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

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

Authors

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

Research Organisations

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Details

Original languageEnglish
Title of host publication2015 IEEE Conference on Control and Applications, CCA 2015 - Proceedings
Place of PublicationSydney, Australia
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1203-1210
Number of pages8
ISBN (electronic)9781479977871
Publication statusPublished - 4 Nov 2015
EventIEEE Conference on Control and Applications, CCA 2015 - Sydney, Australia
Duration: 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.

ASJC Scopus subject areas

Cite this

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. p. 1203-1210 7320776.

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer 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, pp. 1203-1210, IEEE Conference on Control and Applications, CCA 2015, Sydney, Australia, 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 (pp. 1203-1210). Article 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. p. 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. pp. 1203-1210
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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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