DYNAMIC DATA RECONCILIATION FOR A CLASS OF NONLINEAR DIFFERENTIAL-ALGEBRAIC EQUATION MODELS USING THE EXTENDED KALMAN FILTER

摘要

In this paper a method is presented for dynamic data reconciliation of nonlinear systems described by a class of differential-algebraic models, using the extended Kalman filter. A time-varying linearization is derived for a semi-explicit index one DAE. A simplified extended Kalman filter algorithm is then presented, and its integration with the DAE model is described. Finally, a simulation study is presented using a DAE model of a batch chemical reactor.