Title :
Impact of correlation errors on the optimum Kalman filter gain identification in a single sensor environment
Author :
Cardoso, Rafael ; Hemerly, Elder Moreira ; Câmara, Helder Tavares ; Gründling, Hilton Abílio
Author_Institution :
Centro de Tecnologia, Univ. Fed. de Santa Maria, Brazil
Abstract :
The impact of errors in the innovation correlation functions evaluation, related to the suboptimal filter, on the identification of the optimum steady state Kalman filter gains are investigated. This issue arises in all real time applications, where the correlations must be calculated from experimental data. An identification algorithm proposed in the literature, with formal proof of convergence, is revisited and summarized. Based on this algorithm, equations describing this impact are developed. Simulation results are presented and discussed. As contribution, experimental results of the identification algorithm, applied to estimate the states of a position servo systems, are presented.
Keywords :
Kalman filters; PWM invertors; convergence of numerical methods; correlation methods; electric sensing devices; error analysis; filtering theory; induction motor drives; position measurement; servomechanisms; state estimation; PWM invertors; convergence; correlation error; filter gain identification; identification algorithm; induction motor drives; optimum Kalman filter; optimum steady state gain; position servo system; real time application; single sensor environment; state estimation; suboptimal filter; Convergence; Covariance matrix; Electronic mail; Equations; Filters; Performance analysis; Servomechanisms; State estimation; Steady-state; Technological innovation;
Conference_Titel :
Industry Applications Conference, 2004. 39th IAS Annual Meeting. Conference Record of the 2004 IEEE
Print_ISBN :
0-7803-8486-5
DOI :
10.1109/IAS.2004.1348666
