Engineering approach to construct robust filter for mismatched nonlinear dynamic systems

Abstract This article proposes a novel approach to design a robust estimator that is able to keep its consistency in system state estimation when system process model mismatch occurs. To successfully develop such an estimator, not only the estimation strategy proposed but also the designer's knowledge and experience about the system behavior are crucial and determining. To assess the performance of the resultant estimator, its performance is compared with that of three well‐known estimators, that is, the unscented Kalman filter, the cubature Kalman filter, and the extended Kalman filter on the IEEE 5‐generator 14‐bus system. The results indicate that the proposed method has led to an estimator outperforming its rivals under the presence of model errors.