Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/740
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Electronic and Information Engineering | - |
dc.creator | Feng, J | - |
dc.creator | Fan, H | - |
dc.creator | Tse, CKM | - |
dc.date.accessioned | 2014-12-11T08:25:51Z | - |
dc.date.available | 2014-12-11T08:25:51Z | - |
dc.identifier.isbn | 1424409217 | - |
dc.identifier.uri | http://hdl.handle.net/10397/740 | - |
dc.language.iso | en | en_US |
dc.publisher | IEEE | en_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.rights | This 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.subject | Chaotic systems | en_US |
dc.subject | Computational efficiency | en_US |
dc.subject | Convergence of numerical methods | en_US |
dc.subject | Gain measurement | en_US |
dc.subject | Nonlinear systems | en_US |
dc.subject | Spurious signal noise | en_US |
dc.title | Convergence analysis of the unscented Kalman filter for filtering noisy chaotic signals | en_US |
dc.type | Conference Paper | en_US |
dc.description.otherinformation | Author name used in this publication: Chi K. Tse | en_US |
dc.description.otherinformation | Refereed conference paper | en_US |
dcterms.abstract | The 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.accessRights | open access | en_US |
dcterms.bibliographicCitation | ISCAS 2007 : 2007 IEEE International Symposium on Circuits and Systems : New Orleans, Louisiana, May 27-30, 2007, proceedings, p. 1681-1684 | - |
dcterms.issued | 2007 | - |
dc.identifier.scopus | 2-s2.0-34548831704 | - |
dc.identifier.rosgroupid | r31588 | - |
dc.description.ros | 2006-2007 > Academic research: refereed > Refereed conference paper | - |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | OA_IR/PIRA | en_US |
dc.description.pubStatus | Published | en_US |
Appears in Collections: | Conference Paper |
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noisy-chaotic_07.pdf | 463.58 kB | Adobe PDF | View/Open |
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