Invariant extended Kalman filter

About: Invariant extended Kalman filter is a research topic. Over the lifetime, 7079 publications have been published within this topic receiving 187702 citations.

Fractional Kalman filter algorithm for the states, parameters and order of fractional system estimation

Abstract: This paper presents a generalization of the Kalman filter for linear and nonlinear fractional order discrete state-space systems. Linear and nonlinear discrete fractional order state-space systems are also introduced. The simplified kalman filter for the linear case is called the fractional Kalman filter and its nonlinear extension is named the extended fractional Kalman filter. The background and motivations for using such techniques are given, and some algorithms are discussed. The paper also shows a simple numerical example of linear state estimation. Finally, as an example of nonlinear estimation, the paper discusses the possibility of using these algorithms for parameters and fractional order estimation for fractional order systems. Numerical examples of the use of these algorithms in a general nonlinear case are presented.

Frequency estimation of distorted power system signals using extended complex Kalman filter

Abstract: The paper proposes an extended complex Kalman filter and employs it for the estimation of power system frequency in the presence of random noise and distortions. From the discrete values of the 3-phase voltage signals of a power system, a complex voltage vector is formed using the well known /spl alpha//spl beta/-transform. A nonlinear state space formulation is then obtained for this complex signal and an extended Kalman filtering approach is used to compute the true state of the model iteratively with significant noise and harmonic distortions. As the frequency is modeled as a state, the estimation of the state vector yields the unknown power system frequency. Several computer simulations test results are presented in the paper to highlight the usefulness of this approach in estimating near nominal and off-nominal power system frequencies.

Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems

Abstract: In this paper, convergence analysis of the extended Kalman filter (EKF), when used as an observer for nonlinear deterministic discrete-time systems, is presented. Based on a new formulation of the first-order linearization technique, sufficient conditions to ensure local asymptotic convergence are established. Furthermore, it is shown that the design of the arbitrary matrix plays an important role in enlarging the domain of attraction and then improving the convergence of the modified EKF significantly. The efficiency of this approach, compared to the classical version of the EKF, is shown through a nonlinear identification problem as well as a state and parameter estimation of nonlinear discrete-time systems.

Direct Kalman filtering approach for GPS/INS integration

Abstract: We present a novel Kalman filtering approach for GPS/INS integration. In the approach, GPS and INS nonlinearities are preprocessed prior to a Kalman filter. The GPS preprocessed data are taken as measurement input, while the INS preprocessed data are taken as additional information for the state prediction of the Kalman filter. The advantage of this approach, over the well-studied (extended) Kalman filtering approaches is that a simple and linear Kalman filter can be implemented to achieve significant computation saving with very competitive performance figures.