The Use of Irregular Precise Observations for Parametric Adaptation of a Discrete Stochastic Filter

Author(s):  
Sergey Sokolov ◽  
Sergey Kramarov ◽  
Elena Chub ◽  
Marianna Polyakova
Keyword(s):  
Algorithms ◽  
2020 ◽  
Vol 13 (3) ◽  
pp. 58 ◽  
Author(s):  
Andreas Rauh ◽  
Wiebke Frenkel ◽  
Julia Kersten

High-temperature fuel cells are one of the devices currently investigated for an integration into distributed power supply grids. Such distributed grids aim at the simultaneous production of thermal energy and electricity. To maximize the efficiency of fuel cell systems, it is reasonable to track the point of maximum electric power production and to operate the system in close vicinity to this point. However, variations of gas mass flows, especially the concentration of hydrogen contained in the anode gas, as well as variations of the internal temperature distribution in the fuel cell stack module lead to the fact that the maximum power point changes in dependence of the aforementioned phenomena. Therefore, this paper first proposes a real-time capable stochastic filter approach for the local identification of the electric power characteristic of the fuel cell. Second, based on this estimate, a maximum power point tracking procedure is derived. It is based on an iteration procedure under consideration of the estimation accuracy of the stochastic filter and adjusts the fuel cell’s electric current so that optimal operating points are guaranteed. Numerical simulations, based on real measured data gathered at a test rig available at the Chair of Mechatronics at the University of Rostock, Germany, conclude this paper.


Author(s):  
T.J. Canales ◽  
D.M. Etter
Keyword(s):  

2010 ◽  
Vol 138 (11) ◽  
pp. 4186-4198 ◽  
Author(s):  
Jeffrey L. Anderson

Abstract A deterministic square root ensemble Kalman filter and a stochastic perturbed observation ensemble Kalman filter are used for data assimilation in both linear and nonlinear single variable dynamical systems. For the linear system, the deterministic filter is simply a method for computing the Kalman filter and is optimal while the stochastic filter has suboptimal performance due to sampling error. For the nonlinear system, the deterministic filter has increasing error as ensemble size increases because all ensemble members but one become tightly clustered. In this case, the stochastic filter performs better for sufficiently large ensembles. A new method for computing ensemble increments in observation space is proposed that does not suffer from the pathological behavior of the deterministic filter while avoiding much of the sampling error of the stochastic filter. This filter uses the order statistics of the prior observation space ensemble to create an approximate continuous prior probability distribution in a fashion analogous to the use of rank histograms for ensemble forecast evaluation. This rank histogram filter can represent non-Gaussian observation space priors and posteriors and is shown to be competitive with existing filters for problems as large as global numerical weather prediction. The ability to represent non-Gaussian distributions is useful for a variety of applications such as convective-scale assimilation and assimilation of bounded quantities such as relative humidity.


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