Nonlinear Dynamics A Perturbation Method for Estimation of Dynamic Systems
نویسندگان
چکیده
This work develops a perturbation approach to the estimation and propagation of states in nonlinear dynamical systems with uncertainties in both the process model and output measurements. The state estimation error and statistical moments are propagated in time through a regular perturbation method in an artificial ordering parameter λ, while the state updating occurs through a linear update equation, based on a Kalman filter. Finally, this methodology is illustrated with a simple Duffing-type oscillator and compared to several alternative estimators.
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