An adaptive variational Bayesian filter for nonlinear multi-sensor systems with unknown noise statistics

2021 ◽  
Vol 179 ◽  
pp. 107837
Author(s):  
Xiangxiang Dong ◽  
Luigi Chisci ◽  
Yunze Cai
2019 ◽  
Vol 9 (9) ◽  
pp. 1726 ◽  
Author(s):  
Jing Hou ◽  
Yan Yang ◽  
He He ◽  
Tian Gao

An accurate state of charge (SOC) estimation is vital for the safe operation and efficient management of lithium-ion batteries. At present, the extended Kalman filter (EKF) can accurately estimate the SOC under the condition of a precise battery model and deterministic noise statistics. However, in practical applications, the battery characteristics change with different operating conditions and the measurement noise statistics may vary with time, resulting in nonoptimal and even unreliable estimation of SOC by EKF. To improve the SOC estimation accuracy under uncertain measurement noise statistics, a variational Bayesian approximation-based adaptive dual extended Kalman filter (VB-ADEKF) is proposed in this paper. The variational Bayesian inference is integrated with the dual EKF (DEKF) to jointly estimate the lithium-ion battery parameters and SOC. Meanwhile, the measurement noise variances are simultaneously estimated in the SOC estimation process to compensate for the model uncertainties, so that the adaptability of the proposed algorithm to dynamic changes in battery characteristics is greatly improved. A constant current discharge test, a pulse current discharge test, and an urban dynamometer driving schedule (UDDS) test are performed to verify the effectiveness and superiority of the proposed algorithm by comparison with the DEKF algorithm. The experimental results show that the proposed VB-ADEKF algorithm outperforms the traditional DEKF algorithm in terms of SOC estimation accuracy, convergence rate, and robustness.


Aerospace ◽  
2021 ◽  
Vol 8 (9) ◽  
pp. 246
Author(s):  
Jiaolong Wang ◽  
Zeyang Chen

Motivated by the rapid progress of aerospace and robotics engineering, the navigation and control systems on matrix Lie groups have been actively studied in recent years. For rigid targets, the attitude estimation problem is a benchmark one with its states defined as rotation matrices on Lie groups. Based on the invariance properties of symmetry groups, the invariant Kalman filter (IKF) has been developed by researchers for matrix Lie group systems; however, the limitation of the IKF is that its estimation performance is prone to be degraded if the given knowledge of the noise statistics is not accurate. For the symmetry Lie group attitude estimation problem, this paper proposes a new variational Bayesian iteration-based adaptive invariant Kalman filter (VBIKF). In the proposed VBIKF, the a priori error covariance is not propagated by the conventional steps but directly calibrated in an iterative manner based on the posterior sequences. The main advantage of the VBIKF is that the statistics parameter of the system process noise is no longer required and so the IKF’s hard dependency on accurate process noise statistics can be reduced significantly. The mathematical foundation for the new VBIKF is presented and its superior performance in adaptability and simplicity is further demonstrated by numerical simulations.


Author(s):  
Shuhui Li ◽  
Zhihong Deng ◽  
Ruxuan He ◽  
Feng Pan ◽  
Xiaoxue Feng ◽  
...  

2021 ◽  
Author(s):  
Ruxuan He ◽  
Xiaoxue Feng ◽  
Shuihui Li ◽  
Feng Pan ◽  
Ning Pu

Author(s):  
Majdi Mansouri ◽  
Hazem Numan Nounou ◽  
Mohamed Numan Nounou

This chapter addresses the problem of time-varying nonlinear modeling and monitoring of a continuously stirred tank reactor (CSTR) process using state estimation techniques. These techniques include the extended Kalman filter (EKF), particle filter (PF), and the more recently the variational Bayesian filter (VBF). The objectives of this chapter are threefold. The first objective is to use the variational Bayesian filter with better proposal distribution for nonlinear states and parameters estimation. The second objective is to extend the state and parameter estimation techniques to better handle nonlinear and non-Gaussian processes without a priori state information, by utilizing a time-varying assumption of statistical parameters. The third objective is to apply the state estimation techniques EKF, PF and VBF for time-varying nonlinear modeling and monitoring of CSTR process. The estimation performance is evaluated on a synthetic example in terms of estimation accuracy, root mean square error and execution times.


2019 ◽  
Author(s):  
Shinichi Nakajima ◽  
Kazuho Watanabe ◽  
Masashi Sugiyama

1991 ◽  
Vol 138 (6) ◽  
pp. 393
Author(s):  
B.T. Meggitt ◽  
W.J.O. Boyle ◽  
K.T.V. Grattan ◽  
A.E. Baruch ◽  
A.W. Palmer

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