Parallel-distributed Kalman filter for discrete-time nonlinear systems

In this paper, a parallel-distributed Kalman filter (PDKF) for discrete-time nonlinear systems to estimate the states is proposed. Based on T-S fuzzy model, the nonlinear system can be exactly represented in form of T-S fuzzy model. Then, PDKFs are designed for each subsystem. The advantage of PDKF is greatly reduces the computational complexity of the global filter. We use a nonlinear system as an example to verify the proposed algorithm. Numerical simulation can verify the theoretical derivations.