A discontinuous extended Kalman filter for non-smooth dynamic problems

Chatzis, M.N. and Chatzi, E.N. and Triantafyllou, Savvas P. (2017) A discontinuous extended Kalman filter for non-smooth dynamic problems. Mechanical Systems and Signal Processing, 92 . pp. 13-29. ISSN 1096-1216

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Abstract

Problems that result into locally non-differentiable and hence non-smooth state-space equations are often encountered in engineering. Examples include problems involving material laws pertaining to plasticity, impact and highly non-linear phenomena. Estimating the parameters of such systems poses a challenge, particularly since the majority of system identification algorithms are formulated on the basis of smooth systems under the assumption of observability, identifiability and time invariance. For a smooth system, an observable state remains observable throughout the system evolution with the exception of few selected realizations of the state vector. However, for a non-smooth system the observable set of states and parameters may vary during the evolution of the system throughout a dynamic analysis. This may cause standard identification (ID) methods, such as the Extended Kalman Filter, to temporarily diverge and ultimately fail in accurately identifying the parameters of the system. In this work, the influence of observability of non-smooth systems to the performance of the Extended and Unscented Kalman Filters is discussed and a novel algorithm particularly suited for this purpose, termed the Discontinuous Extended Kalman Filter (DEKF), is proposed.

Item Type: Article
Keywords: System identification; Plasticity; Impacts; Non-smooth systems; Non-linearities; Kalman filters
Schools/Departments: University of Nottingham, UK > Faculty of Engineering > Department of Civil Engineering
Identification Number: https://doi.org/10.1016/j.ymssp.2017.01.021
Depositing User: Eprints, Support
Date Deposited: 01 Feb 2017 09:29
Last Modified: 02 Feb 2017 00:44
URI: http://eprints.nottingham.ac.uk/id/eprint/40224

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