Estimation of unknown system states based on an adaptive neural network and Kalman filter

Abstract

In the field of industry 4.0 the number of sensors increases steadily. The sensor data is often used for system observation and estimation of the system parameters. Typically, Kalman filtering is used for determination of the internal system parameters. Their accuracy and robustness depends on the system knowledge, which is described by differential equations. We propose a self-configurable filter (FNN-EKF) which estimates the internal system behavior without knowledge of the differential equations and the noise power. Our filter is based on Kalman filtering with a constantly adapting neural network for state estimation. Applications are denoising sensor data or time series. Several bouncing ball simulations are realized to compare the estimation performance of the Extended Kalman Filter to the presented FNN-EKF.