The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise

Wang Xuehai; Zhu Fang; Ding Feng

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The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise

机译：基于修改的扩展卡尔曼基于Wiener非线性系统具有过程噪声和测量噪声的递归估计

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摘要

This article develops the modified extended Kalman filter based recursive estimation algorithms for Wiener nonlinear systems with process noise and measurement noise. The prior estimate of the linear block output is computed based on the auxiliary model, and the posterior estimate is updated by designing a modified extended Kalman filter. A multi-innovation gradient algorithm and a recursive least squares algorithm are derived to estimate the parameters of the linear subsystem, respectively. The simulation examples are provided to demonstrate the effectiveness of the proposed algorithms.

机译：本文开发了具有过程噪声和测量噪声的Wiener非线性系统的基于修改的扩展卡尔曼滤波器的递归估计算法。基于辅助模型计算线性块输出的先前估计，并且通过设计修改的扩展卡尔曼滤波器来更新后估计。导出多创造梯度算法和递归最小二乘算法以分别估计线性子系统的参数。提供了模拟示例以证明所提出的算法的有效性。

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来源
《International Journal of Adaptive Control and Signal Processing》 |2020年第10期|1321-1340|共20页
作者
Wang Xuehai; Zhu Fang; Ding Feng;
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作者单位

Xinyang Normal Univ Sch Math & Stat Xinyang 464000 Peoples R China;

Xinyang Normal Univ Sch Educ Sci Xinyang Peoples R China;

Qingdao Univ Sci & Technol Coll Automat & Elect Engn Qingdao Peoples R China;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);美国《生物学医学文摘》(MEDLINE);
原文格式 PDF
正文语种 eng
中图分类
关键词
Kalman filter; least squares; multi-innovation identification; parameter estimation; Wiener system;

机译：卡尔曼滤波器;最小二乘;多创新识别;参数估计;维纳系统;

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1. Hybrid extended-unscented Kalman filters for continuous-time nonlinear fractional-order systems involving process and measurement noises [J] . Transactions of the Institute of Measurement and Control . 2020,第9期

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2. Recursive Extended Least Squares Parameter Estimation for Wiener Nonlinear Systems with Moving Average Noises [J] . Yuanbiao Hu, Baolin Liu, Qin Zhou, Circuits, systems, and signal processing . 2014,第2期

机译：具有移动平均噪声的维纳非线性系统的递归扩展最小二乘参数估计
3. Kalman Filtering Algorithm for Systems with Stochastic Nonlinearity Functions, Finite-Step Correlated Noises, and Missing Measurements [J] . Yonghui He, Jibin Jiang, Hischuan Huang, Discrete dynamics in nature and society . 2018,第4期

机译：具有随机非线性函数，有限步相关噪声和遗漏测量值的系统的卡尔曼滤波算法
4. Optimal robust Kalman-type recursive filter for uncertain systems with finite-step autocorrelated process noises and missing measurements [C] . Zeng Ming, Feng Jianxin, Yu Zhiwei The 2nd International Conference on Intelligent Control and Information Processing . 2011

机译：具有有限步自相关过程噪声和缺失测量的不确定系统的最优鲁棒卡尔曼型递归滤波器
5. Cumulant filters: Nonlinear filters for recursive state estimation of systems with non-Gaussian noise. [D] . Latimer, Jose R. 2004

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6. Motion State Estimation of Target Vehicle under Unknown Time-Varying Noises Based on Improved Square-Root Cubature Kalman Filter [O] . Shiping Song, Jian Wu 2020

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The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise

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