2019
DOI: 10.1016/j.enbuild.2019.03.018
|View full text |Cite
|
Sign up to set email alerts
|

Parameter estimation for externally simulated thermal network models

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
9
0

Year Published

2019
2019
2022
2022

Publication Types

Select...
4
2
2

Relationship

0
8

Authors

Journals

citations
Cited by 19 publications
(9 citation statements)
references
References 21 publications
0
9
0
Order By: Relevance
“…(3) is obtaining reasonable estimates for process and noise covariance matrices, respectively W and V . In (Brastein et al, 2019) V was obtained from data, while W was found by manual experimentation. A better approach is to estimate them from data, by including them in θ .…”
Section: Resultsmentioning
confidence: 99%
See 2 more Smart Citations
“…(3) is obtaining reasonable estimates for process and noise covariance matrices, respectively W and V . In (Brastein et al, 2019) V was obtained from data, while W was found by manual experimentation. A better approach is to estimate them from data, by including them in θ .…”
Section: Resultsmentioning
confidence: 99%
“…Observe also that while the model is linear, the algorithm is not restricted to linear models. The choice of Kalman Filter implementation is determined by the type of model being used (Brastein et al, 2019). Table 1 lists a set of experimentally obtained nominal parameters, which are used as initial guesses for model calibration, and min/max limits which corresponds to the bounds of the constrained parameter space Θ.…”
Section: Modelmentioning
confidence: 99%
See 1 more Smart Citation
“…We wish to combine the measurements (y) with the state space model to estimate the unmeasured rotor copper temperature T r and air gap temperature T δ a . To do that, we use two different Kalman Filter algorithms: the Unscented Kalman Filter (UKF) is presented in (Simon, 2006), while the Ensemble Kalman Filter (EnKF) is succinctly described in (Brastein et al, 2019). A summary of the UKF and EnKF algorithms are given in Tables 5 and 6, respectively.…”
Section: State Estimationmentioning
confidence: 99%
“…The choice of KF implementation, either the standard linear KF for linear models, or a non-linear variant such as the Extended KF (EKF) or the Unscented KF (UKF), depends on the model equations Brastein et al [2019a]. Equation (6) is further simplified by conditioning on knowing y 0 , taking the negative logarithm, and eliminating the factor 1 2 .…”
Section: Stochastic Parameter Estimationmentioning
confidence: 99%