An improved constrained nonlinear state estimator for target tracking

• Autorzy: Stubberud A. R. , Stubberud S. C.
• Języki publikacji: EN

Abstrakty

EN

In a series of earlier papers, the first author developed an estimator which generates an optimal sequential estimate of the state of a linear discrete-time dynamic system in which the state is subject to an instantaneous constraint. In the third paper of the series, an extended estimator, based on the optimal linear estimator, was developed for the constrained nonlinear estimation problem. In this paper, the extended nonlinear estimator is revised. One of the critical steps in the development of an extended estimator is the quasi-linearization step. In this step, the terms in the Taylor series expansion which have been evaluated at some nominal state trajectory are instead evaluated at the most recent 'best' available state estimate. In developing the estimator, the point in the development at which the quasi-linearization takes place is not fixed. In the earlier paper, the quasi-linearization is performed about midway through the overall development. In this paper, the quasi-linearization is taken at the last possible point in the development. The result is an improved version of the extended constrained nonlinear sequential estimator.

Słowa kluczowe

EN

discrete-time systems; nonlinear estimation; state estimation; linear system; target tracking; optimal sequential estimate; discrete-time dynamic systems; quasi-linearization step; Taylor series expansion

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Systems Science
• Rocznik: 2004
• Tom: Vol. 30, no 4
• Strony: 31--39
• Opis fizyczny: Bibliogr. 4 poz., wykr.

Twórcy

autor

Stubberud A. R.

• Department of Electrical Engineering and Computer Science, University of California, Irvine, CA 92697-2625

autor

Stubberud S. C.

• The Boeing Company, 3370 Mirloma Ave, Anaheim, CA 92803

Bibliografia

• [1] Stubberud A. R., Sequential Linear Estimates Under State Constraints, Proceedings of the 7th International Conference on Advances in Communications and Control, Athens, 1999, 809-817.
• [2] Stubberud A. R., Constrained Estimate of the State of a Time-Variable System, Proceedings of the 14th International Conference on Systems Engineering, University of Coventry, Coventry, 2000, 513-518.
• [3] Stubberud A. R., Sequential Target Tracking Using Constrained Nonlinear Estimators, Proceedings of the 15th International Conference on Systems Engineering, University of Coventry, Coventry, 2003, 652-656.
• [4] Stubberud A. R., Stubberud S. C., Sequential Constraint Estimation: Implementation Modifications, Proceedings of Fusion 2004, Stockholm 2004.