Evolutionary-programming-based Kalman filter for discrete-time nonlinear uncertain systems

Shu-Mei Guo, Leang San Shieh, Ching Fang Lin, Norman P. Coleman

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

Some observations and improvements on the conventional Kalman filtering scheme to function properly are presented. The improvements can be achieved using the minimal principle evolutionary programming (EP) technique. A new linearization methodology is presented to obtain the exact linear models of a class of discrete-time nonlinear time-invariant systems at operating states of interest, so that the conventional Kalman filter can work for the nonlinear stochastic systems. Furthermore, a Kalman innovation filtering algorithm and such an algorithm based on the evolutionary programming optimal-search technique are proposed in for discrete-time time-invariant nonlinear stochastic systems with unknown-but-bounded plant uncertainties and noise uncertainties to find a practically implementable best Kalman filter. The worst-case realization of the discrete-time nonlinear stochastic uncertain systems represented by the interval form with respect to the implemented best nominal filter is also found for demonstrating the effectiveness of the proposed filtering scheme.

Original languageEnglish
Pages (from-to)319-333
Number of pages15
JournalAsian Journal of Control
Volume3
Issue number4
Publication statusPublished - 2001 Jan 1

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Uncertain systems
Stochastic systems
Kalman filters
Evolutionary algorithms
Linearization
Innovation
Uncertainty

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering

Cite this

Guo, Shu-Mei ; Shieh, Leang San ; Lin, Ching Fang ; Coleman, Norman P. / Evolutionary-programming-based Kalman filter for discrete-time nonlinear uncertain systems. In: Asian Journal of Control. 2001 ; Vol. 3, No. 4. pp. 319-333.
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Evolutionary-programming-based Kalman filter for discrete-time nonlinear uncertain systems. / Guo, Shu-Mei; Shieh, Leang San; Lin, Ching Fang; Coleman, Norman P.

In: Asian Journal of Control, Vol. 3, No. 4, 01.01.2001, p. 319-333.

Research output: Contribution to journalArticle

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