Combined variable structure and Kalman Filtering approach

The extended Kalman filter (EKF) can be used for parameter as well as for state estimation. However, when used for parameter estimation, EKF is sensitive to modeling uncertainties and prone to instability. In this paper, the variable structure filtering concept is introduced and used for modifying the EKF into a robust form. The proposed method is model-based and has a guaranteed stability given a stable internal model. The application of the new filter for parameter estimation in a system that is described by a smooth nonlinear function is presented. The performance of the new filter is discussed by its comparison to an equivalent extended Kalman filter.