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Title: Extending the Kalman filter for structured identification of linear and nonlinear systems
Authors: Best, Matt C.
Bogdanski, Karol
Keywords: System identification
Model order reduction
Kalman filter
Linear systems
Nonlinear systems
Issue Date: 2016
Publisher: Inderscience © The Author(s)
Citation: BEST, M.C. and BOGDANSKI, K., 2016. Extending the Kalman filter for structured identification of linear and nonlinear systems. International Journal of Modelling, Identification and Control, 27 (2), pp. 114-124.
Abstract: This paper considers a novel approach to system identification which allows accurate models to be created for both linear and nonlinear multi-input / output systems. In addition to conventional system identification applications the method can also be used as a black-box tool for model order reduction. A nonlinear Kalman filter is extended to include slow-varying parameter states in a canonical model structure. Interestingly, in spite of all model parameters being unknown at the start, the filter is able to evolve parameter estimates to achieve 100% accuracy in noise-free test cases, and is also proven to be robust to noise in the measurements. The canonical structure ensures a well-conditioned model which simultaneously provides valuable dynamic information to the engineer. After extensive testing of a linear example, the model structure is extended to a generalised nonlinear form, which is shown to accurately identify the handling response of a full vehicle model.
Description: This is an Open Access article published by Inderscience and distributed under the terms of the Creative Commons Attribution Licence, https://creativecommons.org/licenses/by/4.0/
Sponsor: This work was supported by Jaguar Land Rover and the UK-EPSRC grant EP/K014102/1 as part of the jointly funded Programme for Simulation Innovation (PSi).
Version: Published
DOI: 10.1504/IJMIC.2017.082952
URI: https://dspace.lboro.ac.uk/2134/20708
Publisher Link: http://dx.doi.org/10.1504/IJMIC.2017.082952
ISSN: 1746-6172
Appears in Collections:Published Articles (Aeronautical and Automotive Engineering)

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