郑翥鹏, 邱昊, 夏丹丹, 雷鹰, 刘德全, 程棋锋. 未知激励下的无迹卡尔曼滤波新方法[J]. 工程力学, 2019, 36(6): 29-35,48. DOI: 10.6052/j.issn.1000-4750.2018.05.0270
引用本文: 郑翥鹏, 邱昊, 夏丹丹, 雷鹰, 刘德全, 程棋锋. 未知激励下的无迹卡尔曼滤波新方法[J]. 工程力学, 2019, 36(6): 29-35,48. DOI: 10.6052/j.issn.1000-4750.2018.05.0270
ZHENG Zhu-peng, QIU Hao, XIA Dan-dan, LEI Ying, LIU De-quan, CHENG Qi-feng. A NOVEL UNSCENTED KALMAN FILTER WITH UNKNOWN INPUT[J]. Engineering Mechanics, 2019, 36(6): 29-35,48. DOI: 10.6052/j.issn.1000-4750.2018.05.0270
Citation: ZHENG Zhu-peng, QIU Hao, XIA Dan-dan, LEI Ying, LIU De-quan, CHENG Qi-feng. A NOVEL UNSCENTED KALMAN FILTER WITH UNKNOWN INPUT[J]. Engineering Mechanics, 2019, 36(6): 29-35,48. DOI: 10.6052/j.issn.1000-4750.2018.05.0270

未知激励下的无迹卡尔曼滤波新方法

A NOVEL UNSCENTED KALMAN FILTER WITH UNKNOWN INPUT

  • 摘要: 无迹卡尔曼滤波(UKF)是一种识别非线性系统的有效方法,然而传统的UKF方法需要观测外部激励,这限制了UKF的应用范围。迄今为止,国内外对未知激励情况下的UKF方法的研究还非常少。该文在传统UKF的基础上,推导出在未知激励情况下的无迹卡尔曼滤波(UKF-UI)方法的递推公式,通过对观测误差的最小化,利用非线性方程求解,识别未知外部激励,进而识别非线性结构系统状态与结构未知参数。进一步采用融合部分观测的加速度响应及位移响应,消除识别结果的漂移问题。分别通过白噪声和未知地震作用下识别非线性迟滞模型的两个数值算例,考虑观测噪声对非线性系统进行识别,从而验证提出新方法的有效性。结果表明,该文所提出的UKF-UI方法,能够在部分观测结构系统响应的情况下,有效地识别非线性结构参数和未知激励。

     

    Abstract: The unscented Kalman filter (UKF) has been applied as an effective method for the identification of nonlinear systems. However, the conventional UKF method requires the information of external excitation (input), which causes a limitation to the applications of UKF. So far, there have been very few studies on UKF with unknown excitations. In this paper, a novel UKF with unknown input (UKF-UI) is proposed. The analytical recursive solutions are proposed based on the procedures of conventional UKF. The unknown input is identified by minimizing the error of predicted measurement errors with the solution of a nonlinear equation. Moreover, the data fusion of partially measured acceleration and displacement responses is applied to eliminate the drift problem in identification results. The numerical examples for the identification of nonlinear hysteric systems and excitation are used to verify the proposed UKF-UI approach. The computational results show that proposed UKF-UI method can effectively identify the nonlinear system and unknown input using partial measurements of system responses.

     

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