Variance Matrices Assignment via Digital Filter Design for Extended Kalman Filter

The Particle Filter and Extended Kalman Filter methods for the structural system identification considering various uncertainties

Structural system identification using recursive methods has been a research direction of increasing interest in recent decades. The two prominent methods, including the Extended Kalman Filter (EKF) and the Particle Filter (PF), also known as the Sequential Monte Carlo (SMC), are advantageous in this field. In this study, the system identification of a shake table test of a 4-story steel struct...

Design of Instrumentation Sensor Networks for Non-Linear Dynamic Processes Using Extended Kalman Filter

This paper presents a methodology for design of instrumentation sensor networks in non-linear chemical plants. The method utilizes a robust extended Kalman filter approach to provide an efficient dynamic data reconciliation. A weighted objective function has been introduced to enable the designer to incorporate each individual process variable with its own operational importance. To enhance...

Extended Kalman Filter Tutorial

In the following we assume that the random vector wk captures uncertainties in the model and vk denotes the measurement noise. Both are temporally uncorrelated (white noise), zero-mean random sequences with known covariances and both of them are uncorrelated with the initial state x0. E[wk] = 0 E[wkw T k ] = Qk E[wkw T j ] = 0 for k 6= j E[wkx T 0 ] = 0 for all k (3) E[vk] = 0 E[vkv T k ] = Rk ...

Extended Kalman Filter Based Fuzzy Adaptive Filter

design of instrumentation sensor networks for non-linear dynamic processes using extended kalman filter

this paper presents a methodology for design of instrumentation sensor networks in non-linear chemical plants. the method utilizes a robust extended kalman filter approach to provide an efficient dynamic data reconciliation. a weighted objective function has been introduced to enable the designer to incorporate each individual process variable with its own operational importance. to enhance the...