Proceedings of the 2015 International Conference on Modeling, Simulation and Applied Mathematics

Projection Filter Method Based on State Estimation to Nonlinear Systems

Authors
Lijuan Chen, Jizhang Sang, Jianli Du, Junyu Chen
Corresponding Author
Lijuan Chen
Available Online August 2015.
DOI
https://doi.org/10.2991/msam-15.2015.77How to use a DOI?
Keywords
component; projection filter method; stochastic differential model; Kohnogorov's forward equation
Abstract
For nonlinear systems (NLS), the estimator design is a crucial and important problem. In this paper, projection-filter-method (PFM) based state estimation approach is proposed to NLS. As the weak solution of stochastic differential model of NLS is denoted by the Kolmogorov's forward equation, this paper presents a new finite-dimensional approximating filter for nonlinear filtering problem. By using the differential geometrical approach to statistical manifold onto which the stochastic partial differential equation of the probability density is projected, a finite-dimensional stochastic ordinary differential equation of the associating parameters is gained. The arithmetic of the projection filter can be predigested in the case of exponential family. Combining with the Bayes rule, the posterior density of the states is obtained By taking an illustrative example, numerical experiment results show that the new state estimator is feasible and has good performance than PF.
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Proceedings
Part of series
Advances in Intelligent Systems Research
Publication Date
August 2015
ISBN
978-94-6252-104-9
ISSN
1951-6851
DOI
https://doi.org/10.2991/msam-15.2015.77How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Lijuan Chen
AU  - Jizhang Sang
AU  - Jianli Du
AU  - Junyu Chen
PY  - 2015/08
DA  - 2015/08
TI  - Projection Filter Method Based on State Estimation to Nonlinear Systems
PB  - Atlantis Press
SP  - 336
EP  - 341
SN  - 1951-6851
UR  - https://doi.org/10.2991/msam-15.2015.77
DO  - https://doi.org/10.2991/msam-15.2015.77
ID  - Chen2015/08
ER  -