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Discrete-time unscented Kalman filter: Comprehensive study of stochastic stability

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Název: Discrete-time unscented Kalman filter: Comprehensive study of stochastic stability
Autoři: Dimirovski, Georgi M., Ying, Juanwei, Xu, Jiahe
Informace o vydavateli: Haifa
Rok vydání: 2012
Sbírka: Doğuş University Institutional Repository (DSpace@Dogus) / Doğuş Üniversitesi Akademik Arşiv Sistemi
Témata: Kalman Filter, Stochastic Stability, Stability Analysis
Popis: Dimirovski, Georgi M. (Dogus Author) -- Conference full title: Itzhack Y. Bar-Itzhack Memorial Symposium on Estimation, Navigation, and Spacecraft Control : Book of abstracts : Dan Panorama Hotel, Haifa, Israel, October 14-17, 2012. ; The performance of the Unscented Kalman Filter (UKF) for a class of general nonlinear stochastic discretetime systems is investigated in this paper. It is proved that the estimation error of the UKF remains bounded provided a under certain conditions are satisfied. It is further shown that the estimation error remains bounded provided the system satisfies the nonlinear observability rank condition. Furthermore, it is shown that the design of noise covariance matrix plays an important role in improving the stability of the UKF algorithm. These results are verified by simulations for a given illustrative example of an inherently nonlinear plant. ; Doğuş Üniversitesi, Technion--Israel Institute of Techlnology.
Druh dokumentu: conference object
Popis souboru: application/pdf
Jazyk: English
Relation: Itzhack Y. Bar-Itzhack Memorial Symposium on Estimation, Navigation, and Spacecraft Control; Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı; https://hdl.handle.net/11376/2899; 782; 789
Dostupnost: https://hdl.handle.net/11376/2899
Rights: info:eu-repo/semantics/openAccess
Přístupové číslo: edsbas.73944F33
Databáze: BASE
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  Data: Discrete-time unscented Kalman filter: Comprehensive study of stochastic stability
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  Data: <searchLink fieldCode="AR" term="%22Dimirovski%2C+Georgi+M%2E%22">Dimirovski, Georgi M.</searchLink><br /><searchLink fieldCode="AR" term="%22Ying%2C+Juanwei%22">Ying, Juanwei</searchLink><br /><searchLink fieldCode="AR" term="%22Xu%2C+Jiahe%22">Xu, Jiahe</searchLink>
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  Data: Haifa
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  Data: 2012
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  Data: Doğuş University Institutional Repository (DSpace@Dogus) / Doğuş Üniversitesi Akademik Arşiv Sistemi
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  Data: <searchLink fieldCode="DE" term="%22Kalman+Filter%22">Kalman Filter</searchLink><br /><searchLink fieldCode="DE" term="%22Stochastic+Stability%22">Stochastic Stability</searchLink><br /><searchLink fieldCode="DE" term="%22Stability+Analysis%22">Stability Analysis</searchLink>
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  Data: Dimirovski, Georgi M. (Dogus Author) -- Conference full title: Itzhack Y. Bar-Itzhack Memorial Symposium on Estimation, Navigation, and Spacecraft Control : Book of abstracts : Dan Panorama Hotel, Haifa, Israel, October 14-17, 2012. ; The performance of the Unscented Kalman Filter (UKF) for a class of general nonlinear stochastic discretetime systems is investigated in this paper. It is proved that the estimation error of the UKF remains bounded provided a under certain conditions are satisfied. It is further shown that the estimation error remains bounded provided the system satisfies the nonlinear observability rank condition. Furthermore, it is shown that the design of noise covariance matrix plays an important role in improving the stability of the UKF algorithm. These results are verified by simulations for a given illustrative example of an inherently nonlinear plant. ; Doğuş Üniversitesi, Technion--Israel Institute of Techlnology.
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  Data: Itzhack Y. Bar-Itzhack Memorial Symposium on Estimation, Navigation, and Spacecraft Control; Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı; https://hdl.handle.net/11376/2899; 782; 789
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    Subjects:
      – SubjectFull: Kalman Filter
        Type: general
      – SubjectFull: Stochastic Stability
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      – SubjectFull: Stability Analysis
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