High-Order Extended Kalman Filter Design for a Class of Complex Dynamic Systems with Polynomial Nonlinearities

摘要

A novel High-order extended Kalman Filter（HEKF） is designed for a class of complex dynamic systems with polynomial nonlinearities. The state and measurement models are represented by multidimensional high-order polynomials, respectively. All highorder polynomials in the state model are defined as implicit variables. By combining original variables with implicit variables, the state model is equivalently formulated to be a pseudo-linear form. By modeling dynamic relationship between implicit variables and combining original variables with all implicit variables, a new linear augmented state model is established correspondingly. The measurement model can be equivalently formulated as a linear form. On the basis of the new linear state and linear measurement models, the HEKF is designed and derived in detail.Simulation results demonstrate the effectiveness of the proposed estimator.