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Lookup NU author(s): Dr Tao Chen, Emeritus Professor Julian Morris, Professor Elaine Martin
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In process engineering, on-line state and parameter estimation is a key component in the modelling of batch processes. However, when state and/or measurement functions are highly non-linear and the posterior probability of the state is non-Gaussian, conventional filters, such as the extended Kalman filter, do not provide satisfactory results. This paper proposes an alternative approach whereby particle filters based on the sequential Monte Carlo method are used for the estimation task. Particle filters are initially described prior to discussing some implementation issues, including degeneracy, the selection of the importance density and the number of particles. A kernel smoothing approach is introduced for the robust estimation of unknown and time-varying model parameters. The effectiveness of particle filters is demonstrated through application to a benchmark batch polymerization process and the results are compared with the extended Kalman filter. © 2005 Elsevier Ltd. All rights reserved.
Author(s): Chen T, Morris J, Martin E
Publication type: Article
Publication status: Published
Journal: Journal of Process Control
Year: 2005
Volume: 15
Issue: 6
Pages: 665-673
ISSN (print): 0959-1524
ISSN (electronic): 1873-2771
Publisher: Elsevier Ltd
URL: http://dx.doi.org/10.1016/j.jprocont.2005.01.001
DOI: 10.1016/j.jprocont.2005.01.001
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