Protocol-based unscented Kalman filtering in the presence of stochastic uncertainties

S Liu, Z Wang, Y Chen, G Wei - IEEE Transactions on …, 2019 - ieeexplore.ieee.org
In this paper, the unscented Kalman filtering (UKF) problem is investigated for a class of
general nonlinear systems with stochastic uncertainties under communication protocols. A …

Performance evaluation of UKF-based nonlinear filtering

K Xiong, HY Zhang, CW Chan - Automatica, 2006 - Elsevier
The performance of the modified unscented Kalman filter (UKF) for nonlinear stochastic
discrete-time system with linear measurement equation is investigated. It is proved that …

Distributed finite-horizon extended Kalman filtering for uncertain nonlinear systems

P Duan, Z Duan, Y Lv, G Chen - IEEE Transactions on …, 2019 - ieeexplore.ieee.org
In this paper, the state estimation problem is investigated for a class of discrete nonlinear
systems via sensor networks. A novel robust distributed extended Kalman filter, which can …

Windowing and random weighting‐based adaptive unscented Kalman filter

S Gao, G Hu, Y Zhong - … Journal of Adaptive Control and Signal …, 2015 - Wiley Online Library
The conventional unscented Kalman filter (UKF) requires prior knowledge on system noise
statistics. If the statistical characteristics of system noise are not known exactly, the filtering …

A novel adaptive unscented Kalman filter for nonlinear estimation

Z Jiang, Q Song, Y He, J Han - 2007 46th IEEE Conference on …, 2007 - ieeexplore.ieee.org
The normal unscented Kalman filter (UKF) suffers from performance degradation and even
divergence while mismatch between the noise distribution assumed to be known as a priori …

Robust unscented Kalman filter with adaptation of process and measurement noise covariances

W Li, S Sun, Y Jia, J Du - Digital Signal Processing, 2016 - Elsevier
Unscented Kalman filter (UKF) has been extensively used for state estimation of nonlinear
stochastic systems, which suffers from performance degradation and even divergence when …

Maximum correntropy Kalman filter

B Chen, X Liu, H Zhao, JC Principe - Automatica, 2017 - Elsevier
Traditional Kalman filter (KF) is derived under the well-known minimum mean square error
(MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals …

A systematization of the unscented Kalman filter theory

HMT Menegaz, JY Ishihara, GA Borges… - IEEE Transactions on …, 2015 - ieeexplore.ieee.org
In this paper, we propose a systematization of the (discrete-time) Unscented Kalman Filter
(UKF) theory. We gather all available UKF variants in the literature, present corrections to …

Interacting multiple model estimation-based adaptive robust unscented Kalman filter

B Gao, S Gao, Y Zhong, G Hu, C Gu - International Journal of Control …, 2017 - Springer
The unscented Kalman filter (UKF) is a promising approach for the state estimation of
nonlinear dynamic systems due to its simple calculation process and superior performance …

Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements

J Hu, Z Wang, H Gao, LK Stergioulas - Automatica, 2012 - Elsevier
In this paper, the extended Kalman filtering problem is investigated for a class of nonlinear
systems with multiple missing measurements over a finite horizon. Both deterministic and …