An Analytical Discretization Approach to Continuous-time System for Kalman Filter
- Resource Type
- Conference
- Authors
- Zhang, Lijun; Xu, Jian; Li, Yonghua; Zhao, Ruoyan; Wu, Shenggang; Pan, Mengfan; Lei, Lei; Liu, Jianping; Lu, Yi
- Source
- 2020 IEEE 9th Data Driven Control and Learning Systems Conference (DDCLS) Data Driven Control and Learning Systems Conference (DDCLS), 2020 IEEE 9th. :230-234 Nov, 2020
- Subject
- Computing and Processing
Robotics and Control Systems
Signal Processing and Analysis
Kalman filters
Mathematical model
Covariance matrices
Time-domain analysis
Software packages
Matrices
Continuous time systems
Kalman filter
Continuous time system
Matrix theory
Quadratic form
- Language
This paper presents an analytical discretization approach for continuous-time systems. By using the matrix multiplying expression of the state transition matrix and the matrix quadratic form theory, the general discretized model of the system state equation in the time domain is derived. The design of the parameter N is used to ensure the accuracy and robustness of the algorithm. Compared with the traditional methods in deducing the discretization formulas, the proposed method has the advantages of generality and easiness. This method is propitious to the integrated realization of the Kalman filter process for the continuous-time system. Simulation results verify the validity and feasibility of the proposed method.