محبوبترین نویسندگان :
نویسندگان مقالات پربازدید :
مجله کنترل فرآیند
جزئیات رویداد
اینستاگرام تی پی بین
همایش ، رویداد ، ژورنال
حوزه های تحت پوشش رویداد

  • identification of process and measurement noise covariance for state and parameter estimation using extended kalman filter

    نویسندگان :
    کلمات کلیدی :
    جزئیات بیشتر مقاله
    • تاریخ ارائه: 1392/01/01
    • تاریخ انتشار در تی پی بین: 1392/01/01
    • تعداد بازدید: 664
    • تعداد پرسش و پاسخ ها: 0
    • شماره تماس دبیرخانه رویداد: -
     the performance of bayesian state estimators, such as the extended kalman filter (ekf), is dependent on the accurate characterisation of the uncertainties in the state dynamics and in the measurements. the parameters of the noise densities associated with these uncertainties are, however, often treated as ‘tuning parameters’ and adjusted in an ad hoc manner while carrying out state and parameter estimation. in this work, two approaches are developed for constructing the maximum likelihood estimates (mle) of the state and measurement noise covariance matrices from operating input–output data when the states and/or parameters are estimated using the ekf. the unmeasured disturbances affecting the process are either modelled as unstructured noise affecting all the states or as structured noise entering the process predominantly through known, but unmeasured inputs. the first approach is based on direct optimisation of the ml objective function constructed by using the innovation sequence generated from the ekf. the second approach – the extended em algorithm – is a derivative-free method, that uses the joint likelihood function of the complete data, i.e. states and measurements, to compute the next iterate of the decision variables for the optimisation problem. the efficacy of the proposed approaches is demonstrated on a benchmark continuous fermenter system. the simulation results reveal that both the proposed approaches generate fairly accurate estimates of the noise covariances. experimental studies on a benchmark laboratory scale heater-mixer setup demonstrate a marked improvement in the predictions of the ekf that uses the covariance estimates obtained from the proposed approaches.

سوال خود را در مورد این مقاله مطرح نمایید :

با انتخاب دکمه ثبت پرسش، موافقت خود را با قوانین انتشار محتوا در وبسایت تی پی بین اعلام می کنم
مقالات جدیدترین رویدادها
مقالات جدیدترین ژورنال ها