An extended Kalman filtering approach with a criterion to set its tuning parameters; application to a catalytic reactor
In this work, the problem of tuning Kalman filters is addressed. Such tuning usually consists of finding the values of the model and measurements covariance matrices by trial and error methods till satisfactory results have been obtained. Here, we propose a new method to endow the model covariance matrix with physical meaning, enabling a more systematic gain tuning procedure. Simulation examples for a simulated non-isothermal continuous reactor and for an experimental reactor where carbon monoxide oxidation takes place are presented. (C) 2000 Elsevier Science Ltd. All rights reserved.
catalytic reactor covariance matrices observer ekf