Stability analysis of Extended, Cubature and Unscented Kalman Filters for estimating stiff continuous–discrete stochastic systems

GY Kulikov, MV Kulikova - Automatica, 2018 - Elsevier
… stiffness and stability properties of Extended Cubature and Unscented Kalman Filters applied
… Our focus is to understand how the stiffness of MDEs influences performance of the filters. …

Stochastic stability and performance analysis of cubature Kalman filter

B Xu, P Zhang, H Wen, X Wu - Neurocomputing, 2016 - Elsevier
… analyzes stochastic stability and performance of discrete-time Cubature Kalman Filtering (…
Above all, stochastic stability analysis and performance have been conducted in case of EKF …

Calibrating parameters of power system stability models using advanced ensemble Kalman filter

R Huang, R Diao, Y Li… - … on Power Systems, 2017 - ieeexplore.ieee.org
… His research interests include stability analysis of electric power systems, emergency control,
FACTS devices, wind power generation, and application of artificial intelligence to power …

The stability analysis of the adaptive three-stage Kalman filter

Q Xiao, H Fu, Z Wang, Y Zhang, Y Wu - Signal Processing, 2016 - Elsevier
… The AThSKF is proposed, however, the detailed stability analysis of the AThSKF is the
main work in this paper. So the recursive process using three-stage U–V transformation and …

The invariant extended Kalman filter as a stable observer

A Barrau, S Bonnabel - IEEE Transactions on Automatic …, 2016 - ieeexplore.ieee.org
… This does not weaken the results, but however comes at the price of making the stability
analysis a little more complicated. Associated “Noisy” System: To tune the IEKF (16), (17) or (23)…

Stability analysis of covariance intersection-based Kalman consensus filtering for time-varying systems

G Wei, W Li, D Ding, Y Liu - IEEE Transactions on Systems …, 2018 - ieeexplore.ieee.org
… and observable, and the stability analysis of the distributed CI … -based interacting Kalman
filter is stochastically bounded … stability analysis of consensus on Kullback–Leibler average …

Kalman filtering over Gilbert–Elliott channels: Stability conditions and critical curve

J Wu, G Shi, BDO Anderson… - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
… Tremendous research has been devoted to stability analysis of Kalman filtering or the
closed… the stability of Kalman filtering with Markovian packet losses. To aid the analysis, they …

Stability of consensus extended Kalman filter for distributed state estimation

G Battistelli, L Chisci - Automatica, 2016 - Elsevier
… algorithms which relies on the extended Kalman filter linearization paradigm. Consensus is
… family of distributed Extended Kalman Filters enjoys local stability properties, under minimal …

Stochastic stability condition for the extended Kalman filter with intermittent observations

X Liu, L Li, Z Li, T Fernando… - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
… brief addresses the stochastic stability problem of the extended Kalman filter by means of
analyzing the prediction error covariance matrix (PECM) and the estimation error performance …

Performance analysis of local ensemble Kalman filter

XT Tong - Journal of Nonlinear Science, 2018 - Springer
… By sampling the forecast uncertainty with a small ensemble, and then employing Kalman
filter procedures to the empirical … Here we provide a stability analysis in a simple setting. …