Unscented Rauch-Tung-Striebel smoothing for nonlinear descriptor systems

This paper extends the application of the unscented Rauch-Tung-Striebel smoother to nonlinear descriptor systems, where the mean and covariance estimates of the algebraic states can also be computed. The consistency in the smoother solution is ensured through the unscented transformation of the differential state estimates. The method also allows for measurements that are functions of both differential and algebraic states. The performance of the proposed smoother is demonstrated by an electrochemical case study.