Performance evaluation of UKF-based nonlinear filtering

DOI10.1016/j.automatica.2005.10.004zbMath1103.93045MaRDI QIDQ2491910

Yanyan Li

Publication date: 29 May 2006

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2005.10.004

zbMATH Keywords

stability; nonlinear systems; extended Kalman filter; stochastic systems; unscented Kalman filter

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E15: Stochastic stability in control theory

Related Items

State estimation for asynchronous multirate multisensor nonlinear dynamic systems with missing measurements, Stochastic stability of the unscented Kalman filter with intermittent observations, Nonlinear estimation applying an unscented transformation in systems with correlated uncertain observations, Comments on ``Performance evaluation of UKF-based nonlinear filtering, Author's reply to ``Comments on `performance evaluation of UKF-based nonlinear filtering'\,, Adaptive divided difference filtering for simultaneous state and parameter estimation, Derivative-free estimation methods: new results and performance analysis, Unscented filtering algorithm using two-step randomly delayed observations in nonlinear systems, A Gaussian approximation recursive filter for nonlinear systems with correlated noises, Process fault prognosis using a fuzzy-adaptive unscented Kalman predictor

Cites Work

• Unnamed Item
• Unnamed Item
• Recursive Bayesian estimation using piecewise constant approximations
• The extended Kalman filter as an exponential observer for nonlinear systems
• Observers for nonlinear stochastic systems
• Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
• Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems
• Stochastic stability of the discrete-time extended Kalman filter
• A strong tracking extended Kalman observer for nonlinear discrete-time systems
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Almost Sure Boundedness of Randomly Sampled Systems
• Nonlinear Bayesian estimation using Gaussian sum approximations