Affiliations: [a] Federal University of Maranhão – UFMA, São Luís, Maranhão, Brazil
| [b] Federal Institute of Education, Science, and Technology of Maranhão -IFMA, São Luís, Maranhão, Brazil
Correspondence:
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Corresponding author. Daiana Gomes, Federal University of Maranhão –UFMA, São Luís, Maranhão, Brazil. E-mail: daianagomes3301@gmail.com.
Abstract: In this paper, an interval type-2 evolving fuzzy Kalman filter is designed for processing of unobservable spectral components of uncertain experimental data. The adopted methodology consider the following steps: an initial model of the interval type-2 fuzzy Kalman filter, which is off-line identified from an initial window of the experimental data; the updating of antecedent proposition of interval type-2 fuzzy Kalman filter by using an interval type-2 formulation of evolving Takagi-Sugeno (eTS) clustering algorithm and the updating of consequent proposition by using a type-2 fuzzy formulation of Observer/Kalman Filter Identification (OKID) algorithm, taking into account the multivariable recursive Singular Spectral Analysis of the experimental data. The computational results for tracking the Mackey-Glass chaotic time series illustrate the efficiency of proposed methodology as compared to relevant approaches from literature, and the experimental results for tracking a 2DoF helicopter demonstrate its applicability.
Keywords: Systems identification, Kalman filter, interval type-2 fuzzy model, singular spectral analysis, evolving fuzzy systems
