Adaptative high-gain extended Kalman filter and applications

tel-00559107, version 1 - 24 Jan 2011
detailed here.
1.4 Dissertation Outline and Comments to the Reader
− Chapter 4 is dedicated to the implementation of the observer. An example is used
to progress through the different steps. An experiment on a real process illustrates the
behavior of the observer in a real-time environment.
− Finally Chapter 5 includes extensions to the original result.
Complementary material is included in the appendices.
Readers Interested in a practical approach of the adaptive high-gain extended Kalman filter...
...should read Chapter 4.
...should take a look to Section 3.1 (definition of the MISO normal form), and to Definition
30 (of the observer). If they are not familiar with high-gain observers, Definition 15 (high-gain
EKF) may be of help.
...will find the main theoretical results in Lemma 33 (lemma on innovation) and Theorem
36 (convergence of the observer).
Readers interested only in the definition of the observer and its proof of convergence...
...can read directly Chapter 3.
...shall read Chapter 2 in order to understand the motivations for the use of the observability
form.
Readers that want to explore a bit further than the initial continuous MISO normal form...
...should go to Chapter 5. Some of the informations of this chapter are also useful for
standard high-gain EKFs: dealing with multiple outputs systems, understanding the proof
of the properties of the continuous discrete Riccati equation,...
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