A Nonlinear Filter of EKF Type Using Formal Linearization Method

A nonlinear filter is presented by using a formal linearization method and the extended Kalman filter (EKF) approach in this paper. A given nonlinear system is transformed into an augmented nonlinear system by considering the higher‐order polynomial terms of state as new additional states. And then, the EKF theory is applied to it well. Numerical experiments show the effectiveness of this new filter. © 2023 Institute of Electrical Engineer of Japan and Wiley Periodicals LLC.