Nonlinear Kalman Filtering Based on Differential Flatness Theory

Abstract

This chapter analyzes a new filtering method for nonlinear dynamical systems which is based on differential flatness theory and is known as Derivative-free nonlinear Kalman Filter. First, the filtering method is applied to lumped dynamical systems, that is systems which are described by ordinary differential equations. Moreover, the problem of distributed nonlinear filtering is solved, that is the problem of fusion of the outcome of distributed local filtering procedures (local nonlinear Kalman Filters) into one global estimate that approximates the system’s state vector with improved accuracy.