Constrained state estimation using the ensemble Kalman filter
DSpace at IIT Bombay
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Title |
Constrained state estimation using the ensemble Kalman filter
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Creator |
PRAKASH, J
PATWARDHAN, SC SHAH, SIRISH L |
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Subject |
kalman filters
nonlinear dynamical system recursive estimation state estimation |
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Description |
Recursive estimation of constrained nonlinear dynamical systems has attracted the attention of many researchers in recent years. In this work, we propose a constrained recursive formulation of the ensemble Kalman filter (CEnKF) that retains the advantages of unconstrained Ensemble Kalman Filter while systematically dealing with bounds on the estimated states. The efficacy of the proposed constrained state estimation algorithm using the EnKF is illustrated by application on a simulated gas-phase reactor problem.
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Publisher |
IEEE
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Date |
2009-03-17T10:03:23Z
2011-11-28T07:40:34Z 2011-12-15T09:57:06Z 2009-03-17T10:03:23Z 2011-11-28T07:40:34Z 2011-12-15T09:57:06Z 2008 |
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Type |
Article
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Identifier |
Proceedings of the American Control Conference, Seattle, USA, 11-13 June 2008, 3542-3547
978-1-4244-2078-0 10.1109/ACC.2008.4587042 http://hdl.handle.net/10054/946 http://dspace.library.iitb.ac.in/xmlui/handle/10054/946 |
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Language |
en
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