State and Parameter Estimation Algorithm for State Space Model Based on Linear Neural Network and Kalman Filter

Author(s):  
Yuhang Yang ◽  
Ying Shi
Energies ◽  
2020 ◽  
Vol 13 (7) ◽  
pp. 1596 ◽  
Author(s):  
Xin Zhao ◽  
Haikun Wei ◽  
Chenxi Li ◽  
Kanjian Zhang

The ability to predict wind speeds is very important for the security and stability of wind farms and power system operations. Wind speeds typically vary slowly over time, which makes them difficult to forecast. In this study, a hybrid nonlinear estimation approach combining Gaussian process (GP) and unscented Kalman filter (UKF) is proposed to predict dynamic changes of wind speed and improve forecasting accuracy. The proposed approach can provide both point and interval predictions for wind speed. Firstly, the GP method is established as the nonlinear transition function of a state space model, and the covariance obtained from the GP predictive model is used as the process noise. Secondly, UKF is used to solve the state space model and update the initial prediction of short-term wind speed. The proposed hybrid approach can adjust dynamically in conjunction with the distribution changes. In order to evaluate the performance of the proposed hybrid approach, the persistence model, GP model, autoregressive (AR) model, and AR integrated with Kalman filter (KF) model are used to predict the results for comparison. Taking two wind farms in China and the National Renewable Energy Laboratory (NREL) database as the experimental data, the results show that the proposed hybrid approach is suitable for wind speed predictions, and that it can increase forecasting accuracy.


Author(s):  
XinMei Shi ◽  
Daan M. Maijer ◽  
Guy Dumont

Controlling and eliminating defects, such as macro-porosity, in die casting processes is an on-going challenge for manufacturers. Current strategies for eliminating defects focus on the execution of a pre-set casting cycle, die structure design or the combination of both. To respond to process variability and mitigate its negative effects, advanced process control methodologies may be employed to dynamically adjust the operational parameters of the process. In this work, a finite element heat transfer model, validated by comparison with experimental data, has been developed to predict the evolution of temperatures and the volume of liquid encapsulation in an experimental casting process. A virtual process, made up of the heat transfer model and a wrapper script for communication, has been employed to simulate the continuous operation of the real process. A stochastic state-space model, based on data from measurements and the virtual process, has been developed to provide a reliable representation of this virtual process. The parameters of the deterministic portion result from system identification of the virtual process, whereas the parameters of the stochastic portion arise from the analysis and comparison of measurement data with virtual process data. The resulting state-space model, which can be extended to a multi-input multi-output model, will facilitate the design of a model-based controller for this process.


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