Author's reply to “Comments on ‘Performance evaluation of UKF-based nonlinear filtering”’ |
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| Authors: | K Xiong HY Zhang |
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| Affiliation: | a School of Automation Science and Electrical Engineering, Beihang University, Beijing 100083, China
b Department of Mechanical Engineering, The University of Hong Kong, Hong Kong, China |
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| Abstract: | It is stated in the above-mentioned comment that the main result of the paper Xiong, Zhang, et al. (2006). Performance evaluation of UKF-based nonlinear filtering. Automatica 42(2), 261-270] can be extended to a class of filters, such as the extended Kalman filter (EKF). As we show here, this belief can be justified in a rigorous way, even for the nonlinear stochastic system with a nonlinear measurement equation. |
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| Keywords: | Nonlinear stochastic system Unscented Kalman filter Extended Kalman filter Stability |
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