Designing a Nonlinear Filter of Constant-Gains Type Using Pseudo-Formal Linearization Method

抄録

This paper is concerned with the designing a nonlinear filter making use of a pseudo-formal linearization method and Kalman filter approach of constant-gains type for nonlinear systems. We piecewisely linearize the given nonlinear dynamic and measurement equations by a formal linearization method and design linear filters. They are smoothly united into a single nonlinear filter. The efficacy of this filter is shown through numerical examples.