Linearized Adaptive Filter for a Nonlinear System Using Neural Network Based on the Extended Kalman Filter

摘要

The extended Kalman filter (EKF) is an approximate filter for nonlinear systems. The EKF is well used for the adaptive filtering problems which identify both the system states and parameters for linear systems. For nonlinear systems, the adaptive filer could not work well because the linear filter could not identify the nonlinear characteristics. In this paper, we propose a new adaptive filter for nonlinear systems using a neural network based on the EKF.