Integrating the Utkin observer with the unscented Kalman filter

This paper describes the integration of an Utkin observer with the unscented Kalman filter, investigates the performance of the combined observer, termed the unscented Utkin observer, and compares it with an unscented Kalman filter. Simulation tests are performed using a model of a single link robot arm with a revolute elastic joint rotating in a vertical plane. The results indicate that the unscented Utkin observer outperforms the unscented Kalman filter.

Digital signal processing of optical monitoring by means of a Kalman filter

A Kalman filter algorithm has been applied to interpret the optical reflectance excursions during vacuum deposition of infrared coatings and multilayer thin-film filters. The application has been described in detail elsewhere and this paper now reports on-line experience for estimating deposition rate and thickness. The estimation proved sufficiently reliable to firstly 'navigate' regular manufacture (as controlled by a skilled operator) and to subsequently reproduce the skill without interpretation or intervention whilst maintaining exemplary product quality. Optical control by means of this Kalman filter application is therefore considered suitable as a basis for the automated manufacture of infrared coatings and multilayer thin-film filters.

A low-order model investigation of the analysis of gravity waves in the ensemble Kalman filter.

The behavior of the ensemble Kalman filter (EnKF) is examined in the context of a model that exhibits a nonlinear chaotic (slow) vortical mode coupled to a linear (fast) gravity wave of a given amplitude and frequency. It is shown that accurate recovery of both modes is enhanced when covariances between fast and slow normal-mode variables (which reflect the slaving relations inherent in balanced dynamics) are modeled correctly. More ensemble members are needed to recover the fast, linear gravity wave than the slow, vortical motion. Although the EnKF tends to diverge in the analysis of the gravity wave, the filter divergence is stable and does not lead to a great loss of accuracy. Consequently, provided the ensemble is large enough and observations are made that reflect both time scales, the EnKF is able to recover both time scales more accurately than optimal interpolation (OI), which uses a static error covariance matrix. For OI it is also found to be problematic to observe the state at a frequency that is a subharmonic of the gravity wave frequency, a problem that is in part overcome by the EnKF.However, error in themodeled gravity wave parameters can be detrimental to the performance of the EnKF and remove its implied advantages, suggesting that a modified algorithm or a method for accounting for model error is needed.

Estimating correlated observation error statistics using an ensemble transform Kalman filter

For certain observing types, such as those that are remotely sensed, the observation errors are correlated and these correlations are state- and time-dependent. In this work, we develop a method for diagnosing and incorporating spatially correlated and time-dependent observation error in an ensemble data assimilation system. The method combines an ensemble transform Kalman filter with a method that uses statistical averages of background and analysis innovations to provide an estimate of the observation error covariance matrix. To evaluate the performance of the method, we perform identical twin experiments using the Lorenz ’96 and Kuramoto-Sivashinsky models. Using our approach, a good approximation to the true observation error covariance can be recovered in cases where the initial estimate of the error covariance is incorrect. Spatial observation error covariances where the length scale of the true covariance changes slowly in time can also be captured. We find that using the estimated correlated observation error in the assimilation improves the analysis.

Analysis Scheme in the Ensemble Kalman Filter

This paper discusses an important issue related to the implementation and interpretation of the analysis scheme in the ensemble Kalman filter . I t i s shown that the obser vations must be treated as random variables at the analysis steps. That is, one should add random perturbations with the correct statistics to the obser vations and generate an ensemble of obser vations that then is used in updating the ensemble of model states. T raditionally , this has not been done in previous applications of the ensemble Kalman filter and, as will be shown, this has resulted in an updated ensemble with a variance that is too low . This simple modification of the analysis scheme results in a completely consistent approach if the covariance of the ensemble of model states is interpreted as the prediction error covariance, and there are no further requirements on the ensemble Kalman filter method, except for the use of an ensemble of sufficient size. Thus, there is a unique correspondence between the error statistics from the ensemble Kalman filter and the standard Kalman filter approach

Assimilation of Geosat Altimeter Data for the Agulhas Current Using the Ensemble Kalman Filter with a Quasigeostrophic Model

The ring-shedding process in the Agulhas Current is studied using the ensemble Kalman filter to assimilate geosat altimeter data into a two-layer quasigeostrophic ocean model. The properties of the ensemble Kalman filter are further explored with focus on the analysis scheme and the use of gridded data. The Geosat data consist of 10 fields of gridded sea-surface height anomalies separated 10 days apart that are added to a climatic mean field. This corresponds to a huge number of data values, and a data reduction scheme must be applied to increase the efficiency of the analysis procedure. Further, it is illustrated how one can resolve the rank problem occurring when a too large dataset or a small ensemble is used.

Controle vetorial para velocidade de um motor de indução trifásico utilizando estimador filtro de Kalman

This paper describes the study, computer simulation and feasibility of implementation of vector control speed of an induction motor using for this purpose the Extended Kalman Filter as an estimator of rotor flux. The motivation for such work is the use of a control system that requires no sensors on the machine shaft, thus providing a considerable cost reduction of drives and their maintenance, increased reliability, robustness and noise immunity as compared to control systems with conventional sensors

Comparative analysis of synchronization algorithms based on PLL, RDFT and Kalman Filter

This paper discusses the main characteristics and presents a comparative analysis of three synchronization algorithms based respectively, on a Phase-Locked Loop, a Kalman Filter and a Discrete Fourier Transform. It will be described the single and three-phase models of the first two methods and the single-phase model of the third one. Details on how to modify the filtering properties or dynamic response of each algorithm will be discussed in terms of their design parameters. In order to compare the different algorithms, these parameters will be set for maximum filter capability. Then, the dynamic response, during input amplitude and frequency deviations will be observed, as well as during the initialization procedure. So, advantages and disadvantages of all considered algorithms will be discussed. ©2007 IEEE.

Trade-growth relationship in Cuba: estimation using the Kalman filter

Includes bibliography

Kalman Filter approaches on crane swing

The purpose of this study is to explore a Kalman Filter approach to estimating swing of crane-suspended loads. Measuring real-time swing is needed to implement swing damping control strategies where crane joints are used to remove energy from a swinging load. The typical solution to measuring swing uses an inertial sensor attached to the hook block. Measured hook block twist is used to resolve the other two sensed body rates into tangential and radial swing. Uncertainty in the twist measurement leads to inaccurate tangential and radial swing calculations and ineffective swing damping. A typical mitigation approach is to bandpass the inertial sensor readings to remove low frequency drift and high frequency noise. The center frequency of the bandpass filter is usually designed to track the load length and the pass band width set to trade off performance with damping loop gain. The Kalman Filter approach developed here allows all swing motions (radial, tangential and twist) to be measured without the use of a bandpass filter. This provides an alternate solution for swing damping control implementation. After developing a Kalman Filter solution for a two-dimensional swing scenario, the three-dimensional system is considered where simplifying assumptions, suggested by the two-dimensional study, are exploited. One of the interesting aspects of the three-dimensional study is the hook block twist model. Unlike the mass-independence of a pendulum's natural frequency, the twist natural frequency depends both on the pendulum length and the load’s mass distribution. The linear Kalman Filter is applied to experimental data demonstrating the ability to extract the individual swing components for complex motions. It should be noted that the three-dimensional simplifying assumptions preclude the ability to measure two "secondary" hook block rotations. The ability to segregate these motions from the primary swing degrees of freedom was illustrated in the two-dimensional study and could be included into the three-dimensional solution if they were found to be important for a particular application.

An Ensemble Kalman Filter multi-tracer assimilation: Determining uncertain ocean model parameters for improved climate-carbon cycle projections

An Ensemble Kalman Filter is applied to assimilate observed tracer fields in various combinations in the Bern3D ocean model. Each tracer combination yields a set of optimal transport parameter values that are used in projections with prescribed CO2 stabilization pathways. The assimilation of temperature and salinity fields yields a too vigorous ventilation of the thermocline and the deep ocean, whereas the inclusion of CFC-11 and radiocarbon improves the representation of physical and biogeochemical tracers and of ventilation time scales. Projected peak uptake rates and cumulative uptake of CO2 by the ocean are around 20% lower for the parameters determined with CFC-11 and radiocarbon as additional target compared to those with salinity and temperature only. Higher surface temperature changes are simulated in the Greenland–Norwegian–Iceland Sea and in the Southern Ocean when CFC-11 is included in the Ensemble Kalman model tuning. These findings highlights the importance of ocean transport calibration for the design of near-term and long-term CO2 emission mitigation strategies and for climate projections.