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ML Estimation of Pr...
ML Estimation of Process Noise Variance in Dynamic Systems
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- Axelsson, Patrik, 1985- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Orguner, Umut (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Gustafsson, Fredrik (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Norrlöf, Mikael (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- Linköping : Linköping University Electronic Press, 2010
- Engelska 6 s.
- Relaterad länk:
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https://liu.diva-por... (primary) (Raw object)
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https://liu.diva-por... (primary) (Raw object)
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https://urn.kb.se/re...
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Abstract
Ämnesord
Stäng
- The performance of a non-linear filter hinges in the end on the accuracy of the assumed non-linear model of the process. In particular, the process noise covariance $Q$ is hard to get by physical modeling and dedicated system identification experiments. We propose a variant of the expectation maximization (EM) algorithm which iteratively estimates the unobserved state sequence and $Q$ based on the observations of the process. The extended Kalman smoother (EKS) is the instrument to find the unobserved state sequence. Our contribution fills a gap in literature, where previously only the linear Kalman smoother and particle smoother have been applied. The algorithm will be important for future industrial robots with more flexible structures, where the particle smoother cannot be applied due to the high state dimension. The proposed method is compared to two alternative methods on a simulated robot.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Robotic manipulators
- Extended Kalman filters
- Smoothing filters
- Identification
- Maximum likelihood
- Covariance matrices
Publikations- och innehållstyp
- vet (ämneskategori)
- rap (ämneskategori)