Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations

Victor Manuel Becerra, P. D. Roberts, G. W. Griffiths

    Research output: Contribution to journalArticlepeer-review

    Abstract

    This paper describes a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation models using the extended Kalman filter. The method involves the use of a time-varying linearisation of a semi-explicit index one differential-algebraic equation. The estimation technique consists of a simplified extended Kalman filter that is integrated with the differential-algebraic equation model. The paper describes a simulation study using a model of a batch chemical reactor. It also reports a study based on experimental data obtained from a mixing process, where the model of the system is solved using the sequential modular method and the estimation involves a bank of extended Kalman filters.
    Original languageEnglish
    Pages (from-to)267-281
    JournalControl Engineering Practice
    Volume9
    Issue number3
    DOIs
    Publication statusPublished - Mar 2001

    Keywords

    • state estimation, generalised state space, large-scale systems, extended Kalman filters, process models, nonlinear systems, batch reactors

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