Title :
Interlaced extended Kalman filter as deterministic nonlinear observer
Author :
Glielmo, Luigi ; Setola, Roberto ; Vasca, Francesco
Author_Institution :
Dipt. di Inf. e Sist., Univ. degli Studi di Napoli Federico II, Naples, Italy
fDate :
Aug. 31 1999-Sept. 3 1999
Abstract :
In this paper a Kalman filter based observer for a class of deterministic discrete-time nonlinear systems is proposed. Exploiting the system structure, we propose an observer consisting of interlaced Kalman filters and we establish sufficient conditions that guarantee the local convergence of the observer. Numerical simulations illustrate the good trade-off provided by the algorithm between the reduction of the computational load and the estimation accuracy.
Keywords :
Kalman filters; discrete time systems; nonlinear systems; numerical analysis; observers; deterministic discrete-time nonlinear systems; deterministic nonlinear observer; interlaced extended Kalman filter; local convergence; numerical simulations; sufficient conditions; system structure; Convergence; Filtering theory; Kalman filters; Mathematical model; Nonlinear systems; Observers; Deterministic Observer; Extended Kalman Filter; Nonlinear Observer;
Conference_Titel :
Control Conference (ECC), 1999 European
Conference_Location :
Karlsruhe
Print_ISBN :
978-3-9524173-5-5