Modified EKF-based nonlinear filtering over wireless channels with transmission failure and fading

This paper addresses the stochastic stability problem of a modified extended Kalman filter (MEKF), targeted at the state estimation of the nonlinear system through wireless channel, where both transmission failure and channel fading are practically under consideration. For a class of nonlinear systems whose observation's Jacobi Matrix is always invertible, the sufficient conditions of the error covariance matrices are accordingly established. Moreover, the conditions for the stochastic stability of the estimation error are also derived, which is tighter than the conditions of boundedness of the error covariance. Furthermore, a numerical example is given to demonstrate the feasibility of the proposed method.