This paper proposes a new adaptive extended Kalman filter (AEKF) for a class of nonlinear systems perturbed by noise which is not necessarily additive. The proposed filter is adaptive …
I Hashlamon, K Erbatur - Turkish Journal of Electrical …, 2016 - journals.tubitak.gov.tr
The Kalman filter (KF) is used extensively for state estimation. Among its requirements are the process and observation noise covariances, which are unknown or partially known in …
T Karvonen - Master's thesis, University of Helsinki, 2014 - tskarvone.github.io
The optimal linear Kalman filters (Kalman, 1960b) and their approximative non-linear extensions (non-linear Kalman filters) for state estimation of stochastic dynamic systems …
This article develops a comprehensive framework for stability analysis of a broad class of commonly used continuous-and discrete-time filters for stochastic dynamic systems with …
G Li, ZH Zhu - Nonlinear Dynamics, 2021 - Springer
This paper studies the control of the geometric profile of a librating electrodynamic tether by model predictive control using the induced electric current in tether only. First, a high-fidelity …
P Qian, T Shang, Y Gao, G Ding - Photonic Network Communications, 2021 - Springer
Because of multiple advantages such as high bandwidth, high security, and flexible networking, the free space optical communication (FSO) has attracted more and more …
RA Ricco, BOS Teixeira - International Journal of Systems Science, 2022 - Taylor & Francis
If a dynamic system has active constraints on the state vector and they are known, then taking them into account during modeling is often advantageous. Unfortunately, in the …
T Liu, J Kuang, X Niu - IEEE Transactions on Vehicular …, 2023 - ieeexplore.ieee.org
The distance constraint can enhance the state estimation performance of a multi-sensor positioning system. However, the existing methods encounter problems such as low state …
H Chen, X Cheng, C Dai, F Liu - Signal Processing, 2015 - Elsevier
In this paper, the authors analyze the stochastic stability of the H∞ Sparse-grid Quadrature Kalman Filtering (H∞-SGQKF) used in nonlinear stochastic discrete-time systems with …