Discrete-time filtering for nonlinear polynomial systems over linear observations

M. Hernandez-Gonzalez and M.V. Basin

International Journal of Systems Science, 2014, vol. 45, issue 7, 1461-1472

Abstract: This paper designs a discrete-time filter for nonlinear polynomial systems driven by additive white Gaussian noises over linear observations. The solution is obtained by computing the time-update and measurement-update equations for the state estimate and the error covariance matrix. A closed form of this filter is obtained by expressing the conditional expectations of polynomial terms as functions of the estimate and the error covariance. As a particular case, a third-degree polynomial is considered to obtain the finite-dimensional filtering equations. Numerical simulations are performed for a third-degree polynomial system and an induction motor model. Performance of the designed filter is compared with the extended Kalman one to verify its effectiveness.

Date: 2014
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DOI: 10.1080/00207721.2013.876681

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