Adaptive Extended Kalman Filter for Nonlinear System with Noise Compensating Technology

2014 ◽  
Vol 631-632 ◽  
pp. 121-124
Author(s):  
Zhou Sheng Ma ◽  
Wen Bing Fan

This paper is concerned with the development of new adaptive nonlinear Kalman estimators which incorporate nonlinear model errors and noise statistical characteristic errors. With the adoption of fictitious noise compensation technique and actual non-divergent computation method, the new filters are aimed at compensating the nonlinear dynamics as well as the system modeling errors by adaptively estimating the noise statistics and unknown parameters. The performance of the proposed adaptive estimators is demonstrated using six-state with varying model parameters as a simulation example.

Author(s):  
Prasenjit Ghorai ◽  
Somanath Majhi ◽  
Saurabh Pandey

The paper presents a real-time system modeling and identification scheme for estimation of plant model parameters using a single asymmetrical relay test. A modified set of analytical expressions for unknown plant models under nonzero setpoint and non-negative relay settings is derived. Thereafter, the unknown parameters of three different stable plant models are identified as first-order plus dead time, overdamped, and critically damped second-order plus dead time. The well-known examples from literature are included to show the accuracy of the proposed method through computer simulations. Yokogawa distributed control system centum CS3000 is considered as a design platform for an experimental setup for the realization of asymmetrical relay feedback test. Finally, the transfer function models derived from successive identification of plant dynamics are compared with the literature through Nyquist plots.


Thermo ◽  
2021 ◽  
Vol 1 (2) ◽  
pp. 168-178
Author(s):  
Theodore M. Besmann ◽  
Juliano Schorne-Pinto

Molten salt reactors (MSRs) utilize salts as coolant or as the fuel and coolant together with fissile isotopes dissolved in the salt. It is necessary to therefore understand the behavior of the salts to effectively design, operate, and regulate such reactors, and thus there is a need for thermodynamic models for the salt systems. Molten salts, however, are difficult to represent as they exhibit short-range order that is dependent on both composition and temperature. A widely useful approach is the modified quasichemical model in the quadruplet approximation that provides for consideration of first- and second-nearest-neighbor coordination and interactions. Its use in the CALPHAD approach to system modeling requires fitting parameters using standard thermodynamic data such as phase equilibria, heat capacity, and others. A shortcoming of the model is its inability to directly vary coordination numbers with composition or temperature. Another issue is the difficulty in fitting model parameters using regression methods without already having very good initial values. The proposed paper will discuss these issues and note some practical methods for the effective generation of useful models.


Author(s):  
R. Chander ◽  
M. Meyyappa ◽  
S. Hanagud

Abstract A frequency domain identification technique applicable to damped distributed structural dynamic systems is presented. The technique is developed for beams whose behavior can be modeled using the Euler-Bernoulli beam theory. External damping of the system is included by means of a linear viscous damping model. Parameters to be identified, mass, stiffness and damping distributions are assumed to be continuous functions over the beam. The response at a discrete number of points along the length of the beam for a given forcing function is used as the data for identification. The identification scheme involves approximating the infinite dimensional response and parameter spaces by using quintic B-splines and cubic cardinal splines, respectively. A Galerkin type weighted residual procedure, in conjunction with the least squares technique, is employed to determine the unknown parameters. Numerically simulated response data for an applied impulse load are utilized to validate the developed technique. Estimated values for the mass, stiffness and damping distributions are discussed.


Author(s):  
Leila Taghizadeh ◽  
Ahmad Karimi ◽  
Clemens Heitzinger

AbstractThe main goal of this paper is to develop the forward and inverse modeling of the Coronavirus (COVID-19) pandemic using novel computational methodologies in order to accurately estimate and predict the pandemic. This leads to governmental decisions support in implementing effective protective measures and prevention of new outbreaks. To this end, we use the logistic equation and the SIR system of ordinary differential equations to model the spread of the COVID-19 pandemic. For the inverse modeling, we propose Bayesian inversion techniques, which are robust and reliable approaches, in order to estimate the unknown parameters of the epidemiological models. We use an adaptive Markov-chain Monte-Carlo (MCMC) algorithm for the estimation of a posteriori probability distribution and confidence intervals for the unknown model parameters as well as for the reproduction number. Furthermore, we present a fatality analysis for COVID-19 in Austria, which is also of importance for governmental protective decision making. We perform our analyses on the publicly available data for Austria to estimate the main epidemiological model parameters and to study the effectiveness of the protective measures by the Austrian government. The estimated parameters and the analysis of fatalities provide useful information for decision makers and makes it possible to perform more realistic forecasts of future outbreaks.


Author(s):  
Byamakesh Nayak ◽  
Sangeeta Sahu ◽  
Tanmoy Roy Choudhury

<p>This paper explains an adaptive method for estimation of unknown parameters of transfer function model of any system for finding the parameters. The transfer function of the model with unknown model parameters is considered as the adaptive model whose values are adapted with the experimental data. The minimization of error between the experimental data and the output of the adaptive model have been realised by choosing objective function based on different error criterions. Nelder-Mead optimisation Method is used for adaption algorithm. To prove the method robustness and for students learning, the simple system of separately excited dc motor is considered in this paper. The experimental data of speed response and corresponding current response are taken and transfer function parameters of  dc motors are adapted based on Nelder-Mead optimisation to match with the experimental data. The effectiveness of estimated parameters with different objective functions are compared and validated with machine specification parameters.</p>


ACTA IMEKO ◽  
2015 ◽  
Vol 4 (2) ◽  
pp. 39 ◽  
Author(s):  
Leonard Klaus ◽  
Barbora Arendacká ◽  
Michael Kobusch ◽  
Thomas Bruns

For the dynamic calibration of torque transducers, a model of the transducer and an extended model of the mounted transducer including the measuring device have been developed. The dynamic behaviour of a torque transducer under test is going to be described by its model parameters. This paper describes the models with these known and unknown parameters and how the calibration measurements are going to be carried out. The principle for the identification of the transducer's model parameters from measurement data is described using a least squares approach. The influence of a variation of the transducer's parameters on the frequency response of the expanded model is analysed.


2019 ◽  
Vol 2019 ◽  
pp. 1-12
Author(s):  
Michael Souza ◽  
Daniel Castello ◽  
Ney Roitman ◽  
Thiago Ritto

Several damage identification approaches are based on computational models, and their diagnostics depend on the set of modelling hypotheses adopted when building the model itself. Among these hypotheses, the choice of appropriate damping models seems to be one of the key issues. The goal of this paper is to analyze the impact of a set of damping models on the damage identification diagnostics. The damage identification is built on a Bayesian framework, and the measured data are the modal data associated with the first modes of the structure. The exploration of the posterior density of unknown model parameters is performed by means of the Markov chain Monte Carlo method (MCMC) with Delayed Rejection Adaptive Metropolis (DRAM) algorithm. The analyses are based on experimental dynamic response obtained from an aluminum beam instrumented with a set of accelerometers. The presence of damage/anomaly within the system is physically simulated by placing lumped masses over the beam, considering three different masses and two different placing positions. For the set of cases analyzed, it is shown that the proposed approach was able to identify both the position and magnitude of the lumped masses and that the damping models may not provide an increase of knowledge of some unknown parameters when damping rates are lower than 1%.


Mathematics ◽  
2020 ◽  
Vol 8 (9) ◽  
pp. 1578 ◽  
Author(s):  
Hazem Al-Mofleh ◽  
Ahmed Z. Afify ◽  
Noor Akma Ibrahim

In this paper, a new two-parameter generalized Ramos–Louzada distribution is proposed. The proposed model provides more flexibility in modeling data with increasing, decreasing, J-shaped, and reversed-J shaped hazard rate functions. Several statistical properties of the model were derived. The unknown parameters of the new distribution were explored using eight frequentist estimation approaches. These approaches are important for developing guidelines to choose the best method of estimation for the model parameters, which would be of great interest to practitioners and applied statisticians. Detailed numerical simulations are presented to examine the bias and the mean square error of the proposed estimators. The best estimation method and ordering performance of the estimators were determined using the partial and overall ranks of all estimation methods for various parameter combinations. The performance of the proposed distribution is illustrated using two real datasets from the fields of medicine and geology, and both datasets show that the new model is more appropriate as compared to the Marshall–Olkin exponential, exponentiated exponential, beta exponential, gamma, Poisson–Lomax, Lindley geometric, generalized Lindley, and Lindley distributions, among others.


SPE Journal ◽  
2020 ◽  
Vol 25 (02) ◽  
pp. 951-968 ◽  
Author(s):  
Minjie Lu ◽  
Yan Chen

Summary Owing to the complex nature of hydrocarbon reservoirs, the numerical model constructed by geoscientists is always a simplified version of reality: for example, it might lack resolution from discretization and lack accuracy in modeling some physical processes. This flaw in the model that causes mismatch between actual observations and simulated data when “perfect” model parameters are used as model inputs is known as “model error”. Even in a situation when the model is a perfect representation of reality, the inputs to the model are never completely known. During a typical model calibration procedure, only a subset of model inputs is adjusted to improve the agreement between model responses and historical data. The remaining model inputs that are not calibrated and are likely fixed at incorrect values result in model error in a similar manner as the imperfect model scenario. Assimilation of data without accounting for model error can result in the incorrect adjustment to model parameters, the underestimation of prediction uncertainties, and bias in forecasts. In this paper, we investigate the benefit of recognizing and accounting for model error when an iterative ensemble smoother is used to assimilate production data. The correlated “total error” (a combination of model error and observation error) is estimated from the data residual after a standard history-matching using the Levenberg-Marquardt form of iterative ensemble smoother (LM-EnRML). This total error is then used in further data assimilations to improve the estimation of model parameters and quantification of prediction uncertainty. We first illustrate the method using a synthetic 2D five-spot example, where some model errors are deliberately introduced, and the results are closely examined against the known “true” model. Then, the Norne field case is used to further evaluate the method. The Norne model has previously been history-matched using the LM-EnRML (Chen and Oliver 2014), where cell-by-cell properties (permeability, porosity, net-to-gross, vertical transmissibility) and parameters related to fault transmissibility, depths of water/oil contacts, and relative permeability function are adjusted to honor historical data. In this previous study, the authors highlighted the importance of including large amounts of model parameters, the proper use of localization, and heuristic adjustment of data noise to account for modeling error. In this paper, we improve the last aspect by quantitatively estimating model error using residual analysis.


Author(s):  
Yaswanth Siramdasu ◽  
Farbod Fahimi

Sliding mode controller for trajectory tracking of a surface vessel is designed based on a 3DOF dynamic model. The model has six unknown parameters. For parameter identification, four special test scenarios are defined to isolate and identify one of the six parameters at a time. The identification tests are performed on a robotic boat which has an onboard PC104 computer and a navigation sensor providing vessel’s dynamic states in real-time. The data from experiments are used to determine the model parameters. A sliding mode controller is designed based on the identified model, and is implemented and tested on a real robotic boat. The experiments show the excellent performance of the controller.


Sign in / Sign up

Export Citation Format

Share Document