Nonlinear Filtering

This book gives readers in-depth know-how on methods of state estimation for nonlinear control systems. It starts with an introduction to dynamic control systems and system states and a brief description of the Kalman filter. In the following chapters, various state estimation techniques for nonlinear systems are discussed, including the extended, unscented and cubature Kalman filters. The cubature Kalman filter and its variants are introduced in particular detail because of their efficiency and their ability to deal with systems with Gaussian and/or non-Gaussian noise. The book also discusses information-filter and square-root-filtering algorithms, useful for state estimation in some real-time control system design problems.

A number of case studies are included in the book to illustrate the application of various nonlinear filtering algorithms. Nonlinear Filtering is written for academic and industrial researchers, engineers and research students who are interested in nonlinear control systems analysis and design. The chief features of the book include: dedicated coverage of recently developed nonlinear, Jacobian-free, filtering algorithms; examples illustrating the use of nonlinear filtering algorithms in real-world applications; detailed derivation and complete algorithms for nonlinear filtering methods, which help readers to a fundamental understanding and easier coding of those algorithms; and MATLAB® codes associated with case-study applications, which can be downloaded from the Springer Extra Materials website.

Dr Kumar Pakki Bharani Chandra has worked extensively in nonlinear state estimation and control, and has been involved in sponsored projects from UKIERI, EU-FP7 and ISRO (India). Specifically, his current research deals with the development and applications of various Jacobian free filters. The vast experience gained during the last decade in the field of nonlinear state estimation constitutes a major part of this book. The main intention is to attract the readers from both industry and academia, and motivate them to adapt and explore the methods given in the book.

Professor Da-Wei Gu has been involved with many industrial projects in aerospace and manufacturing, funded by EPSRC (UK), EU and industry. He has been actively engaged in the area of coordinated control of uninhabited air vehicles, with emphasis in autonomy. His theoretical achievements and practical work in robust and optimal control for linear and nonlinear systems are important in writinga book that will give valuable theoretical and practical knowledge to the readers in the subject area of nonlinear control systems state estimation.