Stochastic stability of the unscented Kalman filter with intermittent observations

DOI10.1016/J.AUTOMATICA.2012.02.014MaRDI QIDQ445924zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(43)

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

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