Event-Triggered State Estimation of High Dimensional Nonlinear Systems With Highly Nonlinear State Space Model Using Cubature Kalman Filter

2019 ◽  
Author(s):  
Marzieh Kooshkbaghi ◽  
Horacio J. Marquez
Keyword(s):  
Kalman Filter ◽  
Nonlinear Systems ◽  
State Estimation ◽  
State Space Model ◽  
High Dimensional ◽  
Space Model ◽  
Cubature Kalman Filter ◽  
Highly Nonlinear ◽  
Nonlinear State ◽  
Event Triggered

A Strong Tracking Cubature Kalman Filter for Nonlinear Estimation

2013 ◽  
Vol 313-314 ◽  
pp. 1115-1119
Author(s):  
Yong Qi Wang ◽  
Feng Yang ◽  
Yan Liang ◽  
Quan Pan
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
Scaling Factor ◽  
Estimation Accuracy ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Novel Method ◽  
Simulation Results ◽  
Tracking Filter ◽  
Nonlinear State

In this paper, a novel method based on cubature Kalman filter (CKF) and strong tracking filter (STF) has been proposed for nonlinear state estimation problem. The proposed method is named as strong tracking cubature Kalman filter (STCKF). In the STCKF, a scaling factor derived from STF is added and it can be tuned online to adjust the filtering gain accordingly. Simulation results indicate STCKF outperforms over EKF and CKF in state estimation accuracy.

scholarly journals Ellipsoidal and Gaussian Kalman Filter Model for Discrete-Time Nonlinear Systems

Mathematics ◽  
2019 ◽  
Vol 7 (12) ◽  
pp. 1168 ◽  
Author(s):  
Ligang Sun ◽  
Hamza Alkhatib ◽  
Boris Kargoll ◽  
Vladik Kreinovich ◽  
Ingo Neumann
Keyword(s):  
Kalman Filter ◽  
Nonlinear Systems ◽  
State Estimation ◽  
Discrete Time ◽  
Probability Distributions ◽  
Nonlinear Problems ◽  
The State ◽  
Filter Model ◽  
Highly Nonlinear ◽  
Correction Step

In this paper, we propose a new technique—called Ellipsoidal and Gaussian Kalman filter—for state estimation of discrete-time nonlinear systems in situations when for some parts of uncertainty, we know the probability distributions, while for other parts of uncertainty, we only know the bounds (but we do not know the corresponding probabilities). Similarly to the usual Kalman filter, our algorithm is iterative: on each iteration, we first predict the state at the next moment of time, and then we use measurement results to correct the corresponding estimates. On each correction step, we solve a convex optimization problem to find the optimal estimate for the system’s state (and the optimal ellipsoid for describing the systems’s uncertainty). Testing our algorithm on several highly nonlinear problems has shown that the new algorithm performs the extended Kalman filter technique better—the state estimation technique usually applied to such nonlinear problems.

scholarly journals Adaptively Random Weighted Cubature Kalman Filter for Nonlinear Systems

2019 ◽  
Vol 2019 ◽  
pp. 1-13 ◽  
Author(s):  
Zhaohui Gao ◽  
Dejun Mu ◽  
Yongmin Zhong ◽  
Chengfan Gu ◽  
Chengcai Ren
Keyword(s):  
Kalman Filter ◽  
State Estimation ◽  
System Noise ◽  
Nonlinear State Estimation ◽  
Cubature Kalman Filter ◽  
Random Weighting ◽  
Improved Performance ◽  
Noise Statistics ◽  
Estimate System ◽  
Nonlinear State

This paper presents a new adaptive random weighting cubature Kalman filtering method for nonlinear state estimation. This method adopts the concept of random weighting to address the problem that the cubature Kalman filter (CKF) performance is sensitive to system noise. It establishes random weighting theories to estimate system noise statistics and predicted state and measurement together with their associated covariances. Subsequently, it adaptively adjusts the weights of cubature points based on the random weighting estimations to improve the prediction accuracy, thus restraining the disturbances of system noises on state estimation. Simulations and comparison analysis demonstrate the improved performance of the proposed method for nonlinear state estimation.

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