Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor

dc.contributor.authorBicer, Cenker
dc.contributor.authorOzbek, Levent
dc.contributor.authorErbay, Hasan
dc.date.accessioned2020-06-25T18:16:03Z
dc.date.available2020-06-25T18:16:03Z
dc.date.issued2016
dc.departmentKırıkkale Üniversitesi
dc.descriptionErbay, Hasan/0000-0002-7555-541X
dc.description.abstractIn this paper, the stability of the adaptive fading extended Kalman filter with the matrix forgetting factor when applied to the state estimation problem with noise terms in the non-linear discrete-time stochastic systems has been analysed. The analysis is conducted in a similar manner to the standard extended Kalman filter's stability analysis based on stochastic framework. The theoretical results show that under certain conditions on the initial estimation error and the noise terms, the estimation error remains bounded and the state estimation is stable. The importance of the theoretical results and the contribution to estimation performance of the adaptation method are demonstrated interactively with the standard extended Kalman filter in the simulation part.en_US
dc.identifier.citationBiçer, C., Özbek, L. & Erbay, H. (2016). Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor. Open Mathematics, 14(1), 934-945.en_US
dc.identifier.doi10.1515/math-2016-0083
dc.identifier.endpage945en_US
dc.identifier.issn2391-5455
dc.identifier.scopus2-s2.0-84997386057
dc.identifier.scopusqualityQ1
dc.identifier.startpage934en_US
dc.identifier.urihttps://doi.org/10.1515/math-2016-0083
dc.identifier.urihttps://hdl.handle.net/20.500.12587/6403
dc.identifier.volume14en_US
dc.identifier.wosWOS:000393609100001
dc.identifier.wosqualityQ2
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoen
dc.publisherSciendoen_US
dc.relation.ispartofOpen Mathematics
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectKalman filteren_US
dc.subjectNon-linear systemsen_US
dc.subjectStabilityen_US
dc.subjectAdaptive filteringen_US
dc.titlePerformance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factoren_US
dc.typeArticle

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