Nonlinear unknown input observer based on singular value decomposition aided reduced dimension cubature Kalman filter

DOI10.1155/2017/1267380MaRDI QIDQ1992307zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 5 November 2018

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2017/1267380

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Review text

Summary: The paper presents a nonlinear unknown input observer (NUIO) based on singular value decomposition aided reduced dimension Cubature Kalman filter (SVDRDCKF) for a special class of nonlinear systems, the nonlinearity of which is only caused by part of its states. Firstly, the algorithm of general NUIO is discussed and the unknown input observer based on singular value decomposition aided Cubature Kalman filter (SVDCKF) given. Then a special nonlinear system model with unknown input is introduced. Based on the proposed model and the corresponding NUIO, the equivalent integral form with partial sampling and all sampling of the state vector in Cubature Kalman filter is analyzed. Finally the nonlinear unknown input observer based on singular value decomposition aided reduced dimension Cubature Kalman filter is obtained. Simulation results show that the proposed algorithm can meet the requirements of the system and is more important to increase the calculating efficiency a lot, although it has a decline in the accuracy of the filter.

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Cites work

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