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A SDRE-based asymptotic observer for nonlinear discrete-time systems

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3 Author(s)
Jaganath, C. ; Dept. of Aerosp. Eng., Michigan Univ., Ann Arbor, MI, USA ; Ridley, A. ; Bernstein, D.S.

A nonlinear asymptotic observer for a discrete-time nonlinear system is considered. The observer is based on a Kalman filter that uses the state dependent Riccati equation (SDRE) to obtain the filter gain. Unlike the extended Kalman filter, the SDRE-based Kalman filter does not involve the evaluation of a Jacobian at every time step. The convergence properties of the SDRE-based Kalman filter when used as an observer in a deterministic setting are analyzed. A few simulation examples are provided to demonstrate the performance and implementation of the SDRE-based observer in both deterministic and stochastic settings.

Published in:

American Control Conference, 2005. Proceedings of the 2005

Date of Conference:

8-10 June 2005