메뉴 건너뛰기




Volumn 17, Issue 2, 2011, Pages 380-405

Reduced-order Unscented Kalman Filtering with application to parameter identification in large-dimensional systems

Author keywords

Data assimilation; Filtering; Identification in PDEs; State and parameter estimation

Indexed keywords

CONTINUOUS TIME; DATA ASSIMILATION; DISCRETE TIME; DISCRETIZATIONS; FILTERING ALGORITHM; LUENBERGER OBSERVERS; NONLINEAR OPERATOR; OBSERVATION OPERATOR; REDUCED ORDER; REDUCED SIZE; REDUCED-ORDER FILTERING; SAMPLING POINTS; STATE AND PARAMETER ESTIMATION; STATE PARAMETER ESTIMATION; TANGENT OPERATORS; TEST PROBLEM; UNCERTAINTY SPACE; UNSCENTED KALMAN FILTERING;

EID: 79960935182     PISSN: 12928119     EISSN: 12623377     Source Type: Journal    
DOI: 10.1051/cocv/2010006     Document Type: Article
Times cited : (74)

References (24)
  • 1
    • 0026762414 scopus 로고
    • AHA/ACC/SNM, Standardization of cardiac tomographic imaging
    • AHA/ACC/SNM, Standardization of cardiac tomographic imaging. Circulation 86 (1992) 338-339.
    • (1992) Circulation , vol.86 , pp. 338-339
  • 2
    • 20444490461 scopus 로고    scopus 로고
    • Tagged magnetic resonance imaging of the heart: A survey
    • L. Axel, A. Montillo and D. Kim, Tagged magnetic resonance imaging of the heart: a survey. Med. Image Anal. 9 (2005) 376.
    • (2005) Med. Image Anal. , vol.9 , pp. 376
    • Axel, L.1    Montillo, A.2    Kim, D.3
  • 5
    • 0030424167 scopus 로고    scopus 로고
    • Mapping tropical Pacific sea level: Data assimilation via a reduced state space Kalman filter
    • M.A. Cane, A. Kaplan, R.N. Miller, B. Tang, E.C. Hackert and A.J. Busalacchi, Mapping tropical Pacific sea level: Data assimilation via a reduced state space Kalman filter. J. Geophys. Res. 101 (1996) 22599-22618.
    • (1996) J. Geophys. Res. , vol.101 , pp. 22599-22618
    • Cane, M.A.1    Kaplan, A.2    Miller, R.N.3    Tang, B.4    Hackert, E.C.5    Busalacchi, A.J.6
  • 6
    • 0001064937 scopus 로고    scopus 로고
    • Identification of Robin coefficients by the means of boundary measurements
    • PII S026656119903172X
    • S. Chaabane and M. Jaoua, Identification of Robin coefficients by the means of boundary measurements. Inv. Prob. 15 (1999) 1425-1438. (Pubitemid 129655860)
    • (1999) Inverse Problems , vol.15 , Issue.6 , pp. 1425-1438
    • Chaabane, S.1    Jaoua, M.2
  • 7
    • 60949105324 scopus 로고    scopus 로고
    • Robust filtering for joint state-parameter estimation in distributed mechanical systems
    • D. Chapelle, P. Moireau and P. Le Tallec, Robust filtering for joint state-parameter estimation in distributed mechanical systems. DCDS-A 23 (2009) 65-84.
    • (2009) DCDS-A , vol.23 , pp. 65-84
    • Chapelle, D.1    Moireau, P.2    Le Tallec, P.3
  • 8
    • 57849116170 scopus 로고    scopus 로고
    • Uniformly exponentially stable approximations for a class of damped systems
    • S. Ervedoza and E. Zuazua, Uniformly exponentially stable approximations for a class of damped systems. J. Math. Pures Appl. 91 (2009) 20-48.
    • (2009) J. Math. Pures Appl. , vol.91 , pp. 20-48
    • Ervedoza, S.1    Zuazua, E.2
  • 9
    • 0037099502 scopus 로고    scopus 로고
    • A simplified reduced order Kalman filtering and application to altimetric data assimilation in Tropical Pacific
    • DOI 10.1016/S0924-7963(02)00129-X, PII S092479630200129X
    • I. Hoteit, D.-T. Pham and J. Blum, A simplified reduced order Kalman filtering and application to altimetric data assimilation in Tropical Pacific. J. Mar. Syst. 36 (2002) 101-127. (Pubitemid 34793715)
    • (2002) Journal of Marine Systems , vol.36 , Issue.1-2 , pp. 101-127
    • Hoteit, I.1    Pham, D.-T.2    Blum, J.3
  • 10
    • 0036058369 scopus 로고    scopus 로고
    • Reduced sigma point filters for the propagation of means and covariances through nonlinear transformations
    • Anchorage AK, USA, 8-10 May
    • S.J. Julier and J.K. Uhlmann, Reduced Sigma Point Filters for the Propagation of Means and Covariances through Nonlinear Transformations, in Proc. of IEEE Am. Contr. Conf. , Anchorage AK, USA, 8-10 May (2002) 887-892.
    • (2002) Proc. of IEEE Am. Contr. Conf. , pp. 887-892
    • Julier, S.J.1    Uhlmann, J.K.2
  • 11
    • 0036060759 scopus 로고    scopus 로고
    • The scaled unscented transformation
    • Anchorage AK, USA, 8-10 May
    • S.J. Julier and J.K. Uhlmann, The Scaled Unscented Transformation, in Proc. of IEEE Am. Contr. Conf. , Anchorage AK, USA, 8-10 May (2002) 4555-4559.
    • (2002) Proc. of IEEE Am. Contr. Conf. , pp. 4555-4559
    • Julier, S.J.1    Uhlmann, J.K.2
  • 13
    • 0033723743 scopus 로고    scopus 로고
    • A new method for the nonlinear transformation of means and covariances in filter and estimators
    • S. Julier, J. Uhlmann and H. Durrant-Whyte, A new method for the nonlinear transformation of means and covariances in filter and estimators. IEEE Trans. Automat. Contr. 45 (2000) 447-482.
    • (2000) IEEE Trans. Automat. Contr. , vol.45 , pp. 447-482
    • Julier, S.1    Uhlmann, J.2    Durrant-Whyte, H.3
  • 14
    • 0000225931 scopus 로고
    • Numerical methods for nonlinear three-dimensional elasticity
    • P.G. Ciarlet and J.-L. Lions Eds., Elsevier
    • P. Le Tallec, Numerical methods for nonlinear three-dimensional elasticity, in Handbook of Numerical Analysis 3 , P.G. Ciarlet and J.-L. Lions Eds., Elsevier (1994).
    • (1994) Handbook of Numerical Analysis , vol.3
    • Le Tallec, P.1
  • 15
    • 0036687287 scopus 로고    scopus 로고
    • Comments on "a new method for the nonlinear transformation of means and covariances in filters and estimators" [and authors' reply]
    • T. Lefebvre, H. Bruyninckx and J. De Schuller, Comments on "A new method for the nonlinear transformation of means and covariances in filters and estimators" [and authors' reply]. IEEE Trans. Automat. Contr. 47 (2002) 1406-1409.
    • (2002) IEEE Trans. Automat. Contr. , vol.47 , pp. 1406-1409
    • Lefebvre, T.1    Bruyninckx, H.2    De Schuller, J.3
  • 17
    • 36048996040 scopus 로고    scopus 로고
    • Joint state and parameter estimation for distributed mechanical systems
    • DOI 10.1016/j.cma.2007.08.021, PII S0045782507003660
    • P. Moireau, D. Chapelle and P. Le Tallec, Joint state and parameter estimation for distributed mechanical systems. Comput. Meth. Appl. Mech. Eng. 197 (2008) 659-677. (Pubitemid 350091298)
    • (2008) Computer Methods in Applied Mechanics and Engineering , vol.197 , Issue.6-8 , pp. 659-677
    • Moireau, P.1    Chapelle, D.2    Tallec, P.L.3
  • 18
    • 68849111579 scopus 로고    scopus 로고
    • Filtering for distributed mechanical systems using position measurements: Perspectives in medical imaging
    • P. Moireau, D. Chapelle and P. Le Tallec, Filtering for distributed mechanical systems using position measurements: Perspectives in medical imaging. Inv. Prob. 25 (2009) 035010.
    • (2009) Inv. Prob. , vol.25 , pp. 035010
    • Moireau, P.1    Chapelle, D.2    Le Tallec, P.3
  • 20
    • 0031742114 scopus 로고    scopus 로고
    • A singular evolutive extended Kalman filter for data assimilation in oceanography
    • D.T. Pham, J. Verron and M.C. Roubeaud, A singular evolutive extended Kalman filter for data assimilation in oceanography. J. Marine Systems 16 (1998) 323-341.
    • (1998) J. Marine Systems , vol.16 , pp. 323-341
    • Pham, D.T.1    Verron, J.2    Roubeaud, M.C.3
  • 21
    • 34648837231 scopus 로고    scopus 로고
    • On unscented Kalman filtering for state estimation of continuous-time nonlinear systems
    • DOI 10.1109/TAC.2007.904453
    • S. Sarkka, On unscented Kalman filtering for state estimation of continuous-time nonlinear systems. IEEE Trans. Automat. Contr. 52 (2007) 1631-1641. (Pubitemid 47456073)
    • (2007) IEEE Transactions on Automatic Control , vol.52 , Issue.9 , pp. 1631-1641
    • Sarkka, S.1
  • 23
    • 36049026162 scopus 로고    scopus 로고
    • Application of the unscented Kalman filter for real-time nonlinear structural system identification
    • M. Wu and A.W. Smyth, Application of the unscented Kalman filter for real-time nonlinear structural system identification. Struct. Contr. Health. Monit. 14 (2006) 971-990.
    • (2006) Struct. Contr. Health. Monit. , vol.14 , pp. 971-990
    • Wu, M.1    Smyth, A.W.2
  • 24
    • 0035710005 scopus 로고    scopus 로고
    • Adaptive observer with exponential forgetting factor for linear time varying systems
    • Q. Zhang and A. Clavel, Adaptive observer with exponential forgetting factor for linear time varying systems, in Proceedings of the 40th IEEE Conference on Decision and Control 4 (2001) 3886-3891. (Pubitemid 34144123)
    • (2001) Proceedings of the IEEE Conference on Decision and Control , vol.4 , pp. 3886-3891
    • Zhang, Q.1    Clavel, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.