Journal ArticleDOI
A strong tracking extended Kalman observer for nonlinear discrete-time systems
Mohamed Boutayeb,D. Aubry +1 more
TLDR
It is shown that the decreasing Lyapunov function condition leads to a linear matrix inequality (LMI) problem, which points out the connection between a good convergence behavior of the EKO and the instrumental matrices R/ sub k/ and Q/sub k/.Abstract:
The authors show how the extended Kalman filter, used as an observer for nonlinear discrete-time systems or extended Kalman observer (EKO), becomes a useful state estimator when the arbitrary matrices, namely R/sub k/ and Q/sub k/, are adequately chosen. As a first step, we use the linearization technique given by Boutayed et al. (1997), which consists of introducing unknown diagonal matrices to take the approximation errors into account. It is shown that the decreasing Lyapunov function condition leads to a linear matrix inequality (LMI) problem, which points out the connection between a good convergence behavior of the EKO and the instrumental matrices R/sub k/ and Q/sub k/. In order to satisfy the obtained LMI, a particular design of Q/sub k/ is given. High performances of the proposed technique are shown through numerical examples under the worst conditions.read more
Citations
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Journal ArticleDOI
Performance evaluation of UKF-based nonlinear filtering
K. Xiong,H. Y. Zhang,C.W. Chan +2 more
TL;DR: It is proved that under certain conditions, the estimation error of the modified unscented Kalman filter remains bounded, and the Cramer-Rao lower bound (CRLB) is introduced as a performance measure.
Journal ArticleDOI
Observers for a class of Lipschitz systems with extension to H∞ performance analysis
TL;DR: Experimental examples are given to show the performances and some limits of the proposed approach to observer design for a class of Lipschitz nonlinear dynamical systems and to illustrate good performances on robustness to measurement errors by avoiding high gain.
Journal ArticleDOI
Brief paper: An adaptive high-gain observer for nonlinear systems
TL;DR: A solution to the noise sensitivity of high-gain observers by introducing innovation as the quantity that drives the gain adaptation and proving a general convergence result.
Journal ArticleDOI
Kinematic Modeling and Analysis of Skid-Steered Mobile Robots With Applications to Low-Cost Inertial-Measurement-Unit-Based Motion Estimation
TL;DR: Based on the analysis of the kinematics of the skid-steered mobile robot, the underlying geometric and kinematic relationships between the wheel slips and locations of the instantaneous rotation centers are revealed.
Journal ArticleDOI
Technical communique: Stochastic stability of the unscented Kalman filter with intermittent observations
Li Li,Yuanqing Xia +1 more
TL;DR: It is shown that the estimation error remains bounded if the system satisfies some assumptions, and the statistical convergence property of the estimationerror covariance is studied, showing the existence of a critical value for the arrival rate of the observations.
References
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Journal ArticleDOI
A simple observer for nonlinear systems applications to bioreactors
TL;DR: In this paper, an observer for nonlinear systems is constructed under rather general technical assumptions (the fact that some functions are globally Lipschitz) and a tentative application to biological systems is described.
Journal ArticleDOI
Adaptive input-output linearizing control of induction motors
TL;DR: A nonlinear adaptive state feedback input-output linearizing control is designed for a fifth-order model of an induction motor which includes both electrical and mechanical dynamics under the assumptions of linear magnetic circuits.
Journal ArticleDOI
The iterated Kalman filter update as a Gauss-Newton method
B.M. Bell,F.W. Cathey +1 more
TL;DR: It is shown that the iterated Kalman filter (IKF) update is an application of the Gauss-Newton method for approximating a maximum likelihood estimate.
Journal ArticleDOI
Observer design for nonlinear systems with discrete-time measurements
P.E. Moraal,Jessy W. Grizzle +1 more
TL;DR: It is shown that the discrete Newton method, properly interpreted, yields an asymptotic observer for a large class of discrete-time systems, while the continuous Newton method may be employed to obtain a global observer.
Journal ArticleDOI
High gain estimation for nonlinear systems
TL;DR: In this paper, a high gain exponential observer for MISO nonlinear systems affine in the input and observable for any input with continuous dynamics and measurements is presented, and stability results for continuous-continuous and continuous-discrete extended Kalman filters derived from the observer of the observer are established.