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Full-Text Articles in Engineering
Constrained Kalman Filtering Via Density Function Truncation For Turbofan Engine Health Estimation, Daniel J. Simon, Donald L. Simon
Constrained Kalman Filtering Via Density Function Truncation For Turbofan Engine Health Estimation, Daniel J. Simon, Donald L. Simon
Electrical and Computer Engineering Faculty Publications
Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This article develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter truncates the probability density function (PDF) of the Kalman filter estimate at the known constraints and then computes the constrained …
Biogeography-Based Optimization, Daniel J. Simon
Biogeography-Based Optimization, Daniel J. Simon
Electrical and Computer Engineering Faculty Publications
Biogeography is the study of the geographical distribution of biological organisms. Mathematical equations that govern the distribution of organisms were first discovered and developed during the 1960s. The mindset of the engineer is that we can learn from nature. This motivates the application of biogeography to optimization problems. Just as the mathematics of biological genetics inspired the development of genetic algorithms (GAs), and the mathematics of biological neurons inspired the development of artificial neural networks, this paper considers the mathematics of biogeography as the basis for the development of a new field: biogeography-based optimization (BBO). We discuss natural biogeography and …
A Comparison Of Filtering Approaches For Aircraft Engine Health Estimation, Daniel J. Simon
A Comparison Of Filtering Approaches For Aircraft Engine Health Estimation, Daniel J. Simon
Electrical and Computer Engineering Faculty Publications
Different approaches for the estimation of the states of linear dynamic systems are commonly used, the most common being the Kalman filter. For nonlinear systems, variants of the Kalman filter are used. Some of these variants include the LKF (linearized Kalman filter), the EKF (extended Kalman filter), and the UKF (unscented Kalman filter). With the LKF and EKF, performance varies depending on how often Jacobians (partial derivative matrices) are updated. In other words, we see a tradeoff between computational effort and filtering performance. With the unscented Kalman filter, Jacobians are not calculated but computational effort is typically high due to …
Kalman Filtering For Fuzzy Discrete Time Dynamic Systems, Daniel J. Simon
Kalman Filtering For Fuzzy Discrete Time Dynamic Systems, Daniel J. Simon
Electrical and Computer Engineering Faculty Publications
This paper uses Kalman filter theory to design a state estimator for noisy discrete time Takagi–Sugeno (T–S) fuzzy models. One local filter is designed for each local linear model using standard Kalman filter theory. Steady state solutions can be found for each of the local filters. Then a linear combination of the local filters is used to derive a global filter. The local filters are time-invariant, which greatly reduces the computational complexity of the global filter. The global filter is shown to be unbiased and (under certain conditions) stable. In addition, under the approximation of uncorrelatedness among the local models, …
Training Fuzzy Systems With The Extended Kalman Filter, Daniel J. Simon
Training Fuzzy Systems With The Extended Kalman Filter, Daniel J. Simon
Electrical and Computer Engineering Faculty Publications
The generation of membership functions for fuzzy systems is a challenging problem. We show that for Mamdani-type fuzzy systems with correlation-product inference, centroid defuzzification, and triangular membership functions, optimizing the membership functions can be viewed as an identification problem for a nonlinear dynamic system. This identification problem can be solved with an extended Kalman filter. We describe the algorithm and compare it with gradient descent and with adaptive neuro-fuzzy inference system (ANFIS) based optimization of fuzzy membership functions. The methods discussed in this paper are illustrated on a fuzzy filter for motor winding current estimation, and are compared with Butterworth …
Training Radial Basis Neural Networks With The Extended Kalman Filter, Daniel J. Simon
Training Radial Basis Neural Networks With The Extended Kalman Filter, Daniel J. Simon
Electrical and Computer Engineering Faculty Publications
Radial basis function (RBF) neural networks provide attractive possibilities for solving signal processing and pattern classification problems. Several algorithms have been proposed for choosing the RBF prototypes and training the network. The selection of the RBF prototypes and the network weights can be viewed as a system identification problem. As such, this paper proposes the use of the extended Kalman filter for the learning procedure. After the user chooses how many prototypes to include in the network, the Kalman filter simultaneously solves for the prototype vectors and the weight matrix. A decoupled extended Kalman filter is then proposed in order …
A Multiscale, Bayesian And Error-In-Variables Approach For Linear Dynamic Data Rectification, Sridhar Ungarala, Bhavik R. Bakshi
A Multiscale, Bayesian And Error-In-Variables Approach For Linear Dynamic Data Rectification, Sridhar Ungarala, Bhavik R. Bakshi
Chemical & Biomedical Engineering Faculty Publications
A multiscale approach to data rectification is proposed for data containing features with different time and frequency localization. Noisy data are decomposed into contributions at multiple scales and a Bayesian optimization problem is solved to rectify the wavelet coefficients at each scale. A linear dynamic model is used to constrain the optimization problem, which facilitates an error-in variables (EIV) formulation and reconciles all measured variables. Time-scale recursive algorithms are obtained by propagating the prior with temporal and scale models. The multi-scale Kalman filter is a special case of the proposed Bayesian EIV approach.