In this paper a Kalman filter based observer for a class of deterministic discrete-time nonlinear systems is proposed. Exploiting the system structure, we propose an observer consisting of interlaced Kalman filters and we establish sufficient conditions that guarantee the local convergence of the observer. Numerical simulations illustrate the good trade-off provided by the algorithm between the reduction of the computational load and the estimation accuracy.
Interlaced Extended Kalman Filter as Deterministic Nonlinear Observer
Glielmo L;Vasca F
1999-01-01
Abstract
In this paper a Kalman filter based observer for a class of deterministic discrete-time nonlinear systems is proposed. Exploiting the system structure, we propose an observer consisting of interlaced Kalman filters and we establish sufficient conditions that guarantee the local convergence of the observer. Numerical simulations illustrate the good trade-off provided by the algorithm between the reduction of the computational load and the estimation accuracy.File in questo prodotto:
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