• DocumentCode
    1324974
  • Title

    Stochastic stability of the continuous-time extended Kalman filter

  • Author

    Reif, K. ; Günther, S. ; Yaz, E. ; Unbehauen, R.

  • Author_Institution
    BMW AG, Munich, Germany
  • Volume
    147
  • Issue
    1
  • fYear
    2000
  • fDate
    1/1/2000 12:00:00 AM
  • Firstpage
    45
  • Lastpage
    52
  • Abstract
    The error behaviour of the extended Kalman filter is analysed. It is proved that the estimation error remains bounded if the system satisfies a detectability condition and both the initial estimation error and the disturbing noise terms are small enough. Moreover, some selected cases with both bounded and unbounded estimation error are demonstrated by numerical simulations
  • Keywords
    nonlinear filters; bounded error; continuous-time extended Kalman filter; detectability condition; disturbing noise; estimation error; stochastic stability; unbounded error;
  • fLanguage
    English
  • Journal_Title
    Control Theory and Applications, IEE Proceedings -
  • Publisher
    iet
  • ISSN
    1350-2379
  • Type

    jour

  • DOI
    10.1049/ip-cta:20000125
  • Filename
    838049
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1324974