Research Article

Time-varying parameter estimation and adaptive Kalman filter in computer aided control application

Volume: 39 Number: 4 November 17, 2021
  • Levent Özbek *

Time-varying parameter estimation and adaptive Kalman filter in computer aided control application

Abstract

Estimating the unknown parameter vector of the system model is the most important problems in system identification. Especially in cases where the system's parameters are time-variable, it is observed that estimations obtained using estimator have deviated from the actual values, and therefore that the estimator must be corrected to some extent. In this paper, some methods for the parameter estimation in cases where a system is modelled with ARX Autoregressive Exogenous Input) are considered. After reviewing the problems, a simulation study has been made on comparing different estimation methods. Corrected (Adaptive) Kalman Filter (CKF) gives results more accurately than Normal Kalman Filter (NKF) for time varying parameter estimation. Moreover, after an introduction to the method of minimum variance feed-back control, using this method and CKF, a heating control is done in computer aided experimental study. CKF ensures that the system is kept under control by correctly estimating the parameter that changes over time.

Keywords

References

  1. The article references can be accessed from the .pdf file.

Details

Primary Language

English

Subjects

Industrial Biotechnology

Journal Section

Research Article

Authors

Levent Özbek * This is me
0000-0003-1018-3114
Türkiye

Publication Date

November 17, 2021

Submission Date

October 3, 2020

Acceptance Date

December 23, 2020

Published in Issue

Year 2021 Volume: 39 Number: 4

APA
Özbek, L. (2021). Time-varying parameter estimation and adaptive Kalman filter in computer aided control application. Sigma Journal of Engineering and Natural Sciences, 39(4), 343-350. https://izlik.org/JA57BL66WT
AMA
1.Özbek L. Time-varying parameter estimation and adaptive Kalman filter in computer aided control application. SIGMA. 2021;39(4):343-350. https://izlik.org/JA57BL66WT
Chicago
Özbek, Levent. 2021. “Time-Varying Parameter Estimation and Adaptive Kalman Filter in Computer Aided Control Application”. Sigma Journal of Engineering and Natural Sciences 39 (4): 343-50. https://izlik.org/JA57BL66WT.
EndNote
Özbek L (November 1, 2021) Time-varying parameter estimation and adaptive Kalman filter in computer aided control application. Sigma Journal of Engineering and Natural Sciences 39 4 343–350.
IEEE
[1]L. Özbek, “Time-varying parameter estimation and adaptive Kalman filter in computer aided control application”, SIGMA, vol. 39, no. 4, pp. 343–350, Nov. 2021, [Online]. Available: https://izlik.org/JA57BL66WT
ISNAD
Özbek, Levent. “Time-Varying Parameter Estimation and Adaptive Kalman Filter in Computer Aided Control Application”. Sigma Journal of Engineering and Natural Sciences 39/4 (November 1, 2021): 343-350. https://izlik.org/JA57BL66WT.
JAMA
1.Özbek L. Time-varying parameter estimation and adaptive Kalman filter in computer aided control application. SIGMA. 2021;39:343–350.
MLA
Özbek, Levent. “Time-Varying Parameter Estimation and Adaptive Kalman Filter in Computer Aided Control Application”. Sigma Journal of Engineering and Natural Sciences, vol. 39, no. 4, Nov. 2021, pp. 343-50, https://izlik.org/JA57BL66WT.
Vancouver
1.Levent Özbek. Time-varying parameter estimation and adaptive Kalman filter in computer aided control application. SIGMA [Internet]. 2021 Nov. 1;39(4):343-50. Available from: https://izlik.org/JA57BL66WT

IMPORTANT NOTE: JOURNAL SUBMISSION LINK https://eds.yildiz.edu.tr/sigma/