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ON THE NONLINEAR ESTIMATION OF GARCH MODELS. USING AN EXTENDED KALMAN FILTERPROCEEDINGS OF THE WORLD CONGRESS ON ENGINEERING
(INTERNATIONAL ASSOCIATION OF ENGINEERS, 2016)
ON THE NONLINEAR ESTIMATION OF GARCH MODELS. USING AN EXTENDED KALMAN FILTER
(INTERNATIONAL ASSOCIATION OF ENGINEERS, 2011)
A new mathematical representation, based on a
discrete-time nonlinear state space formulation, is presented
to characterize a Generalized Auto Regresive Conditional Heteroskedasticity
(GARCH) model. Nonlinear parameter ...
Use of state estimation for inferential nonlinear MPC: a case study
(Elsevier Science Sa, 2005-01-28)
Model predictive control (MPC) has become very popular in process industry and academia because it is an optimizing control technique which can handle hard constraints as well as time delays and mild nonlinearities. Linear ...
State estimation in batch processes using a nonlinear observer
(Pergamon-Elsevier Science Ltd, 2006-12)
This paper deals with the problem of nonlinear states estimation in batch chemical processes. It presents a reduced-order nonlinear observer approach to perform the estimation. The proposed method allows adjustment of the ...
Robust stability of moving horizon estimation for non-linear systems with bounded disturbances using adaptive arrival cost
(Institution of Engineering and Technology, 2020-12)
The robust stability and convergence to the true state of a moving horizon estimator based on an adaptive arrival cost are established for non-linear detectable systems in this study. Robust global asymptotic stability is ...
Simultaneous state estimation and control for nonlinear systems subject to bounded disturbances
(Cornell University, 2019-06)
In this work, we address the problem to solve simultaneously state estimation and control of nonlinear systems under bounded disturbances using a moving horizon approach. Besides, necessary and sufficient conditions to ...
AN OPTIMISATION-BASED APPROACH FOR DESIGNING INDIRECT SENSORS APPLIED TO AN INDUCTION MOTOR
(Universidad de TarapacáFacultad de Ingeniería, 2006)
Sensor location for nonlinear state estimation
(Elsevier, 2021-04)
The structure of the sensor network installed in the plant strongly influences the performance of state estimation techniques. One of them, the Unscented Kalman Filter (UKF), provides significant improvement over other ...