Correntropy based IPKF filter for parameter estimation in presence of non-stationary noise process

IFAC-PapersOnLine

Subhamoy Sen, & Laurent Mevel

2018-01-01

Existing filtering based structural health monitoring (SHM) algorithms assume constant noise environment which does not always conform to the reality as noise is hardly stationary. Thus to ensure optimal solution even with non-stationary noise processes, the assumed statistical noise models have to be updated periodically. This work incorporates a modification in the existing Interacting Particle-Kalman Filter (IPKF) to enhance its detection capability in presence of non-stationary noise processes. To achieve noise adaptability, the proposed algorithm recursively estimates and updates the current noise statistics using the post-IPKF residual uncertainty in prediction as a measurement which in turn enhances the optimality in the solution as well.

statistical noise models

particle-kalman filter

optical solution

structure health monitoring(SHM)