RESEARCH ARTICLE
Stochastic stability of decentralized Kalman filter for nonlinear systems
Vinod Kumar Saini,
Arnab Maity,
Corresponding Author
Vinod Kumar Saini
Department of Aerospace Engineering, Indian Institute of Technology Bombay, Mumbai, Maharashtra, India
Correspondence Vinod Kumar Saini, Department of Aerospace Engineering, Indian Institute of Technology Bombay, Mumbai, 400076 Maharashtra, India.
Email: [email protected]
Search for more papers by this authorArnab Maity
Department of Aerospace Engineering, Indian Institute of Technology Bombay, Mumbai, Maharashtra, India
Search for more papers by this authorVinod Kumar Saini,
Arnab Maity,
Corresponding Author
Vinod Kumar Saini
Department of Aerospace Engineering, Indian Institute of Technology Bombay, Mumbai, Maharashtra, India
Correspondence Vinod Kumar Saini, Department of Aerospace Engineering, Indian Institute of Technology Bombay, Mumbai, 400076 Maharashtra, India.
Email: [email protected]
Search for more papers by this authorArnab Maity
Department of Aerospace Engineering, Indian Institute of Technology Bombay, Mumbai, Maharashtra, India
Search for more papers by this authorSummary
In this paper, stochastic stability of a decentralized Kalman filter (DKF) for nonlinear systems and a bound on the sum of square of predicted estimation error are examined of a single node. A Lyapunov analysis approach is used to show that the predicted estimation error of the nonlinear DKF is stochastically stable and exponentially bounded in mean square, if the system is observable, controllable and the initial estimation error is bounded. Moreover, it is validated by the numerical simulations. The numerical results show that the sum of square of the predicted estimation error is bounded above.
Open Research
DATA AVAILABILITY STATEMENT
The data that support the findings of this study are available from the corresponding author upon reasonable request.
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