State estimation is the precondition and foundation of a bioprocess monitoring and optimal control. However,there are many difficulties in dealing with a non-linear system,such as the instability of process, un-modele...State estimation is the precondition and foundation of a bioprocess monitoring and optimal control. However,there are many difficulties in dealing with a non-linear system,such as the instability of process, un-modeled dynamics,parameter sensitivity,etc.This paper discusses the principles and characteristics of three different approaches,extended Kalman filters,strong tracking filters and unscented transformation based Kalman filters.By introducing the unscented transformation method and a sub-optimal fading factor to correct the prediction error covariance,an improved Kalman filter,unscented transformation based robust Kalman filter,is proposed. The performance of the algorithm is compared with the strong tracking filter and unscented transformation based Kalman filter and illustrated in a typical case study for glutathione fermentation process.The results show that the proposed algorithm presents better accuracy and stability on the state estimation in numerical calculations.展开更多
雷达机动目标跟踪问题中,通常目标运动模型可精确地在直角坐标系下建模,但大多数情形下模型是非线性的,同时在传感器坐标系下所获得目标量测又是直接可用的.通过将无迹变换与最优线性无偏滤波器有机结合,提出一种新的BLUE(Best Linear U...雷达机动目标跟踪问题中,通常目标运动模型可精确地在直角坐标系下建模,但大多数情形下模型是非线性的,同时在传感器坐标系下所获得目标量测又是直接可用的.通过将无迹变换与最优线性无偏滤波器有机结合,提出一种新的BLUE(Best Linear Unbiased Estimator)滤波算法,以便解决上述非线性跟踪问题.首先,该算法利用无迹变换对经由直角坐标系下非线性目标运动模型得到的目标状态及其协方差作出预测,然后在保持传感器坐标系(极坐标系)下所固有的量测误差的同时,直接对它们作出状态估计.在算法推导及Monte-Carlo仿真过程中,将新的BLUE滤波算法和EKF(Extended Kalman Filter)、UKF(Unscented Kalman Filter)滤波算法进行比较,结果表明新算法的有效性和适用性.展开更多
基金Supported by the National Natural Science Foundation of China （20476007, 20676013）.
文摘State estimation is the precondition and foundation of a bioprocess monitoring and optimal control. However,there are many difficulties in dealing with a non-linear system,such as the instability of process, un-modeled dynamics,parameter sensitivity,etc.This paper discusses the principles and characteristics of three different approaches,extended Kalman filters,strong tracking filters and unscented transformation based Kalman filters.By introducing the unscented transformation method and a sub-optimal fading factor to correct the prediction error covariance,an improved Kalman filter,unscented transformation based robust Kalman filter,is proposed. The performance of the algorithm is compared with the strong tracking filter and unscented transformation based Kalman filter and illustrated in a typical case study for glutathione fermentation process.The results show that the proposed algorithm presents better accuracy and stability on the state estimation in numerical calculations.
基金Supported by National Natural Science Foundation of China （61135001, 61075029, 61074179, 61074155） and the Postdoctoral Science Foundation of China （20110491692）
