DocumentCode :
581820
Title :
DC programming based ellipsoid bounding algorithm for guaranteed state estimation
Author :
Bo, Zhou ; Xianzhong, Dai
Author_Institution :
Key Lab. of Meas. & Control of CSE Sch. of Autom., Southeast Univ., Nanjing, China
fYear :
2012
fDate :
25-27 July 2012
Firstpage :
1759
Lastpage :
1764
Abstract :
This paper presents a new ellipsoid bounding algorithm in the framework of the set-membership filter for real-time state estimation of nonlinear systems with bounded-error assumptions. The nonlinear model of the system is linearized as the normal extended Kalman filter does, but the linearization errors are taken into account and outer bounded strictly by DC programming approach, which will be propagated to the model errors with ellipsoidal approximations. An ellipsoid bounding algorithm composed of ellipsoid summing and iterative ellipsoid-strip intersection steps is proposed to give the feasible set estimation of the states in which they are guaranteed to lie, with some approximations to keep the trade-off between the computation complexity and conservativeness of the whole algorithm. Simulation results are given by comparing our proposed algorithm to the extended set-membership algorithm to show the performance improvements of the new algorithm.
Keywords :
Kalman filters; approximation theory; computational complexity; nonlinear filters; nonlinear systems; state estimation; DC programming; bounded-error assumption; computation complexity; ellipsoid bounding algorithm; ellipsoid summing; ellipsoidal approximation; extended Kalman filter; guaranteed state estimation; iterative ellipsoid-strip intersection step; nonlinear system; real-time state estimation; set-membership filter; Approximation algorithms; Approximation methods; Ellipsoids; Prediction algorithms; State estimation; Vectors; Bounded-error; DC programming; ellipsoid bounding; set-membership; state estimation;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control Conference (CCC), 2012 31st Chinese
Conference_Location :
Hefei
ISSN :
1934-1768
Print_ISBN :
978-1-4673-2581-3
Type :
conf
Filename :
6390209
Link To Document :
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