Stochastic stability of the discrete-time extended Kalman filter

IEEE Transactions on Automatic Control ◽

10.1109/9.754809 ◽

1999 ◽

Vol 44 (4) ◽

pp. 714-728 ◽

Author(s):

K. Reif ◽

S. Gunther ◽

E. Yaz ◽

R. Unbehauen

Keyword(s):

Kalman Filter ◽

Extended Kalman Filter ◽

Discrete Time ◽

Stochastic Stability

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Convergence and H2-Property of the Discrete-Time Extended Kalman Filter Used as a Nonlinear Observer

SoutheastCon 2018 ◽

10.1109/secon.2018.8478896 ◽

2018 ◽

Author(s):

Jennifer L. Bonniwell ◽

Susan C. Schneider ◽

Edwin E. Yaz

Keyword(s):

Kalman Filter ◽

Extended Kalman Filter ◽

Discrete Time ◽

Nonlinear Observer

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Discrete Time Sensorless PMSM Control Using an Extended Kalman Filter for Electric Vehicle Traction Systems Fed by Multi Level Inverter

Artificial Intelligence and Renewables Towards an Energy Transition - Lecture Notes in Networks and Systems ◽

10.1007/978-3-030-63846-7_28 ◽

2020 ◽

pp. 281-293

Author(s):

A. Khemis R. ◽

T. Boutabba ◽

S. Drid

Keyword(s):

Kalman Filter ◽

Electric Vehicle ◽

Extended Kalman Filter ◽

Discrete Time ◽

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Stochastic Stability of the Extended Kalman Filter With Intermittent Observations

IEEE Transactions on Automatic Control ◽

10.1109/tac.2009.2037467 ◽

2010 ◽

Vol 55 (2) ◽

pp. 514-518 ◽

Author(s):

S. Kluge ◽

K. Reif ◽

M. Brokate

Keyword(s):

Kalman Filter ◽

Extended Kalman Filter ◽

Stochastic Stability

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An adaptive three-stage extended Kalman filter for nonlinear discrete-time system in presence of unknown inputs

ISA Transactions ◽

10.1016/j.isatra.2018.02.007 ◽

2018 ◽

Vol 75 ◽

pp. 101-117 ◽

Author(s):

Mengli Xiao ◽

Yongbo Zhang ◽

Zhihua Wang ◽

Huimin Fu

Keyword(s):

Kalman Filter ◽

Extended Kalman Filter ◽

Discrete Time ◽

Discrete Time System ◽

Time System ◽

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Discrete‐time invariant extended Kalman filter on matrix Lie groups

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.4984 ◽

2020 ◽

Vol 30 (12) ◽

pp. 4449-4462

Author(s):

Karmvir Singh Phogat ◽

Dong Eui Chang

Keyword(s):

Kalman Filter ◽

Extended Kalman Filter ◽

Discrete Time ◽

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Mathematical Modeling of INS/GPS Based Navigation System Using Discrete Time Extended Kalman Filter Schemes for Flapping Micro Air Vehicle

International Journal of Micro Air Vehicles ◽

10.1260/1756-8293.3.1.25 ◽

2011 ◽

Vol 3 (1) ◽

pp. 25-33 ◽

Author(s):

Sadia Riaz

Keyword(s):

Mathematical Modeling ◽

Kalman Filter ◽

Extended Kalman Filter ◽

Discrete Time ◽

Navigation System ◽

Micro Air Vehicle ◽

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Robust extended Kalman filter of discrete-time Markovian jump nonlinear system under uncertain noise

Journal of Mechanical Science and Technology ◽

10.1007/s12206-007-1048-z ◽

2008 ◽

Vol 22 (6) ◽

pp. 1132-1139 ◽

Author(s):

Jin Zhu ◽

Junhong Park ◽

Kwan-Soo Lee ◽

Maksym Spiryagin

Keyword(s):

Kalman Filter ◽

Nonlinear System ◽

Extended Kalman Filter ◽

Discrete Time ◽

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Stochastic stability of modified extended Kalman filter over fading channels with transmission failure and signal fluctuation

Signal Processing ◽

10.1016/j.sigpro.2017.03.027 ◽

2017 ◽

Vol 138 ◽

pp. 220-232 ◽

Author(s):

Xiangdong Liu ◽

Luyu Li ◽

Zhen Li ◽

Herbert H.C. Iu ◽

Tyrone Fernando

Keyword(s):

Kalman Filter ◽

Fading Channels ◽

Extended Kalman Filter ◽

Stochastic Stability ◽

Transmission Failure ◽

Signal Fluctuation

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Identification of unknown parameters in linear discrete-time systems by a modified extended Kalman filter

International Journal of Systems Science ◽

10.1080/00207728008966999 ◽

1980 ◽

Vol 11 (1) ◽

pp. 97-105 ◽

Author(s):

T. YOSHIMURA ◽

K. KONISHI ◽

R. KIYOZUMI ◽

T. SOEDA

Keyword(s):

Kalman Filter ◽

Extended Kalman Filter ◽

Discrete Time ◽

Unknown Parameters ◽

Discrete Time Systems ◽

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SYNCHRONIZATION THROUGH FILTERING

International Journal of Bifurcation and Chaos ◽

10.1142/s0218127400000530 ◽

2000 ◽

Vol 10 (04) ◽

pp. 763-775 ◽

Author(s):

C. CRUZ ◽

H. NIJMEIJER

Keyword(s):

Kalman Filter ◽

Extended Kalman Filter ◽

Discrete Time ◽

Kalman Filtering ◽

Private Communication ◽

Extended Kalman Filtering ◽

Extensive Simulation ◽

Synchronization Problem

We study the synchronization problem in discrete-time via an extended Kalman filter (EKF). That is, synchronization is obtained of transmitter and receiver dynamics in case the receiver is given via an EKF that is driven by a noisy drive signal from a noisy transmitter dynamics. The convergence of the filter dynamics towards the transmitter dynamics is rigorously shown using recent results in extended Kalman filtering. Two extensive simulation examples show that the filter is indeed suitable for synchronization of (noisy) chaotic transmitter dynamics. An application to private communication is also given.

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