Title :
A Novel Delta Operator Kalman Filter Design and Convergence Analysis
Author :
Hongjiu Yang ; Yuanqing Xia ; Peng Shi ; Mengyin Fu
Author_Institution :
Dept. of Autom. Control, Beijing Inst. of Technol., Beijing, China
Abstract :
This paper focuses on the development of a delta operator Kalman filter and its convergence analysis. The delta operator Kalman filter is designed to estimate the state vectors of a delta operator system. Note that the designed delta operator Kalman filter can express both continuous-time and discrete-time cases. Then, the convergence analysis of the delta operator Kalman filter is also investigated by using Lyapunov approach in delta domain. Furthermore, this paper gives fundamental results for the analysis and application of the delta operator Kalman filter as a state observer in an inverted pendulum model. Some experimental results of an inverted pendulum on a laboratory-scale setup are presented to illustrate the effectiveness of the designed Kalman filter and its implementation.
Keywords :
Kalman filters; Lyapunov matrix equations; convergence of numerical methods; Lyapunov approach; continuous-time; convergence analysis; delta operator Kalman filter design; discrete-time; inverted pendulum model; state observer; Continuous time systems; Convergence; Covariance matrix; Equations; Kalman filters; Robustness; Symmetric matrices; Convergence analysis; Kalman filter; Lyapunov approach; delta operator systems; inverted pendulum model;
Journal_Title :
Circuits and Systems I: Regular Papers, IEEE Transactions on
DOI :
10.1109/TCSI.2011.2131330