In this paper, the fault detection problem for nonlinear dynamic power systems based an observer is treated. The nonlinear dynamic model based on differential algebraic equations (DAE) is transformed in to ordinary differential equations (ODE). Three nonlinear observers are used and compared for generating the residual signals. Which are: the extended Kalman filter, the extended Kalman estimato...

In this paper we propose a novel training algorithm for RBF networks that is based on extended kalman filter and fuzzy logic.After the user choose how many prototypes to include in the network, the extended kalman filter simultancously solves for the prototype vectors and the weight matrix.The fuzzy logic is used to cope with the devergence problem caused by the insufficiently known a priori fi...

Let (Fn) be an increasing sequence of σ-algebras on some probability space (Ω,F , P ). We will assume that F0 = {∅,Ω}. A sequence (fn) of random variables is called (Fn)adapted if fn is Fn-measurable for each n ≥ 1. In the sequel we will simply write ‘adapted’ if there is no risk of confusion. For any sequence (fn) of random variables, we will write f = supn |fn| and f ∗ n = max1≤k≤n |fk|. Thro...

Obviously navigation is one of the most complicated issues in mobile robots. Intelligent algorithms are often used for error handling in robot navigation. This Paper deals with the problem of Inertial Measurement Unit (IMU) error handling by using Extended Kalman Filter (EKF) as an Expert Algorithms. Our focus is put on the field of mobile robot navigation in the 2D environments. The main chall...

The extended Kalman filter, which linearizes the relationship between security prices and state variables, is widely used in fixed income applications. We investigate if the unscented Kalman filter should be used to capture nonlinearities, and compare the performance of the Kalman filter to that of the particle filter. We analyze the cross section of swap rates, which are mildly nonlinear in th...

The methods of the class of Kalman filters have recently been used in the estimation of the term structure of interest rates. These methods can employ both time-series and cross-sectional aspects of term structure models. This paper compares the performance of two kinds of non-linear Kalman filter algorithms Extended Kalman Filter (EKF) and Square-Root Unscented Kalman Filter (SRUKF) in estimat...

In networked control systems, time delay and data dropout can degrade the performance of the control system and even destabilize the system. In the present paper, the Extended Kalman filter is employed to compensate the effects of time delay and data dropout in feedforward and feedback paths of networked control systems. In the proposed method, the extended Kalman filter is used as an observer ...

We formulate extended Kalman smoothing in an expec­ tation-propagation (EP) framework. The approximation involved (a local linearization) can be looked upon as a 'collapse' of a non­ gaussian belief state onto a Gaussian form. This formulation al­ lows us to come up with better approximations to the belief states, since we can iterate the algorithm until no further refinement of the beliefs is ...