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
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;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.577377
