Stochastic stability of the discrete-time extended Kalman filter

From MaRDI portal
Revision as of 08:10, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4506733

DOI10.1109/9.754809zbMath0967.93090OpenAlexW2101051269MaRDI QIDQ4506733

Stefan Günther, Konrad Reif, Engin Yaz, Rolf Unbehauen

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.754809




Related Items (only showing first 100 items - show all)

On extended state estimation for nonlinear uncertain systems with round-robin protocolStability of consensus extended Kalman filter for distributed state estimationEvent-triggered filtering and fault estimation for nonlinear systems with stochastic sensor saturationsState estimation with limited sensors -- a deep learning based approachPerformance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factorUnscented Kalman filtering for nonlinear structural dynamicsRecursive state estimation for discrete-time nonlinear systems with event-triggered data transmission, norm-bounded uncertainties and multiple missing measurementsNonuniform sampling Kalman filter for networked systems with Markovian packets dropoutA variational Bayes moving horizon estimation adaptive filter with guaranteed stabilityRecursive state estimation based-on the outputs of partial nodes for discrete-time stochastic complex networks with switched topologySynchronization of uncertain constrained hyperchaotic systems and chaos-based secure communications via a novel decomposed nonlinear stochastic estimatorConvergence acceleration of ensemble Kalman inversion in nonlinear settingsSet-membership filtering for two-dimensional systems with dynamic event-triggered mechanismDistributed Kalman consensus filter with intermittent observationsUnbiased information filtering for systems with missing measurement based on disturbance estimationDistributed Kalman consensus filter with event-triggered communication: formulation and stability analysisFailure assessment of layered composites subject to impact loadings: a finite element, sigma-point Kalman filter approachDistributed nonlinear Kalman filter with communication protocolDistributed filtering for uncertain systems under switching sensor networks and quantized communicationsDistributed state estimation for renewable energy microgrids with sensor saturationsDistributed state and fault estimation over sensor networks with probabilistic quantizations: the dynamic event-triggered caseDistributed diffusion unscented Kalman filtering based on covariance intersection with intermittent measurementsNoise covariance identification for time-varying and nonlinear systemsState and fault estimation for T-S fuzzy nonlinear systems using an ensemble UKFOn the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filteringRobust vehicle lane keeping control with networked proactive adaptationMaximum‐correntropy‐based Kalman filtering for time‐varying systems with randomly occurring uncertainties: An event‐triggered approachIncremental nonlinear stability analysis of stochastic systems perturbed by Lévy noiseRobust \(H_\infty \) finite-horizon filtering with randomly occurred nonlinearities and quantization effectsDistributed unscented Kalman filtering for nonlinear systems: A mixed event‐triggered strategyRobust estimation algorithm based on prior probability statisticsConsensus‐based unscented Kalman filtering over sensor networks with communication protocolsState estimation incorporating infrequent, delayed and integral measurementsMultiple description encoding-decoding-based resilient filtering for complex networks under the round-Robin protocolExtended Kalman filtering with stochastic nonlinearities and multiple missing measurementsSecure nonlinear fusion estimation for cyber-physical systems under FDI attacksOn consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamicsEnsemble data assimilation for hyperbolic systemsOn the Stability of Kalman--Bucy Diffusion ProcessesA robust estimator for stochastic systems under unknown persistent excitationOn designing consistent extended Kalman filterKinematic state estimation for rigid-link multibody systems by means of nonlinear constraint equationsA quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear applicationAn enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational modelsStochastic stability of the unscented Kalman filter with intermittent observationsLyapunov-based adaptive state estimation for a class of nonlinear stochastic systemsAdaptive IIR/FIR fusion filter and its application to the INS/GPS integrated systemGuaranteed control of switched control systems using model order reduction and state-space bisectionOnline stochastic convergence analysis of the Kalman filterJoint state and fault estimation for time-varying nonlinear systems with randomly occurring faults and sensor saturationsNonlinear state estimation under bounded noisesVariance-constrained filtering for nonlinear systems with randomly occurring quantized measurements: recursive scheme and boundedness analysisA novel fifth-degree strong tracking cubature Kalman filter for two-dimensional maneuvering target trackingAn unknown input extended Kalman filter for nonlinear stochastic systemsOn the convergence of the unscented Kalman filterOn the control of a rigid body motion affected by stochastic white Gaussian noises.Recursive state and random fault estimation for linear discrete systems under dynamic event-based mechanism and missing measurementsStructure identification for gene regulatory networks via linearization and robust state estimationRecent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a surveyOn hybrid consensus-based extended Kalman filtering with random link failures over sensor networksOn Stability of a Class of Filters for Nonlinear Stochastic SystemsFiltering and fault detection for nonlinear systems with polynomial approximationAugmented robust three-stage extended Kalman filter for Mars entry-phase autonomous navigationPractical implementation of extended Kalman filtering in chemical systems with sparse measurementsCircle-criterion approach to discrete-time nonlinear observer designNonlinear estimation in a class of gene transcription processRecursive filtering for stochastic parameter systems with measurement quantizations and packet disordersStochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurementsOn the stability and the concentration of extended Kalman-Bucy filtersMaximum correntropy unscented Kalman and information filters for non-Gaussian measurement noiseTime-varying noise statistic estimator based adaptive simplex cubature Kalman filterA novel fifth-degree cubature Kalman filter for real-time orbit determination by radarDistributed recursive filtering for stochastic systems under uniform quantizations and deception attacks through sensor networksNonlinear state predictor for a class of nonlinear time-delay systemsA recursive algorithm for nonlinear least-squares problemsMoving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemesAdaptive divided difference filtering for simultaneous state and parameter estimationQuantized tracking control for a multi‐agent system with high‐order leader dynamicsPractical stability of approximating discrete-time filters with respect to model mismatchStochastic stability of center difference predictive filterPerformance evaluation of UKF-based nonlinear filteringA new approach for adaptive blind equalization of chaotic communication: the optimal linearization techniqueSliding-window neural state estimation in a power plant heater lineParameter estimation and compensation in systems with nonlinearly parameterized perturbationsObserver matrix gain optimization for stochastic continuous time nonlinear systemsEvent-triggered cooperative unscented Kalman filtering and its application in multi-UAV systemsEvent-triggered optimal and suboptimal distributed Kalman consensus filters for sensor networksSimultaneous input and state estimation for stochastic nonlinear systems with additive unknown inputsMultiple Model Adaptive Estimator for Nonlinear System with Unknown DisturbanceObserver-based controller for constrained uncertain stochastic nonlinear discrete-time systemsState estimation for linear and non-linear equality-constrained systemsAn Adaptive Extended Kalman Filter with Application to Compartment ModelsEvent-based state and fault estimation for stochastic nonlinear system with Markov packet dropoutAn adaptive cubature Kalman filter for nonlinear systems against randomly occurring injection attacksIdentification of strength and toughness of quasi-brittle materials from spall tests: a Sigma-point Kalman filter approach\(H_{\infty}\) estimation for fuzzy membership function optimizationRobust recursive filtering for uncertain stochastic systems with amplify-and-forward relaysFault estimation based on ensemble unscented Kalman filter for a class of nonlinear systems with multiplicative faultParameter tracking of time-varying Hammerstein-Wiener systemsDistributed recursive filtering for multi-rate uniform sampling systems with packet losses in sensor networks




This page was built for publication: Stochastic stability of the discrete-time extended Kalman filter