arrow
Return

Online state and unknown inputs estimation for nonlinear systems with particle filter based recursive expectation-maximization algorithm

delete2024-05-28
delete2
PRE
AI
Z
Zhuangyu Liu
赵顺毅 cover
赵顺毅 (Shunyi Zhao)
H
Haiying Wan
X
Xiaoli Luan *
F
Fei Liu
DOI:10.1002/rnc.7416delete
deleteOriginal
deleteOriginal request for help
deleteShare
deleteSave
Abstract

Abstract

En 中文
The article presents an innovative approach to simultaneously estimate states and unknown inputs (UIs) in nonlinear systems using a particle filter (PF) based recursive expectation-maximization (EM) algorithm. This method is distinct from traditional iterative EM algorithms. During the E-step, it calculates the Q-function recursively within the maximum likelihood framework, while the PF estimates the system states. The M-step involves local maximization of the recursive Q-function to online estimate the UIs. The effectiveness of the PF-based recursive EM algorithm is demonstrated with a numerical example, and comparisons with the augmented state PF are made to highlight its advantages. Finally, the proposed algorithm is implemented in a real application for the estimation of the continuous fermentation process.
Keywords:
fermentation process
particle filter (PF)
recursive EM algorithm
unknown inputs (UIs)

Journal

International Journal of Robust and Nonlinear Control cover
International Journal of Robust and Nonlinear Control
IF:
3.2
Papers:
6.9K
Citations:
1.4W

Organization

J
Jiangnan University
Scholars:
3.9W
Papers: 2.7W
Citations: 4.7W