scholarly journals An Efficient Particle Filtering Algorithm based on Ensemble Kalman Filter Proposal Density

2021 ◽  
Author(s):  
Prakash Tamboli
Keyword(s):  
Kalman Filter ◽  
Computational Efficiency ◽  
Ensemble Kalman Filter ◽  
Particle Filtering ◽  
Filtering Algorithm ◽  
Effective Particle

The paper presents an effective particle filtering using the Ensemble Kalman Filter based proposal density to improve the computational efficiency

scholarly journals An Efficient Particle Filtering Algorithm based on Ensemble Kalman Filter Proposal Density

2021 ◽  
Author(s):  
Prakash Tamboli
Keyword(s):  
Kalman Filter ◽  
Computational Efficiency ◽  
Ensemble Kalman Filter ◽  
Particle Filtering ◽  
Filtering Algorithm ◽  
Effective Particle

The paper presents an effective particle filtering using the Ensemble Kalman Filter based proposal density to improve the computational efficiency

scholarly journals Correlation between System and Observation Errors in Data Assimilation

2018 ◽  
Vol 146 (9) ◽  
pp. 2913-2931 ◽  
Author(s):  
Tyrus Berry ◽  
Timothy Sauer
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Extreme Case ◽  
Covariance Matrices ◽  
Bayesian Filtering ◽  
Filtering Algorithm ◽  
Accurate Knowledge ◽  
Cross Correlations ◽  
Observational Errors ◽  
The Individual

Abstract Accurate knowledge of two types of noise, system and observational, is an important aspect of Bayesian filtering methodology. Traditionally, this knowledge is reflected in individual covariance matrices for the two noise contributions, while correlations between the system and observational noises are ignored. We contend that in practical problems, it is unlikely that system and observational errors are uncorrelated, in particular for geophysically motivated examples where errors are dominated by model and observation truncations. Moreover, it is shown that accounting for the cross correlations in the filtering algorithm, for example in a correlated ensemble Kalman filter, can result in significant improvements in filter accuracy for data from typical dynamical systems. In particular, we discuss the extreme case where the two types of errors are maximally correlated relative to the individual covariances.

Near Space Pseudolite Navigation System Design and High-Performance Filtering Algorithm

2013 ◽  
Vol 411-414 ◽  
pp. 931-935
Author(s):  
She Sheng Gao ◽  
Wen Hui Wei ◽  
Li Xue
Keyword(s):  
Kalman Filter ◽  
Particle Filter ◽  
Navigation System ◽  
Particle Filtering ◽  
Autonomous Navigation ◽  
Unscented Kalman Filter ◽  
Navigation Systems ◽  
Filtering Algorithm ◽  
Near Space ◽  
Autonomous Navigation System

This paper analyzes the defects of satellite navigation systems that exist in positioning and precision-guided weapons and pointes out the advantages and military needs of pseudolite. The autonomous navigation nonlinear mathematical model of Near Space Pseudolite SINS/CNS/SAR autonomous navigation system is established. Based on the merits of fading filter, robust adaptive filtering and particle filter, we propose a fading adaptive Unscented Particle Filtering algorithm. The proposed filtering algorithm is applied to SINS/CNS/SAR autonomous navigation system and conducted simulation calculation with the Unscented Kalman filter and particle filter comparison. The results show that the new algorithm that is proposed meets the needs of pseudolite autonomous navigation, and the navigation accuracy is significantly higher than the Unscented Kalman filter and particle filter algorithm.

scholarly journals Sensorless-BLDC motor speed control with ensemble Kalman filter and neural network

2019 ◽  
Vol 10 (1) ◽  
pp. 1 ◽  
Author(s):  
Muhammad Rif'an ◽  
Feri Yusivar ◽  
Benyamin Kusumoputro
Keyword(s):  
Neural Network ◽  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Operational Reliability ◽  
Brushless Dc Motor ◽  
Motor Speed ◽  
Filtering Algorithm ◽  
Brushless Dc ◽  
Terminal Voltage ◽  
Non Linear Systems

The use of sensorless technology at BLDC is mainly to improve operational reliability and play a role for wider use of BLDC motors in the future. This research aims to predict load changes and to improve the accuracy of estimation results of sensorless-BLDC. In this paper, a new filtering algorithm is proposed for sensorless brushless DC motor based on Ensemble Kalman filter (EnKF) and neural network. The proposed EnKF algorithm is used to estimate speed and rotor position, while neural network is used to estimate the disturbance by simulation. The proposed algorithm requires only the terminal voltage and the current of three phases for estimated speed and disturbance. A model of non-linear systems is carried out for simulation. Variations in disturbances such as external mechanical loads are given for testing the performance of the proposed algorithm. The experimental results show that the proposed algorithm has sufficient control with error speed of 3 % in a disturbance of 50 % of the rated-torque. Simulation results show that the speed can be tracked and adjusted accordingly either by disturbances or the presence of disturbances.

Ensemble Kalman Filter for Out of Sequence Measurement Tracking

2012 ◽  
Vol 132 (10) ◽  
pp. 1617-1625
Author(s):  
Sirichai Pornsarayouth ◽  
Masaki Yamakita
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter

Data assimilation with the weighted ensemble Kalman filter

2010 ◽  
Author(s):  
Nicolas Papadakis ◽  
Etienne Mémin ◽  
Anne Cuzol ◽  
Nicolas Gengembre
Keyword(s):  
Kalman Filter ◽  
Data Assimilation ◽  
Ensemble Kalman Filter

scholarly journals Assimilation of D-InSAR snow depth data by an ensemble Kalman filter

2021 ◽  
Vol 14 (6) ◽  
Author(s):  
Jinming Yang ◽  
Chengzhi Li
Keyword(s):  
Remote Sensing ◽  
Kalman Filter ◽  
Water Resource ◽  
Ensemble Kalman Filter ◽  
Snow Depth ◽  
Resource Assessment ◽  
Measured Data ◽  
Hydrological Process ◽  
Depth Data ◽  
Water Resource Assessment

AbstractSnow depth mirrors regional climate change and is a vital parameter for medium- and long-term numerical climate prediction, numerical simulation of land-surface hydrological process, and water resource assessment. However, the quality of the available snow depth products retrieved from remote sensing is inevitably affected by cloud and mountain shadow, and the spatiotemporal resolution of the snow depth data cannot meet the need of hydrological research and decision-making assistance. Therefore, a method to enhance the accuracy of snow depth data is urgently required. In the present study, three kinds of snow depth data which included the D-InSAR data retrieved from the remote sensing images of Sentinel-1 synthetic aperture radar, the automatically measured data using ultrasonic snow depth detectors, and the manually measured data were assimilated based on ensemble Kalman filter. The assimilated snow depth data were spatiotemporally consecutive and integrated. Under the constraint of the measured data, the accuracy of the assimilated snow depth data was higher and met the need of subsequent research. The development of ultrasonic snow depth detector and the application of D-InSAR technology in snow depth inversion had greatly alleviated the insufficiency of snow depth data in types and quantity. At the same time, the assimilation of multi-source snow depth data by ensemble Kalman filter also provides high-precision data to support remote sensing hydrological research, water resource assessment, and snow disaster prevention and control program.

scholarly journals Assimilation of Dynamic Combined Finite Discrete Element Methods Using the Ensemble Kalman Filter

2021 ◽  
Vol 11 (7) ◽  
pp. 2898
Author(s):  
Humberto C. Godinez ◽  
Esteban Rougier
Keyword(s):  
Kalman Filter ◽  
Ensemble Kalman Filter ◽  
Failure Modes ◽  
Split Hopkinson Pressure Bar ◽  
Peak Stress ◽  
Discrete Element ◽  
Material Behavior ◽  
Model Parameters ◽  
Hopkinson Pressure Bar ◽  
Parameter Values

Simulation of fracture initiation, propagation, and arrest is a problem of interest for many applications in the scientific community. There are a number of numerical methods used for this purpose, and among the most widely accepted is the combined finite-discrete element method (FDEM). To model fracture with FDEM, material behavior is described by specifying a combination of elastic properties, strengths (in the normal and tangential directions), and energy dissipated in failure modes I and II, which are modeled by incorporating a parameterized softening curve defining a post-peak stress-displacement relationship unique to each material. In this work, we implement a data assimilation method to estimate key model parameter values with the objective of improving the calibration processes for FDEM fracture simulations. Specifically, we implement the ensemble Kalman filter assimilation method to the Hybrid Optimization Software Suite (HOSS), a FDEM-based code which was developed for the simulation of fracture and fragmentation behavior. We present a set of assimilation experiments to match the numerical results obtained for a Split Hopkinson Pressure Bar (SHPB) model with experimental observations for granite. We achieved this by calibrating a subset of model parameters. The results show a steady convergence of the assimilated parameter values towards observed time/stress curves from the SHPB observations. In particular, both tensile and shear strengths seem to be converging faster than the other parameters considered.

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