Search

Your search keyword '"Fan, Hongjuan"' showing total 12 results
Start Over Author "Fan, Hongjuan"
12 results on '"Fan, Hongjuan"'

11. An aperiodic phenomenon of the unscented Kalman filter in filtering noisy chaotic signals.

Author

Fan Hongjuan, Feng Jiuchao, Xie Shengli, and Wang Shiyuan

Subjects
*APERIODICITY, *KALMAN filtering, *NOISE measurement, *SIGNALS & signaling, *NONLINEAR systems, *SYSTEMS theory, *STOCHASTIC processes, *CONTROL theory (Engineering)
Abstract

A non-periodic oscillatory behavior of the unscented Kalman filter (UKF) when used to filter noisy contaminated chaotic signals is reported. We show both theoretically and experimentally that the gain of the UKF may not converge or diverge but oscillate aperiodically. More precisely, when a nonlinear system is periodic, 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. [ABSTRACT FROM AUTHOR]

Published
2007

Catalog

Books, media, physical & digital resources
See catalog results