Unscented Kalman Filter Applied to Noisy Synchronization of Rossler Chaotic System

摘要：

Extended Kalman Filter (EKF) has been widely used as an important tool in practical applications to estimate states of nonlinear systems. There are a number of deficiencies in EKF such as biased estimation, complexity in calculation and inefficacity in not being able to compute analytical derivatives affect its application in many fields. In this paper, Unscented Kalman Filter (UKF) is employed for estimation of the state variables of the chaotic dynamical system. The chaotic synchronization is implemented by the UKF in the presence of processing noise and measurement noise. The results of the simulation on the Rossler chaotic system by UKF and its comparison with EKF show that the UKF has more accuracy and efficiency than EKF.

关键词： Extended Kalman Filter Unscented Kalman Filler Chaos Synchronization Rossler

作者: Komeil Nosrati Asad Azemi Ali Shokouhi Rostami Naser Pariz

作者单位: Electrical Engineering Ferdowsi University Mashhad, Iran Electrical Engineering Penn State University Pennsylvania, USA

会议类型: 国际会议

会议名称: 2011 3rd International Conference on Advanced Computer Control(2011年IEEE第三届高端计算机控制国际会议 ICACC2011)

会议地点: 哈尔滨

会议语种:英文

页码: 378-383

在线出版日期: 2011-01-18（万方平台首次上网日期，不代表论文的发表时间）