of the state density.In addition, they have a high computational cost which limits their practical interest.This thesis investigates the use of box kernel mixtures to describe multimodal probability density functions.A box kernel mixture is a weighted sum of basic functions (e.g., uniform kernels) that integrate to unity and whose supports are bounded by boxes, i.e., vectors of intervals.This modelling yields a more extensive description of the state density while requiring a lower computational load.New algorithms are developed, based on a derivation of the Box Particle Filter (BPF) for state estimation, and of a particle based chance constrained optimisation (Particle Control) for trajectory planning under uncertainty.In order to tackle ambiguous state estimation problems, a Box Regularised Particle Filter (BRPF) is introduced.The BRPF consists of an improved BPF with a guaranteed resampling step and a smoothing strategy based on kernel regularisation.The proposed strategy is theoretically proved to outperform the original BPF in terms of Mean Integrated Square Error (MISE), and empirically shown to reduce the Root Mean Square Error (RMSE) of estimation.BRPF reduces the computation load in a significant way and is robust to measurement ambiguity.BRPF is also integrated to federated and distributed architectures to demonstrate its efficiency in multi-sensors and multi-agents systems.In order to tackle constrained trajectory planning under non-Gaussian uncertainty, a Box Particle Control (BPC) is introduced.BPC relies on an interval bounded kernel mixture state density description, and consists of propagating the state density along a state trajectory at a given horizon.It yields a more accurate description of the state uncertainty than previous particle based algorithms.A chance constrained optimisation is performed, which consists of finding the sequence of future control inputs that minimises a cost function while ensuring that the probability of constraint violation (failure probability) remains below a given threshold.For similar performance, BPC yields a significant computation load reduction with respect to previous approaches

La résolution d'un problème d'estimation de l'état d'un système nécessite de disposer d'un modèle régissant l'évolution des variables d'état et de mesurer de manière directe ou indirecte l'ensemble ou une partie de ces variables d'état. Les travaux exposés dans ce mémoire de thèse portent sur la problématique d'estimation en présence de méconnaissances de modèle et de pertes de capteurs. La première partie de ce travail constitue la synthèse d'un dispositif d'estimation d'état pour systèmes non linéaires. Cela consiste à sélectionner un estimateur d'état et convenablement le régler, puis à concevoir algorithmiquement, à partir d'un critère introduit pour la circonstance, une redondance matérielle visant à compenser la perte de certains capteurs. La seconde partie de ce travail porte sur la conception, à l'aide de la variance d'Allan, d'un sous-modèle permettant de compenser les incertitudes d'un modèle d'état, ce sous-modèle étant utilisable par un filtre de Kalman. Ce travail a été exploité pour tenir compte de dérives gyroscopiques dans le cadre d'une navigation inertielle hybridée avec des mesures GPS par un filtre de Kalman contraint. Les résultats obtenus, issus d'expériences sur deux trajectoires d'avion, ont montré un comportement sain et robuste de l'approche proposée
To solve the problem of estimating the state of a system, it is necessary to have at one's disposal a model governing the dynamic of the state variables and to measure directly or indirectly all or a part of these variables. The work presented in this thesis deals with the estimation issue in the presence of model uncertainties and sensor losses. The first part of this work represents the synthesis of a state estimation device for nonlinear systems. It consists in selecting a state estimator and properly tuning it. Then, thanks to a criterion introduced for the occasion, it consists in algorithmically designing a hardware redundancy aiming at compensating for some sensor losses. The second part of this work deals with the conception of a sub-model compensating for some model uncertainties. This sub-model, designed by using the Allan variance, is usable by a Kalman filter. This work has been used to take into account some gyroscopical drifts in a GPS-INS integrated navigation based on a constrained Kalman filter. The results obtained, coming from experiments on two plane trajectories, showed a safe and robust behaviour of the proposed method

In this thesis, we first show that the performance of ranking and selection (R&S) procedures in steady-state simulations depends highly on the quality of the variance estimates that are used. We study the performance of R&S procedures using three variance estimators --- overlapping area, overlapping Cramer--von Mises, and overlapping modified jackknifed Durbin--Watson estimators --- that show better long-run performance than other estimators previously used in conjunction with R&S procedures for steady-state simulations. We devote additional study to the development of the new overlapping modified jackknifed Durbin--Watson estimator and demonstrate some of its useful properties. Next, we consider the problem of finding the best simulated system under a primary performance measure, while also satisfying stochastic constraints on secondary performance measures, known as constrained ranking and selection. We first present a new framework that allows certain systems to become dormant, halting sampling for those systems as the procedure continues. We also develop general procedures for constrained R&S that guarantee a nominal probability of correct selection, under any number of constraints and correlation across systems. In addition, we address new topics critical to efficiency of the these procedures, namely the allocation of error between feasibility check and selection, the use of common random numbers, and the cost of switching between simulated systems.

La modélisation des systèmes dynamiques requiert la prise en compte d'incertitudes liées à l'existence inévitable de bruits (bruits de mesure, bruits sur la dynamique), à la méconnaissance de certains phénomènes perturbateurs mais également aux incertitudes sur la valeur des paramètres (spécification de tolérances, phénomène de vieillissement). Alors que certaines de ces incertitudes se prêtent bien à une modélisation de type statistique comme par exemple les bruits de mesure, d'autres se caractérisent mieux par des bornes, sans autre attribut. Dans ce travail de thèse, motivés par les observations ci-dessus, nous traitons le problème de l'intégration d'incertitudes statistiques et à erreurs bornées pour les systèmes linéaires à temps discret. Partant du filtre de Kalman Intervalle (noté IKF) développé dans [Chen 1997], nous proposons des améliorations significatives basées sur des techniques récentes de propagation de contraintes et d'inversion ensembliste qui, contrairement aux mécanismes mis en jeu par l'IKF, permettent d'obtenir un résultat garanti tout en contrôlant le pessimisme de l'analyse par intervalles. Cet algorithme est noté iIKF. Le filtre iIKF a la même structure récursive que le filtre de Kalman classique et délivre un encadrement de tous les estimés optimaux et des matrices de covariance possibles. L'algorithme IKF précédent évite quant à lui le problème de l'inversion des matrices intervalles, ce qui lui vaut de perdre des solutions possibles. Pour l'iIKF, nous proposons une méthode originale garantie pour l'inversion des matrices intervalle qui couple l'algorithme SIVIA (Set Inversion via Interval Analysis) et un ensemble de problèmes de propagation de contraintes. Par ailleurs, plusieurs mécanismes basés sur la propagation de contraintes sont également mis en oeuvre pour limiter l'effet de surestimation due à la propagation d'intervalles dans la structure récursive du filtre. Un algorithme de détection de défauts basé sur iIKF est proposé en mettant en oeuvre une stratégie de boucle semi-fermée qui permet de ne pas réalimenter le filtre avec des mesures corrompues par le défaut dès que celui-ci est détecté. A travers différents exemples, les avantages du filtre iIKF sont exposés et l'efficacité de l'algorithme de détection de défauts est démontré.

In this thesis, we first present a variance estimation technique based on the standardized time series methodology for steady-state simulations. The proposed variance estimator has competitive bias and variance compared to the existing estimators in the literature. We also present the technique of rebatching to further reduce the bias and variance of our variance estimator. Second, we present two fully sequential indifference-zone procedures to select the best system from a number of competing simulated systems when best is defined by the maximum or minimum expected performance. These two procedures have parabola shaped continuation regions rather than the triangular continuation regions employed in several papers. The rocedures we present accommodate unequal and unknown ariances across systems and the use of common random numbers. However, we assume that basic observations are independent and identically normally distributed. Finally, we present procedures for finding a set of feasible or near-feasible systems among a finite number of simulated systems in the presence of multiple stochastic constraints, especially when the number of systems or constraints is large.

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O presente trabalho tem por objetivo apresentar uma nova metodologia para estimação estática de estados em sistemas de distribuição de energia elétrica que estima as correntes nos ramos como variáveis de estado utilizando medições de tensão e corrente de ramo fasoriais oriundas de unidades de medição fasorial (Phasor Measurement Units - PMUs). A metodologia consiste em resolver um problema de otimização não linear minimizando uma função objetivo quadrática associada com as medições e estados estimados sujeito às restrições de carga das barras da rede que não apresentam PMUs instaladas baseadas em dados históricos, sendo esta a principal contribuição deste trabalho. Uma proposta de alocação de PMUs também é apresentada e que consiste em alocar duas unidades em cada ramificação do sistema, uma no começo e outra no final do trecho, procurando utilizar o menor número possível e que não comprometa a qualidade dos estados estimados. A resolução do problema de otimização é realizada de duas formas, através da ‘toolbox fmincon’ do software Matlab, que é uma ferramenta muito utilizada na resolução de problemas de otimização, e através da implementação computacional do Método de Pontos Interiores com Barreira de Segurança (Safety Barrier Interior Point Method - SFTB - IPM) proposto na literatura utilizada. Durante o processo de estimação de estados são utilizadas medidas obtidas através de um fluxo de potência que simulam as PMUs instaladas nos sistemas analisados variando o carregamento de cada sistema em torno da sua média histórica de carga até atingir os limites superior e inferior estabelecidos, sendo verificado o comportamento do estimador de estados perante a ocorrência de ruídos brancos nas medidas de todos os sistemas analisados. Foram analisados um sistema de distribuição tutorial de 15 barras e três sistemas encontrados na literatura contendo 33, 50 e 70 barras respectivamente. No sistema tutorial e no de 70 barras foram incluídas unidades de geração distribuída para se verificar o comportamento do estimador de estados. Todos os resultados do processo de estimação de estados são obtidos com os dois métodos de resolução apresentados e são comparados o desempenho de cada método, principalmente em relação ao tempo computacional. Todos os resultados obtidos foram validados usando um programa de fluxo de potência convencional e apresentam boa precisão com valor de função objetivo baixo mesmo na presença de ruídos nas medidas refletindo de maneira confiável o real estado do sistema de distribuição, o que torna a metodologia proposta atraente.
This work aims at presenting a new methodology for static state estimation in electric power distribution systems which estimates the branch currents as state variables using voltage measurements and current phasor branch obtained from phasor measurement units (Phasor Measurement Units - PMUs). The methodology consists of solving a nonlinear optimization problem minimizing a quadratic objective function associated with the estimated measurements and states, subject to load constraints for the non monitored loads based on historical data, which is the main contribution of this work. A PMU allocation strategy is presented which consists of allocating two PMUs for each system branch, one at the beginning and another at the end, trying to use as little PMUs as possible in such a way that the quality of the estimated states are not compromised. The solution of the optimization problem is obtained through two ways, the first is the toolbox ‘fmincon’ from Matlab solver software which is a widely used tool in the optimization problem. The second is a computer implementation of interior point method with security barrier (SFTB - IPM) proposed in the literature. Comparisons of computing times and results obtained with both methods are shown. A power flow program is used to obtain the voltages and branch currents in order to emulate the PMUs data in the state estimation process. Additionaly the non monitored loads are varied from the minimum bounds to their maximum, allowing white noise errors from the PMUs measurements. A tutorial test system of 15 buses is fully explored and three IEEE test systems of 33, 50 and 70 buses are used to show the effectiveness of the proposed methodology. For the tutorial and 70 bus systems, distribued generation units were included to see the state estimator behavior. All results from the state estimation process are obtained considering the two presented solving methods and the computing times performance compared. The results obtained were validated using a conventional power flow program and have good accuracy with low objective function value even in the presence of white noise errors in the measurements reflecting the reliability of the proposed methodology, making it very attractive for distribution system monitoring.

This thesis develops an advanced battery monitoring and control system based on the electrochemical principles that govern lithium-ion battery dynamics. This work is motivated by the need of having safer and better energy storage systems for all kind of applications, from small scale portable electronics to large scale renewable energy storage. In this context, lithium-ion batteries have become the enabling technology for energy autonomy in appliances (e.g. mobile phone, electric vehicle) and energy self-consumption in households. However, batteries are oversized and pricey, might be unsafe, are slow to charge and may not equalize the lifetime of the application they are intended to power. This work tackles these different issues.This document first introduces the general context of the battery management problem, as well as the particular issues that arise when modeling, supervising and controlling the battery short-term and long-term operation. Different solutions coming from the literature are reviewed, and several standard tools borrowed from control theory are exposed. Then, starting by well-known contributions in electrochemical modeling, we proceed to develop reduced-order models for the battery operation including degradation mechanisms, that are highly descriptive of the real phenomena taking place. This modeling framework is the cornerstone of all the monitoring and control development that follows.Next, we derive a battery diagnosis system with a twofold objective. First, indicators for internal faults affecting the battery state-of-health are obtained. Secondly, detection and isolation of sensor faults is achieved. Both tasks rely on state observers designed from electrochemical models to perform state estimation and residual generation. Whereas the former solution resorts to system identification techniques for health monitoring, the latter solution exploits fault diagnosis for instrumentation assessment.We then develop a feedback battery charge strategy able to push in performance while accounting for constraints associated to battery degradation. The fast and safe charging capabilities of the proposed approach are ultimately validated through long-term cycling experiments. This approach outperforms widely used commercial charging strategies in terms of both charging speed and degradation.The main contribution of this thesis is the exploitation of first principles models to develop battery management strategies towards improving safety, charging time and lifetime of battery systems without jeopardizing performance. The obtained results show that system and control theory offer opportunities to improve battery operation, aside from the material sciences contributions to this field.
Doctorat en Sciences de l'ingénieur et technologie
info:eu-repo/semantics/nonPublished

In Etiopia, le donne e le donne capofamiglia rappresentano una quota significativa delle famiglie agricole che sono anche estremamente povere. In questa tesi fornisco prove della necessità di andare oltre il microcredito e promuovere una più ampia inclusione finanziaria per influenzare la maggior parte delle strategie di sussistenza delle famiglie agricole, in particolare le adozioni tecnologiche. Uso un gruppo di famiglie ampio e rappresentativo a livello nazionale ottenuto dall'Etiopia rurale come parte dell'LSMS-ISA della Banca Mondiale a 1) comprendere i vincoli alle adozioni tecnologiche, evidenziando il credito 2) valutare se il microcredito è posizionato a lavorare per la maggior parte di loro. Per effetto di quest'ultimo, esamino le decisioni di partecipare ai mercati del credito e utilizzare un particolare tipo di credito; esplorare il rapporto tra prestatori formali e informali - se servono come sostituti o complementi. Gli ultimi due decenni hanno visto una drammatica espansione dell'accesso fisico al microcredito in ambienti agricoli poveri e rischiosi. Vi è una penetrazione limitata delle banche e molte famiglie, in particolare i piccoli agricoltori e gli agricoltori marginale si affidano a finanziamenti informali. Per molti, il microcredito viene introdotto per salvare i debitori poveri riducendo i vincoli di credito istituzionali e la loro dipendenza dalla finanza informale. Quindi ci si aspetta che la tecnologia dell'informazione e i meccanismi di esecuzione dei contratti dei prestatori di microcredito si trovino tra i due estremi. Mi avvalgo di metodologie econometriche all'avanguardia e complesse che consentono di ottenere risultati più affidabili e, di conseguenza, contributi più specifici alla ricerca e alla pratica.
In Ethiopia, women and female headed households make up significant share of farm households who are also extremely poor. In this thesis I provide evidence for the need to move beyond microcredit and promote a broader financial inclusion to affect a majority of farm households’ livelihood strategies, particularly technology adoptions. I use large and nationally representative panel of households obtained from rural Ethiopia as part of the World Bank’s LSMS-ISA to 1) understand constraints to technology adoptions, highlighting credit 2) assess whether microcredit is positioned to work for a majority of them. To the latter’s effect, I investigate decisions to participate in the credit markets and use a particular credit type; explore the relationship between formal and informal lenders - whether they serve as substitutes or complements. The last two decades has witnessed a dramatic expansion in the physical access to microcredit in poor, risky agrarian settings. There is limited penetration of banks and many households, especially small and marginal farmers rely on informal finance. For many, microcredit is introduced to rescue poor borrowers by reducing institutional credit constraints and their reliance on informal finance. So one expects that the information technology and contract enforcement mechanisms of microcredit lenders to lie between the two extremes. I employ state-of-the-art and complex econometric methodologies which allow to obtain more reliable results and, hence, more specific contributions to research and practice.

This thesis presents work around 3 themes: dark energy, gravitational waves and Bayesian inference. Both dark energy and gravitational wave physics are not yet well constrained. They present interesting challenges for Bayesian inference, which attempts to quantify our knowledge of the universe given our astrophysical data. A dark energy equation of state reconstruction analysis finds that the data favours the vacuum dark energy equation of state $w {=} -1$ model. Deviations from vacuum dark energy are shown to favour the super-negative ‘phantom’ dark energy regime of $w {< } -1$, but at low statistical significance. The constraining power of various datasets is quantified, finding that data constraints peak around redshift $z = 0.2$ due to baryonic acoustic oscillation and supernovae data constraints, whilst cosmic microwave background radiation and Lyman-$\alpha$ forest constraints are less significant. Specific models with a conformal time symmetry in the Friedmann equation and with an additional dark energy component are tested and shown to be competitive to the vacuum dark energy model by Bayesian model selection analysis: that they are not ruled out is believed to be largely due to poor data quality for deciding between existing models. Recent detections of gravitational waves by the LIGO collaboration enable the first gravitational wave tests of general relativity. An existing test in the literature is used and sped up significantly by a novel method developed in this thesis. The test computes posterior odds ratios, and the new method is shown to compute these accurately and efficiently. Compared to computing evidences, the method presented provides an approximate 100 times reduction in the number of likelihood calculations required to compute evidences at a given accuracy. Further testing may identify a significant advance in Bayesian model selection using nested sampling, as the method is completely general and straightforward to implement. We note that efficiency gains are not guaranteed and may be problem specific: further research is needed.

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

In this dissertation, I focus on the development and application of nonparametric methods in econometrics. First, a constrained nonparametric regression method is developed to estimate a function and its derivatives subject to shape restrictions implied by economic theory. The constrained estimators can be viewed as a set of empirical likelihood-based reweighted local polynomial estimators. They are shown to be weakly consistent and have the same first order asymptotic distribution as the unconstrained estimators. When the shape restrictions are correctly specified, the constrained estimators can achieve a large degree of finite sample bias reduction and thus outperform the unconstrained estimators. The constrained nonparametric regression method is applied on the estimation of daily option pricing function and state-price density function. Second, a modified Cumulative Sum of Squares (CUSQ) test is proposed to test structural changes in the unconditional volatility in a time-varying coefficient model. The proposed test is based on nonparametric residuals from local linear estimation of the time-varying coefficients. Asymptotic theory is provided to show that the new CUSQ test has standard null distribution and diverges at standard rate under the alternatives. Compared with a test based on least squares residuals, the new test enjoys correct size and good power properties. This is because, by estimating the model nonparametrically, one can circumvent the size distortion from potential structural changes in the mean. Empirical results from both simulation experiments and real data applications are presented to demonstrate the test's size and power properties. Third, an empirical study of testing the Purchasing Power Parity (PPP) hypothesis is conducted in a functional-coefficient cointegration model, which is consistent with equilibrium models of exchange rate determination with the presence of trans- actions costs in international trade. Supporting evidence of PPP is found in the recent float exchange rate era. The cointegration relation of nominal exchange rate and price levels varies conditioning on the real exchange rate volatility. The cointegration coefficients are more stable and numerically near the value implied by PPP theory when the real exchange rate volatility is relatively lower.

by Li Xia.
Thesis (Ph.D.)--Chinese University of Hong Kong, 1996.
Includes bibliographical references (p. 129-134).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Mode of access: World Wide Web.

Research Doctorate - Doctor of Philosophy (PhD)
Electric power networks are undergoing profound changes in recent years and receiving increasing attention from researchers in different fields. The objective is to develop a smart grid solution in the energy management system (EMS), which can enhance the efficiency, reliability, economics, and sustainability of the production and distribution of electricity in an automated fashion. With the consideration of realizing the envisioned functionalities of smart grid, massive amounts of real-time measurement data collected via a myriad of smart meters installed in different levels of the future grid are required. This will cause a huge computation and communication burden. Hence, in the development of smart grid, novel technologies should be studied to deal with this problem. To this end, two problems of state estimation in power systems are mainly considered in this dissertation: 1. The impact of communication constraints on the state estimation performance. 2. Distributed state estimation with communication constraints. Firstly, this dissertation starts with the traditional weighted least squares (WLS) estimation method which has been widely utilized in practice for two decades. However, the issue of random communication packet loss fails the system topological observability which is a necessary condition of the WLS estimation method. Hence, the maximum a posteriori estimation (MAP) method and Kalman filtering based dynamic estimation method which can overcome this numerical problem are utilized in this dissertation to address the state estimation in power system with communication constraints. Moreover, both kinds of estimation methods utilize the previous statistic information to motivate the estimation process in current time instant, which offers more accurate estimation. The expected value and the asymptotic expected value of the estimation error covariance are adopted to evaluate the performance of MAP estimation and dynamic estimation, respectively. A sequence of upper and lower bounds is proposed to approximate the asymptotic expected value. Numerical experiments are carried out using the IEEE 14-bus test system with various random communication packet loss rates, which provides a novel analysis method for engineers in practical applications. Secondly, the application of phasor measurement unit (PMU) devices in the state estimation field is studied in this dissertation. PMUs with the advantages of high sampling rate, synchronized time stamping, direct measurement of phasor and good accuracy provide a good support to real-time monitoring. Two methods of combining the traditional measurements collected by Supervisory Control and Data Acquisition (SCADA) systems and the phasor measurements obtained via PMUs in static estimation process are reviewed. And a hybrid dynamic estimator is proposed, which is capable of utilizing the high sampling rate of phasor measurements and the good redundancy of the traditional measurements. The impact of phasor measurements on the state estimation performance is analyzed under communication constraints. Based on the analysis results, an optimal PMU placement algorithm is proposed with the criteria of topological observability and estimation performance, which is able to offer a unique optimal placement solution for the power systems with various packet loss rates. Finally, distributed estimation algorithms are proposed in the last two chapters to decentralize the traditional state estimation method. The proposed distributed estimation method can offer the same global optimal performance of the traditional centralized estimation method in a finite number of iterative steps with a very low requirement of computational and communication loads. In addition, the simulation results based on IEEE standard test systems show a good robustness of the proposed distributed estimation method to communication deficiencies and subsystem asynchronism.