Abstract This paper focuses on the robust Kalman filtering problem for discrete-time nonlinear systems with norm-bound parameter uncertainties. An explicit solution to the robust Kalman filtering problem is presented based on a Riccati equation approach. A new Riccati equation is derived in the presence of both the parameter uncertainties and the linearization errors. The proposed filter is illustrated by simulation on a pulsar positioning system (PPS) in comparison with the standard extended Kalman filter (EKF) and the robust filter (RHF). To facilitate the application of the robust filter, a heuristic method is proposed to estimate the bounds of the model parameter uncertainties for the considered PPS.
Robust Kalman filtering for discrete-time nonlinear systems with parameter uncertainties
Aerospace Science and Technology ; 18 , 1 ; 15-24
2011-03-23
10 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
Robust Kalman filtering for discrete-time nonlinear systems with parameter uncertainties
Online Contents | 2012
|Discrete-Time SO(n)-Constrained Kalman Filtering
Online Contents | 2017
|