DocumentCode
3206851
Title
Modification of the extended Kalman filter with an additive term of instability
Author
Reif, Konrad ; Sonnemann, Frank ; Unbehauen, Rolf
Author_Institution
Lehrstuhl fur Allgemeine und Theor. Elektrotech., Erlangen-Nurnberg Univ., Germany
Volume
4
fYear
1996
fDate
11-13 Dec 1996
Firstpage
4058
Abstract
In this paper we propose an observer for nonlinear systems similar to the extended Kalman filter. The observer gain is computed by a Riccati differential equation assuming a more instable system. The purpose of this modification is two-fold: first the degree of stability can be assigned in advance and secondly this modification allows an effective treatment of the nonlinearities
Keywords
Kalman filters; Riccati equations; filtering theory; nonlinear differential equations; nonlinear systems; observers; stability; Riccati differential equation; additive instability term; extended Kalman filter; nonlinear systems; nonlinearities; observer; observer gain; Control systems; Differential equations; Estimation error; Nonlinear control systems; Nonlinear dynamical systems; Nonlinear equations; Nonlinear systems; Riccati equations; Stability; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location
Kobe
ISSN
0191-2216
Print_ISBN
0-7803-3590-2
Type
conf
DOI
10.1109/CDC.1996.577377
Filename
577377
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