Square Root Cubature Kalman Filter-Kalman Filter Algorithm for Intelligent Vehicle Position Estimate

AbstractA new filtering algorithm, adaptive square root cubature Kalman filter-Kalman filter (SRCKF-KF) is proposed to reduce the problems of amount of calculation, complex formula-transform, low accuracy, poor convergence or even divergence. The method uses cubature Kalman filter (CKF) to estimate the nonlinear states of model while its linear states are estimated by the Kalman filter (KF). The simulation and practical experiment results show that, compared to the extended Kalman filter (EKF) and unscented Kalman filter (UKF). The modified filter not only enhances the numerical stability, guarantees positive definiteness of the state covariance, but also increases accuracy, which has high practicability

Computational intelligence-based prognosis for hybrid mechatronic system using improved Wiener process

In this article, a fast krill herd algorithm is developed for prognosis of hybrid mechatronic system using the improved Wiener degradation process. First, the diagnostic hybrid bond graph is used to model the hybrid mechatronic system and derive global analytical redundancy relations. Based on the global analytical redundancy relations, the fault signature matrix and mode change signature matrix for fault and mode change isolation can be obtained. Second, in order to determine the true faults from the suspected fault candidates after fault isolation, a fault estimation method based on adaptive square root cubature Kalman filter is proposed when the noise distributions are unknown. Then, the improved Wiener process incorporating nonlinear term is developed to build the degradation model of incipient fault based on the fault estimation results. For prognosis, the fast krill herd algorithm is proposed to estimate unknown degradation model coefficients. After that, the probability density function of remaining useful life is derived using the identified degradation model. Finally, the proposed methods are validated by simulations

Stage of Charge Estimation of Lithium-ion Battery Packs Based on Improved Cubature Kalman Filter with Long Short-Term Memory Model

Accurate estimation of state of charge (SOC) of lithium-ion battery packs remains challenging due to inconsistencies among battery cells. To achieve precise SOC estimation of battery packs, firstly, a long short-term memory (LSTM) recurrent neural network (RNN)-based model is constructed to characterize the battery electrical performance, and a rolling learning method is proposed to update the model parameters for improving the model accuracy. Then, an improved square root-cubature Kalman filter (SRCKF) is designed together with the multi-innovation technique to estimate battery cell’s SOC. Next, to cope with inconsistencies among battery cells, the SOC estimation value from the maximum and minimum cells are combined with a smoothing method to estimate the pack SOC. The robustness and accuracy of the proposed battery model and cell SOC estimation method are verified by exerting the experimental validation under time-varying temperature conditions. Finally, real operation data are collected from an electric-scooter (ES) monitoring platform to further validate the generalization of the designed pack SOC estimation algorithm. The experimental results manifest that the SOC estimation error can be limited within 2% after convergence

State of charge estimation framework for lithium‐ion batteries based on square root cubature Kalman filter under wide operation temperature range

Due to the significant influence of temperature on battery charging and discharging performance, exact evaluation of state of charge (SOC) under complex temperature environment becomes increasingly important. This paper develops an advanced framework to estimate the SOC for lithium‐ion batteries with consideration of temperature variation. First, an accurate electrical model with wide temperature compensation is established, and a series of experiments are carried out under wide range time‐varying temperature from −20°C to 60°C. Then, the genetic algorithm is leveraged to identify the temperature‐dependent model parameters. On this basis, the battery SOC is accurately estimated based on the square root cubature Kalman filter algorithm. Finally, the availability of the proposed method at different temperatures is validated through a complicated mixed working cycle test, and the experimental results manifest that the devised framework can accurately evaluate SOC under wide time‐varying temperature range with the maximum error of less than 2%

The adaptive patched cubature filter and its implementation

There are numerous contexts where one wishes to describe the state of a randomly evolving system. Effective solutions combine models that quantify the underlying uncertainty with available observational data to form scientifically reasonable estimates for the uncertainty in the system state. Stochastic differential equations are often used to mathematically model the underlying system. The Kusuoka-Lyons-Victoir (KLV) approach is a higher order particle method for approximating the weak solution of a stochastic differential equation that uses a weighted set of scenarios to approximate the evolving probability distribution to a high order of accuracy. The algorithm can be performed by integrating along a number of carefully selected bounded variation paths. The iterated application of the KLV method has a tendency for the number of particles to increase. This can be addressed and, together with local dynamic recombination, which simplifies the support of discrete measure without harming the accuracy of the approximation, the KLV method becomes eligible to solve the filtering problem in contexts where one desires to maintain an accurate description of the ever-evolving conditioned measure. In addition to the alternate application of the KLV method and recombination, we make use of the smooth nature of the likelihood function and high order accuracy of the approximations to lead some of the particles immediately to the next observation time and to build into the algorithm a form of automatic high order adaptive importance sampling.Comment: to appear in Communications in Mathematical Sciences. arXiv admin note: substantial text overlap with arXiv:1311.675

Continuous stirred tank reactor fault detection using higher degree Cubature Kalman filter

Continuous Stirred Tank Reactor (CSTR) plays a major role in chemical industries, it ensures the process of mixing reactants according to the attended specification to produce a specific output. It is a complex process that usually represent with nonlinear model for benchmarking. Any abnormality, disturbance and unusual condition can easily interrupt the operations, especially fault. And this problem need to detect and rectify as soon as possible. A good knowledge based fault detection using available model require a good error residual between the measurement and the estimated state. Kalman filter is an example of a good estimator, and has been exploited in many researches to detect fault. In this paper, Higher degree Cubature Kalman Filter (HDCKF) is proposed as a method for fault detection by estimation the current state. Cubature Kalman filter (CKF) is an extension of the Kalman filter with the main purpose is to estimate process and measurement state with high nonlinearities. It is based on spherical radial integration to estimate current state by generating cubature points with specific value. Conventional CKF use 3rd degree spherical and 3rd degree radial, here we implement Higher Degree CKF (HDCKF) to have better accuracy as compared to conventional CKF. High accuracy is required to ensure no false alarm is detected and furthermore good computational cost will improve its detection. Finally, a numerical example of CSTR fault detection using HDCKF is presented. Implementation of HDCKF for fault detection is compared with other filter to show effective results