D Simon - IET Control Theory & Applications, 2010 - IET
The Kalman filter is the minimum-variance state estimator for linear dynamic systems with Gaussian noise. Even if the noise is non-Gaussian, the Kalman filter is the best linear …
W Li, H Li, S Gu, T Chen - Control Engineering Practice, 2020 - Elsevier
Fault diagnosis plays a vital role in ensuring safe and efficient operation of modern process plants. Despite the encouraging progress in its research, developing a reliable and …
This work deals with state estimation in the presence of delayed and infrequent measurements. While most measurements (referred to as secondary measurements) are …
X Shao, B Huang, JM Lee - Journal of Process Control, 2010 - Elsevier
This paper investigates constrained Bayesian state estimation problems by using a Particle Filter (PF) approach. Constrained systems with nonlinear model and non-Gaussian …
DJ Albers, PA Blancquart, ME Levine… - Inverse …, 2019 - iopscience.iop.org
Ensemble Kalman methods constitute an increasingly important tool in both state and parameter estimation problems. Their popularity stems from the derivative-free nature of the …
The quality of process data in a chemical plant significantly affects the performance and benefits gained from activities like performance monitoring, online optimization and control …
LT Biegler, X Yang, GAG Fischer - Journal of Process Control, 2015 - Elsevier
Recent results in the development of efficient large-scale nonlinear programming (NLP) algorithms have led to fast, on-line realizations of optimization-based methods for nonlinear …
This paper addresses the state-estimation problem for nonlinear systems for the case in which prior knowledge is available in the form of interval constraints on the states …
This work presents a constrained abridged Gaussian sum extended Kalman filter (constrained AGS–EKF) that employs Gaussian mixture models to improve the estimation of …