On the convergence of the unscented Kalman filter

DOI10.1016/J.EJCON.2020.05.003MaRDI QIDQ2220069zbMATH OpenOpenAlexFDO

Authors Assia Daid, Eric Busvelle, Mohamed Aidene

Publication date 21 January 2021

Published in European Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejcon.2020.05.003

zbMATH Keywords

nonlinear observersunscented Kalman filterunscented Kalman observer

Mathematics Subject Classification ID

Observers (93B53) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11)

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Cited in

(26)

• Comment on ``Ensemble Kalman filter with the unscented transform
• Convergence results for the Gaussian mixture implementation of the extended-target PHD filter and its extended Kalman filtering approximation
• Reply to: ``Comment on: `ensemble Kalman filter with the unscented transform
• A quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear application
• Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison
• Online stochastic convergence analysis of the Kalman filter
• On convergence of the unscented Kalman-Bucy filter using contraction theory
• Convergence of discrete-time Kalman filter estimate to continuous time estimate
• The eXogenous Kalman Filter (XKF)
• Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems
• scientific article; zbMATH DE number 3850186 (Why is no real title available?)
• On the convergence rate of the unscented transformation
• scientific article; zbMATH DE number 1208113 (Why is no real title available?)
• scientific article; zbMATH DE number 2048377 (Why is no real title available?)
• Stochastic stability of the unscented Kalman filter with intermittent observations
• Truncated Unscented Kalman Filtering
• On designing quasi-consistent unscented Kalman filter
• THE UNSCENTED KALMAN FILTER, A POWERFUL TOOL FOR DATA ANALYSIS
• Protocol-Based Unscented Kalman Filtering in the Presence of Stochastic Uncertainties
• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
• New approach of Kalman filter to nonlinear system
• A computationally efficient unscented Kalman smoother for ameliorated tracking of subatomic particles in high energy physics experiments
• Linear-in-parameters neural adaptive observers for nonlinear systems in observability canonical form
• Robust cubature Kalman filter based on weighted multiple statistical similarity measure
• Comments on ``Performance evaluation of UKF-based nonlinear filtering
• Unscented Kalman filtering in the additive noise case

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