New results on stochastic stability of discrete-time Unscented Kalman Filter

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dc.authoridTR142348en_US
dc.contributor.authorDimirovski, Georgi M.
dc.date.accessioned2017-01-04T06:28:00Z
dc.date.available2017-01-04T06:28:00Z
dc.date.issued2012-07
dc.departmentDoğuş Üniversitesi, Mühendislik Fakültesi, Bilgisayar Mühendisliği Bölümüen_US
dc.descriptionDimirovski, Georgi M. (Dogus Author) -- Conference full text: Proceedings of the 2012 7th IEEE Conference on Industrial Electronics and Applications (ICIEA): 18-20 July 2012, Singapore.en_US
dc.description.abstractPerformance of the Unscented Kalman Filter, UKF, for nonlinear stochastic discrete-time systems is investigated. It is proved that under certain conditions, the estimation error of the UKF remains bounded. Furthermore, it is shown that the design of noise covariance matrix plays an important role in improving the stability of the UKF algorithm. It is further shown the estimation error remains bounded the nonlinear observability rank condition is satisfied. These results are verified by numerical simulations for a relevant illustrative example.en_US
dc.description.sponsorshipDoğuş Üniversitesi, Ministry for Education & Science of R. Macedoniaen_US
dc.identifier.citationDimirovski, G. M. (2012). New results on stochastic stability of discrete-time Unscented Kalman Filter. In 7th IEEE Conference on Industrial Electronics and Applications (ICIEA) (pp. 1543-1548). Piscataway, NJ: IEEE. https://dx.doi.org/10.1109/ICIEA.2012.6360969en_US
dc.identifier.doi10.1109/ICIEA.2012.6360969
dc.identifier.endpage1548en_US
dc.identifier.isbn9781457721199
dc.identifier.isbn9781457721175
dc.identifier.isbn9781457721182
dc.identifier.other13149682 (INSPEC)
dc.identifier.scopus2-s2.0-84871697474en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage1543en_US
dc.identifier.urihttps://dx.doi.org/10.1109/ICIEA.2012.6360969
dc.identifier.urihttps://hdl.handle.net/11376/2901
dc.indekslendigikaynakScopusen_US
dc.institutionauthorDimirovski, Georgi M.
dc.language.isoenen_US
dc.publisherIEEEen_US
dc.relation.ispartof7th IEEE Conference on Industrial Electronics and Applications (ICIEA)en_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectDiscrete-time Filtersen_US
dc.subjectKalman Filteringen_US
dc.subjectNonlinear Stochastic Systemsen_US
dc.subjectStochastic Stabilityen_US
dc.subjectUnscented Kalman Filtersen_US
dc.titleNew results on stochastic stability of discrete-time Unscented Kalman Filteren_US
dc.typeConference Objecten_US

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