Estimating Impulsive Loads in Duffing's Equation Using Two Methods

2012 ◽  
Vol 134 (3) ◽  
Author(s):  
Dong-Cherng Lin

This work determines the time-varying impulsive loads, called inputs, in a nonlinear system using two novel input estimation inverse algorithms. Both algorithms use the extended Kalman filter with two different recursive estimators to determine impulsive loads. The extended Kalman filter generates the residual innovation sequences. The estimators use the residual innovation sequences to evaluate the magnitudes and, therefore, the onset time histories of the impulsive loads. Based on the two regression equations, a recursive least-squares estimator with a tunable fading factor is called a conventional input estimation with an adaptive weighting fading factor called an adaptive weighting input estimation. Both are used to estimate on-line inputs involving measurement noise and modeling errors. Numerical simulations of a nonlinear system, Duffing’s equation, demonstrate the accuracy of the proposed methods. Simulation results show that the proposed methods accurately estimate impulsive loads, and the AWIE approach has superior robust estimation capability than the CIE method in the nonlinear system.

2011 ◽  
Vol 219-220 ◽  
pp. 569-573
Author(s):  
Ye Li ◽  
Zhen Lu ◽  
Yong Jie Pang

A strong tracking filter based on suboptimal fading extended Kalman filter was proposed to ensure the perception for the motion state of underwater vehicles accurate in the paper. For the uncertainty of nonlinear system model, the strong tracking filter theory was introduced, orthogonality principle was put forward. Then suboptimal fading factor was pulled in, and extended Kalman filter for nonlinear system was established. The strong tracking filter was applied to data processing of underwater vehicle, and results indicate that it can effectively improve the accuracy and robustness of underwater navigation information.


Author(s):  
Jeremy Kolansky ◽  
Corina Sandu

The generalized polynomial chaos (gPC) mathematical technique, when integrated with the extended Kalman filter (EKF) method, provides a parameter estimation and state tracking method. The truncation of the series expansions degrades the link between parameter convergence and parameter uncertainty which the filter uses to perform the estimations. An empirically derived correction for this problem is implemented, which maintains the original parameter distributions. A comparison is performed to illustrate the improvements of the proposed approach. The method is demonstrated for parameter estimation on a regression system, where it is compared to the recursive least squares (RLS) method.


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