Model-based discrete linear state estimator for nonlinearizable systems with state-dependent noise

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A practical technique for deriving a discrete-time linear state estimator for estimating the states of a nonlinearizable stochastic system involving both state-dependent and external noises due to a linear noisy measurement system is presented. The existing technique for synthesizing a discrete-time linear state estimator is first to construct an equivalent reference linear model for the nonlinearizable system such that the equivalent model will provide the same stationary covariance response as the nonlinear system. From the linear continuous model, a discrete-time state estimator can be directly derived from the corresponding discrete-time model. The synthesis technique and filtering performance are illustrated and simulated by using linear, linearizable, and nonlinearizable systems with state-dependent noise.

Original languageEnglish
Title of host publicationProc 1989 Am Control Conf
PublisherPubl by IEEE
Pages2632-2638
Number of pages7
Publication statusPublished - 1989
EventProceedings of the 1989 American Control Conference - Pittsburgh, PA, USA
Duration: 1989 Jun 211989 Jun 23

Other

OtherProceedings of the 1989 American Control Conference
CityPittsburgh, PA, USA
Period89-06-2189-06-23

All Science Journal Classification (ASJC) codes

  • Engineering(all)

Fingerprint Dive into the research topics of 'Model-based discrete linear state estimator for nonlinearizable systems with state-dependent noise'. Together they form a unique fingerprint.

Cite this