Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements

Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements

In this paper, the extended Kalman filtering problem is investigated for a class of nonlinear systems with multiple missing measurements over a finite horizon. Both deterministic and stochastic nonlinearities are included in the system model, where the stochastic nonlinearities are described by statistical means that could reflect the multiplicative stochastic disturbances. The phenomenon of me...

Robust filtering with stochastic nonlinearities and multiple missing measurements

This paper is concerned with the filtering problem for a class of discrete-time uncertain stochastic nonlinear time-delay systems with both the probabilistic missing measurements and external stochastic disturbances. The measurement missing phenomenon is assumed to occur in a random way, and the missing probability for each sensor is governed by an individual random variable satisfying a certai...

Kalman filtering with faded measurements

This paper considers a sensor network where single or multiple sensors amplify and forward their measurements of a common linear dynamical system (analog uncoded transmission) to a remote fusion center via noisy fading wireless channels. We show that the expected error covariance (with respect to the fading process) of the time-varying Kalman filter is bounded and converges to a steady state va...

Extended Kalman Filtering by

Synchronization through Extended Kalman Filtering

We study the synchronization problem in discrete-time via an extended Kalman filter (EKF). That is, synchronization is obtained of transmitter and receiver dynamics in case the receiver is given via an extended Kalman filter that is driven by a noisy drive signal from the transmitter. Extensive computer simulations show that the filter is indeed suitable for synchronization of (noisy) chaotic t...