Observable degree analysis using unscented information filter for nonlinear estimation systems
Zhuo Peng, Quanbo Ge, Teng Shao, Yongting Wang, Liang Bai · 2015
Observability and observable degree, which are derived from modern control theory and relative to control and estimation performances, are both important concepts for state estimation. For linear time-invariant systems, judgement of observability and evaluation of observable degree are irrelevant to filtering process and parameters. Thereby, it has limited application ability. Different from linear systems, observability and observable degree becomes more complex and are seldom studied deeply and integrally for nonlinear systems. Due to the complexity of nonlinear filtering, the observable degree depends strongly on filtering process, filter class and associated parameters. Thereby, we study the observable degree analysis of nonlinear estimation systems by using unscented information filter (UIF). A way to evaluate observable degree using singular value decomposition (SVD) of observability matrix is presented based on the UIF and the influencing factors are deeply analyzed. Moreover, differences of observable degree analysis are distinctly discussed between linear and nonlinear systems. The results reveal that evaluation of the observable degree for nonlinear systems can be affected by filtering estimate at last time, initial estimate and filter's parameters such as covariances of process and measurement noises. Some simulations are demonstrated to validate the results.