A New Network for Particle Filtering of Multivariable Nonlinear Objects <sup>†</sup>

In this paper, a new object in the form of a theoretical network is presented, which is useful as a benchmark for particle filtering algorithms designed for multivariable nonlinear systems (potentially linear, nonlinear, and even semi-Markovian jump system). The main goal of the paper is to propose...

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Main Authors: Piotr Kozierski, Jacek Michalski, Joanna Zietkiewicz, Marek Retinger and Wojciech Retinger, Wojciech Giernacki
Format: Article
Language:English
Published: MDPI AG 2020-03-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/13/6/1355
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author Piotr Kozierski
Jacek Michalski
Joanna Zietkiewicz
Marek Retinger and Wojciech Retinger
Wojciech Giernacki
author_facet Piotr Kozierski
Jacek Michalski
Joanna Zietkiewicz
Marek Retinger and Wojciech Retinger
Wojciech Giernacki
author_sort Piotr Kozierski
collection DOAJ
description In this paper, a new object in the form of a theoretical network is presented, which is useful as a benchmark for particle filtering algorithms designed for multivariable nonlinear systems (potentially linear, nonlinear, and even semi-Markovian jump system). The main goal of the paper is to propose an object that potentially can have similar to the power system grid properties, but with the number of state variables reduced twice (only one state variable for each node, while there are two in the case of power systems). Transition and measurement functions are proposed in the paper, and two types of transition functions are considered: dependent on one or many state variables. In addition, 10 types of measurements are proposed both for branch and nodal cases. The experiments are performed for 14 different, four-dimensional systems. Plants are both linear and highly nonlinear. The results include information about the state estimation quality (based on the mean squared error indicator) and the values of the effective sample size. It is observed how the higher effective sample size resulted in the better estimation quality in subsequent cases. It is also concluded that the very low number of significant particles is the main problem in particle filtering of multivariable systems, and this should be countered. A few potential solutions for the latter are also presented.
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spelling doaj.art-f09df3fc9f664e049e182166a8b67e9a2022-12-22T04:01:26ZengMDPI AGEnergies1996-10732020-03-01136135510.3390/en13061355en13061355A New Network for Particle Filtering of Multivariable Nonlinear Objects <sup>†</sup>Piotr Kozierski0Jacek Michalski1Joanna Zietkiewicz2Marek Retinger and Wojciech Retinger3Wojciech Giernacki4Faculty of Computing and Telecommunications, Institute of Computing Science, Poznan University of Technology, 60-965 Poznań, PolandFaculty of Control, Robotics and Electrical Engineering, Institute of Robotics and Machine Intelligence, Poznan University of Technology, 60-965 Poznań, PolandFaculty of Control, Robotics and Electrical Engineering, Institute of Robotics and Machine Intelligence, Poznan University of Technology, 60-965 Poznań, PolandFaculty of Control, Robotics and Electrical Engineering, Institute of Robotics and Machine Intelligence, Poznan University of Technology, 60-965 Poznań, PolandFaculty of Control, Robotics and Electrical Engineering, Institute of Robotics and Machine Intelligence, Poznan University of Technology, 60-965 Poznań, PolandIn this paper, a new object in the form of a theoretical network is presented, which is useful as a benchmark for particle filtering algorithms designed for multivariable nonlinear systems (potentially linear, nonlinear, and even semi-Markovian jump system). The main goal of the paper is to propose an object that potentially can have similar to the power system grid properties, but with the number of state variables reduced twice (only one state variable for each node, while there are two in the case of power systems). Transition and measurement functions are proposed in the paper, and two types of transition functions are considered: dependent on one or many state variables. In addition, 10 types of measurements are proposed both for branch and nodal cases. The experiments are performed for 14 different, four-dimensional systems. Plants are both linear and highly nonlinear. The results include information about the state estimation quality (based on the mean squared error indicator) and the values of the effective sample size. It is observed how the higher effective sample size resulted in the better estimation quality in subsequent cases. It is also concluded that the very low number of significant particles is the main problem in particle filtering of multivariable systems, and this should be countered. A few potential solutions for the latter are also presented.https://www.mdpi.com/1996-1073/13/6/1355sequential importance resamplingmultidimensional systemsparticle filternonlinear plantsstate estimationpower system grid
spellingShingle Piotr Kozierski
Jacek Michalski
Joanna Zietkiewicz
Marek Retinger and Wojciech Retinger
Wojciech Giernacki
A New Network for Particle Filtering of Multivariable Nonlinear Objects <sup>†</sup>
Energies
sequential importance resampling
multidimensional systems
particle filter
nonlinear plants
state estimation
power system grid
title A New Network for Particle Filtering of Multivariable Nonlinear Objects <sup>†</sup>
title_full A New Network for Particle Filtering of Multivariable Nonlinear Objects <sup>†</sup>
title_fullStr A New Network for Particle Filtering of Multivariable Nonlinear Objects <sup>†</sup>
title_full_unstemmed A New Network for Particle Filtering of Multivariable Nonlinear Objects <sup>†</sup>
title_short A New Network for Particle Filtering of Multivariable Nonlinear Objects <sup>†</sup>
title_sort new network for particle filtering of multivariable nonlinear objects sup † sup
topic sequential importance resampling
multidimensional systems
particle filter
nonlinear plants
state estimation
power system grid
url https://www.mdpi.com/1996-1073/13/6/1355
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