Three tanks level estimation using Divided Difference Filters

This paper deals with state estimation of nonlinear systems using Divided Difference Filters (DDF) which are derivate-free Kalman filtering approach. The performances in convergence, robustness and numerical stability of DDF, in state estimation of nonlinear systems are illustrated by an application to a three-tank system. The DDF are easy to implement because they require only the state and the output models and no partial derivatives are looked-for.