2008
DOI: 10.1049/iet-cta:20070096
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Adaptive robust extended Kalman filter for nonlinear stochastic systems

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Cited by 100 publications
(71 citation statements)
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“…Therefore, adaptive Extended Kalman Filter is used for online estimation of covariance matrices but it is useful in some cases. Then, the Robust Extended Kalman Filter is used because it is easy to use and there should be no any complicated computation procedures [7]. Kandepu Van der Pol in which behavior and robustness are compared.…”
Section: Extended Kalman Filtermentioning
confidence: 99%
“…Therefore, adaptive Extended Kalman Filter is used for online estimation of covariance matrices but it is useful in some cases. Then, the Robust Extended Kalman Filter is used because it is easy to use and there should be no any complicated computation procedures [7]. Kandepu Van der Pol in which behavior and robustness are compared.…”
Section: Extended Kalman Filtermentioning
confidence: 99%
“…REKF is designed in such a way, that the relation between process/measurement noise and estimation error is less than the tuning parameter ξ described in Table I. Therefore, ξ states the relative weight given to reduce the variation of the estimation error due to process or measurement noise fluctuations and chosen in such a way, that the performance and robustness is balanced [3], [14]. When = 0 (no measurement noise), the error covariance becomes [3] …”
Section: A Design Of Robust Extended Kalman Filtermentioning
confidence: 99%
“…However, the error curves also fluctuate widely during the maneuver. On the other hand, it is specified in (Xiong et al, 2008) the AEKF is somewhat less accurate than the standard EKF when there are no disturbances in dynamic model, for the noise covariance matrix is reset to the estimated value t Q in every step of the filter, and t Q which may deviate from its true value due to the inaccuracy of the state estimate. In addition, to implement the adaptive EKF, many tuning parameters (such k, N and the elements in matrices A and B) have to be designed.…”
Section: Fig 3 Estimation Error Of the Rekfmentioning
confidence: 99%