Second-Order EKF White Noise Estimator Design for Hybrid Systems

The extended Kalman filter (EKF) has a wide range of applications (especially in power battery management systems) with a rapidly increasing market share. It aims to minimize the symmetric loss function (mean square error) and it has high accuracy and efficiency in battery state estimation. This stu...

Descripción completa

Guardado en:

Detalles Bibliográficos
Autores principales:	Yuxiang Liang, Huihong Zhao, Yunlong Shang, Hailong Meng
Formato:	article
Lenguaje:	EN
Publicado:	MDPI AG 2021
Materias:	white noise KF continuous-discrete systems EKF projection formula Mathematics QA1-939
Acceso en línea:	https://doaj.org/article/7714bf6739fd4b888c84cc5079d816ba
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

id	oai:doaj.org-article:7714bf6739fd4b888c84cc5079d816ba
record_format	dspace
spelling	oai:doaj.org-article:7714bf6739fd4b888c84cc5079d816ba2021-11-25T19:06:17ZSecond-Order EKF White Noise Estimator Design for Hybrid Systems10.3390/sym131120442073-8994https://doaj.org/article/7714bf6739fd4b888c84cc5079d816ba2021-10-01T00:00:00Zhttps://www.mdpi.com/2073-8994/13/11/2044https://doaj.org/toc/2073-8994The extended Kalman filter (EKF) has a wide range of applications (especially in power battery management systems) with a rapidly increasing market share. It aims to minimize the symmetric loss function (mean square error) and it has high accuracy and efficiency in battery state estimation. This study deals with the second-order extended Kalman filter-based process and the measurement white noise estimation problem for nonlinear continuous-discrete systems. The design of the white noise filter and smoother were, firstly, converted into a linear estimation problem by the second-order Taylor series expansion approximation and the function that makes the second-order term approximately equivalent to the estimation error variance. Secondly, based on the projection formula of the Kalman filtering (KF) theory and the Lemma of expectation for quadratic and quartic product traces of random vectors, the second-order EKF was derived. Then, to generate white noise estimators in the forms of filtering and smoothing, we derived a recursive solution, using an innovation method. Finally, a numerical example is given to show the effectiveness of the proposed method.Yuxiang LiangHuihong ZhaoYunlong ShangHailong MengMDPI AGarticlewhite noiseKFcontinuous-discrete systemsEKFprojection formulaMathematicsQA1-939ENSymmetry, Vol 13, Iss 2044, p 2044 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	white noise KF continuous-discrete systems EKF projection formula Mathematics QA1-939
spellingShingle	white noise KF continuous-discrete systems EKF projection formula Mathematics QA1-939 Yuxiang Liang Huihong Zhao Yunlong Shang Hailong Meng Second-Order EKF White Noise Estimator Design for Hybrid Systems
description	The extended Kalman filter (EKF) has a wide range of applications (especially in power battery management systems) with a rapidly increasing market share. It aims to minimize the symmetric loss function (mean square error) and it has high accuracy and efficiency in battery state estimation. This study deals with the second-order extended Kalman filter-based process and the measurement white noise estimation problem for nonlinear continuous-discrete systems. The design of the white noise filter and smoother were, firstly, converted into a linear estimation problem by the second-order Taylor series expansion approximation and the function that makes the second-order term approximately equivalent to the estimation error variance. Secondly, based on the projection formula of the Kalman filtering (KF) theory and the Lemma of expectation for quadratic and quartic product traces of random vectors, the second-order EKF was derived. Then, to generate white noise estimators in the forms of filtering and smoothing, we derived a recursive solution, using an innovation method. Finally, a numerical example is given to show the effectiveness of the proposed method.
format	article
author	Yuxiang Liang Huihong Zhao Yunlong Shang Hailong Meng
author_facet	Yuxiang Liang Huihong Zhao Yunlong Shang Hailong Meng
author_sort	Yuxiang Liang
title	Second-Order EKF White Noise Estimator Design for Hybrid Systems
title_short	Second-Order EKF White Noise Estimator Design for Hybrid Systems
title_full	Second-Order EKF White Noise Estimator Design for Hybrid Systems
title_fullStr	Second-Order EKF White Noise Estimator Design for Hybrid Systems
title_full_unstemmed	Second-Order EKF White Noise Estimator Design for Hybrid Systems
title_sort	second-order ekf white noise estimator design for hybrid systems
publisher	MDPI AG
publishDate	2021
url	https://doaj.org/article/7714bf6739fd4b888c84cc5079d816ba
work_keys_str_mv	AT yuxiangliang secondorderekfwhitenoiseestimatordesignforhybridsystems AT huihongzhao secondorderekfwhitenoiseestimatordesignforhybridsystems AT yunlongshang secondorderekfwhitenoiseestimatordesignforhybridsystems AT hailongmeng secondorderekfwhitenoiseestimatordesignforhybridsystems
_version_	1718410285625114624

Second-Order EKF White Noise Estimator Design for Hybrid Systems

Ejemplares similares