Non-linear filtering—the link between Kalman and extended Kalman filters |
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| Authors: | HOSAM E EMARA-SHABAIK C T LEONDES |
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| Affiliation: | Engineering Systems Department , University of California , Los Angeles, California, 90024, U.S.A. |
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| Abstract: | The problem of developing practical suboptimal filters for non-linear systems is treated using a different, approach. The filter developed (El-F) is found to fill in the gap between Kalman and extended Kalman filters. A numerical experiment to test the performance of the developed filter is conducted and the results are shown, |
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