Overview of the partial-update Kalman filter. Estimates for states/parameters are obtained as weighted sums of the time- and measurement-update terms. Data loss is modele...
Abstract:
The partial-update Kalman filter (PKF) is an extension of the Schmidt Kalman filter, which can improve the capabilities of the conventional extended Kalman filter for han...Show MoreMetadata
Abstract:
The partial-update Kalman filter (PKF) is an extension of the Schmidt Kalman filter, which can improve the capabilities of the conventional extended Kalman filter for handling model uncertainties and nonlinearities. Herein, we adapt the PKF to estimate the states and parameters of electric machines, particularly in cases with intermittent observations. To account for missing data within the filter, the arrival of new measurements is treated as a Bernoulli process. We show that the estimation error of the proposed filter remains bounded if the system satisfies mild assumptions. Moreover, we show that the prediction error covariance matrix is guaranteed to be bounded if the observation arrival rate has a lower bound. Hardware experiments validate this technique for a surface-mounted permanent magnet synchronous motor.
Overview of the partial-update Kalman filter. Estimates for states/parameters are obtained as weighted sums of the time- and measurement-update terms. Data loss is modele...
Published in: IEEE Access ( Volume: 10)