Kalman randomized joint UKF algorithm for dual estimation of states and parameters in a nonlinear system

Abstract

This article presents a new nonlinear joint (state and parameter) estimation algorithm based on fusion of Kalman filter and randomized unscented Kalman filter (UKF), called Kalman randomized joint UKF (KR-JUKF). It is assumed that the measurement equation is linear. The KR-JUKF is suitable for time varying and severe nonlinear dynamics and does not have any systematic error. Finally, joint-EKF, dual-EKF, joint-UKF and KR-JUKF are applied to a CSTR with cooling jacket, in which production of propylene glycol happens and performance of KR-JUKF is evaluated.