Tracking the trajectory of an object in a noisy environment with unknown statistics: A novel robust Kalman filter residue-based approach

A novel robust Kalman filter (KF)-based controller design approach is proposed to accurately track a specified trajectory under unknown stochastic disturbance, known deterministic disturbance, and measurement noise. The system is nonlinear and is approximated by a piecewise-linear dynamic model. The Box–Jenkins model is an augmented model of the signal and the disturbance, is non-controllable and observable, while the signal model is controllable and observable. An emulator-based two-stage identification is employed to obtain an accurate system model needed to design the robust controller. The system and its KF are identified, and the signal and output errors are estimated. From the identified models, the signal, its KF, the disturbance model, and the whitening filter are all obtained using balanced model reduction techniques. It is shown that the signal model is a transfer matrix description relating the system output and KF residual, and the residual is the whitened output error. The disturbance model is identified by inverse filtering. A new combined feedforward–feedback controller is designed and implemented using an internal model of the reference driven by both the error between the reference and the signal estimate, and by the feedforwarded reference signal. The proposed scheme was successfully evaluated on a simulated autonomously guided drone.