Advances in Derivative-Free State Estimation for Nonlinear Systems |
| | Abstract | In this paper we show that it involves considerable advantages to use polynomial approximations obtained with an interpolation formula for derivation of state estimators for nonlinear systems. The estimators become more accurate than estimators based on Taylor approximations, and yet the implementation is significantly simpler as no derivatives are required. Thus, it is believed that estimators derived in this way can replace well-known filters, such as the extended Kalman filter (EKF) and its higher order relatives, in most practical applications. In addition to proposing a new set of state estimators the paper also unifies recent developments in derivative-free state estimation. | | Type | Technical report | | Year | 1998 | | Publisher | Informatics and Mathematical Modelling, Technical University of Denmark, DTU | | Address | Richard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby | | Series | IMM-Technical Report-1998-15 | | Note | Revised edition, Oct 2004 | | Electronic version(s) | [pdf] [ps] | | BibTeX data | [bibtex] | | IMM Group(s) | Mathematical Statistics |
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