Chapter 5. Nonlinear Applications

  1. Mohinder S. Grewal PhD, PE1 and
  2. Angus P. Andrews PhD2

Published Online: 28 MAY 2002

DOI: 10.1002/0471266388.ch5

Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition

Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition

How to Cite

Grewal, M. S. and Andrews, A. P. (2002) Nonlinear Applications, in Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition, John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471266388.ch5

Author Information

  1. 1

    California State University at Fullerton

  2. 2

    Rockwell Science Center, Thousand Oaks, California

Publication History

  1. Published Online: 28 MAY 2002
  2. Published Print: 2 JAN 2002

ISBN Information

Print ISBN: 9780471392545

Online ISBN: 9780471266389

SEARCH

Keywords:

  • linearization;
  • nominal trajectory;
  • estimated trajectory;
  • linearized filtering;
  • extended filtering;
  • discrete extended Kalman filter;
  • continuous filters;
  • quadratic measurements;
  • biased errors;
  • nonlinear filters

Summary

Following the considerable success enjoyed by linear estimation methods on linear problems, extensions of the these methods were applied to nonlinear problems. In this chapter, we investigate the model extensions and approximation methods used for applying the methodology of Kalman filtering to these “slightly nonlinear” problems.