Sensitivity-based adaptive SRUKF for online state, parameter, and process covariance estimation

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

Authors

  • Mauro Hernan Riva
  • Mark Wielitzka
  • Tobias Ortmaier

Research Organisations

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Details

Original languageEnglish
Title of host publication2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages1547-1553
Number of pages7
ISBN (electronic)9781509028733
ISBN (print)978-1-5090-2874-0
Publication statusPublished - 28 Jun 2017
Event56th IEEE Annual Conference on Decision and Control, CDC 2017 - Melbourne, Australia
Duration: 12 Dec 201715 Dec 2017

Abstract

State estimation is applicable to almost all areas of engineering and science. Applications that include a physical-parametric model of a system are candidates for state estimation. These estimators reconstruct the system states based on a system model and information received from the system sensors. The most widely applied state estimators are the Kalman Filter (KF) derivatives. These filters use a parametric system model, system measurements and input information, and require knowledge about the noise statistics affecting the system. These noise statistics are often unknown and inaccurate filter tuning may lead to decreased filter performance or even filter divergence. These estimators can be extended to estimate parameters. However, insufficient system excitation can cause parameter estimation drifts. In this paper, a sensitivity-based adaptive Square-Root Un-scented Kalman Filter (SRUKF) is presented. This filter estimates system states, parameters and noise covariances online. Moreover, local sensitivity analysis is performed to prevent parameter estimation drifts during phases of insufficient system excitation. The filter is evaluated on two testbeds based on an axis serial mechanism and compared with the joint SRUKF.

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Cite this

Sensitivity-based adaptive SRUKF for online state, parameter, and process covariance estimation. / Riva, Mauro Hernan; Wielitzka, Mark; Ortmaier, Tobias.
2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Institute of Electrical and Electronics Engineers Inc., 2017. p. 1547-1553.

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

Riva, MH, Wielitzka, M & Ortmaier, T 2017, Sensitivity-based adaptive SRUKF for online state, parameter, and process covariance estimation. in 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Institute of Electrical and Electronics Engineers Inc., pp. 1547-1553, 56th IEEE Annual Conference on Decision and Control, CDC 2017, Melbourne, Australia, 12 Dec 2017. https://doi.org/10.1109/cdc.2017.8263871
Riva, M. H., Wielitzka, M., & Ortmaier, T. (2017). Sensitivity-based adaptive SRUKF for online state, parameter, and process covariance estimation. In 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017 (pp. 1547-1553). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/cdc.2017.8263871
Riva MH, Wielitzka M, Ortmaier T. Sensitivity-based adaptive SRUKF for online state, parameter, and process covariance estimation. In 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Institute of Electrical and Electronics Engineers Inc. 2017. p. 1547-1553 doi: 10.1109/cdc.2017.8263871
Riva, Mauro Hernan ; Wielitzka, Mark ; Ortmaier, Tobias. / Sensitivity-based adaptive SRUKF for online state, parameter, and process covariance estimation. 2017 IEEE 56th Annual Conference on Decision and Control, CDC 2017. Institute of Electrical and Electronics Engineers Inc., 2017. pp. 1547-1553
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