Abstract
This paper presents the derivation of the dynamical equations of a second-order filter which estimates the states of a non-linear plant on the basis of discrete noisy measurements. The filter equations contain terms involving the second-order partial derivatives of the plant and output equations. Simulation results are presented which yield a comparison of the performance of the first-versus the second-order filter when applied to a nonlinear third-order system. The results indicate that the inclusion of second-order terms can markedly improve the filter performance.
Keywords
Nonlinear systemFilter (signal processing)Control theory (sociology)MathematicsApplied mathematicsNonlinear filterDiscrete time and continuous timeState (computer science)Basis (linear algebra)Computer scienceFilter designAlgorithmStatistics
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Publication Info
- Year
- 1968
- Type
- article
- Volume
- 13
- Issue
- 5
- Pages
- 504-514
- Citations
- 388
- Access
- Closed
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Cite This
Michael Athans,
R. P. Wishner,
A. Bertolini
(1968).
Suboptimal state estimation for continuous-time nonlinear systems from discrete noisy measurements.
IEEE Transactions on Automatic Control
, 13
(5)
, 504-514.
https://doi.org/10.1109/tac.1968.1098986
Identifiers
- DOI
- 10.1109/tac.1968.1098986