Stochastic stability of the discrete-time constrained extended Kalman filter

Levent ÖZBEK; Esin KÖKSAL BABACAN; Murat EFE

Makale detayları

Stochastic stability of the discrete-time constrained extended Kalman filter

Yazarlar:

Levent ÖZBEK | Esin KÖKSAL BABACAN | Murat EFE

Yayıncı:

TUBITAK

Dergi:

Turkish Journal of Electrical Engineering and Computer Science 2010 Vol.18 Issue 2, pp.211-223

Belge Tipi:

Makale

Yayın Tarihi:

1/2010

Belge Dili:

Türkçe

Document ID (Org No.):

2000743952

Sıklık:

İki Aylık

eISSN:

1303-6203

pISSN:

1300-0632

Özet:

 

In this paper, stability of the projection-based constrained  discrete-time extended Kalman filter (EKF) as applied to nonlinear  systems in a stochastic framework has been studied.  It has been shown  that like the unconstrained EKF, the estimation error of the EKF with  known constraints on the states remains bounded when the initial error  and noise terms are small, and the solution of the Riccati difference  equation remains positive definite and bounded.  Stability results are  verified and performance of the constrained EKF is demonstrated  through simulations on a nonlinear engineering example.

 

In this paper, stability of the projection-based constrained  discrete-time extended Kalman filter (EKF) as applied to nonlinear  systems in a stochastic framework has been studied.  It has been shown  that like the unconstrained EKF, the estimation error of the EKF with  known constraints on the states remains bounded when the initial error  and noise terms are small, and the solution of the Riccati difference  equation remains positive definite and bounded.  Stability results are  verified and performance of the constrained EKF is demonstrated  through simulations on a nonlinear engineering example.

Makale detayları

Stochastic stability of the discrete-time constrained extended Kalman filter

Yazarlar: Levent ÖZBEK | Esin KÖKSAL BABACAN | Murat EFE

Yayıncı: TUBITAK

Dergi: Turkish Journal of Electrical Engineering and Computer Science 2010 Vol.18 Issue 2, pp.211-223

Belge Tipi: Makale

Yayın Tarihi: 1/2010

Belge Dili: Türkçe

Document ID (Org No.): 2000743952

Sıklık: İki Aylık

eISSN: 1303-6203

pISSN: 1300-0632

Sayı

Yazarlar:

Levent ÖZBEK | Esin KÖKSAL BABACAN | Murat EFE

Yayıncı:

TUBITAK

Dergi:

Turkish Journal of Electrical Engineering and Computer Science 2010 Vol.18 Issue 2, pp.211-223

Belge Tipi:

Makale

Yayın Tarihi:

1/2010

Belge Dili:

Türkçe

Document ID (Org No.):

2000743952

Sıklık:

İki Aylık

eISSN:

1303-6203

pISSN:

1300-0632