Parameter Estimation of Nonlinear Systems
Institute of Information Engineering, Automation and Mathematics, Faculty of Chemical and Food Technology Faculty of Chemical and Food Technology, Slovak University of Technology, Radlinského 9, 812 37 Bratislava, Slovakia
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Abstract: In this work, a continuous-time extended Kalman filter (EKF) is presented, which allows the parameters of nonlinear systems to be estimated. The idea of the extended Kalman filter is extending the linearized Kalman filter to directly estimate the states of a nonlinear system and linearizing the nonlinear system around the Kalman filter estimate. Two mathematical models, an interacting tank-in-series process and continuous stirred-tank reactor (CSTR), are introduced. EKF is used to estimate constants k11 and k22 for interacting tank-in-series process and temperature of reaction mixture and frequency factor k0 for CSTR.
Keywords: Extended Kalman filter, nonlinear systems, parameters estimation
Full paper in Portable Document Format: acs_0027.pdf
Acta Chimica Slovaca, Vol. 1, No. 1, 2008, pp. 309—320