A discontinuous extended Kalman filter for non-smooth dynamic problems
Problems that result into locally non-differentiable and hence non-smooth state-space equations are often encountered in engineering. Examples include problems involving material laws pertaining to plasticity, impact and highly non-linear phenomena. Estimating the parameters of such systems poses a...
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| Format: | Article |
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Elsevier
2017
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| Online Access: | https://eprints.nottingham.ac.uk/40224/ |
| _version_ | 1848796010727342080 |
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| author | Chatzis, M.N. Chatzi, E.N. Triantafyllou, Savvas P. |
| author_facet | Chatzis, M.N. Chatzi, E.N. Triantafyllou, Savvas P. |
| author_sort | Chatzis, M.N. |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | Problems that result into locally non-differentiable and hence non-smooth state-space equations are often encountered in engineering. Examples include problems involving material laws pertaining to plasticity, impact and highly non-linear phenomena. Estimating the parameters of such systems poses a challenge, particularly since the majority of system identification algorithms are formulated on the basis of smooth systems under the assumption of observability, identifiability and time invariance. For a smooth system, an observable state remains observable throughout the system evolution with the exception of few selected realizations of the state vector. However, for a non-smooth system the observable set of states and parameters may vary during the evolution of the system throughout a dynamic analysis. This may cause standard identification (ID) methods, such as the Extended Kalman Filter, to temporarily diverge and ultimately fail in accurately identifying the parameters of the system. In this work, the influence of observability of non-smooth systems to the performance of the Extended and Unscented Kalman Filters is discussed and a novel algorithm particularly suited for this purpose, termed the Discontinuous Extended Kalman Filter (DEKF), is proposed. |
| first_indexed | 2025-11-14T19:41:11Z |
| format | Article |
| id | nottingham-40224 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| last_indexed | 2025-11-14T19:41:11Z |
| publishDate | 2017 |
| publisher | Elsevier |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-402242020-05-04T19:56:00Z https://eprints.nottingham.ac.uk/40224/ A discontinuous extended Kalman filter for non-smooth dynamic problems Chatzis, M.N. Chatzi, E.N. Triantafyllou, Savvas P. Problems that result into locally non-differentiable and hence non-smooth state-space equations are often encountered in engineering. Examples include problems involving material laws pertaining to plasticity, impact and highly non-linear phenomena. Estimating the parameters of such systems poses a challenge, particularly since the majority of system identification algorithms are formulated on the basis of smooth systems under the assumption of observability, identifiability and time invariance. For a smooth system, an observable state remains observable throughout the system evolution with the exception of few selected realizations of the state vector. However, for a non-smooth system the observable set of states and parameters may vary during the evolution of the system throughout a dynamic analysis. This may cause standard identification (ID) methods, such as the Extended Kalman Filter, to temporarily diverge and ultimately fail in accurately identifying the parameters of the system. In this work, the influence of observability of non-smooth systems to the performance of the Extended and Unscented Kalman Filters is discussed and a novel algorithm particularly suited for this purpose, termed the Discontinuous Extended Kalman Filter (DEKF), is proposed. Elsevier 2017-08 Article PeerReviewed Chatzis, M.N., Chatzi, E.N. and Triantafyllou, Savvas P. (2017) A discontinuous extended Kalman filter for non-smooth dynamic problems. Mechanical Systems and Signal Processing, 92 . pp. 13-29. ISSN 1096-1216 System identification; Plasticity; Impacts; Non-smooth systems; Non-linearities; Kalman filters http://www.sciencedirect.com/science/article/pii/S0888327017300298 doi:10.1016/j.ymssp.2017.01.021 doi:10.1016/j.ymssp.2017.01.021 |
| spellingShingle | System identification; Plasticity; Impacts; Non-smooth systems; Non-linearities; Kalman filters Chatzis, M.N. Chatzi, E.N. Triantafyllou, Savvas P. A discontinuous extended Kalman filter for non-smooth dynamic problems |
| title | A discontinuous extended Kalman filter for non-smooth dynamic problems |
| title_full | A discontinuous extended Kalman filter for non-smooth dynamic problems |
| title_fullStr | A discontinuous extended Kalman filter for non-smooth dynamic problems |
| title_full_unstemmed | A discontinuous extended Kalman filter for non-smooth dynamic problems |
| title_short | A discontinuous extended Kalman filter for non-smooth dynamic problems |
| title_sort | discontinuous extended kalman filter for non-smooth dynamic problems |
| topic | System identification; Plasticity; Impacts; Non-smooth systems; Non-linearities; Kalman filters |
| url | https://eprints.nottingham.ac.uk/40224/ https://eprints.nottingham.ac.uk/40224/ https://eprints.nottingham.ac.uk/40224/ |