1 Mathematical Statistics, Department of Informatics and Mathematical Modeling, Technical University of Denmark2 Department of Informatics and Mathematical Modeling, Technical University of Denmark3 Automation, Department of Electrical Engineering, Technical University of Denmark4 Department of Electrical Engineering, Technical University of Denmark5 unknown6 Department of Applied Mathematics and Computer Science, Technical University of Denmark
In this paper we show that it involves considerable advantages to use polynomial approximations obtained with an interpolation formula for derivation of state estimators for nonlinear systems. The estimators become more accurate than estimators based on Taylor approximations, and yet the implementation is significantly simpler as no derivatives are required. Thus, it is believed that estimators derived in this way can replace well-known filters, such as the extended Kalman filter (EKF) and its higher order relatives, in most practical applications. In addition to proposing a new set of state estimators the paper also unifies recent developments in derivative-free state estimation.
Main Research Area:
Informatics and Mathematical Modelling, Technical University of Denmark, DTU, 1998