Applying the extended Kalman filter to systems described by nonlinear differential-algebraic equations

• Published in: Control engineering practice Vol. 9; no. 3; pp. 267 - 281
• Main Authors: Becerra, V.M., Roberts, P.D., Griffiths, G.W.
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.03.2001
• Subjects: Batch reactors; Extended Kalman filters; Generalised state space; Large-scale systems; Nonlinear systems; Process models; State estimation; Batch reactors; Generalised state space; Process models; Large-scale systems; State estimation; Nonlinear systems; Extended Kalman filters
• ISSN: 0967-0661; 1873-6939
• DOI: 10.1016/S0967-0661(00)00110-6

This paper describes a method for the state estimation of nonlinear systems described by a class of differential-algebraic equation models using the extended Kalman filter. The method involves the use of a time-varying linearisation of a semi-explicit index one differential-algebraic equation. The estimation technique consists of a simplified extended Kalman filter that is integrated with the differential-algebraic equation model. The paper describes a simulation study using a model of a batch chemical reactor. It also reports a study based on experimental data obtained from a mixing process, where the model of the system is solved using the sequential modular method and the estimation involves a bank of extended Kalman filters.