NDLI: A new technique for nonlinear estimation

Content Provider	IEEE Xplore Digital Library
Author	Mracek, C.P. Clontier, J.R. D'Souza, C.A.
Copyright Year	1996
Description	Author affiliation: Navigation & Control Branch, US Air Force Armament Directorate, Eglin AFB, FL, USA (Mracek, C.P.)
Abstract	A new nonlinear filter referred to as the state-dependent Riccati equation filter (SDREF) is presented. The SDREF is derived by constructing the dual of a little known nonlinear regulator control design technique which involves the solution of a state-dependent Riccati equation (SDRE) and which has been appropriately called the SDRE control method. The resulting SDREF has the same structure as the continuous steady-state linear Kalman filter. In contrast to the linearized Kalman filter (LKF) and the extended Kalman filter (EKF) which are based on linearization, the SDREF is based on a parameterization that brings the nonlinear system to a linear structure having state-dependent coefficients (SDC). In a deterministic setting, before stochastic uncertainties are introduced, the SDC parameterization fully captures the nonlinearities of the system, It was shown in Cloutier et al. (1996) that, in the multivariable case, the SDC parameterization is not unique and that the SDC parameterization itself can be parameterized. This latter parameterization creates extra degrees of freedom that are not available in traditional filtering methods. These additional degrees of freedom can be used to either enhance filter performance, avoid singularities, or avoid loss of observability. The main intent of this paper is to introduce the new nonlinear filter and to illustrate the behaviorial differences and similarities between the new filter, the LKF, and the EKF using a simple pendulum problem.
Starting Page	338
Ending Page	343
File Size	458056
Page Count	6
File Format	PDF
ISBN	0780329759
DOI	10.1109/CCA.1996.558760
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1996-09-15
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Riccati equations Nonlinear filters Nonlinear equations Regulators Control design Steady-state Nonlinear systems Stochastic systems Uncertainty Filtering
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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