Fourier-Hermite series for stochastic stability analysis of non-linear Kalman filters

T Karvonen, S Särkkä - 2016 19th International Conference on …, 2016 - ieeexplore.ieee.org
… provide the necessary preliminaries for stability analysis and introduce our notation and
terminology of non-linear Kalman filters. Sections V and VI include proofs of stability. A rigorous …

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 …

Stability analysis of the extended Kalman filter for Permanent Magnet Synchronous Motor Stability analysis of the extended Kalman filter for Permanent Magnet …

D Taibi, A Titaouine, F Benchabane… - Journal of Applied …, 2015 - hal.science
… The Kalman filter is an observer for linear and non-linear systems and is based on the …
covariance matrices Q and R on the stability of the Extended Kalman Filter. This last is used for the …

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)…

Analysis of the Kalman filter based estimation algorithm: an orthogonal decomposition approach

L Cao, HM Schwartz - Automatica, 2004 - Elsevier
… provide new analysis on some fundamental properties of the Kalman filter based parameter
… to ensure the stability of a recursive algorithm. The stability of the Kalman filter is generally …

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 …

Dynamic estimation of power system stability in different Kalman filter implementations

HH Goh, CW Tai, QS Chua, SW Lee… - Proceedings of the …, 2014 - ieeexplore.ieee.org
… The Kalman Filter addresses the general problem of trying to estimate the state of a … the
Kalman Filter is more appropriate for the applications in a linear system. Hence, a Kalman Filter

Robust stability of nonlinear model predictive control based on extended Kalman filter

R Huang, SC Patwardhan, LT Biegler - Journal of Process Control, 2012 - Elsevier
… Based on the assumption that all the states are measurable, stability analyses of the
closed-loop system with state-feedback nonlinear model predictive control (NMPC) have been …

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 …