Stochastic stability of a modified unscented Kalman filter with stochastic nonlinearities and multiple fading measurements

Li Li*, Dongdong Yu, Yuanqing Xia, Hongjiu Yang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

30 Citations (Scopus)

Abstract

Stochastic stability of a modified unscented Kalman filter is investigated for a class of nonlinear systems with stochastic nonlinearities and multiple fading measurements. Note that the stochastic nonlinearities are represented by statistical means which indicate multiplicative stochastic disturbances. The fading probability of fading measurements is individual for each sensor. Convergence on the modified unscented Kalman filter is established if there exists a lower bound for the mean of fading probability. Sufficient conditions are obtained to ensure stochastic stability of the modified unscented Kalman filter. The effectiveness of the filtering algorithm is verified by an illustrative numerical example.

Original languageEnglish
Pages (from-to)650-667
Number of pages18
JournalJournal of the Franklin Institute
Volume354
Issue number2
DOIs
Publication statusPublished - 1 Jan 2017

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