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A modified extended Kalman filter for linear discrete-time systems with unknown parameters

✍ Scribed by Toshio Yoshimura; Katsunobu Konishi; Takashi Soeda

Publisher: Elsevier Science
Year: 1981
Tongue: English
Weight: 225 KB
Volume: 17
Category: Article
ISSN: 0005-1098
DOI: 10.1016/0005-1098(81)90041-8

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✦ Synopsis

This technical communique presents a modified extended Kalman filter for estimating the states and unknown parameters in discrete-time, multi-input multi-output linear systems. The hyperstabifity of the filter is guaranteed by introducing a compensator into the estimation mechanism. It is proved that the estimates for the states and unknown parameters converge to the exact values if some conditions are assumed to the estimation mechanism. A numerical example shows that the proposed filter is much more effective than the extended Kahnan filter in the estimation of unknown parameters.

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