… 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 …

… To solve this problem, a new adaptive fading filter using a … stability of the adaptive fading
extended Kalman filter (AFEKF), which is a nonlinear filter form of the adaptive fading filter…

… study analyses the estimation error behaviour of the discrete-time cubature Kalman filter (…
filter stability against large estimation error. A modified-CKF is then proposed to improve the …

… linear Kalman filter. Thus first we derive an optimal property from the linear Kalman filter and
… One of the important properties of the optimal linear Kalman filter is that the innovation is a …

… 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. …

… to implementing the parallel Kalman filter. The parallel Kalman filter is computationally
intensive and hence complex due to the inherent matrix operations. Often, the filter cannot be com…

… Hopefully, this paper will contribute to popularise issues related to Kalman filter stability, in …
stability of the Kalman filter, it is omitted in this paper in order to focus on the stability analysis. …

… units, used for power stability analysis, should be identified on the field data for reliable
analysis in planning and operation of power supply systems. We apply Kalman filter technique in …

… Later, we will present stability analysis of an approximation of the Kalman-Consensus filter
that … Matrix M+ in part (ii) appears in stability analysis of the discrete-time Kalman filter. Given …

… stability results of the linear Kalman filter and the existing stability results for some non-linear
filters. … the stability analysis of the linear Kalman filter can be done with classical Lyapunov …