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

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

doi:10.1016/S0967-0661(00)00110-6

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 journal › Article › peer-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 language	English
Pages (from-to)	267-281
Journal	Control Engineering Practice
Volume	9
Issue number	3
DOIs	https://doi.org/10.1016/S0967-0661(00)00110-6
Publication status	Published - Mar 2001

Keywords

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

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10.1016/S0967-0661(00)00110-6

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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.",

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author = "Becerra, {Victor Manuel} and Roberts, {P. D.} and Griffiths, {G. W.}",

year = "2001",

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AU - Roberts, P. D.

AU - Griffiths, G. W.

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N2 - 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.

AB - 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.

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

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JO - Control Engineering Practice

JF - Control Engineering Practice

SN - 0967-0661

IS - 3

ER -

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

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Keywords

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