Title :
A Design on Adaptive Two-Step Filter Applied in Nonlinear System
Author :
Jian, Cao ; Xiaoping, Zhu
Author_Institution :
Northwestern Polytech. Univ., Xi´´an, China
Abstract :
Two-step filter is a filter that defines a set of new state parameters. These state parameters are nonlinear functions reflecting real-time states of system. Then, applying Kalman filter to acquire best estimate value, we can calculate best answer by Gauss-Newton alternate arithmetic. Not knowing real noise statistic values, we should combine variable noise statistic estimator with two-step filter. Applying this method is called adaptive nonlinear filter. Analyzing simulation results of adaptive two-step filter, it is concluded that performance of adaptive two-step filter exceeds one of other filters.
Keywords :
Kalman filters; Newton method; adaptive filters; nonlinear filters; nonlinear functions; nonlinear systems; state estimation; Gauss-Newton alternate arithmetic; Kalman filter; adaptive nonlinear two-step filter design; nonlinear functions; nonlinear system; variable noise statistic estimator; Acceleration; Adaptation model; Adaptive filters; Missiles; Noise; Noise measurement; Nonlinear filters; Adaptive Two-Step Filter; Noise Statistic Values; Simulation; State Parameters;
Conference_Titel :
Intelligent Computation Technology and Automation (ICICTA), 2011 International Conference on
Conference_Location :
Shenzhen, Guangdong
Print_ISBN :
978-1-61284-289-9
DOI :
10.1109/ICICTA.2011.518