|제목(국문)||이산 비선형 시스템에 대한 유한 임펄스 응답 고정 시간 지연 평활기|
|제목(영문)||A Finite Impulse Response Fixed-lag Smoother for Discrete-time Nonlinear Systems|
한세경 (Sekyung Han ,Department of Electrical Engineering, Kyungpook National University ) ▷공저자네트워크등록하기
한수희 (H.S.H ,포항공과대학교 창의IT융합공학과/전자전기공학과) ) ▷공저자네트워크등록하기
In this paper, a finite impulse response(FIR) fixed-lag smoother is proposed for discrete-time nonlinear systems. If the actual state trajectory is sufficiently close to the nominal state trajectory, the nonlinear system model can be divided into two parts: The error-state model and the nominal model. The error state can be estimated by adapting the optimal time-varying FIR smoother to the error-state model, and the nominal state can be obtained directly from the nominal trajectory model. Moreover, in order to obtain more robust estimates, the linearization errors are considered as a linear function of the estimation errors. Since the proposed estimator has an FIR structure, the proposed smoother can be expected to have better estimation performance than the IIR-structured estimators in terms of robustness and fast convergence. Additionally the proposed method can give a more general solution than the optimal FIR filtering approach, since the optimal FIR smoother is reduced to the optimal FIR filter by setting the fixed-lag size as zero. To illustrate the performance of the proposed method, simulation results are presented by comparing the method with an optimal FIR filtering approach and linearized Kalman filter.
|keyword||finite impulse response, nonlinear state estimation, linearized Kalman filter, fixed-lag FIR smoother|