• DocumentCode
    3175679
  • Title

    A Comparison of the Extended and Unscented Kalman Filters for Discrete-Time Systems with Nondifferentiable Dynamics

  • Author

    Chandrasekar, J. ; Ridley, A.J. ; Bernstein, D.S.

  • Author_Institution
    Univ. of Michigan, Ann Arbor, MI
  • fYear
    2007
  • fDate
    9-13 July 2007
  • Firstpage
    4431
  • Lastpage
    4436
  • Abstract
    We compare the performance of the extended Kalman filter, the unscented Kalman filter, and two extensions of the Hinfin filter when applied to discrete-time nonlinear state estimation problems with nondifferentiable dynamics. We compare the performance of all the estimation techniques on simple nonlinear examples and finally consider state estimation of one-dimensional hydrodynamic flow based on a finite volume model that contains nondifferentiable nonlinearities.
  • Keywords
    Hinfin control; Kalman filters; discrete time systems; nonlinear control systems; state estimation; Hinfin filter; discrete-time nonlinear state estimation problem; extended Kalman filter; finite volume model; nondifferentiable dynamics; one-dimensional hydrodynamic flow; unscented Kalman filter; Computational fluid dynamics; Data assimilation; Hydrodynamics; Jacobian matrices; Linear systems; Magnetohydrodynamics; Particle filters; Riccati equations; State estimation; Weather forecasting;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2007. ACC '07
  • Conference_Location
    New York, NY
  • ISSN
    0743-1619
  • Print_ISBN
    1-4244-0988-8
  • Electronic_ISBN
    0743-1619
  • Type

    conf

  • DOI
    10.1109/ACC.2007.4283100
  • Filename
    4283100
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3175679