Precomputed-gain nonlinear filters for nonlinear systems with state-dependent noise

研究成果: Paper同行評審

摘要

Two precomputed-gain nonlinear filters are proposed for estimating the states of nonlinear systems corrupted by both external and parametric noises and subjected to linear noisy measurement systems. The exact nonlinear filters are first formulated using the Kolmogorov and Kushner equations. The concept of equivalent external excitation combined with statistical linearization or local linearization is then employed to derive two precomputed-gain nonlinear filters. The resulting filters are shown to have the same structure as the extended Kalman filter but filter-gain histories can be precomputed. Monte-Carlo simulation results for the proposed nonlinear filters and the corresponding linear filters are compared for Duffing-type stochastic systems.

原文English
頁面2639-2645
頁數7
DOIs
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

  • 工程 (全部)

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