Online parameter and process covariance estimation using adaptive EKF and SRCuKF approaches

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

Autoren

  • Mauro Hernan Riva
  • Daniel Beckmann
  • Matthias Dagen
  • Tobias Ortmaier

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OriginalspracheEnglisch
Titel des Sammelwerks2015 IEEE Conference on Control and Applications, CCA 2015 - Proceedings
ErscheinungsortSydney, Australia
Herausgeber (Verlag)Institute of Electrical and Electronics Engineers Inc.
Seiten1203-1210
Seitenumfang8
ISBN (elektronisch)9781479977871
PublikationsstatusVeröffentlicht - 4 Nov. 2015
VeranstaltungIEEE Conference on Control and Applications, CCA 2015 - Sydney, Australien
Dauer: 21 Sept. 201523 Sept. 2015

Abstract

Two observers for joint parameter and state estimation are presented in this paper. The observers are based on the Extended Kalman Filter (EKF) or the Square Root Cubature Kalman Filter (SRCuKF) and a Recursive Predictive Error (RPE) method for state and parameter estimation, respectively. Sensitivity models are introduced to compute and minimize a cost functional and then recursively estimate parameter and process covariance values online. The algorithm performance is tested using simulation models of two test benches. Simulation results show that the novel method based on SRCuKF is more accurate than the adaptive EKF and gives improved results with stiff and highly nonlinear systems. A projection algorithm and an adaptive gain for the RPE are introduced to make the complete observer more stable.

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Online parameter and process covariance estimation using adaptive EKF and SRCuKF approaches. / Riva, Mauro Hernan; Beckmann, Daniel; Dagen, Matthias et al.
2015 IEEE Conference on Control and Applications, CCA 2015 - Proceedings. Sydney, Australia: Institute of Electrical and Electronics Engineers Inc., 2015. S. 1203-1210 7320776.

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

Riva, MH, Beckmann, D, Dagen, M & Ortmaier, T 2015, Online parameter and process covariance estimation using adaptive EKF and SRCuKF approaches. in 2015 IEEE Conference on Control and Applications, CCA 2015 - Proceedings., 7320776, Institute of Electrical and Electronics Engineers Inc., Sydney, Australia, S. 1203-1210, IEEE Conference on Control and Applications, CCA 2015, Sydney, Australien, 21 Sept. 2015. https://doi.org/10.1109/cca.2015.7320776
Riva, M. H., Beckmann, D., Dagen, M., & Ortmaier, T. (2015). Online parameter and process covariance estimation using adaptive EKF and SRCuKF approaches. In 2015 IEEE Conference on Control and Applications, CCA 2015 - Proceedings (S. 1203-1210). Artikel 7320776 Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/cca.2015.7320776
Riva MH, Beckmann D, Dagen M, Ortmaier T. Online parameter and process covariance estimation using adaptive EKF and SRCuKF approaches. in 2015 IEEE Conference on Control and Applications, CCA 2015 - Proceedings. Sydney, Australia: Institute of Electrical and Electronics Engineers Inc. 2015. S. 1203-1210. 7320776 doi: 10.1109/cca.2015.7320776
Riva, Mauro Hernan ; Beckmann, Daniel ; Dagen, Matthias et al. / Online parameter and process covariance estimation using adaptive EKF and SRCuKF approaches. 2015 IEEE Conference on Control and Applications, CCA 2015 - Proceedings. Sydney, Australia : Institute of Electrical and Electronics Engineers Inc., 2015. S. 1203-1210
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title = "Online parameter and process covariance estimation using adaptive EKF and SRCuKF approaches",
abstract = "Two observers for joint parameter and state estimation are presented in this paper. The observers are based on the Extended Kalman Filter (EKF) or the Square Root Cubature Kalman Filter (SRCuKF) and a Recursive Predictive Error (RPE) method for state and parameter estimation, respectively. Sensitivity models are introduced to compute and minimize a cost functional and then recursively estimate parameter and process covariance values online. The algorithm performance is tested using simulation models of two test benches. Simulation results show that the novel method based on SRCuKF is more accurate than the adaptive EKF and gives improved results with stiff and highly nonlinear systems. A projection algorithm and an adaptive gain for the RPE are introduced to make the complete observer more stable.",
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Download

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AU - Riva, Mauro Hernan

AU - Beckmann, Daniel

AU - Dagen, Matthias

AU - Ortmaier, Tobias

PY - 2015/11/4

Y1 - 2015/11/4

N2 - Two observers for joint parameter and state estimation are presented in this paper. The observers are based on the Extended Kalman Filter (EKF) or the Square Root Cubature Kalman Filter (SRCuKF) and a Recursive Predictive Error (RPE) method for state and parameter estimation, respectively. Sensitivity models are introduced to compute and minimize a cost functional and then recursively estimate parameter and process covariance values online. The algorithm performance is tested using simulation models of two test benches. Simulation results show that the novel method based on SRCuKF is more accurate than the adaptive EKF and gives improved results with stiff and highly nonlinear systems. A projection algorithm and an adaptive gain for the RPE are introduced to make the complete observer more stable.

AB - Two observers for joint parameter and state estimation are presented in this paper. The observers are based on the Extended Kalman Filter (EKF) or the Square Root Cubature Kalman Filter (SRCuKF) and a Recursive Predictive Error (RPE) method for state and parameter estimation, respectively. Sensitivity models are introduced to compute and minimize a cost functional and then recursively estimate parameter and process covariance values online. The algorithm performance is tested using simulation models of two test benches. Simulation results show that the novel method based on SRCuKF is more accurate than the adaptive EKF and gives improved results with stiff and highly nonlinear systems. A projection algorithm and an adaptive gain for the RPE are introduced to make the complete observer more stable.

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