Design Method of High-Order Kalman Filter for Strong Nonlinear System Based on Kronecker Product Transform
In this paper, a novel design idea of high-order Kalman filter based on Kronecker product transform is proposed for a class of strong nonlinear stochastic dynamic systems. Firstly, those augmenting systems are modeled with help of the Kronecker product without system noise. Secondly, the augmented s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-01-01
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| Series: | Sensors |
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| Online Access: | https://www.mdpi.com/1424-8220/22/2/653 |
| _version_ | 1797490411521966080 |
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| author | Xiaohan Liu Chenglin Wen Xiaohui Sun |
| author_facet | Xiaohan Liu Chenglin Wen Xiaohui Sun |
| author_sort | Xiaohan Liu |
| collection | DOAJ |
| description | In this paper, a novel design idea of high-order Kalman filter based on Kronecker product transform is proposed for a class of strong nonlinear stochastic dynamic systems. Firstly, those augmenting systems are modeled with help of the Kronecker product without system noise. Secondly, the augmented system errors are illustratively charactered by Gaussian white noise. Thirdly, at the expanded space a creative high-order Kalman filter is delicately designed, which consists of high-order Taylor expansion, introducing magical intermediate variables, representing linear systems converted from strongly nonlinear systems, designing Kalman filter, etc. The performance of the proposed filter will be much better than one of EKF, because it uses more information than EKF. Finally, its promise is verified through commonly used digital simulation examples. |
| first_indexed | 2024-03-10T00:32:38Z |
| format | Article |
| id | doaj.art-8e27c9ce2c13410799150101cd916f6e |
| institution | Directory Open Access Journal |
| issn | 1424-8220 |
| language | English |
| last_indexed | 2024-03-10T00:32:38Z |
| publishDate | 2022-01-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Sensors |
| spelling | doaj.art-8e27c9ce2c13410799150101cd916f6e2023-11-23T15:22:15ZengMDPI AGSensors1424-82202022-01-0122265310.3390/s22020653Design Method of High-Order Kalman Filter for Strong Nonlinear System Based on Kronecker Product TransformXiaohan Liu0Chenglin Wen1Xiaohui Sun2School of Automation, Hangzhou Dianzi University, Hangzhou 310018, ChinaSchool of Automation, Guangdong University of Petrochemical Technology, Maoming 525000, ChinaSchool of Automation, Hangzhou Dianzi University, Hangzhou 310018, ChinaIn this paper, a novel design idea of high-order Kalman filter based on Kronecker product transform is proposed for a class of strong nonlinear stochastic dynamic systems. Firstly, those augmenting systems are modeled with help of the Kronecker product without system noise. Secondly, the augmented system errors are illustratively charactered by Gaussian white noise. Thirdly, at the expanded space a creative high-order Kalman filter is delicately designed, which consists of high-order Taylor expansion, introducing magical intermediate variables, representing linear systems converted from strongly nonlinear systems, designing Kalman filter, etc. The performance of the proposed filter will be much better than one of EKF, because it uses more information than EKF. Finally, its promise is verified through commonly used digital simulation examples.https://www.mdpi.com/1424-8220/22/2/653Kronecker producthigh-order Taylor expansionKalman filternonlinear system |
| spellingShingle | Xiaohan Liu Chenglin Wen Xiaohui Sun Design Method of High-Order Kalman Filter for Strong Nonlinear System Based on Kronecker Product Transform Sensors Kronecker product high-order Taylor expansion Kalman filter nonlinear system |
| title | Design Method of High-Order Kalman Filter for Strong Nonlinear System Based on Kronecker Product Transform |
| title_full | Design Method of High-Order Kalman Filter for Strong Nonlinear System Based on Kronecker Product Transform |
| title_fullStr | Design Method of High-Order Kalman Filter for Strong Nonlinear System Based on Kronecker Product Transform |
| title_full_unstemmed | Design Method of High-Order Kalman Filter for Strong Nonlinear System Based on Kronecker Product Transform |
| title_short | Design Method of High-Order Kalman Filter for Strong Nonlinear System Based on Kronecker Product Transform |
| title_sort | design method of high order kalman filter for strong nonlinear system based on kronecker product transform |
| topic | Kronecker product high-order Taylor expansion Kalman filter nonlinear system |
| url | https://www.mdpi.com/1424-8220/22/2/653 |
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