Unscented kalman filter for the identification of passive control devices

Abstract

The Unscented Kalman Filter (UKF) is a technique which allows dealing with nonlinear systems and it is able to handle any type of non-linearity. In detail, differently from Extended Kalman Filter (EKF), UKF does not require the computation of the Jacobian of the non-linear function. Estimation of parameters through the UKF approach is an indirect procedure, consisting of transforming the parameter estimation problem into a state estimation problem. This is done by augmenting the system state vector by artificially defining the unknown parameters as additional state variables. In the present study the UKF is proposed to the purpose of the nonlinear identification of rolling-pendulum tuned vibration absorbers.