High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements - Archive ouverte HAL Access content directly
Journal Articles International Journal of Control Year : 2020

High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements

(1, 2) , (1) , (3, 4) , (2)
1
2
3
4

Abstract

This paper investigates an adaptation of the high-gain Kalman filter for nonlinear continuous-discrete system with multirate sampled outputs under an observability normal form. The contribution of this article is twofold. First, we prove the global exponential convergence of this observer through the existence of bounds for the Riccati matrix. Second, we show that, under certain conditions on the sampling procedure, the ob-server's asynchronous continuous-discrete Riccati equation is stable and also, that its solution is bounded from above and below. An example, inspired by mobile robotics, with three outputs available is given for illustration purposes.
Fichier principal
Vignette du fichier
15-[HAL]-Multi-rate-high-gain-extended-kalman-filter[FINAL_VERSION].pdf (3.04 Mo) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-01785473 , version 1 (04-05-2018)
hal-01785473 , version 2 (26-07-2018)
hal-01785473 , version 3 (21-10-2018)

Identifiers

Cite

Aïda Feddaoui, Nicolas Boizot, Eric Busvelle, Vincent Hugel. High-gain extended Kalman filter for continuous-discrete systems with asynchronous measurements. International Journal of Control, 2020, 93 (8), pp.2001-2014. ⟨10.1080/00207179.2018.1539525⟩. ⟨hal-01785473v3⟩
619 View
834 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More