کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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173088 | 458575 | 2011 | 11 صفحه PDF | دانلود رایگان |
The extended Kalman filter (EKF) provides an efficient method for generating approximate maximum-likelihood estimates of the states or parameters of discrete-time nonlinear dynamical systems. In this paper, we consider the dual-estimation problem, the so-called dual EKF, in which both the states of a dynamical system and its parameters are estimated simultaneously, given only noisy observations. The main contribution of this paper is to show the efficacy of a proposed simplified dual-EKF technique (which in this work will be referred to as the dual EKF-2) in comparison with the conventional joint EKF. This has been demonstrated by conducting simulation studies on a CSTR which has been dynamically simulated using the HYSYS simulation package. Extensive analysis revealed that, not only the dual-EKF approach can achieve optimal state- and parameter-estimation performances comparable to the joint EKF, but also it has the main advantage of carrying out separate estimations of the states and parameters.
Journal: Computers & Chemical Engineering - Volume 35, Issue 11, 15 November 2011, Pages 2426–2436