This work analyzes the finite-time H ∞ -property of the discrete-time extended Kalman filter in the presence of uncertain measurements and stochastic ℓ 2 ...
The stochastic analysis provides a bound on the ratio of estimation error energy to disturbance energy and a special case of this result is also shown to be ...
A special case of the EKF in [21] for systems with simultaneously failing sensors, cross-correlation in the noise, and no uncertainty in the Kalman gain is ...
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This work analyzes the finite-time H∞-property of the discrete-time extended Kalman filter in the presence of uncertain measurements and stochastic ℓ2 type ...
In the presence of uncertainties, a nominal nonrealizable filter algorithm is developed for which global stochastic stability is proven. With respect to this ...
The noise in the measurements means that there is a certain degree of uncertainty in them [Hartikainen2011]. A dynamical system is a system whose state evolves ...
It is shown that the Kalman filter is a linear, discrete time, finite dimensional time-varying system that evaluates the state esti- mate that minimizes the ...
This paper focuses on the robust Kalman filtering problem for discrete-time nonlinear systems with norm-bound parameter uncertainties.
Jul 12, 2021 · Abstract. Outliers can contaminate the measurement process of many nonlinear dynamic systems, which can be caused by sensor errors, ...
Suppose we are making estimates based on all measurements taken at time k ≤ 5. An estimate of the state at k = 1 is a smoothed estimate. An estimate at k = 5 ...
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