Evolutionary programming Kalman filter

DOI10.1016/S0020-0255(00)00064-5MaRDI QIDQ5946287zbMATH OpenFDO

Authors Zhiqian Weng, Guanrong Chen, Leang-San Shieh, Johan Larsson

Publication date 20 February 2002

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0020-0255(00)00064-5

zbMATH Keywords

discrete-time systemsevolutionary programminginterval systemsKalman filteruncertains systemsuncertainty

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Approximation methods and heuristics in mathematical programming (90C59) Filtering in stochastic control theory (93E11)

Review text

The authors consider discrete-time linear and nonlinear systems with uncertain parameters. The uncertainty is specified by restricting the parameters to intervals rather than single values. The statistical assumptions remain the same as in the classical Kalman filter approach. Optimal estimates of the state vector and the error covariance matrix are sought through an evolutionary programming algorithm. Both interval and nominal estimates are provided by the algorithm. Simulations of typical linear and non-linear systems are reported. They suggest that the new method is more accurate and less conservative than the existing interval Kalman filtering.

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Cites work

• H_∞ estimation for discrete‐time linear uncertain systems
• Filtering and smoothing in an H/sup infinity / setting
• Fuzzy Kalman filtering
• scientific article; zbMATH DE number 867338 (Why is no real title available?)
• Kalman filtering with real-time applications
• Performance robustness analysis of Kalman filter for linear discrete-time systems under plant and noise uncertainty
• Robust Kalman filtering for uncertain discrete-time systems

Cited in

(9)

• EP-based kinematic control and adaptive fuzzy sliding-mode dynamic control for wheeled mobile robots
• Improvement of algorithm on the track recognition
• On the application of a hybrid ellipsoidal-rectangular interval arithmetic algorithm to interval Kalman filtering for state estimation of uncertain systems
• A novel evolution Kalman filter algorithm for short-term climate prediction
• Modeling of extremal fuzzy dynamic systems. Part VI. Problems of states estimation (filtration) of extremal fuzzy process
• Tuning of evolutionary particle filtering approach for estimation of trajectory deviation
• Evolutionary-programming-based tracker for hybrid chaotic interval systems
• Evolutionary hierarchical credibility
• Interval type-2 evolving fuzzy Kalman filter for processing of unobservable spectral components from uncertain experimental data

Describes a project that uses

Uses Software

• Genocop

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