The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor
Kalman filter is an algorithm to estimate the state variable of dynamical stochastic system. The square root ensemble Kalman filter is an modification of Kalman filter. The square root ensemble Kalman filter is proposed to keep the computational stability and reduce the computational time. In this p...
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Format: | Article |
Language: | English |
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Petra Christian University
2011-01-01
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Series: | Jurnal Teknik Industri |
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Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18304 |
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author | Erna Apriliani Dieky Adzkiya Arief Baihaqi |
author_facet | Erna Apriliani Dieky Adzkiya Arief Baihaqi |
author_sort | Erna Apriliani |
collection | DOAJ |
description | Kalman filter is an algorithm to estimate the state variable of dynamical stochastic system. The square root ensemble Kalman filter is an modification of Kalman filter. The square root ensemble Kalman filter is proposed to keep the computational stability and reduce the computational time. In this paper we study the efficiency of the reduced rank ensemble Kalman filter. We apply this algorithm to the non isothermal continue stirred tank reactor problem. We decompose the covariance of the ensemble estimation by using the singular value decomposition (the SVD), and then we reduced the rank of the diagonal matrix of those singular values. We make a simulation by using Matlab program. We took some the number of ensemble such as 100, 200 and 500. We compared the computational time and the accuracy between the square root ensemble Kalman filter and the ensemble Kalman filter. The reduced rank ensemble Kalman filter can’t be applied in this problem because the dimension of state variable is too less. |
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id | doaj.art-564ca2f17a4f4a6281acbcb49344e530 |
institution | Directory Open Access Journal |
issn | 1411-2485 |
language | English |
last_indexed | 2024-04-11T23:28:54Z |
publishDate | 2011-01-01 |
publisher | Petra Christian University |
record_format | Article |
series | Jurnal Teknik Industri |
spelling | doaj.art-564ca2f17a4f4a6281acbcb49344e5302022-12-22T03:57:14ZengPetra Christian UniversityJurnal Teknik Industri1411-24852011-01-01132107112The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank ReactorErna AprilianiDieky AdzkiyaArief BaihaqiKalman filter is an algorithm to estimate the state variable of dynamical stochastic system. The square root ensemble Kalman filter is an modification of Kalman filter. The square root ensemble Kalman filter is proposed to keep the computational stability and reduce the computational time. In this paper we study the efficiency of the reduced rank ensemble Kalman filter. We apply this algorithm to the non isothermal continue stirred tank reactor problem. We decompose the covariance of the ensemble estimation by using the singular value decomposition (the SVD), and then we reduced the rank of the diagonal matrix of those singular values. We make a simulation by using Matlab program. We took some the number of ensemble such as 100, 200 and 500. We compared the computational time and the accuracy between the square root ensemble Kalman filter and the ensemble Kalman filter. The reduced rank ensemble Kalman filter can’t be applied in this problem because the dimension of state variable is too less.http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18304Ensemble Kalman filterreduced rankstirred tank reactor |
spellingShingle | Erna Apriliani Dieky Adzkiya Arief Baihaqi The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor Jurnal Teknik Industri Ensemble Kalman filter reduced rank stirred tank reactor |
title | The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor |
title_full | The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor |
title_fullStr | The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor |
title_full_unstemmed | The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor |
title_short | The Reduced Rank of Ensemble Kalman Filter to Estimate the Temperature of Non Isothermal Continue Stirred Tank Reactor |
title_sort | reduced rank of ensemble kalman filter to estimate the temperature of non isothermal continue stirred tank reactor |
topic | Ensemble Kalman filter reduced rank stirred tank reactor |
url | http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/18304 |
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