Extended-Kalman-filter-based dynamic mode decomposition for simultaneous system identification and denoising

The Particle Filter and Extended Kalman Filter methods for the structural system identification considering various uncertainties

Structural system identification using recursive methods has been a research direction of increasing interest in recent decades. The two prominent methods, including the Extended Kalman Filter (EKF) and the Particle Filter (PF), also known as the Sequential Monte Carlo (SMC), are advantageous in this field. In this study, the system identification of a shake table test of a 4-story steel struct...

Identification of an Autonomous Underwater Vehicle Dynamic Using Extended Kalman Filter with ARMA Noise Model

In the procedure of designing an underwater vehicle or robot, its maneuverability and controllability must be simulated and tested, before the product is finalized for manufacturing. Since the hydrodynamic forces and moments highly affect the dynamic and maneuverability of the system, they must be estimated with a reasonable accuracy. In this study, hydrodynamic coefficients of an autonomous un...

Dynamic mode decomposition for compressive system identification

Dynamic mode decomposition has emerged as a leading technique to identify spatiotemporal coherent structures from high-dimensional data, benefiting from a strong connection to nonlinear dynamical systems via the Koopman operator. In this work, we integrate and unify two recent innovations that extend DMD to systems with actuation [56] and systems with heavily subsampled measurements [17]. When ...

Design of Instrumentation Sensor Networks for Non-Linear Dynamic Processes Using Extended Kalman Filter

This paper presents a methodology for design of instrumentation sensor networks in non-linear chemical plants. The method utilizes a robust extended Kalman filter approach to provide an efficient dynamic data reconciliation. A weighted objective function has been introduced to enable the designer to incorporate each individual process variable with its own operational importance. To enhance...

Extended Kalman Filter Based Fuzzy Adaptive Filter