Discrete-time filtering for nonlinear polynomial systems over linear observations |
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Authors: | M Hernandez-Gonzalez MV Basin |
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Affiliation: | 1. Department of Physical and Mathematical Sciences, Autonomous University of Nuevo Leon, San Nicolas de los Garza, Nuevo Leon, Mexicomglez@gdl.cinvestav.mx;3. Department of Physical and Mathematical Sciences, Autonomous University of Nuevo Leon, San Nicolas de los Garza, Nuevo Leon, Mexico |
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Abstract: | This paper designs a discrete-time filter for nonlinear polynomial systems driven by additive white Gaussian noises over linear observations. The solution is obtained by computing the time-update and measurement-update equations for the state estimate and the error covariance matrix. A closed form of this filter is obtained by expressing the conditional expectations of polynomial terms as functions of the estimate and the error covariance. As a particular case, a third-degree polynomial is considered to obtain the finite-dimensional filtering equations. Numerical simulations are performed for a third-degree polynomial system and an induction motor model. Performance of the designed filter is compared with the extended Kalman one to verify its effectiveness. |
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Keywords: | discrete-time polynomial systems white noise induction motor |
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