Kalman filtering in noisy nonlinear systems using a jump matrix approach

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dc.contributor.authorLekutai, Gaviphaten
dc.contributor.departmentElectrical Engineeringen
dc.date.accessioned2014-03-14T21:37:59Zen
dc.date.adate2009-06-11en
dc.date.available2014-03-14T21:37:59Zen
dc.date.issued1993-05-05en
dc.date.rdate2009-06-11en
dc.date.sdate2009-06-11en
dc.description.abstractA computationally efficient estimation technique is presented for a class of nonlinear systems consisting of memoryless nonlinearities combined with linear dynamic processes. The modeling approach is based on a useful sampled-data method for simulating such systems by adding a system state for each nonlinear element. The nonlinear estimator is next developed along the lines of the Kalman filter, but in contrast to the Extended Kalman Filter (EKF) the present approach does not require the linearization step after each recursive cycle. In addition, it also appears free from the well known divergence problems associated with the EKF. It is demonstrated that this new method is directly applicable to those feedback systems with both major nonlinearities, for example saturating gain blocks, and stochastic disturbances-- an example extremely difficult to handle with EKF techniques.en
dc.description.degreeMaster of Scienceen
dc.format.extentviii, 65 leavesen
dc.format.mediumBTDen
dc.format.mimetypeapplication/pdfen
dc.identifier.otheretd-06112009-063610en
dc.identifier.sourceurlhttp://scholar.lib.vt.edu/theses/available/etd-06112009-063610/en
dc.identifier.urihttp://hdl.handle.net/10919/43172en
dc.language.isoenen
dc.publisherVirginia Techen
dc.relation.haspartLD5655.V855_1993.L458.pdfen
dc.relation.isformatofOCLC# 28693703en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.lccLD5655.V855 1993.L458en
dc.subject.lcshElectrodynamicsen
dc.subject.lcshKalman filteringen
dc.subject.lcshNonlinear theoriesen
dc.titleKalman filtering in noisy nonlinear systems using a jump matrix approachen
dc.typeThesisen
dc.type.dcmitypeTexten
thesis.degree.disciplineElectrical Engineeringen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.levelmastersen
thesis.degree.nameMaster of Scienceen

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