Adaptive Kalman Filtering
نویسندگان
چکیده
The increased power of small computers makes the use of parameter estimation methods attractive. Such methods have a number of uses in analytical chemistry. When valid models are available, many methods work well, but when models used in the estimation are in error, most methods fail. Methods based on the Kalman filter, a linear recursive estimator, may be modified to perform parameter estimation with erroneous models. Modifications to the filter involve allowing the filter to adapt the measurement model to theexperimental data through matching the theoretical and observed covoriance of the filter innovations sequence. The adaptive filtering methods that result have a number of applications in analytical chemistry.
منابع مشابه
Blind adaptive multiuser detection based on Kalman filtering
Although several Kalman filtering algorithms have been presented for adaptive multiuser detection, none is “blind” due to requiring training data sequences and/or more knowledge than the spreading waveform and delay of the desired user. This paper proposes a novel blind adaptive multiuser detector based on Kalman filtering and compares it with previously published LMS and RLS algorithms for bli...
متن کاملA New Adaptive H-Infinity Filtering Algorithm for the GPS/INS Integrated Navigation
The Kalman filter is an optimal estimator with numerous applications in technology, especially in systems with Gaussian distributed noise. Moreover, the adaptive Kalman filtering algorithms, based on the Kalman filter, can control the influence of dynamic model errors. In contrast to the adaptive Kalman filtering algorithms, the H-infinity filter is able to address the interference of the stoch...
متن کاملAdaptive nonlinear image restoration by a modified Kalman filtering approach
ADAPTIVE NONLINEAR IMAGE RESTORATION BV A MODIFIED KALMAN FILTERING APPROACH
متن کاملAdaptive Noise Filtering of Image Sequences in Real Time
Filtering noise in image sequences is an important preprocessing task in many image processing applications, including but not limited to real-time x-ray image sequences obtained in angiography. The main objective in real-time noise filtering is to improve the quality of the resultant image sequences. Practically affordable approaches are generally suboptimal and deal with the spatial and tempo...
متن کاملAdaptive Kalman Filtering based on Matched Filtering of the Innovations Sequence
An adaptive tracking filter for maneuvering targets is developed. The approach is based on matched filtering of the innovations sequence. Analytical solutions based on the invariant subspace method for time-invariant kinematic models along with the corresponding steady-state Kalman filter kernels are derived. Asymptotic and finite-memory operating characteristics are deduced. The proposed adapt...
متن کاملOn-Line Nonlinear Dynamic Data Reconciliation Using Extended Kalman Filtering: Application to a Distillation Column and a CSTR
Extended Kalman Filtering (EKF) is a nonlinear dynamic data reconciliation (NDDR) method. One of its main advantages is its suitability for on-line applications. This paper presents an on-line NDDR method using EKF. It is implemented for two case studies, temperature measurements of a distillation column and concentration measurements of a CSTR. In each time step, random numbers with zero m...
متن کامل