전기학회논문지P (The Transactions of the Korean Institute of Electrical Engineers P)

  • 제57권2호
  • /
  • Pages.115-120
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  • 2008
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  • 1229-800X(pISSN)
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  • 2586-7792(eISSN)
대한전기학회 (The Korean Institute of Electrical Engineers)
권호 표지

월쉬 단일항 전개를 이용한 비선형 확률 시스템의 상태추정

States Estimation of Nonlinear Stochastic System Using Single Term Walsh Series

  • 임윤식 (여주대학 방송영상제작과)
  • 발행 : 2008.06.01
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초록

The EKF(Extended Kalman filter) method which is the state estimation algorithm of nonlinear stochastic system depends on the initial error and the estimated states. Therefore, the divergence of the estimated state can be caused if the initial values of the estimated states are not chosen as approximate real state values. In this paper, the demerit of the existing EKF method is improved using the EKF algorithm transformated by STWS(Single Term Walsh Series). This method linearizes each sampling interval of continous-time system through the derivation of an algebraic iterative equation without discretizing continuous system by the characteristic of STWS, the convergence of the estimated states can be improved. The validity of the proposed method is checked through comparison with the existing EKF method in simulation.

키워드

참고문헌

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