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

研究成果: Conference contribution

摘要

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.

原文English
主出版物標題Proc 1989 Am Control Conf
發行者Publ by IEEE
頁面2632-2638
頁數7
出版狀態Published - 1989
事件Proceedings of the 1989 American Control Conference - Pittsburgh, PA, USA
持續時間: 1989 六月 211989 六月 23

Other

OtherProceedings of the 1989 American Control Conference
城市Pittsburgh, PA, USA
期間89-06-2189-06-23

All Science Journal Classification (ASJC) codes

  • Engineering(all)

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