Two-stage extended kalman filters with derivative-free local linearizations / Nilanjan Saha in Journal of engineering mechanics, Vol. 137 N° 8 (Août 2011)  

Two-stage extended kalman filters with derivative-free local linearizations [texte imprimé] / Nilanjan Saha, Auteur ; D. Roy, Auteur . - 2011 . - pp.537546.
Mécanique appliquée
Langues : Anglais (eng)
in Journal of engineering mechanics > Vol. 137 N° 8 (Août 2011) . - pp.537546

Mots-clés :	Two-stage filter Extended Kalman filters Model uncertainty Derivative-free local linearizations Parameter estimations
Résumé :	This paper proposes a derivative-free two-stage extended Kalman filter (2-EKF) especially suited for state and parameter identification of mechanical oscillators under Gaussian white noise. Two sources of modeling uncertainties are considered: (1) errors in linearization, and (2) an inadequate system model. The state vector is presently composed of the original dynamical/parameter states plus the so-called bias states accounting for the unmodeled dynamics. An extended Kalman estimation concept is applied within a framework predicated on explicit and derivative-free local linearizations (DLL) of nonlinear drift terms in the governing stochastic differential equations (SDEs). The original and bias states are estimated by two separate filters; the bias filter improves the estimates of the original states. Measurements are artificially generated by corrupting the numerical solutions of the SDEs with noise through an implicit form of a higher-order linearization. Numerical illustrations are provided for a few single- and multidegree-of-freedom nonlinear oscillators, demonstrating the remarkable promise that 2-EKF holds over its more conventional EKF-based counterparts.
DEWEY :	620.1
ISSN :	0733-9399
En ligne :	http://ascelibrary.org/emo/resource/1/jenmdt/v137/i8/p537_s1?isAuthorized=no