On convergence of the unscented Kalman–Bucy filter using contraction theory

DOI10.1080/00207721.2014.953799zbMath1333.93243OpenAlexW2087087380MaRDI QIDQ2798514

Lars Imsland, Jerome Jouffroy, Johannes Philippus Maree

Publication date: 12 April 2016

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2014.953799

zbMATH Keywords

exponential convergencestatistical linearizationunscented Kalman-Bucy filterstochastic contractionvirtual-actual framework

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linearizations (93B18)

Related Items (5)

On the convergence of the unscented Kalman filter ⋮ On Stability of a Class of Filters for Nonlinear Stochastic Systems ⋮ Hidden attractors in a new complex generalised Lorenz hyperchaotic system, its synchronisation using adaptive contraction theory, circuit validation and application ⋮ Online non-affine nonlinear system identification based on state-space neuro-fuzzy models ⋮ Integrated methodology for state and parameter estimation of spark-ignition engines

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• On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
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