Adaptive Unscented Kalman Filter for Online State, Parameter, and Process Covariance Estimation

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Authors

  • Mauro Hernan Riva
  • Matthias Dagen
  • Tobias Ortmaier

Research Organisations

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Details

Original languageEnglish
Title of host publication2016 American Control Conference, ACC 2016
Place of PublicationBoston, USA
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4513-4519
Number of pages7
ISBN (electronic)9781467386821
Publication statusPublished - 28 Jul 2016
Event2016 American Control Conference, ACC 2016 - Boston, United States
Duration: 6 Jul 20168 Jul 2016

Publication series

NameProceedings of the American Control Conference
Volume2016-July
ISSN (Print)0743-1619

Abstract

A novel observer for state, parameter and process covariance estimation is presented in this paper. The new observer estimates system states using a Square-Root Unscented Kalman Filter (SRUKF) and by employing the Recursive Prediction-Error (RPE) method, unknown parameters and covariances are identified online. Two experimental applications based on an underactuated planar robot are included to demonstrate the algorithm performance. Additionally, sensitivity models for the SRUKF are derived. Results show that the online process covariance estimation improves the observer convergence and reduces parameter estimation bias.

ASJC Scopus subject areas

Cite this

Adaptive Unscented Kalman Filter for Online State, Parameter, and Process Covariance Estimation. / Riva, Mauro Hernan; Dagen, Matthias; Ortmaier, Tobias.
2016 American Control Conference, ACC 2016. Boston, USA: Institute of Electrical and Electronics Engineers Inc., 2016. p. 4513-4519 7526063 (Proceedings of the American Control Conference; Vol. 2016-July).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Riva, MH, Dagen, M & Ortmaier, T 2016, Adaptive Unscented Kalman Filter for Online State, Parameter, and Process Covariance Estimation. in 2016 American Control Conference, ACC 2016., 7526063, Proceedings of the American Control Conference, vol. 2016-July, Institute of Electrical and Electronics Engineers Inc., Boston, USA, pp. 4513-4519, 2016 American Control Conference, ACC 2016, Boston, United States, 6 Jul 2016. https://doi.org/10.1109/acc.2016.7526063
Riva, M. H., Dagen, M., & Ortmaier, T. (2016). Adaptive Unscented Kalman Filter for Online State, Parameter, and Process Covariance Estimation. In 2016 American Control Conference, ACC 2016 (pp. 4513-4519). Article 7526063 (Proceedings of the American Control Conference; Vol. 2016-July). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/acc.2016.7526063
Riva MH, Dagen M, Ortmaier T. Adaptive Unscented Kalman Filter for Online State, Parameter, and Process Covariance Estimation. In 2016 American Control Conference, ACC 2016. Boston, USA: Institute of Electrical and Electronics Engineers Inc. 2016. p. 4513-4519. 7526063. (Proceedings of the American Control Conference). doi: 10.1109/acc.2016.7526063
Riva, Mauro Hernan ; Dagen, Matthias ; Ortmaier, Tobias. / Adaptive Unscented Kalman Filter for Online State, Parameter, and Process Covariance Estimation. 2016 American Control Conference, ACC 2016. Boston, USA : Institute of Electrical and Electronics Engineers Inc., 2016. pp. 4513-4519 (Proceedings of the American Control Conference).
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