Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements

DOI10.1016/j.jfranklin.2016.10.028zbMath1355.93205OpenAlexW2532832289MaRDI QIDQ509338

Yuanqing Xia, Dongdong Yu, Hongjiu Yang, Li Li

Publication date: 9 February 2017

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2016.10.028

zbMATH Keywords

stochastic stabilitystochastic nonlinearitiesmodified unscented Kalman filtermultiple fading measurements

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15)

Related Items

Optimal recursive estimation for networked stochastic uncertain systems with fading measurements and time-correlated channel noises, Unbiasedness-constrained least squares state estimation for time-varying systems with missing measurements under round-robin protocol, UKF-based remote state estimation for discrete artificial neural networks with communication bandwidth constraints, Robust adaptive unscented Kalman filter with gross error detection and identification for power system forecasting-aided state estimation, Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises, Resilient strategy design for cyber-physical system under DoS attack over a multi-channel framework, Variance-constrained filtering for nonlinear systems with randomly occurring quantized measurements: recursive scheme and boundedness analysis, Kalman filtering algorithm for systems with stochastic nonlinearity functions, finite-step correlated noises, and missing measurements, Recursive distributed fusion estimation for nonlinear stochastic systems with event-triggered feedback, M-estimation based sparse grid quadrature filter and stochastic stability analysis, Two-stage exogenous Kalman filter for time-varying fault estimation of satellite attitude control system, Online non-affine nonlinear system identification based on state-space neuro-fuzzy models

Cites Work

• Unnamed Item
• Stochastic stability of the unscented Kalman filter with intermittent observations
• On Kalman filtering over fading wireless channels with controlled transmission powers
• Envelope-constrained \(\mathcal{H}_\infty\) filtering with fading measurements and randomly occurring nonlinearities: the finite horizon case
• UKF-based nonlinear filtering over sensor networks with wireless fading channel
• Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements
• Recursive filtering with random parameter matrices, multiple fading measurements and correlated noises
• Robust filtering with stochastic nonlinearities and multiple missing measurements
• Stochastic stability of the discrete-time extended Kalman filter
• Energy Efficient State Estimation With Wireless Sensors Through the Use of Predictive Power Control and Coding
• To Drop or Not to Drop: Design Principles for Kalman Filtering Over Wireless Fading Channels
• Stochastic Stability of the Extended Kalman Filter With Intermittent Observations
• Event-triggered robust distributed state estimation for sensor networks with state-dependent noises
• State Estimation Over Sensor Networks With Correlated Wireless Fading Channels
• State estimation of uncertain nonlinear stochastic systems with general criteria