A Novel Delta Operator Kalman Filter Design and Convergence Analysis

作者:Yang Hongjiu*; Xia Yuanqing; Shi Peng; Fu Mengyin
来源:IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2011, 58(10): 2458-2468.
DOI:10.1109/TCSI.2011.2131330

摘要

This paper focuses on the development of a delta operator Kalman filter and its convergence analysis. The delta operator Kalman filter is designed to estimate the state vectors of a delta operator system. Note that the designed delta operator Kalman filter can express both continuous-time and discrete-time cases. Then, the convergence analysis of the delta operator Kalman filter is also investigated by using Lyapunov approach in delta domain. Furthermore, this paper gives fundamental results for the analysis and application of the delta operator Kalman filter as a state observer in an inverted pendulum model. Some experimental results of an inverted pendulum on a laboratory-scale setup are presented to illustrate the effectiveness of the designed Kalman filter and its implementation.