Estimation of Power Plant Emissions With Unscented Kalman Filter

The Unscented Kalman Filter for Nonlinear Estimation

The Extended Kalman Filter (EKF) has become a standard technique used in a number of nonlinear estimation and machine learning applications. These include estimating the state of a nonlinear dynamic system, estimating parameters for nonlinear system identification (e.g., learning the weights of a neural network), and dual estimation (e.g., the ExpectationMaximization (EM) algorithm)where both s...

Unscented Kalman Filter for Vehicle State Estimation

Vehicle Dynamics Control (VDC) systems require the information about system variables, which cannot be directly measured, e.g., the wheel slip or the vehicle side-slip angle. This paper presents a new concept for the vehicle state estimation under assumption that the vehicle is equipped with the standard VDC sensors. It is proposed to utilize an Unscented Kalman Filter (UKF) for estimation purp...

The Unscented Kalman Filter

In this book, the extended Kalman filter (EKF) has been used as the standard technique for performing recursive nonlinear estimation. The EKF algorithm, however, provides only an approximation to optimal nonlinear estimation. In this chapter, we point out the underlying assumptions and flaws in the EKF, and present an alternative filter with performance superior to that of the EKF. This algorit...

Power System Dynamic State Estimation by Unscented Kalman Filter with Guaranteed Positive Semi-definite State Covariance

In this paper an unscented Kalman filter with guaranteed positive semidefinite state covariance is proposed by calculating the nearest symmetric positive definite matrix in Frobenius norm and is applied to power system dynamic state estimation. The proposed method is tested on NPCC 48-machine 140-bus system and the results validate its effectiveness.

Fully Multiplicative Unscented Kalman Filter for Attitude Estimation