High-Order Extended Kalman Filter Design for a Class of Complex Dynamic Systems with Polynomial Nonlinearities

A novel High-order extended Kalman Filter (HEKF) is designed for a class of complex dynamic systems with polynomial nonlinearities. The state and measurement models are represented by multi-dimensional high-order polynomials, respectively. All high-order polynomials in the state model are defined as implicit variables. By combining original variables with implicit variables, the state model is equivalently formulated to be a pseudo-linear form. By modeling dynamic relationship between implicit variables and combining original variables with all implicit variables, a new linear augmented state model is established correspondingly. The measurement model can be equivalently formulated as a linear form. On the basis of the new linear state and linear measurement models, the HEKF is designed and derived in detail. Simulation results demonstrate the effectiveness of the proposed estimator.