An Integral Characterization of Optimal Error Covariance by Kalman Filtering

2018 ◽  
Author(s):  
Song Fang ◽  
Hideaki Ishii ◽  
Jie Chen
Keyword(s):  
Kalman Filtering ◽  
Optimal Error ◽  
Error Covariance

Inversion of Material Parameters of Composite Fiberglass Box Structure

2015 ◽  
Vol 1095 ◽  
pp. 258-262 ◽  
Author(s):  
Hui Chen ◽  
Feng Wang ◽  
Hua Liu ◽  
Jian Zhang
Keyword(s):  
Kalman Filtering ◽  
Analytical Method ◽  
Analytical Procedure ◽  
Material Parameters ◽  
Error Covariance ◽  
Box Structure ◽  
Practical Engineering ◽  
True Values ◽  
Arbitrary Selection

For composite fiberglass box structure, the approximation equations of Kalman filtering processor was studied. The necessary observation revision equation and Kalman regenerative matrix were derived. The determinations of the initial values of material parameters and the error covariance matrix were solved. The Kalman filtering steps of material parameters of composite fiberglass box structure were presented and the analytical procedure was compiled. From results of typical examples, it is indicated that the Kalman filtering processes are steady and convergent to the true values when the initial filtering values are properly selected, which demonstrates that the analytical method is correct and the developed procedure are reliable. The Kalman filtering processes of material parameters are quite dependent on the determination of initial filtering values, which indicates that the initial filtering values should be set with practical engineering experiences instead of arbitrary selection.

Order Tracking Techniques in Diagnostic Tasks

2005 ◽  
Author(s):  
Min-Chun Pan
Keyword(s):  
Kalman Filtering ◽  
Angular Displacement ◽  
Signal Reconstruction ◽  
Ecg Signal ◽  
Order Tracking ◽  
Electric Scooter ◽  
Spectral Components ◽  
Rotary Machines ◽  
Specific Order

Order tracking techniques have been applied in processing dynamic signals measured from rotary machines for decades. The developed order tracking techniques can be classified into waveform reconstruction and non-reconstruction approaches. The waveform-reconstruction schemes such as the Gabor and the Vold-Kalman filtering order tracking techniques can extract specific order and/or spectral components in addition to characterizing the processed signal in an rpm-frequency plane. The paper objectively compares the characteristics of the improved Gabor order tracking and angular-displacement Vold-Kalman Filtering order tracking schemes. Two diagnostic tasks including ECG signal reconstruction to enhance tiny information, and the characterization of crossing-order noise measured from a riding electric scooter, are accomplished as examples of application.

Kalman Filtering With Intermittent Observations: On the Boundedness of the Expected Error Covariance

2014 ◽  
Vol 59 (10) ◽  
pp. 2724-2738 ◽  
Author(s):  
Eduardo Rath Rohr ◽  
Damian Marelli ◽  
Minyue Fu
Keyword(s):  
Kalman Filtering ◽  
Error Covariance
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