2017
DOI: 10.1115/1.4031194
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Enhanced Polynomial Chaos-Based Extended Kalman Filter Technique for Parameter Estimation

Abstract: The generalized polynomial chaos (gPC) mathematical technique, when integrated with the extended Kalman filter (EKF) method, provides a parameter estimation and state tracking method. The truncation of the series expansions degrades the link between parameter convergence and parameter uncertainty which the filter uses to perform the estimations. An empirically derived correction for this problem is implemented, which maintains the original parameter distributions. A comparison is performed to illustrate the im… Show more

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Cited by 8 publications
(3 citation statements)
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“…The change of traffic flow in a time window is dynamic and random, but also is of complex correlation, which brings some difficulties to the traffic spatiotemporal prediction. RLS will realize online estimation of system parameters, and have a great impact on model identification accuracy in the case of noises [57]. Meanwhile, EKF can be applied to nonlinear system prediction, but it is easy to be influenced by the accuracy of state estimation.…”
Section: Proposed Methodsmentioning
confidence: 99%
“…The change of traffic flow in a time window is dynamic and random, but also is of complex correlation, which brings some difficulties to the traffic spatiotemporal prediction. RLS will realize online estimation of system parameters, and have a great impact on model identification accuracy in the case of noises [57]. Meanwhile, EKF can be applied to nonlinear system prediction, but it is easy to be influenced by the accuracy of state estimation.…”
Section: Proposed Methodsmentioning
confidence: 99%
“…Contrary to this, in practical systems, the parameters are a function of several system variables and may follow very complicated and unknown non-linear variations during the working cycles [ 39 , 40 ]. For instance, in the case of a hydraulically actuated mobile working machine, the characteristic curve of a hydraulic valve can play a significant role in terms of machine performance [ 41 , 42 ].…”
Section: Introductionmentioning
confidence: 99%
“…Recursive least squares (RLS) is used to correct the previous results by using new observational data. RLS usually performs real-time traffic state estimation toward the system parameters [23]. Comert et al [24] adopted a RLS filtering and proposed a model for predicting traffic speed with the considerations to impact factors such as weather, accidents, and driving characteristics.…”
Section: Introductionmentioning
confidence: 99%