The Kalman filter, also called the LKF (linear
Kalman filter), is only used for linear systems;
unfortunately, many real-world systems, espe-
cially mechanical systems, are non-linear in
nature. Since even the measurement relationships
to the process are often non-linear, the KF cannot
be used to estimate the states. The extended Kal-
man filter (EKF) was developed to account for
these non-linearities: in order to estimate the state,
even if the system is non-linear, this evolution of
the Kalman filter obtains a linearization around
the current mean and covariance. This filter is
based upon the principle of linearizing the mea-
surements and evolution models using Taylor
series expansions (truncated at the first-order
term, with the assumption that the error incurred
by neglecting the higher-order terms is small in
comparison to the first-order terms). The series
approximations in the EKF algorithm can, how-
ever, lead to poor representations of the non-linear
functions and probability distributions of interest.
It is important to note that a fundamental flaw
of the EKF is that the dist ributions (or densities in
the continuous case) of the various random vari-
ables are no longer normal after undergoing their
respective non-linear transformations. When the
system has strong non-linear transformations,
the EFK may be an inadequate state estimator,
because the system loses its features, especially
for estimation of convergence time.
For heavily non-linear systems, the UKF
(unscented Kalman filter) solves the approxima-
tion issues of the EKF. The state distribution is
represented by a Gaussian random variable
(GRV), using a minimal set of carefully chosen
sample points (called sigma points). These sample
points completely capture the true mean and
covariance of the GRV, and, when propagated
through the true non-linear system, capture the
posterior mean and covariance accurately to the
third order (Taylor series expansion) for any non-
linearity. The unscented Kalman filter is based on
the unscented transform (UT) and does not require
linearization to handle non-linear equations [10].
The UKF leads to more accurate results than
the EKF and, in particular, it genera tes much bet-
ter estimates of the covariance of the states (the
EKF seems to unde restimate this quantity). The
UKF has, however, the limitation that it does not
apply to general non-Gaussian distributions.
The SRUKF (square-root unscented Kalman
filter) is a filter based on UFK and it reduce s the
algorithm complexity by the adequate use of the
Cholesky and QR decompositions.
APPLICATION ON MICRO-DEVICES
AND MACHINES
As an example of how model-based testing can be
applied to the testing of devices particularly suited
for micro-positioning application, the case of pie-
zoelectric inchworm motors may be considered.
These devices take advantage of piezo-ceramic
characteristics to produce displacements with
nanometer resolution, while large travel is assured
by an inchworm technique. The inchworm tech-
nique is based on the simple concept of the incre-
mental sum of the relatively small displacements
produced by piezo-ceramic elements in order to
generate a large displacement.
As shown in Fig. 22-22, a typical inchworm-
type linear motor has three major components:
two clamping mechanisms (referred to as brakes
B1 and B2) and an extendi ng mechanism (referred
as mover M). During the greater part of a typical
inchworm cycle, only one clamping device is to be
activated at any given time, thus allowing the
extender to extend and retract freely. The clamp-
ing mechanisms are normally designed to create a
frictional force that can withstand the static forces
produced by a constant load and dynamic forces
produced by the extending mechanism. The pur-
pose of the extending mechanism is to generate
the small displacements which the inchworm
technique sums to produce a large displacement.
The typical cycle of an inchworm technique
linear motor reveals that the velocity of the motor
is directly dependent on the step size of the motor
and on the rate at which the cycle is repeated. To
determine a model for a designed motor, the
important param eters to be considered all relate
to the behavior of the model [11]. The chosen
parameters are the stiffness and damping of the
extending mechanism, the mass of the clamping
360 CHAPTER 22 Testing and Diagnosis for Micro-Manufacturing Systems