DocumentCode
3123927
Title
Asymptotic Properties of Extended Kalman Filters for a Class of Nonlinear Systems
Author
Ahrens, Jeffrey H. ; Khalil, Hassan K.
Author_Institution
Department of Electrical and Computer Engineering, Michigan State University, East Lansing, Mi 48823, Email: ahrensj1@egr.msu.edu
fYear
2005
fDate
12-15 Dec. 2005
Firstpage
6152
Lastpage
6157
Abstract
We study the closed-loop behavior of the ex-tended Kalman filter for a class of deterministic nonlinear systems that are transformable to the special normal form with linear internal dynamics. We argue that the closed-loop system is asymptotically stable and the estimation error exponentially converges to zero. We compare the performance of the extended Kalman filter to a high-gain observer through the use of numerical examples.
Keywords
Control systems; Convergence; Estimation error; Feedback; Nonlinear control systems; Nonlinear dynamical systems; Nonlinear systems; Observers; Process control; Riccati equations;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN
0-7803-9567-0
Type
conf
DOI
10.1109/CDC.2005.1583146
Filename
1583146
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