Comparison of covariance estimation using autocovariance LS method and adaptive SRUKF

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Autoren

  • Mauro Hernan Riva
  • Matthias Dagen
  • Tobias Ortmaier

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Details

OriginalspracheEnglisch
Titel des Sammelwerks2017 American Control Conference, ACC 2017
ErscheinungsortSeattle, USA
Herausgeber (Verlag)Institute of Electrical and Electronics Engineers Inc.
Seiten5780-5786
Seitenumfang7
ISBN (elektronisch)9781509059928
PublikationsstatusVeröffentlicht - 29 Juni 2017
Veranstaltung2017 American Control Conference, ACC 2017 - Seattle, USA / Vereinigte Staaten
Dauer: 24 Mai 201726 Mai 2017

Publikationsreihe

NameProceedings of the American Control Conference
ISSN (Print)0743-1619

Abstract

State estimators are used to reconstruct current plant states based on information received from plant sensors and the use of a mathematical model. The typically applied Kalman filter derivatives require knowledge about the noise statistics affecting system states and measurements. These are often unknown and inaccurate parameterization may lead to decreased filter performance or even filter divergence. In this paper, a comparison between two covariance estimation methods is presented. The offline time-varying autocovariance Least-Square (LS) method is compared to the online adaptive Square-Root Unscented Kalman Filter (SRUKF). Both methods are evaluated in simulations and experiments using a pendubot w.r.t. robustness against random covariance initializations and state estimation accuracy. The results show that with both methods the filter performance can remarkably be improved.

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Comparison of covariance estimation using autocovariance LS method and adaptive SRUKF. / Riva, Mauro Hernan; Dagen, Matthias; Ortmaier, Tobias.
2017 American Control Conference, ACC 2017. Seattle, USA: Institute of Electrical and Electronics Engineers Inc., 2017. S. 5780-5786 7963856 (Proceedings of the American Control Conference).

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandAufsatz in KonferenzbandForschungPeer-Review

Riva, MH, Dagen, M & Ortmaier, T 2017, Comparison of covariance estimation using autocovariance LS method and adaptive SRUKF. in 2017 American Control Conference, ACC 2017., 7963856, Proceedings of the American Control Conference, Institute of Electrical and Electronics Engineers Inc., Seattle, USA, S. 5780-5786, 2017 American Control Conference, ACC 2017, Seattle, USA / Vereinigte Staaten, 24 Mai 2017. https://doi.org/10.23919/acc.2017.7963856
Riva, M. H., Dagen, M., & Ortmaier, T. (2017). Comparison of covariance estimation using autocovariance LS method and adaptive SRUKF. In 2017 American Control Conference, ACC 2017 (S. 5780-5786). Artikel 7963856 (Proceedings of the American Control Conference). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.23919/acc.2017.7963856
Riva MH, Dagen M, Ortmaier T. Comparison of covariance estimation using autocovariance LS method and adaptive SRUKF. in 2017 American Control Conference, ACC 2017. Seattle, USA: Institute of Electrical and Electronics Engineers Inc. 2017. S. 5780-5786. 7963856. (Proceedings of the American Control Conference). doi: 10.23919/acc.2017.7963856
Riva, Mauro Hernan ; Dagen, Matthias ; Ortmaier, Tobias. / Comparison of covariance estimation using autocovariance LS method and adaptive SRUKF. 2017 American Control Conference, ACC 2017. Seattle, USA : Institute of Electrical and Electronics Engineers Inc., 2017. S. 5780-5786 (Proceedings of the American Control Conference).
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