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To perform power system monitoring and control using synchrophasor measurements, various dynamic state estimators have been proposed in the literature, including the extended Kalman filter (EKF) and the unscented Kalman filter (UKF). However, they are unable to handle system model parameter errors and any type of outliers, precluding them from being adopted for power system real-time applications. In this paper, we develop a robust iterated extended Kalman filter based on the generalized maximum likelihood approach (termed GM-IEKF) for dynamic state estimation. The proposed GM-IEKF can effectively suppress observation and innovation outliers, which may be induced by model parameter gross errors and cyber attacks. We assess its robustness by carrying out extensive simulations on the IEEE 39-bus test system. From the results, we find that the GM-IEKF is able to cope with at least 25% outliers, including in position of leverage.
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Risk-Sensitive Extended Kalman Filter
Designing robust algorithms in the face of estimation uncertainty is a challenging task. Indeed, controllers seldom consider estimation uncertainty and only rely on the most likely estimated state. Consequently, sudden changes in the environment or the robot’s dynamics can lead to catastrophic behaviors. Leveraging recent results in risk-sensitive optimal control, this paper presents a risk-sensitive Extended Kalman Filter that can adapt its estimation to the control objective, hence allowing safe output-feedback Model Predictive Control (MPC). By taking a pessimistic estimate of the value function resulting from the MPC controller, the filter provides increased robustness to the controller in phases of uncertainty as compared to a standard Extended Kalman Filter (EKF). The filter has the same computational complexity as an EKF and can be used for real-time control. The paper evaluates the risk-sensitive behavior of the proposed filter when used in a nonlinear MPC loop on a planar drone and industrial manipulator in simulation, as well as on an external force estimation task on a real quadruped robot. These experiments demonstrate the ability of the approach to significantly improve performance in face of uncertainties.
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- PAR ID:
- 10577616
- Publisher / Repository:
- IEEE
- Date Published:
- ISBN:
- 979-8-3503-8457-4
- Page Range / eLocation ID:
- 10450 to 10456
- Subject(s) / Keyword(s):
- robotics estimation uncertainty model predictive control Kalman Filter
- Format(s):
- Medium: X
- Location:
- Yokohama, Japan
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Conference Paper:
- https://doi.org/10.1109/ICRA57147.2024.10611266
