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An EKF-Based Fixed-Point Iterative Filter for Nonlinear Systems
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DOI：10.3390/s19081893.png)
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摘要
En 中文
In this paper, a fixed-point iterative filter developed from the classical extended Kalman filter (EKF) was proposed for general nonlinear systems. As a nonlinear filter developed from EKF, the state estimate was obtained by applying the Kalman filter to the linearized system by discarding the higher-order Taylor series items of the original nonlinear system. In order to reduce the influence of the discarded higher-order Taylor series items and improve the filtering accuracy of the obtained state estimate of the steady-state EKF, a fixed-point function was solved though a nested iterative method, which resulted in a fixed-point iterative filter. The convergence of the fixed-point function is also discussed, which provided the existing conditions of the fixed-point iterative filter. Then, Steffensen's iterative method is presented to accelerate the solution of the fixed-point function. The final simulation is provided to illustrate the feasibility and the effectiveness of the proposed nonlinear filtering method.
Keyword:
fixed-point filter
extended Kalman filter
nested iterative method
Steffensen's iterative method
convergence condition
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期刊
IF:
3.5
论文数:
7.3W
被引数:
20.9W
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