Formulation and implementation of a practical algorithm for parameter estimation with process and measurement noise

Author(s):  
R. MAINE ◽  
K. ILIFF
Agriculture ◽  
2020 ◽  
Vol 10 (12) ◽  
pp. 606
Author(s):  
Alaa Jamal ◽  
Raphael Linker

Particle filter has received increasing attention in data assimilation for estimating model states and parameters in cases of non-linear and non-Gaussian dynamic processes. Various modifications of the original particle filter have been suggested in the literature, including integrating particle filter with Markov Chain Monte Carlo (PF-MCMC) and, later, using genetic algorithm evolutionary operators as part of the state updating process. In this work, a modified genetic-based PF-MCMC approach for estimating the states and parameters simultaneously and without assuming Gaussian distribution for priors is presented. The method was tested on two simulation examples on the basis of the crop model AquaCrop-OS. In the first example, the method was compared to a PF-MCMC method in which states and parameters are updated sequentially and genetic operators are used only for state adjustments. The influence of ensemble size, measurement noise, and mutation and crossover parameters were also investigated. Accurate and stable estimations of the model states were obtained in all cases. Parameter estimation was more challenging than state estimation and not all parameters converged to their true value, especially when the parameter value had little influence on the measured variables. Overall, the proposed method showed more accurate and consistent parameter estimation than the PF-MCMC with sequential estimation, which showed highly conservative behavior. The superiority of the proposed method was more pronounced when the ensemble included a large number of particles and the measurement noise was low.


2014 ◽  
Vol 687-691 ◽  
pp. 787-790
Author(s):  
Rong Jun Yang ◽  
Yao Ye

. For effectively using flight test data to extract drag coefficient, an optimal observer based on parameter estimation technique is proposed. The point mass dynamic equation is used to form the Unscented Kalman Filter (UKF) and the smoother (URTSS) for the estimation of a projectile’s flight states. The projectile flight states are then solved and utilized to extract the drag coefficient information using the observer techniques. The simulation verifies the feasibility of the method: with measurement noise, the accurate drag coefficient is obtained by using the smoother.


1989 ◽  
Vol 26 (4) ◽  
pp. 360-372 ◽  
Author(s):  
R. V. Jategaonkar ◽  
E. Plaetschke

1996 ◽  
Vol 118 (3) ◽  
pp. 532-538 ◽  
Author(s):  
A. F. Emery ◽  
T. D. Fadale

The process of parameter estimation and the estimated parameters are affected not only by measurement noise, which is present during any experiment, but also by uncertainties in the parameters of the model used to describe the system. This paper describes a method to optimize the design of an experiment to deduce the maximum information during the inverse problem of parameter estimation in the presence of uncertainties in the model parameters. It is shown that accounting for these uncertainties affects the optimal locations of the sensors.


Author(s):  
A. F. Emery ◽  
D. W. Pepper

Parameter estimation assumes that the model is an accurate representation of the system being studied and that any deviations are caused by measurement noise. For real experimental data this is often not the case. Clearly, the model will constructed to the highest fidelity by the analyst but when it is deficient, the remedy is not always obvious. One approach is to include a discrepancy function which one hopes will resolve any differences. The paper describes the use of such a function combined with Kalman filtering and meshless FEA.


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