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The algorithm of adaptive determination of amplification of the PD filter estimating object state on the basis of signal measurable on-line

Kwater Tadeusz, Hawro Przemysław, Bartman Jacek, Mazur Damian

Archives of Control Sciences

2021

Vol. 31, No. 1

129--143

The article presents the algorithm that enables adaptive determination of the amplification coefficient in the filter equation provided by Kalman. The method makes use of an estimation error, which was defined for this purpose, and its derivative to determine the direction of correction changes of the gain vector. This eliminates the necessity to solve Riccati equation, which causes reduction of the method computational complexity. The experimental studies carried out using the proposed approach relate to the estimation of state coordinates describing river pollution using the BOD (biochemical oxygen demand) and DO (dissolved oxygen) indicators).The acquired results indicate that the suggested method does better estimations than the Kalman filter. Two indicators were used to measure the quality of estimates: the Root Mean Squared Error (RMSE) and the Mean Percentage Error (MPE).