Title :
Adaptive-gain extended Kalman filter: Extension to the continuous-discrete case
Author :
Boizot, Nicolas ; Busvelle, Eric ; Gauthier, Jean-Paul
Author_Institution :
Technol. & Commun., Univ. of Luxemburg, Luxembourg
Abstract :
In the present article we propose a nonlinear observer that merges the behaviors (1) of an extended Kalman filter, mainly designed to smooth off noise, and (2) of high-gain observers devoted to handle large perturbations in the state estimation. We specifically aim at continuous-discrete systems.
Keywords :
Kalman filters; adaptive filters; continuous time filters; discrete time filters; nonlinear filters; observers; adaptive-gain extended Kalman filter; continuous-discrete systems; general convergence; high-gain observers; noise smoothing; nonlinear observer; perturbations; state estimation; time window; Convergence; Equations; Estimation error; Kalman filters; Observability; Observers; Technological innovation;
Conference_Titel :
Control Conference (ECC), 2009 European
Conference_Location :
Budapest
Print_ISBN :
978-3-9524173-9-3
