An improved fuzzy Kalman filter for state estimation of non-linear systems

Abstract

The extended fuzzy Kalman filter (EFKF) of non-linear systems which can deal with fuzzy uncertainty effectively has been developed recently. But it seems to be inapplicable to the cases where the states change abruptly or there exist model mismatches in non-linear systems. Therefore, based on the EFKF, a new concept of the improved fuzzy Kalman filter (IFKF) is proposed in this article. Due to the introduction of the extension orthogonality principle given as a criterion to design the new algorithm, the IFKF can track the abrupt changes of the states and has definite robustness against the model mismatches. Finally, computer simulations with a MIMO non-linear model are presented, which illustrate that the proposed IFKF has the strong tracking ability and robustness against the model mismatches.

Keywords:

• possibility theory
• fuzzy uncertainty
• Kalman filtering
• EFKF
• IFKF
• non-linear systems

Acknowledgement

The authors would like to thank the associate editor and two reviewers for their constructive comments and recommendations.