Joint parameter estimation and abrupt change quantification with uncertainty quantification in high degree of freedom dynamical systems via an optimized adaptive unscented Kalman filter
The Unscented Kalman Filter (UKF) represents a robust method for estimating latent states and parameters within specified nonlinear equations of dynamic systems under noisy sensor data. Nonetheless, adjusting the filter’s hyperparameters (HP)s is essential for effective performance and poses difficulties, especially in...