Universidad de Granada Digibug
 

Repositorio Institucional de la Universidad de Granada >
1.-Investigación >
Tesis >

Please use this identifier to cite or link to this item: http://hdl.handle.net/10481/42603

Title: New advances in the estimation problem in systems with random failures
Other Titles: Aportacione al problema de estimación en sistemas con fallos aleatorios
Authors: García Garrido, Irene
Direction: Linares-Pérez, Josefa
Caballero-Águila, R.
Collaborator: Universidad de Granada. Departamento de Estadística e Investigación Operativa
Issue Date: 2016
Submitted Date: 18-Sep-2015
Abstract: The aim of this PhD thesis is to address least-squares estimation problems in discrete-time linear systems from noisy measurements derived from multiple sensors, affected by random parameters which model different situations of failure in the mechanism or the transmission of the measurements. According to the kind of systems considered, the main contributions of this PhD thesis are summarized below: Sensor network systems with uncertain observations. These systems describe situations in which the mechanism of measurements may be randomly interrupted, in the sense that, at each instant of time, there is a positive probability that the corresponding observation is only noise, i.e., the observations may not contain information about the state. This kind of uncertainty is modeled by including in the observation equation not only an additive noise, but also a multiplicative noise component described by a sequence of Bernoulli random variables whose values, one or zero, indicate the presence or absence of the state in the corresponding measurement. In cases in which the Bernoulli variables are assumed to be correlated at instants that differ by m units of time, on the one hand, centralized and distributed fusion linear estimators are designed (Chapter 1) and, on the other, in order to improve the linear estimators, quadratic estimators are obtained using the centralized fusion method (Chapter 2). Sensor network systems with failures in the measurements, in which the observations from the different sensors may contain only partial information about the state. This kind of failure is more general than the previous one and it is described by a sequence of independent random variables with discrete probability distribution over the interval [0; 1]. For this class of systems, under the assumption that the system additive noises are autocorrelated and also cross-correlated, recursive linear filtering algorithms are derived using the centralized and distributed fusion methods (Chapter 3). Sensor network systems with random parameter matrices. This kind of systems constitute a more general framework than the previous ones since the state and/or the observation equations may be affected by random parameter matrices, thus covering numerous real situations with random failures in the measurements. First, we consider independent random state transition matrices, and one-step correlated and cross-correlated random parameter matrices in the observation equation; it is also assumed that the system noises are autocorrelated and cross-correlated. Using the centralized fusion method, a recursive linear filtering algorithm is obtained and the results are applied to multi-sensor systems with failures in the measurements described by random variables with discrete distribution over the interval [0; 1], and to multi-sensor systems with randomly delayed observations (Chapter 4). Second, the linear estimation problem in systems with independent random parameter matrices and correlated noises is addressed, using the distributed fusion method (Chapter 5). Finally, centralized quadratic estimators are obtained in systems with independent random parameter matrices and noises, and they are applied to systems with random failures in the measurements, described by different sequences of random variables with discrete probability distribution over the interval [0; 1] (Chapter 6).
Sponsorship: Tesis Univ. Granada. Programa Oficial de Doctorado en Matemáticas y Estadística
Esta tesis doctoral ha sido financiada por la beca del programa de Formación de Profesorado Universitario (FPU) del Ministerio de Educación, Cultura y Deporte, en su resolución del 20 de diciembre de 2011, con código de referencia AP2010-1553, así como por los proyectos No. MTM2011-24718 del Ministerio de Ciencia e Innovación, No. P07-FQM-02701 de la Junta de Andalucía y No. MTM2014-52291-P del Ministerio de Economía y Competitividad.
Publisher: Universidad de Granada
Keywords: Teoría de la estimación
Matemáticas
Estadística
Sistemas líneales
Congruencias y residuos
Matrices aleatorias
UDC: 519.2
12
URI: http://hdl.handle.net/10481/42603
ISBN: 9788491255314
Rights : Creative Commons Attribution-NonCommercial-NoDerivs 3.0 License
Citation: García Garrido, I. New advances in the estimation problem in systems with random failures. Granada: Universidad de Granada, 2016. [http://hdl.handle.net/10481/42603]
Appears in Collections:Tesis

Files in This Item:

File SizeFormat
24945109.pdf1.25 MBAdobe PDFView/Open
Recommend this item

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.

 

Valid XHTML 1.0! OpenAire compliant DSpace Software Copyright © 2002-2007 MIT and Hewlett-Packard - Feedback

© Universidad de Granada