DocumentCode
20056
Title
Analysis of the Characteristic of the Kalman Gain for 1-D Chaotic Maps in Cubature Kalman Filter
Author
Shiyuan Wang ; Jiuchao Feng ; Tse, Chi K.
Author_Institution
Sch. of Electron. & Inf. Eng., Southwest Univ., Chongqing, China
Volume
20
Issue
3
fYear
2013
fDate
Mar-13
Firstpage
229
Lastpage
232
Abstract
The characteristic of Kalman gain in a cubature Kalman filter for filtering 1-D chaotic signals is investigated. It is shown theoretically that the Kalman gain converges to zero for the case of periodic nonlinear systems, and it either approaches the Cramér-Rao lower bound or oscillates aperiodically for the case of chaotic nonlinear systems. Results from analysis of the Kalman gain are verified by simulations of some representative nonlinear systems.
Keywords
Kalman filters; filtering theory; nonlinear filters; 1D chaotic signal map; Cramér-Rao lower bound; Kalman gain characteristic; chaotic nonlinear system; cubature Kalman filter; periodic nonlinear system; Approximation methods; Chaos; Educational institutions; Electronic mail; Kalman filters; Nonlinear dynamical systems; Cramér–Rao lower bound; Kalman gain; Lyapunov exponent; cubature Kalman filter;
fLanguage
English
Journal_Title
Signal Processing Letters, IEEE
Publisher
ieee
ISSN
1070-9908
Type
jour
DOI
10.1109/LSP.2013.2241424
Filename
6415995
Link To Document