Current Output Observer for Discrete-Time Nonlinear Stochastic Systems
IFAC Proceedings Volumes
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A Current Output Observer is presented and its estimation error performance is compared to that of the Extended Kalman Filter. It is shown that performance improvement can be obtained by this new scheme with minor increase in computational load. In order to obtain stronger results, scalar nonlinear stochastic systems are focused on. These systems are categorized based on the derivatives of their nonlinear functions. It is shown that different state estimation performance is achieved when the Current Output Observer is applied to scalar nonlinear systems in these different categories, which allows the convergence property to be known before its implementation. This provides insight into what is going to happen in applications, e.g. for a nonlinear estimator used in chaotic synchronization. Simulation studies involving nonlinear estimation - based chaotic synchronization complement the theory presented.
Zhai, Tongyan; Yaz, Edwin E.; and Jeong, Chung Seop, "Current Output Observer for Discrete-Time Nonlinear Stochastic Systems" (2008). Electrical and Computer Engineering Faculty Research and Publications. 762.