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Bai Wenyan1; Xue Wenchao2; Huang Yi2; Fang Haitao2
Source Publicationsciencechinainformationscience
AbstractThis paper considers the filtering problem for a class of multi-input multi-output systems with nonlinear time-varying uncertain dynamics, random process and measurement noise. An extended state based Kalman filter, with the idea of timely estimating the unknown dynamics, is proposed for better robustness and higher estimation precision. The stability of the proposed filter is rigorously proved for nonlinear timevarying uncertain system with weaker stability condition than the extended Kalman filter, i.e., the initial estimation error, the uncertain dynamics and the noises are only required to be bounded rather than small enough. Moreover, quantitative precision of the proposed filter is theoretically evaluated. The proposed algorithm is proved to be the asymptotic unbiased minimum variance filter for constant uncertainty. The simulation results of some benchmark examples demonstrate the feasibility and effectiveness of the method.
Document Type期刊论文
Affiliation1.Beijing Aerospace Automatic Control Institute
Recommended Citation
GB/T 7714
Bai Wenyan,Xue Wenchao,Huang Yi,et al. onextendedstatebasedkalmanfilterdesignforaclassofnonlineartimevaryinguncertainsystems[J]. sciencechinainformationscience,2018,061(004):042201.
APA Bai Wenyan,Xue Wenchao,Huang Yi,&Fang Haitao.(2018).onextendedstatebasedkalmanfilterdesignforaclassofnonlineartimevaryinguncertainsystems.sciencechinainformationscience,061(004),042201.
MLA Bai Wenyan,et al."onextendedstatebasedkalmanfilterdesignforaclassofnonlineartimevaryinguncertainsystems".sciencechinainformationscience 061.004(2018):042201.
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