Incorporating delayed and infrequent measurements in Extended Kalman Filter based nonlinear state estimation
Incorporating delayed and infrequent measurements in Extended Kalman Filter based nonlinear state estimation
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DOI：
10.1016/j.jprocont.2010.10.013
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发表时间：
2011-01-01
影响因子：
4.2
通讯作者：
Narasimhan, Shankar
中科院分区：
文献类型：
--
作者：
Gopalakrishnan, Ajit;Kaisare, Niket S.;Narasimhan, Shankar
这项工作处理存在延迟和不频繁测量时的状态估计。虽然大多数测量(称为二次测量)是频繁和即时可用的，但由于涉及较长的分析时间，获取其他测量(一次测量)可能会有延迟。一次测量通常以不规则的间隔进行采样，并且确切的延迟也是未知的。传统的固定滞后平滑算法已经被应用于各种化工过程系统，但在这种情况下计算效率很低，需要替代的方法来处理延迟。在本文中，我们分析了几种现有的包含测量延迟的方法，并在一个通用的统一框架下重新解释了它们的结果(对于扩展卡尔曼滤波)。还提出了处理时变和不确定延迟以及无序测量到达的扩展。通过对线性精馏塔和非线性聚合反应器的模拟研究，比较了基于均方根值和计算次数的方法的性能。并以一个大型非线性反应精馏塔为例，说明了该方法的实用性。(C)2010爱思唯尔有限公司。保留所有权利。
This work deals with state estimation in the presence of delayed and infrequent measurements. While most measurements (referred to as secondary measurements) are available frequently and instantaneously, there might be a delay associated with acquiring other measurements (primary measurements) due to long analysis times involved. The primary measurements are usually sampled at irregular intervals and the exact delay is also unknown. The traditional fixed-lag smoothing algorithm, which has been applied for a variety of chemical processes systems, can be computationally inefficient for such situations and alternate methods to handle delays are necessary. In this paper, we analyze several existing methods to incorporate measurement delays and reinterpret their results under a common unified framework (for Extended Kalman Filter). Extensions to handle time-varying and uncertain delays, as well as out of sequence measurement arrival are also presented. Simulation studies on a linear distillation column and a nonlinear polymerization reactor are used to compare the performance of these methods based on RMSE values and computation times. A large scale nonlinear reactive distillation column example is also used to illustrate the practicality of the suggested method. (C) 2010 Elsevier Ltd. All rights reserved.