A Nonlinear Filter of EKF Type Using Formal Linearization of Polynomials for Both State and Measurement Equations
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- Komatsu Kazuo
- National Institute of Technology, Kumamoto College
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- Takata Hitoshi
- Kagoshima University
Description
<p>A nonlinear filter is presented by using a formal linearization method and the Extended Kalman Filter (EKF) approach in this paper. Defining a linearization function that consists of polynomials, a given nonlinear dynamic system is transformed into an augmented linear one with respect to this linearization function. Introducing a new augmented measurement vector that consists of polynomials of measurement data for a given measurement equation, this equation is also transformed into an augmented linear one with respect to the linearization function in the same way. As a result, the EKF theory can be applied to these augmented linearized systems and a nonlinear filter is synthesized. In order to show the performance of the method, numerical experiments are carried out by comparing with the EKF as a conventional method.</p>
Journal
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- Journal of Signal Processing
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Journal of Signal Processing 28 (2), 37-43, 2024-03-01
Research Institute of Signal Processing, Japan
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Keywords
Details 詳細情報について
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- CRID
- 1390299318867974656
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- ISSN
- 18801013
- 13426230
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- Text Lang
- en
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- Data Source
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- JaLC
- Crossref
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- Abstract License Flag
- Disallowed