Stochastic stability of the discrete-time extended Kalman filter
From MaRDI portal
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
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15)
Related Items (only showing first 100 items - show all)
On extended state estimation for nonlinear uncertain systems with round-robin protocol ⋮ Stability of consensus extended Kalman filter for distributed state estimation ⋮ Event-triggered filtering and fault estimation for nonlinear systems with stochastic sensor saturations ⋮ State estimation with limited sensors -- a deep learning based approach ⋮ Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor ⋮ Unscented Kalman filtering for nonlinear structural dynamics ⋮ Recursive state estimation for discrete-time nonlinear systems with event-triggered data transmission, norm-bounded uncertainties and multiple missing measurements ⋮ Nonuniform sampling Kalman filter for networked systems with Markovian packets dropout ⋮ A variational Bayes moving horizon estimation adaptive filter with guaranteed stability ⋮ Recursive state estimation based-on the outputs of partial nodes for discrete-time stochastic complex networks with switched topology ⋮ Synchronization of uncertain constrained hyperchaotic systems and chaos-based secure communications via a novel decomposed nonlinear stochastic estimator ⋮ Convergence acceleration of ensemble Kalman inversion in nonlinear settings ⋮ Set-membership filtering for two-dimensional systems with dynamic event-triggered mechanism ⋮ Distributed Kalman consensus filter with intermittent observations ⋮ Unbiased information filtering for systems with missing measurement based on disturbance estimation ⋮ Distributed Kalman consensus filter with event-triggered communication: formulation and stability analysis ⋮ Failure assessment of layered composites subject to impact loadings: a finite element, sigma-point Kalman filter approach ⋮ Distributed nonlinear Kalman filter with communication protocol ⋮ Distributed filtering for uncertain systems under switching sensor networks and quantized communications ⋮ Distributed state estimation for renewable energy microgrids with sensor saturations ⋮ Distributed state and fault estimation over sensor networks with probabilistic quantizations: the dynamic event-triggered case ⋮ Distributed diffusion unscented Kalman filtering based on covariance intersection with intermittent measurements ⋮ Noise covariance identification for time-varying and nonlinear systems ⋮ State and fault estimation for T-S fuzzy nonlinear systems using an ensemble UKF ⋮ On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ Robust vehicle lane keeping control with networked proactive adaptation ⋮ Maximum‐correntropy‐based Kalman filtering for time‐varying systems with randomly occurring uncertainties: An event‐triggered approach ⋮ Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise ⋮ Robust \(H_\infty \) finite-horizon filtering with randomly occurred nonlinearities and quantization effects ⋮ Distributed unscented Kalman filtering for nonlinear systems: A mixed event‐triggered strategy ⋮ Robust estimation algorithm based on prior probability statistics ⋮ Consensus‐based unscented Kalman filtering over sensor networks with communication protocols ⋮ State estimation incorporating infrequent, delayed and integral measurements ⋮ Multiple description encoding-decoding-based resilient filtering for complex networks under the round-Robin protocol ⋮ Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements ⋮ Secure nonlinear fusion estimation for cyber-physical systems under FDI attacks ⋮ On consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamics ⋮ Ensemble data assimilation for hyperbolic systems ⋮ On the Stability of Kalman--Bucy Diffusion Processes ⋮ A robust estimator for stochastic systems under unknown persistent excitation ⋮ On designing consistent extended Kalman filter ⋮ Kinematic state estimation for rigid-link multibody systems by means of nonlinear constraint equations ⋮ A quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear application ⋮ An enhanced linear Kalman filter (EnLKF) algorithm for parameter estimation of nonlinear rational models ⋮ Stochastic stability of the unscented Kalman filter with intermittent observations ⋮ Lyapunov-based adaptive state estimation for a class of nonlinear stochastic systems ⋮ Adaptive IIR/FIR fusion filter and its application to the INS/GPS integrated system ⋮ Guaranteed control of switched control systems using model order reduction and state-space bisection ⋮ Online stochastic convergence analysis of the Kalman filter ⋮ Joint state and fault estimation for time-varying nonlinear systems with randomly occurring faults and sensor saturations ⋮ Nonlinear state estimation under bounded noises ⋮ Variance-constrained filtering for nonlinear systems with randomly occurring quantized measurements: recursive scheme and boundedness analysis ⋮ A novel fifth-degree strong tracking cubature Kalman filter for two-dimensional maneuvering target tracking ⋮ An unknown input extended Kalman filter for nonlinear stochastic systems ⋮ On the convergence of the unscented Kalman filter ⋮ On 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 measurements ⋮ Structure identification for gene regulatory networks via linearization and robust state estimation ⋮ Recent advances on recursive filtering and sliding mode design for networked nonlinear stochastic systems: a survey ⋮ On hybrid consensus-based extended Kalman filtering with random link failures over sensor networks ⋮ On Stability of a Class of Filters for Nonlinear Stochastic Systems ⋮ Filtering and fault detection for nonlinear systems with polynomial approximation ⋮ Augmented robust three-stage extended Kalman filter for Mars entry-phase autonomous navigation ⋮ Practical implementation of extended Kalman filtering in chemical systems with sparse measurements ⋮ Circle-criterion approach to discrete-time nonlinear observer design ⋮ Nonlinear estimation in a class of gene transcription process ⋮ Recursive filtering for stochastic parameter systems with measurement quantizations and packet disorders ⋮ Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements ⋮ On the stability and the concentration of extended Kalman-Bucy filters ⋮ Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise ⋮ Time-varying noise statistic estimator based adaptive simplex cubature Kalman filter ⋮ A novel fifth-degree cubature Kalman filter for real-time orbit determination by radar ⋮ Distributed recursive filtering for stochastic systems under uniform quantizations and deception attacks through sensor networks ⋮ Nonlinear state predictor for a class of nonlinear time-delay systems ⋮ A recursive algorithm for nonlinear least-squares problems ⋮ Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes ⋮ Adaptive divided difference filtering for simultaneous state and parameter estimation ⋮ Quantized tracking control for a multi‐agent system with high‐order leader dynamics ⋮ Practical stability of approximating discrete-time filters with respect to model mismatch ⋮ Stochastic stability of center difference predictive filter ⋮ Performance evaluation of UKF-based nonlinear filtering ⋮ A new approach for adaptive blind equalization of chaotic communication: the optimal linearization technique ⋮ Sliding-window neural state estimation in a power plant heater line ⋮ Parameter estimation and compensation in systems with nonlinearly parameterized perturbations ⋮ Observer matrix gain optimization for stochastic continuous time nonlinear systems ⋮ Event-triggered cooperative unscented Kalman filtering and its application in multi-UAV systems ⋮ Event-triggered optimal and suboptimal distributed Kalman consensus filters for sensor networks ⋮ Simultaneous input and state estimation for stochastic nonlinear systems with additive unknown inputs ⋮ Multiple Model Adaptive Estimator for Nonlinear System with Unknown Disturbance ⋮ Observer-based controller for constrained uncertain stochastic nonlinear discrete-time systems ⋮ State estimation for linear and non-linear equality-constrained systems ⋮ An Adaptive Extended Kalman Filter with Application to Compartment Models ⋮ Event-based state and fault estimation for stochastic nonlinear system with Markov packet dropout ⋮ An adaptive cubature Kalman filter for nonlinear systems against randomly occurring injection attacks ⋮ Identification of strength and toughness of quasi-brittle materials from spall tests: a Sigma-point Kalman filter approach ⋮ \(H_{\infty}\) estimation for fuzzy membership function optimization ⋮ Robust recursive filtering for uncertain stochastic systems with amplify-and-forward relays ⋮ Fault estimation based on ensemble unscented Kalman filter for a class of nonlinear systems with multiplicative fault ⋮ Parameter tracking of time-varying Hammerstein-Wiener systems ⋮ Distributed 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