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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Main Authors: Erna Apriliani, Dieky Adzkiya, Arief Baihaqi
Format: Article
Language:English
Published: Petra Christian University 2011-01-01
Series:Jurnal Teknik Industri
Subjects:
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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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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