New developments in state estimation for nonlinear systems

被引：812
|
作者：
Norgaard, M
Poulsen, NK
Ravn, O
机构：
[1] Tech Univ Denmark, Dept Math Modelling, DK-2800 Lyngby, Denmark
[2] Tech Univ Denmark, Dept Automat, DK-2800 Lyngby, Denmark
来源：
AUTOMATICA | 2000年 / 36卷 / 11期
关键词：
state estimation; nonlinear filters; interpolation algorithms; multivariable polynomials; extended Kalman filters; parameter estimation;
D O I：
10.1016/S0005-1098(00)00089-3
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
State estimators for nonlinear systems are derived based on polynomial approximations obtained with a multi-dimensional interpolation formula. It is shown that under certain assumptions the estimators perform better than estimators based on Taylor approximations. Nevertheless, the implementation is significantly simpler as no derivatives are required. Thus, it is believed that the new state estimators can replace well-known estimators, such as the extended Kalman filter (EKF) and its higher-order relatives, in most practical applications. (C) 2000 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码：1627 / 1638
页数：12
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