New developments in state estimation for Nonlinear Systems

Peter Magnus Nørgård, Niels Kjølstad Poulsen, Ole Ravn

Research output: Contribution to journalJournal articleResearchpeer-review


Based on an interpolation formula, accurate state estimators for nonlinear systems can be derived. The estimators do not require derivative information which makes them simple to implement.; State estimators for nonlinear systems are derived based on polynomial approximations obtained with a multi-dimensional interpolation formula. It is shown that under certain assumptions the estimators perform better than estimators based on Taylor approximations. Nevertheless, the implementation is significantly simpler as no derivatives are required. Thus, it is believed that the new state estimators can replace well-known estimators, such as the extended Kalman filter (EKF) and its higher-order relatives, in most practical applications.
Original languageEnglish
Issue number11
Pages (from-to)1627-1638
Publication statusPublished - 2000

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