Current Output Filter for State Estimation of Scalar Nonlinear Systems with Application to Chaotic Communication
| Authors: | Ruan Huawei, Marquette University, United States
Yaz Edwin, Marquette University, United States
Zhai Tongyan, Marquette University, United States |
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| Topic: | 1.4 Stochastic Systems |
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| Session: | Control, Estimation and Analysis of Stochastic Systems |
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| Keywords: | state estimation, filter, nonlinear, chaos, communication |
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Abstract
A novel nonlinear state estimation technique called Current Output Filter is proposed in this paper. By taking two successive measurements into account and optimizing the coefficients of the proposed filter structure, an unbiased minimum variance state estimation algorithm with guaranteed estimation error performance is derived for scalar nonlinear systems. The performance of this filter is shown to be superior to the Extended Kalman Filter in simulations. An application to a chaotic communication scheme is also presented in this work.
