Implementation of Kalman Filtering for Differential-Algebraic Equations
| Autor: | Kirsten Morris, Bogdan Sherbak |
|---|---|
| Rok vydání: | 2021 |
| Předmět: |
Partial differential equation
Discretization Differential equation Computer science 010103 numerical & computational mathematics 02 engineering and technology Kalman filter 021001 nanoscience & nanotechnology 01 natural sciences Extended Kalman filter Computer Science::Systems and Control Ordinary differential equation Applied mathematics Standard algorithms 0101 mathematics 0210 nano-technology Differential algebraic equation |
| Zdroj: | ACC |
| Popis: | Differential-algebraic equations (DAEs) are often converted to systems of differential equations for estimator design and a standard algorithm is used but this can cause problems. Another approach is to use an algorithm designed for DAEs. Here the performance of differential-algebraic equation-compatible Kalman filters, both extended and unscented, and their standard ordinary differential equation versions are compared for several examples. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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