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RESEARCH PAPERS

Model-Based Discrete Linear State Estimator for Nonlinearizable Systems With State-Dependent Noise

[+] Author and Article Information
R. J. Chang

Department of Mechanical Engineering, National Cheng Kung University, Tainan, Taiwan 70101

J. Dyn. Sys., Meas., Control 112(4), 774-781 (Dec 01, 1990) (8 pages) doi:10.1115/1.2896208 History: Received July 12, 1988; Revised February 27, 1989; Online March 17, 2008

Abstract

A practical technique to derive a discrete-time linear state estimator for estimating the states of a nonlinearizable stochastic system involving both state-dependent and external noises through a linear noisy measurement system is presented. The present technique for synthesizing a discrete-time linear state estimator is first to construct an equivalent reference linear model for the nonlinearizable system such that the equivalent model will provide the same stationary covariance response as that of the nonlinear system. From the linear continuous model, a discrete-time state estimator can be directly derived from the corresponding discrete-time model. The synthesizing technique and filtering performance are illustrated and simulated by selecting linear, linearizable, and nonlinearizable systems with state-dependent noise.

Copyright © 1990 by The American Society of Mechanical Engineers
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