Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/740
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dc.contributorDepartment of Electronic and Information Engineering-
dc.creatorFeng, J-
dc.creatorFan, H-
dc.creatorTse, CKM-
dc.date.accessioned2014-12-11T08:25:51Z-
dc.date.available2014-12-11T08:25:51Z-
dc.identifier.isbn1424409217-
dc.identifier.urihttp://hdl.handle.net/10397/740-
dc.language.isoenen_US
dc.publisherIEEEen_US
dc.rights© 2007 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.en_US
dc.rightsThis material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holders.en_US
dc.subjectChaotic systemsen_US
dc.subjectComputational efficiencyen_US
dc.subjectConvergence of numerical methodsen_US
dc.subjectGain measurementen_US
dc.subjectNonlinear systemsen_US
dc.subjectSpurious signal noiseen_US
dc.titleConvergence analysis of the unscented Kalman filter for filtering noisy chaotic signalsen_US
dc.typeConference Paperen_US
dc.description.otherinformationAuthor name used in this publication: Chi K. Tseen_US
dc.description.otherinformationRefereed conference paperen_US
dcterms.abstractThe unscented Kalman filter (UKF) has recently been proposed for filtering noisy chaotic signals. Though computationally advantageous, the UKF has not been thoroughly analyzed in terms of its convergence property. In this paper, non-periodic oscillatory behavior of the UKF when used to filter chaotic signals is reported. We show both theoretically and experimentally that the gain of the UKF may oscillate aperiodically. More precisely, when applied to periodic signals generated from nonlinear systems, the Kalman gain and error covariance of the UKF converge to zero. However, when the system being considered is chaotic, the Kalman gain either converges to a fixed point with a magnitude larger than zero or oscillates aperiodically.-
dcterms.accessRightsopen accessen_US
dcterms.bibliographicCitationISCAS 2007 : 2007 IEEE International Symposium on Circuits and Systems : New Orleans, Louisiana, May 27-30, 2007, proceedings, p. 1681-1684-
dcterms.issued2007-
dc.identifier.scopus2-s2.0-34548831704-
dc.identifier.rosgroupidr31588-
dc.description.ros2006-2007 > Academic research: refereed > Refereed conference paper-
dc.description.oaVersion of Recorden_US
dc.identifier.FolderNumberOA_IR/PIRAen_US
dc.description.pubStatusPublisheden_US
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