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Article: Application of the transmission line method to the solution of the continuous Kalman filter equations of general order

TitleApplication of the transmission line method to the solution of the continuous Kalman filter equations of general order
Authors
KeywordsAlgorithms
Capacitors
Differential Equations
Estimation
Mathematical Models
Networks (Circuits)
Numerical Methods
Issue Date1996
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/matcom
Citation
Mathematics And Computers In Simulation, 1996, v. 42 n. 1, p. 15-33 How to Cite?
AbstractIn this paper, the transmission line method (TLM) is applied to the solution of the general, nth order, continuous Kalman filter estimation equations. A comparison is made between this method, the first-order Gear algorithm and the fourth-order Runge-Kutta method, in the estimation of the voltage drop and its derivative across a capacitor in an LCR circuit. An analysis is made of the sensitivity of the algorithms to changing time step and measurement error variance. In most cases, the Runge- Kutta method has the best performance at the expense of computing time. However, in some cases, the new algorithm yields less biased and smoother estimates. The TLM algorithm performs consistently better than the Gear method for the particular problem analysed. The CPU time for the TLM algorithm has also been compared with that required by the Gear and Runge-Kutta methods; the TLM method is found to take approximately 25% of the time required by the Runge-Kutta method to process one measurement. The TLM algorithm appears to present a compromise between accuracy of estimation and computing time. Finally, suggestions are made for further work.
Persistent Identifierhttp://hdl.handle.net/10722/136902
ISSN
2015 Impact Factor: 1.124
2015 SCImago Journal Rankings: 0.677
ISI Accession Number ID
References

 

DC FieldValueLanguage
dc.contributor.authorWoolfson, MSen_HK
dc.contributor.authorHui, SYRen_HK
dc.date.accessioned2011-07-29T02:13:25Z-
dc.date.available2011-07-29T02:13:25Z-
dc.date.issued1996en_HK
dc.identifier.citationMathematics And Computers In Simulation, 1996, v. 42 n. 1, p. 15-33en_HK
dc.identifier.issn0378-4754en_HK
dc.identifier.urihttp://hdl.handle.net/10722/136902-
dc.description.abstractIn this paper, the transmission line method (TLM) is applied to the solution of the general, nth order, continuous Kalman filter estimation equations. A comparison is made between this method, the first-order Gear algorithm and the fourth-order Runge-Kutta method, in the estimation of the voltage drop and its derivative across a capacitor in an LCR circuit. An analysis is made of the sensitivity of the algorithms to changing time step and measurement error variance. In most cases, the Runge- Kutta method has the best performance at the expense of computing time. However, in some cases, the new algorithm yields less biased and smoother estimates. The TLM algorithm performs consistently better than the Gear method for the particular problem analysed. The CPU time for the TLM algorithm has also been compared with that required by the Gear and Runge-Kutta methods; the TLM method is found to take approximately 25% of the time required by the Runge-Kutta method to process one measurement. The TLM algorithm appears to present a compromise between accuracy of estimation and computing time. Finally, suggestions are made for further work.en_HK
dc.languageengen_US
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/matcomen_HK
dc.relation.ispartofMathematics and Computers in Simulationen_HK
dc.subjectAlgorithmsen_US
dc.subjectCapacitorsen_US
dc.subjectDifferential Equationsen_US
dc.subjectEstimationen_US
dc.subjectMathematical Modelsen_US
dc.subjectNetworks (Circuits)en_US
dc.subjectNumerical Methodsen_US
dc.titleApplication of the transmission line method to the solution of the continuous Kalman filter equations of general orderen_HK
dc.typeArticleen_HK
dc.identifier.emailHui, SYR:ronhui@eee.hku.hken_HK
dc.identifier.authorityHui, SYR=rp01510en_HK
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1016/0378-4754(95)00109-3en_HK
dc.identifier.scopuseid_2-s2.0-0030233739en_HK
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-0030233739&selection=ref&src=s&origin=recordpageen_HK
dc.identifier.volume42en_HK
dc.identifier.issue1en_HK
dc.identifier.spage15en_HK
dc.identifier.epage33en_HK
dc.identifier.isiWOS:A1996VN37900002-
dc.publisher.placeNetherlandsen_HK
dc.identifier.scopusauthoridWoolfson, MS=7004481204en_HK
dc.identifier.scopusauthoridHui, SYR=7202831744en_HK

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