Uncertainty quantification of the eigensystem realization algorithm using the unscented transform

Martin Diz, Manoranjan Majji, Puneet Singla

Research output: Contribution to journalConference article

Abstract

In this study, we present a systematic procedure to compute the identified model parameter uncertainties as functions of the statistics of input and output experimental data obtained using the celebrated Eigensystem Realization Algorithm (ERA). An Unscented Transformation (UT) is applied to map the error statistics from the input-output test signal space of the test data to the plant parameter space. It is shown that a computationally efficient algorithm is obtained by an application of the unscented transformation in a high dimensional space. Outputs of the algorithm include the mean and covariance estimates of the identified plant parameters obtained through the Observer/Kalman Filter Identification (OKID) calculations followed by ERA. Numerical simulations and comparisons with Monte-Carlo error statistics demonstrate the efficacy of the unscented transformation presented in this paper.

Original languageEnglish (US)
Pages (from-to)461-473
Number of pages13
JournalAdvances in the Astronautical Sciences
Volume147
StatePublished - Jan 1 2013
Event2012 AAS Jer-Nan Juang Astrodynamics Symposium - College Station, TX, United States
Duration: Jun 24 2012Jun 26 2012

Fingerprint

transform
Error statistics
statistics
output
Kalman filters
Kalman filter
Identification (control systems)
Statistics
Uncertainty
Computer simulation
estimates
simulation
parameter
test

All Science Journal Classification (ASJC) codes

  • Aerospace Engineering
  • Space and Planetary Science

Cite this

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Uncertainty quantification of the eigensystem realization algorithm using the unscented transform. / Diz, Martin; Majji, Manoranjan; Singla, Puneet.

In: Advances in the Astronautical Sciences, Vol. 147, 01.01.2013, p. 461-473.

Research output: Contribution to journalConference article

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