Title :
Set-valued nonlinear estimation using the Galerkin approximation
Author :
Kenney, John D. ; Beard, Randy ; Stirling, Wynn
Author_Institution :
Dept. of Electr. & Comput. Eng., Brigham Young Univ., Provo, UT, USA
Abstract :
A set-valued state estimator for nonlinear dynamic systems is presented. The estimator uses the Galerkin approximation to solve Kolmogorov´s equation for the diffusion of a continuous-time, continuous-state nonlinear system, as well as for implementing discrete time updates of noisy measurements. This filtering of the state is accomplished for a convex set of distributions simultaneously, and a functional representation of the set of resulting means is provided at any desired time instance
Keywords :
Galerkin method; approximation theory; continuous time systems; filtering theory; nonlinear dynamical systems; state estimation; Galerkin approximation; Kolmogorov equation; continuous-time systems; diffusion; nonlinear dynamic systems; set valued filter; state estimation; Filtering; Kalman filters; Moment methods; Nonlinear dynamical systems; Nonlinear equations; Nonlinear systems; Partial differential equations; State estimation; Stochastic systems; Time measurement;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.703279
