An H∞ Technology for Control of the Integrity of the Kalman Type of Estimating Filters with the Use of Adaptive Robust Procedures. Issue 11 (2015)

• Record Type: Journal Article
• Authors: Chernodarov, Alexander V.
• Is Part Of: IFAC-PapersOnLine. Volume 48:Issue 11(2015)
• Page Start: 348
• Page End: 353
• Publication Date: 2015
• Subjects: H∞ optimization -- Kalman filter -- monitoring -- adaptation; Automatic control -- Periodicals; 629.805
• DOI: 10.1016/j.ifacol.2015.09.210
• Languages: English
• ISSNs: 2405-8963

Abstract

Abstract: This paper is devoted to the problem of increasing the level of confidence when the state of nonlinear dynamical systems (DSs) is estimated with the help of an extended Kalman filter (EKF). The problem mentioned involves a need for the prevention of EKF divergence. The proposed solution of the above problem relies both on the technique of matrix inequalities and on the technology of H ? optimization. Compared with a traditional EKF, the solution obtained includes, in addition, the loops intended to monitor and protect the integrity of an estimating filter. The results of the mathematical simulation are given, which corroborate the effectiveness of the proposed approach.