کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1706945 1012487 2009 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Extended Kalman filters using explicit and derivative-free local linearizations
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
Extended Kalman filters using explicit and derivative-free local linearizations
چکیده انگلیسی

We propose three variants of the extended Kalman filter (EKF) especially suited for parameter estimations in mechanical oscillators under Gaussian white noises. These filters are based on three versions of explicit and derivative-free local linearizations (DLL) of the non-linear drift terms in the governing stochastic differential equations (SDE-s). Besides a basic linearization of the non-linear drift functions via one-term replacements, linearizations using replacements through explicit Euler and Newmark expansions are also attempted in order to ensure higher closeness of true solutions with the linearized ones. Thus, unlike the conventional EKF, the proposed filters do not need computing derivatives (tangent matrices) at any stage. The measurements are synthetically generated by corrupting with noise the numerical solutions of the SDE-s through implicit versions of these linearizations. In order to demonstrate the effectiveness and accuracy of the proposed methods vis-à-vis the conventional EKF, numerical illustrations are provided for a few single degree-of-freedom (DOF) oscillators and a three-DOF shear frame with constant parameters.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematical Modelling - Volume 33, Issue 6, June 2009, Pages 2545–2563
نویسندگان
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