Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)

The Korean Institute of Electrical Engineers (대한전기학회)
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Design of Kalman Filter of Nonlinear Stochastic System via BPF

블럭펄스함수를 이용한 비선형확률시스템의 칼만필터 설계

  • Ahn, D.S. (Dept. of Electrical Eng. Sung Kyun Kwan Univ.) ;
  • Lim, Y.S. (Dept. of Electrical Eng. Sung Kyun Kwan Univ.) ;
  • Song, I.M. (Dept. of Electrical Eng. Sung Kyun Kwan Univ.) ;
  • Lee, M.K. (Dept. of Electrical Eng. Kyung Sung Univ.)
  • 안두수 (성균관대학교 전기공학과) ;
  • 임윤식 (성균관대학교 전기공학과) ;
  • 송인명 (성균관대학교 전기공학과) ;
  • 이명규 (경성대학교 전기공학과)
  • Published : 1996.07.22
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Abstract

This paper presents a design method of Kalman Filter on continuous nonlinear stochastic system via BPF(Block Pulse Function). When we design Kalman Filter on nonlinear stochastic system, we must linearize this systems. In this paper, we uses the adaptive approach scheme and BPF for linearizing of nonlinear system and solving the Riccati differential equation which is usually guite difficult. This method proposed in this paper is simple and have computational advantages. Furthermore this method is very applicable to analysis and design of Kalman Filter on nonlinear stochastic systems.

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