A SDRE-based asymptotic observer for nonlinear discrete-time systems

被引：20

作者：

Jaganath, C ^{[1
]}

Ridley, A ^{[1
]}

Bernstein, DS ^{[1
]}

机构：

[1] Univ Michigan, Ann Arbor, MI 48109 USA

来源：

ACC: PROCEEDINGS OF THE 2005 AMERICAN CONTROL CONFERENCE, VOLS 1-7 | 2005年

关键词：

D O I：

10.1109/ACC.2005.1470537

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A nonlinear asymptotic observer for a discrete-time nonlinear system is considered. The observer is based on a Kalman filter that uses the state dependent Riccati equation (SDRE) to obtain the filter gain. Unlike the Extended Kalman Filter, the SDRE-based Kalman filter does not involve the evaluation of a Jacobian at every time step. The convergence properties of the SDRE-based Kalman filter when used as an observer in a deterministic setting are analyzed. A few simulation examples are provided to demonstrate the performance and implementation of the SDRE-based observer in both deterministic and stochastic settings.

引用

页码：3630 / 3635

页数：6

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