Identifying trending coefficients with an ensemble Kalman filter

Autor: Schwenzer, M., Visconti, G., Ay, M., Bergs, T., Herty, M., Abel, D.
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
Popis: This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a classic EnKF and a recursive least squares (RLS) on the example of identifying a force model in milling, which changes due to the progression of tool wear. For a proper comparison, the true values are simulated and augmented with white Gaussian noise. The results demonstrate the feasibility of the approach for dynamic identification while still achieving good accuracy in the static case. Further, the inflated EnKF shows a remarkably insensitivity on the starting set but a less smooth convergence compared to the classic EnKF.
Databáze: arXiv