New developments in state estimation for nonlinear systems

Based on an interpolation formula, accurate state estimators for nonlinear systems can be derived. The estimators do not require derivative information which makes them simple to implement. State estimators for nonlinear systems are derived based on polynomial approximations obtained with a multi-di...

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Vydáno v:	Automatica (Oxford) Ročník 36; číslo 11; s. 1627 - 1638
Hlavní autoři:	Nørgaard, Magnus, Poulsen, Niels K., Ravn, Ole
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 01.11.2000
Témata:	Extended Kalman filters Interpolation algorithms Multivariable polynomials Nonlinear filters Parameter estimation State estimation Parameter estimation Interpolation algorithms Multivariable polynomials State estimation Extended Kalman filters Nonlinear filters
ISSN:	0005-1098, 1873-2836
On-line přístup:	Získat plný text
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Popis
Shrnutí:	Based on an interpolation formula, accurate state estimators for nonlinear systems can be derived. The estimators do not require derivative information which makes them simple to implement. State estimators for nonlinear systems are derived based on polynomial approximations obtained with a multi-dimensional interpolation formula. It is shown that under certain assumptions the estimators perform better than estimators based on Taylor approximations. Nevertheless, the implementation is significantly simpler as no derivatives are required. Thus, it is believed that the new state estimators can replace well-known estimators, such as the extended Kalman filter (EKF) and its higher-order relatives, in most practical applications.
ISSN:	0005-1098 1873-2836
DOI:	10.1016/S0005-1098(00)00089-3