Method for real-time nonlinear system state estimation and contr

Details Method for real-time nonlinear system state estimation and contr Method for real-time nonlinear system state estimation and contr

1997-08-22

1999-11-23

Teska, Kevin J.

Boots, shoes, and leggings

3641481, 364149, 364151, 708303, 708819, G05B 1304

Patent

active

059915250

ABSTRACT:
A method for the estimation of the state variables of nonlinear systems with exogenous inputs is based on improved extended Kalman filtering (EKF) type techniques. The method uses a discrete-time model, based on a set of nonlinear differential equations describing the system, that is linearized about the current operating point. The time update for the state estimates is performed using integration methods. Integration, which is accomplished through the use of matrix exponential techniques, avoids the inaccuracies of approximate numerical integration techniques. The updated state estimates and corresponding covariance estimates use a common time-varying system model for ensuring stability of both estimates. Other improvements include the use of QR factorization for both time and measurement updating of square-root covariance and Kalman gain matrices and the use of simulated annealing for ensuring that globally optimal estimates are produced.

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