Stochastic stability of the unscented Kalman filter with intermittent observations

DOI10.1016/J.AUTOMATICA.2012.02.014zbMATH Open1246.93121OpenAlexW2051992184MaRDI QIDQ445924FDOQ445924

Authors: Li Li, Yuanqing Xia 

Publication date: 27 August 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2012.02.014

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zbMATH Keywords

stochastic stabilitynonlinear stochastic systemsunscented Kalman filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Stochastic stability in control theory (93E15)

Cites Work

• Kalman Filtering With Intermittent Observations
• Stochastic stability of the discrete-time extended Kalman filter
• A strong tracking extended Kalman observer for nonlinear discrete-time systems
• Performance evaluation of UKF-based nonlinear filtering
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Stochastic Stability of the Extended Kalman Filter With Intermittent Observations

Cited In (43)

• A quantified approach of predicting suitability of using the unscented Kalman filter in a non-linear application
• Unscented Kalman filtering for nonlinear systems with sensor saturation and randomly occurring false data injection attacks
• Distributed Kalman consensus filter with intermittent observations
• UKF-based nonlinear filtering over sensor networks with wireless fading channel
• A hybrid observer for localization of mobile vehicles with asynchronous measurements
• A Kalman filter with intermittent observations and reconstruction of data losses
• State and fault estimation for T-S fuzzy nonlinear systems using an ensemble UKF
• Event-triggered cooperative unscented Kalman filtering and its application in multi-UAV systems
• Modified strong tracking unscented Kalman filter for nonlinear state estimation with process model uncertainty
• Robust control on saturated Markov jump systems with missing information
• Stochastic Stability of the Extended Kalman Filter With Intermittent Observations
• Stability analysis of extended, cubature and unscented Kalman filters for estimating stiff continuous-discrete stochastic systems
• Nonuniform sampling Kalman filter for networked systems with Markovian packets dropout
• Flexible optimal Kalman filtering in wireless sensor networks with intermittent observations
• Design of Gaussian approximate filter and smoother for nonlinear systems with correlated noises at one epoch apart
• Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor
• Stochastic stability of center difference predictive filter
• On the convergence of the unscented Kalman filter
• Recursive distributed fusion estimation for nonlinear stochastic systems with event-triggered feedback
• Unbiased information filtering for systems with missing measurement based on disturbance estimation
• Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses
• Conditionally minimax nonlinear filter and unscented Kalman filter: empirical analysis and comparison
• State estimation incorporating infrequent, delayed and integral measurements
• Distributed diffusion unscented Kalman filtering based on covariance intersection with intermittent measurements
• Minimax estimation with intermittent observations
• Recursive filtering for stochastic parameter systems with measurement quantizations and packet disorders
• On convergence of the unscented Kalman-Bucy filter using contraction theory
• Time-varying group formation tracking control for multi-agent systems using distributed multi-sensor multi-target filtering with intermittent observations
• Protocol-Based Unscented Kalman Filtering in the Presence of Stochastic Uncertainties
• A new continuous-discrete particle filter for continuous-discrete nonlinear systems
• Stochastic stability of decentralized Kalman filter for nonlinear systems
• Adaptively random weighted cubature Kalman filter for nonlinear systems
• UKF-based remote state estimation for discrete artificial neural networks with communication bandwidth constraints
• Variational unscented Kalman filter on matrix Lie groups
• Recursive state estimation based-on the outputs of partial nodes for discrete-time stochastic complex networks with switched topology
• Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements
• Reinforced unscented Kalman filter for consensus achievement of uncertain multi‐agent systems subject to actuator faults
• On Stability of a Class of Filters for Nonlinear Stochastic Systems
• Windowing and random weighting-based adaptive unscented Kalman filter
• Adaptive Kalman estimation in target tracking mixed with random one-step delays, stochastic-bias measurements, and missing measurements
• State estimation for networked systems with Markovian communication constraints and multiple packet dropouts
• Stability of Kalman filtering with a random measurement equation: application to sensor scheduling with intermittent observations
• Stochastic stability of the discrete-time extended Kalman filter

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