Title :
Discrete nonlinear estimators of fixed order
Author :
Shim, Hoowang ; Sims, Craig S. ; McQuade, Eamonn
Author_Institution :
West Virginia Univ., Morgantown, WV, USA
Abstract :
We present a method of discrete time nonlinear filtering with a filter of reduced order, and with the filter designed to have a property of bias removal. The technique is based on keeping up to second order terms in the Taylor series of the nonlinearities about the estimate. At the stage of filter design, we limit the complexity of the filter by reducing its order
Keywords :
discrete time filters; filtering theory; matrix algebra; nonlinear filters; reduced order systems; series (mathematics); state estimation; Taylor series; discrete time filters; nonlinear filters; reduced order filters; state estimation; Covariance matrix; Error analysis; Iron; Jacobian matrices; Nonlinear filters; Riccati equations; Taylor series;
Conference_Titel :
American Control Conference, 1997. Proceedings of the 1997
Conference_Location :
Albuquerque, NM
Print_ISBN :
0-7803-3832-4
DOI :
10.1109/ACC.1997.609534
