Applying a dual extended Kalman filter for the nonlinear state and parameter estimations of a continuous stirred tank reactor
The extended Kalman filter (EKF) provides an efficient method for generating approximate maximum-likelihood estimates of the states or parameters of discrete-time nonlinear dynamical systems. In this paper, we consider the dual-estimation problem, the so-called dual EKF, in which both the states of...
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| Veröffentlicht in: | Computers & chemical engineering 2011-11, Vol.35 (11), p.2426-2436 |
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| container_title | Computers & chemical engineering |
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| creator | Khodadadi, Hossein Jazayeri-Rad, Hooshang |
| description | The extended Kalman filter (EKF) provides an efficient method for generating approximate maximum-likelihood estimates of the states or parameters of discrete-time nonlinear dynamical systems. In this paper, we consider the dual-estimation problem, the so-called dual EKF, in which both the states of a dynamical system and its parameters are estimated simultaneously, given only noisy observations. The main contribution of this paper is to show the efficacy of a proposed simplified dual-EKF technique (which in this work will be referred to as the dual EKF-2) in comparison with the conventional joint EKF. This has been demonstrated by conducting simulation studies on a CSTR which has been dynamically simulated using the HYSYS simulation package. Extensive analysis revealed that, not only the dual-EKF approach can achieve optimal state- and parameter-estimation performances comparable to the joint EKF, but also it has the main advantage of carrying out separate estimations of the states and parameters. |
| doi_str_mv | 10.1016/j.compchemeng.2010.12.010 |
| format | Article |
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In this paper, we consider the dual-estimation problem, the so-called dual EKF, in which both the states of a dynamical system and its parameters are estimated simultaneously, given only noisy observations. The main contribution of this paper is to show the efficacy of a proposed simplified dual-EKF technique (which in this work will be referred to as the dual EKF-2) in comparison with the conventional joint EKF. This has been demonstrated by conducting simulation studies on a CSTR which has been dynamically simulated using the HYSYS simulation package. 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Systems</topic><topic>CSTR</topic><topic>Dual EKF</topic><topic>Dual estimation</topic><topic>Dynamical systems</topic><topic>Effectiveness</topic><topic>Exact sciences and technology</topic><topic>Extended Kalman filter</topic><topic>Joint EKF</topic><topic>Metrology, automation</topic><topic>Modelling and identification</topic><topic>Nonlinearity</topic><topic>Optimal control</topic><topic>Reactors</topic><topic>State and parameter constraints</topic><topic>Tanks</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Khodadadi, Hossein</creatorcontrib><creatorcontrib>Jazayeri-Rad, Hooshang</creatorcontrib><collection>Pascal-Francis</collection><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Solid State and Superconductivity Abstracts</collection><collection>Technology Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><jtitle>Computers & chemical engineering</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Khodadadi, Hossein</au><au>Jazayeri-Rad, Hooshang</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Applying a dual extended Kalman filter for the nonlinear state and parameter estimations of a continuous stirred tank reactor</atitle><jtitle>Computers & chemical engineering</jtitle><date>2011-11-15</date><risdate>2011</risdate><volume>35</volume><issue>11</issue><spage>2426</spage><epage>2436</epage><pages>2426-2436</pages><issn>0098-1354</issn><eissn>1873-4375</eissn><coden>CCENDW</coden><abstract>The extended Kalman filter (EKF) provides an efficient method for generating approximate maximum-likelihood estimates of the states or parameters of discrete-time nonlinear dynamical systems. 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| ispartof | Computers & chemical engineering, 2011-11, Vol.35 (11), p.2426-2436 |
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| source | Elsevier ScienceDirect Journals |
| subjects | Applied sciences Approximation Chemical engineering Computer science control theory systems Computer simulation Control theory. Systems CSTR Dual EKF Dual estimation Dynamical systems Effectiveness Exact sciences and technology Extended Kalman filter Joint EKF Metrology, automation Modelling and identification Nonlinearity Optimal control Reactors State and parameter constraints Tanks |
| title | Applying a dual extended Kalman filter for the nonlinear state and parameter estimations of a continuous stirred tank reactor |
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