Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
In 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.
Słowa kluczowe
Kategorie tematyczne
Wydawca
Czasopismo
Rocznik
Tom
Numer
Strony
934-945
Opis fizyczny
Daty
wydano
2016-01-01
online
2016-11-17
Twórcy
autor
- Statistics Department, Arts & Science Faculty, Kırıkkale University, 71450 Kırıkkale,, cbicer@kku.edu.tr
autor
- Department of Statistics, Faculty of Science, Ankara University, 06100, Tandoğan, Ankara,, ozbek@science.ankara.edu.tr
autor
- Computer Engineering Department, Engineering Faculty, Kırıkkale University, Yahşhan, 71450 Kırıkkale,, hasan_erbay@yahoo.com
Bibliografia
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.doi-10_1515_math-2016-0083