I need to solve an inverse radiative heat transfer problem for the estimation of radiative properties of a semi-transparent medium using the Kalman filter. In this problem the nonlinearities are sufficiently large and the EKF may be ineffective since it is a linearized filter.
Did anyone have experience in the identification of radiative properties of semi-transparent media with one of the versions of the Kalman filter?
Hello,
I am not familiar with radiative heat transfer models, but you could try an unscented Kalman filter if you are really inclined to use the Kalman filter approach. It "treats" non-linearities slightly "better" than an EKF, i.e. it provides better approximation of the covariance.
See, for example,
Wan, E. A. & Van Der Merwe, R. The unscented Kalman filter for nonlinear estimation Adaptive Systems for Signal Processing, Communications, and Control Symposium 2000. AS-SPCC. The IEEE 2000, 2000, 153-158
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