Computer Science Technical Reports
CS at VT

Parameter Estimation for Mechanical Systems Using an Extended Kalman Filter

Blanchard, Emmanuel and Sandu, Adrian and Sandu, Corina (2008) Parameter Estimation for Mechanical Systems Using an Extended Kalman Filter . Technical Report TR-08-18, Computer Science, Virginia Tech.

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This paper proposes a new computational approach based on the Extended Kalman Filter (EKF) in order to apply the polynomial chaos theory to the problem of parameter estimation, using direct stochastic collocation. The Kalman filter formula is used at each time step in order to update the polynomial chaos of the uncertain states and the uncertain parameters. The main advantage of this method is that the estimation comes in the form of a probability density function rather than a deterministic value, combined with the fact that simulations using polynomial chaos methods are much faster than Monte Carlo simulations. The proposed method is applied to a nonlinear four degree of freedom roll plane model of a vehicle, in which an uncertain mass with an uncertain position is added on the roll bar. A major drawback was identified: the EKF can diverge when using a high sampling frequency, which might prevent the use of enough data to obtain accurate results when a low sampling frequency is necessary. When applying the polynomial chaos theory to the EKF, numerical errors can accumulate even faster than in the general case due to the truncation in the polynomial chaos expansions, which is illustrated on a simple example. An alternative EKF approach which consists of applying the filter formula on all the observations at once usually yields better results, but can still sometimes fail to produce very accurate results. Therefore, using different sampling rates in order to verify the coherence of the results and comparing the results to a different approach is strongly recommended.

Item Type:Departmental Technical Report
Subjects:Computer Science > Numerical Analysis
ID Code:1044
Deposited By:Sandu, Dr Adrian
Deposited On:31 January 2013