TY - GEN
T1 - State and Covariance Matrix Propagation for Continuous-Discrete Extended Kalman Filter Using Modified Chebyshev Picard Iteration Method
AU - Imran, A.
AU - Wang, X.
AU - Yue, X.
N1 - Publisher Copyright:
© 2023, The Author(s), under exclusive license to Springer Nature Switzerland AG.
PY - 2023
Y1 - 2023
N2 - In this paper, we propose a new method for the extended Kalman Filter state estimation for nonlinear systems with no closed-form solutions, given noisy state measurements are available with known uncertainties. The system is defined by a couple of sets of equations called the “moment equations.” In the CD-EKF discrete, noisy state estimations are available at known time stamps. Propagation of the state estimation requires the integration of the moment equations that can diverge if the underlying system is stiff. We are employing the MCPI method at this stage, thus significantly improving the propagation accuracy compared to traditional methods. The proposed CD-EKF is applied to two problems (1) the famous Duffing Oscillator, a known stiff system, (2) to the Xu-Wang equations of relative orbital propagation, which define the relative motion of two satellites under the J2 perturbation of Earth.
AB - In this paper, we propose a new method for the extended Kalman Filter state estimation for nonlinear systems with no closed-form solutions, given noisy state measurements are available with known uncertainties. The system is defined by a couple of sets of equations called the “moment equations.” In the CD-EKF discrete, noisy state estimations are available at known time stamps. Propagation of the state estimation requires the integration of the moment equations that can diverge if the underlying system is stiff. We are employing the MCPI method at this stage, thus significantly improving the propagation accuracy compared to traditional methods. The proposed CD-EKF is applied to two problems (1) the famous Duffing Oscillator, a known stiff system, (2) to the Xu-Wang equations of relative orbital propagation, which define the relative motion of two satellites under the J2 perturbation of Earth.
KW - CD-EKF
KW - Modified chebyshev picard iteration
KW - Non-linear systems
KW - Relative orbital propagation
UR - http://www.scopus.com/inward/record.url?scp=85137068303&partnerID=8YFLogxK
U2 - 10.1007/978-3-031-02097-1_11
DO - 10.1007/978-3-031-02097-1_11
M3 - 会议稿件
AN - SCOPUS:85137068303
SN - 9783031020964
T3 - Mechanisms and Machine Science
SP - 141
EP - 149
BT - Computational and Experimental Simulations in Engineering - Proceedings of ICCES 2022
A2 - Dai, Honghua
PB - Springer Science and Business Media B.V.
T2 - 28th International Conference on Computational and Experimental Engineering and Sciences, ICCES 2022
Y2 - 8 January 2022 through 12 January 2022
ER -