Estimation of Forcing Function, Mistuning and Modal Damping in a Bladed Rotor

2019 ◽  
Author(s):  
Arjun Singh Chauhan ◽  
Alok Sinha
Keyword(s):  
Kalman Filter ◽  
State Space ◽  
Unscented Kalman Filter ◽  
State Space Model ◽  
Space Model ◽  
Vibration Data ◽  
Forcing Function ◽  
Modal Damping ◽  
Bladed Rotor ◽  
Augmented State

Abstract This paper deals with the estimation of forcing function, modal damping and mistuned modal stiffnesses in a bladed rotor. Previous research on parameter estimation in a mistuned bladed rotor relies on the knowledge of the forcing function as well as the vibration data. This paper presents two novel approaches. The first approach relies on knowledge of both the forcing and vibration data. The parameters are treated as states of the system and an augmented state space model is created. Unscented Kalman Filter is then used on the steady state data to estimate the parameters. The second approach eliminates the dependence on forcing data. Both the forcing and parameters are now treated as states of the system to construct an augmented state space model. Unscented Kalman Filter is then used on transient vibration data for estimation. Numerical results are presented for a simple model of a mistuned bladed rotor which considers a single mode of vibration per blade.

Estimation of Forcing Function, Mistuning, and Modal Damping in a Bladed Rotor

2020 ◽  
Vol 142 (5) ◽  
Author(s):  
Arjun Singh Chauhan ◽  
Alok Sinha
Keyword(s):  
State Space ◽  
Unscented Kalman Filter ◽  
State Space Model ◽  
Transient Vibration ◽  
Space Model ◽  
Vibration Data ◽  
Forcing Function ◽  
Modal Damping ◽  
Bladed Rotor ◽  
Augmented State

Abstract This paper deals with the estimation of forcing function, modal damping, and mistuned modal stiffnesses in a bladed rotor. Previous research on parameter estimation in a mistuned bladed rotor relies on the knowledge of the forcing function as well as the vibration data. This paper presents two novel approaches. The first approach relies on knowledge of both the forcing and vibration data. The parameters are treated as states of the system and an augmented state space model is created. Unscented Kalman filter (UKF) is then used on the steady-state data to estimate the parameters. The second approach eliminates the dependence on forcing data. Both the forcing and parameters are now treated as states of the system to construct an augmented state space model. UKF is then used on transient vibration data for estimation. Numerical results are presented for a simple model of a mistuned bladed rotor which considers a single mode of vibration per blade.

scholarly journals A Hybrid Nonlinear Forecasting Strategy for Short-Term Wind Speed

Energies ◽  
2020 ◽  
Vol 13 (7) ◽  
pp. 1596 ◽  
Author(s):  
Xin Zhao ◽  
Haikun Wei ◽  
Chenxi Li ◽  
Kanjian Zhang
Keyword(s):  
Kalman Filter ◽  
Wind Speed ◽  
State Space ◽  
State Space Model ◽  
Hybrid Approach ◽  
Wind Farms ◽  
Short Term ◽  
Forecasting Accuracy ◽  
Space Model ◽  
Wind Speeds

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.

ASSESSING PRE-CRISIS FUNDAMENTALS IN SELECTED ASIAN STOCK MARKETS

2005 ◽  
Vol 50 (02) ◽  
pp. 175-196 ◽  
Author(s):  
EE LENG LAU ◽  
G. K. RANDOLPH TAN ◽  
SHAHIDUR RAHMAN
Keyword(s):  
Kalman Filter ◽  
Emerging Markets ◽  
State Space ◽  
Stock Prices ◽  
Stock Markets ◽  
Bubble Formation ◽  
State Space Model ◽  
Space Model ◽  
Rational Bubbles ◽  
Space Formulation

In the folklore of emerging markets, there is a popular belief that bubbles are inevitable. In this paper, our objective is to estimate a state-space model for rational bubbles in selected Asian economies with the aid of the Kalman Filter. For each economy, we derive a possible picture of the bubble formation process that is implied by the state-space formulation. The estimation is based on the rational valuation formula for stock prices. Our results provide a possible way of defining the presence of rational bubbles in the stock markets of Taiwan, Singapore, Korea, and Malaysia.

Sign in / Sign up

Export Citation Format

Share Document