6533b822fe1ef96bd127ce92
RESEARCH PRODUCT
Adaptive-gain extended Kalman filter: Extension to the continuous-discrete case
Eric BusvelleNicolas BoizotJean-paul Gauthiersubject
0209 industrial biotechnology: Multidisciplinary general & others [C99] [Engineering computing & technology]020208 electrical & electronic engineering02 engineering and technologyKalman filterInvariant extended Kalman filter[SPI.AUTO]Engineering Sciences [physics]/Automatic: Multidisciplinaire généralités & autres [C99] [Ingénierie informatique & technologie]Extended Kalman filterNoise020901 industrial engineering & automation[SPI.AUTO] Engineering Sciences [physics]/AutomaticControl theory[ SPI.AUTO ] Engineering Sciences [physics]/AutomaticConvergence (routing)0202 electrical engineering electronic engineering information engineeringFast Kalman filterObservabilityAlpha beta filterComputingMilieux_MISCELLANEOUSMathematicsdescription
In the present article we propose a nonlinear observer that merges the behaviors 1) of an extended Kalman filter, mainly designed to smooth off noise , and 2) of high-gain observers devoted to handle large perturbations in the state estimation. We specifically aim at continuous-discrete systems. The strategy consists in letting the high-gain self adapt according to the innovation. We define innovation computed over a time window and justify its usage via an important lemma. We prove the general convergence of the resulting observer.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2009-08-23 |