TY - JOUR JF - srtc-jsri JO - JSRI VL - 12 IS - 2 PY - 2016 Y1 - 2016/3/01 TI - Skew Normal State Space Modeling of RC Electrical Circuit and Parameters Estimation based on Particle Markov Chain Monte Carlo TT - مدل‌سازی فضای وضعیت نرمال چوله‌ی مدار الکتریکی RC و براورد پارامترهای آن بر پایه‌ی روش مونته کارلوی زنجیر مارکوفی ذره‌ای N2 - Received: 9/21/2013 Approved: 12/9/2015‎ Abstract: In this paper, a skew normal state space model of RC electrical circuit is presented by considering the stochastic differential equation of the this circuit as the dynamic model with colored and white noise and considering a skew normal distribution instead of normal as the measurement noise distribution. Optimal filtering technique via sequential Monte Carlo perspective is developed for tracking the charge as the hidden state of this model. Furthermore, it is assumed that this model contains unknown parameters (resistance, capacitor, mean, variance and shape parameter of the skew normal as the measurement noise distribution). Bayesian framework is applied for estimation of both the hidden charge and the unknown parameters using particle marginal Metropolis-Hastings scheme. It is shown that the coverage percentage of skew normal is more than the one of normal as the measurement noise. Some simulation studies are carried out to demonstrate the efficiency of the proposed approaches. SP - 129 EP - 146 AU - Farnoosh, R. AU - Hajrajabi, A. AD - KW - RC electrical circuit KW - state space model KW - sequential Monte Carlo filtering KW - parameter estimation. UR - http://jsri.srtc.ac.ir/article-1-195-en.html DO - 10.18869/acadpub.jsri.12.2.129 ER -