A new method of unscented extended Kalman filter （UEKF） for nonlinear system is presented. This new method is a combination of the unscented transformation and the extended Kalman filter （EKF）. The extended Kalman...A new method of unscented extended Kalman filter （UEKF） for nonlinear system is presented. This new method is a combination of the unscented transformation and the extended Kalman filter （EKF）. The extended Kalman filter is similar to that in a conventional EKF. However, in every running step of the EKF the unscented transformation is running, the deterministic sample is caught by unscented transformation, then posterior mean of non- lineadty is caught by propagating, but the posterior covariance of nonlinearity is caught by linearizing. The accuracy of new method is a little better than that of the unscented Kalman filter （UKF）, however, the computational time of the UEKF is much less than that of the UKF.展开更多
Monitoring and evaluating the health parameters of marine gas turbine engine help in developing predictive control techniques and maintenance schedules.Because the health parameters are unmeasurable,researchers estima...Monitoring and evaluating the health parameters of marine gas turbine engine help in developing predictive control techniques and maintenance schedules.Because the health parameters are unmeasurable,researchers estimate them only based on the available measurement parameters.Kalman filter-based approaches are the most commonly used estimation approaches;how-ever,the conventional Kalman filter-based approaches have a poor robustness to the model uncertainty,and their ability to track the mutation condition is influenced by historical data.Therefore,in this paper,an improved Kalman filter-based algorithm called the strong tracking extended Kalman filter(STEKF)approach is proposed to estimate the gas turbine health parameters.The analytical expressions of Jacobian matrixes are deduced by non-equilibrium point analytical linearization to address the problem of the conventional approaches.The proposed approach was used to estimate the health parameters of a two-shaft marine gas turbine engine in the simulation environment and was compared with the extended Kalman filter(EKF)and the unscented Kalman filter(UKF).The results show that the STEKF approach not only has a computation cost similar to that of the EKF approach but also outperforms the EKF approach when the health parameters change abruptly and the noise mean value is not zero.展开更多
文摘A new method of unscented extended Kalman filter （UEKF） for nonlinear system is presented. This new method is a combination of the unscented transformation and the extended Kalman filter （EKF）. The extended Kalman filter is similar to that in a conventional EKF. However, in every running step of the EKF the unscented transformation is running, the deterministic sample is caught by unscented transformation, then posterior mean of non- lineadty is caught by propagating, but the posterior covariance of nonlinearity is caught by linearizing. The accuracy of new method is a little better than that of the unscented Kalman filter （UKF）, however, the computational time of the UEKF is much less than that of the UKF.
文摘Monitoring and evaluating the health parameters of marine gas turbine engine help in developing predictive control techniques and maintenance schedules.Because the health parameters are unmeasurable,researchers estimate them only based on the available measurement parameters.Kalman filter-based approaches are the most commonly used estimation approaches;how-ever,the conventional Kalman filter-based approaches have a poor robustness to the model uncertainty,and their ability to track the mutation condition is influenced by historical data.Therefore,in this paper,an improved Kalman filter-based algorithm called the strong tracking extended Kalman filter(STEKF)approach is proposed to estimate the gas turbine health parameters.The analytical expressions of Jacobian matrixes are deduced by non-equilibrium point analytical linearization to address the problem of the conventional approaches.The proposed approach was used to estimate the health parameters of a two-shaft marine gas turbine engine in the simulation environment and was compared with the extended Kalman filter(EKF)and the unscented Kalman filter(UKF).The results show that the STEKF approach not only has a computation cost similar to that of the EKF approach but also outperforms the EKF approach when the health parameters change abruptly and the noise mean value is not zero.
