Browsing by Author "Xu, Jiahe"
Now showing items 1-10 of 10
-
Cholesky-based reduced-rank square-root ensemble Kalman filtering
Zhou, Yucheng; Xu, Jiahe; Jing, Yuanwei; Dimirovski, Georgi M. (IEEE, 2010)The reduced-order ensemble Kalman filter (EnKF) is introduced to the problem of state estimation for nonlinear large-scale systems. The filter reduction based on both the singular value decomposition (SVD) and the Cholesky ... -
Discrete-time unscented Kalman filter: Comprehensive study of stochastic stability
Dimirovski, Georgi M.; Ying, Juanwei; Xu, Jiahe (Haifa, 2012-10)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 ... -
Extended target tracking using an IMM based nonlinear Kalman filters
Zhou, Yucheng; Xu, Jiahe; Jing, Yuanwei; Dimirovski, Georgi M. (IEEE, 2010)The unscented Kalman filter (UKF) and ensemble Kalman filter (EnKF) are developed to extended target tracking problem for high resolution sensors. The nonlinear Kalman filters are based on an ellipsoidal model, which is ... -
Optimal nonlinear estimation for aircraft flight control in wind shear
Jing, Yuanwei; Xu, Jiahe; Dimirovski, Georgi M.; Zhou, Yucheng (IEEE, 2009-06)The continue-time unscented Kalman filter (UKF) is developed to estimate the state of a jet transport aircraft. The UKF is based on the nonlinear longitudinal aircraft equations of motion, and it is designed to provide ... -
Stochastic stability of the continuous-time unscented Kalman filter
Xu, Jiahe; Wang, Shi; Dimirovski, Georgi M.; Jing, Yuanwei (IEEE, 2008)The performance of the modified unscented Kalman-Bucy filter (UKBF) for the nonlinear stochastic continuous-time system is investigated. The error behavior of the UKBF is analyzed. It is proved that the estimation error ... -
Two-stage unscented Kalman filter for nonlinear systems in the presence of unknown random bias
Xu, Jiahe; Jing, Yuanwei; Dimirovski, Georgi M.; Ban, Ying; Jing, Yuanwei (IEEE, 2008)The two-stage Unscented Kalman Filter (TUKF) is proposed to consider the nonlinear system in the presence of unknown random bias in a number of practical situations. The adaptive fading UKF is designed by using the forgetting ... -
UKF based nonlinear filtering for parameter estimation in Linear Systems with correlated noise
Xu, Jiahe; Kolemisevska-Gugulovska, Tatjana D.; Zheng, Xiuping; Jing, Yuanwei; Dimirovski, Georgi M. (Elsevier, 2008-07)Based on the Unscented Kalman Filter (UKF), the nonlinear filter is presented for parameter estimation in linear system with correlated noise where the unknown parameters are estimated as a part of an enlarged state vector. ... -
UKF design and stability for nonlinear stochastic systems with correlated noises
Xu, Jiahe; Dimirovski, Georgi M.; Jing, Yuanwei; Shen, Chao (IEEE, 2007-12)Based on the standard unscented Kalman filter (UKF), the modified UKF is presented for nonlinear stochastic systems with correlated noises. The modified UKF consists of the prediction equations and the measurement equations, ... -
The unscented kalman filtering in extended noise environments
Zhou, Yucheng; Xu, Jiahe; Jing, Yuanwei; Dimirovski, Georgi M. (IEEE, 2009)This paper introduces an extended environment for the unscented Kalman filtering that considers also the presence of additive noise on input observations in order to solve the problem of optimal estimation of noise-corrupted ... -
Unscented Kalman-Bucy filtering for nonlinear continuous-time systems with multiple delayed measurements
Zhou, Yucheng; Xu, Jiahe; Jing, Yuanwei; Dimirovski, Georgi M. (IEEE, 2010)The unscented Kalman-Bucy filter (UKBF) is developed to nonlinear continuous-time systems with multiple delayed measurements. An explicit and simpler solution to the unscented Kalman-Bucy filtering problem is presented for ...
