New developments in state estimation for nonlinear systems
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The authors consider the nonlinear model with state \(x\) and observation \(y\): NEWLINE\[NEWLINEx_{k+1}= f(x_k, v_k),\quad y_k= g(x_k, w_k),NEWLINE\]NEWLINE where \(v_k\) and \(w_k\) are assumed i.i.d. and independent of current and past states. They derive state estimators based on interpolation formulas and show that the estimators perform better than the well-known filters (such as the extended Kalman filters) based on Taylor approximations.
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Cites work
- A finite-difference method for linearization in nonlinear estimation algorithms
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- scientific article; zbMATH DE number 41029 (Why is no real title available?)
- scientific article; zbMATH DE number 842546 (Why is no real title available?)
- scientific article; zbMATH DE number 5270106 (Why is no real title available?)
- scientific article; zbMATH DE number 3336305 (Why is no real title available?)
- New developments in state estimation for nonlinear systems
- Stochastic models, estimation, and control. Vol. 2,3
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