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Simultaneous State and Parameter Estimation of Distributed-Parameter Physical Systems based on Sliced Gaussian Mixture Filter

Sawo, Felix; Klumpp, Vesa; Hanebeck, Uwe D.

Abstract: This paper presents a method for the simultaneous state and parameter estimation of finite-dimensional models of distributed systems monitored by a sensor network. In the first step, the distributed system is spatially and temporally decomposed leading to a linear finite-dimensional model in state space form. The main challenge is that the simultaneous state and parameter estimation of such systems leads to a high-dimensional nonlinear problem. Thanks to the linear substructure contained in the resulting finite-dimensional model, the development of an overall more efficient estimation process is possible. Therefore, in the second step, we propose the application of a novel density representation - sliced Gaussian mixture density - in order to decompose the estimation problem into a (conditionally) linear and a nonlinear problem. The systematic approximation procedure minimizing a certain distance measure allows the derivation of (close to) optimal and deterministic results. The proposed estimation process provides novel prospects in sensor network applications. The performance is demonstrated by means of simulation results.

Zugehörige Institution(en) am KIT Institut für Anthropomatik (IFA)
Publikationstyp Proceedingsbeitrag
Jahr 2008
Sprache Englisch
Identifikator ISBN: 978-3-8007-3092-6
URN: urn:nbn:de:swb:90-348632
KITopen ID: 1000034863
Erschienen in Proceedings of the 11th International Conference on Information Fusion (Fusion 2008), Cologne, Germany, June 30 2008-July 3 2008
Verlag IEEE, Piscataway
Seiten 1-8
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