Interlaced extended Kalman filter as deterministic nonlinear observer
作者： Luigi Glielmo , Roberto Setola , Francesco Vasca
DOI: 10.23919/ECC.1999.7099763
关键词: Control theory 、 Alpha beta filter 、 Kalman filter 、 Observer (quantum physics) 、 Fast Kalman filter 、 Extended Kalman filter 、 State observer 、 Invariant extended Kalman filter 、 Separation principle 、 Mathematics
摘要: In this paper a Kalman filter based observer for class of deterministic discrete-time nonlinear systems is proposed. Exploiting the system structure, we propose an consisting interlaced filters and establish sufficient conditions that guarantee local convergence observer. Numerical simulations illustrate good trade-off provided by algorithm between reduction computational load estimation accuracy.
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