Journal article
New developments in state estimation for Nonlinear Systems
Department of Automation, Technical University of Denmark1
Mathematical Statistics, Department of Informatics and Mathematical Modeling, Technical University of Denmark2
Department of Informatics and Mathematical Modeling, Technical University of Denmark3
Automation, Department of Electrical Engineering, Technical University of Denmark4
Department of Electrical Engineering, Technical University of Denmark5
Based on an interpolation formula, accurate state estimators for nonlinear systems can be derived. The estimators do not require derivative information which makes them simple to implement.; 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.
Language: | English |
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Year: | 2000 |
Pages: | 1627-1638 |
ISSN: | 18732836 and 00051098 |
Types: | Journal article |
DOI: | 10.1016/S0005-1098(00)00089-3 |
ORCIDs: | Poulsen, Niels Kjølstad and Ravn, Ole |