DocumentCode
706362
Title
Error boundedness for the CGEKF with exponential data weighting
Author
Gunther, Stefan ; Reif, Konrad ; Unbehauen, Rolf
Author_Institution
Lehrstuhl fur Allgemeine und Theor. Elektrotechnik, Univ. Erlangen-Nurnberg, Erlangen, Germany
fYear
1999
fDate
Aug. 31 1999-Sept. 3 1999
Firstpage
226
Lastpage
231
Abstract
This paper is on the constant gain extended Kalman filter (CGEKF) with exponential data weighting as a state estimator for nonlinear stochastic systems. In particular we state that under certain conditions the estimation error is exponentially bounded in mean square and further uniformly stochastically bounded. These theoretical results are verified by numerical simulations, where we present some selected cases with bounded as well as unbounded estimation error and show the effect of the exponential data weighting constant.
Keywords
Kalman filters; nonlinear filters; nonlinear systems; stochastic systems; CGEKF; constant gain extended Kalman filter; error boundedness; exponential data weighting; mean square; nonlinear stochastic systems; state estimator; unbounded estimation error; Angular velocity; Differential equations; Estimation error; Noise; Numerical simulation; Stochastic processes; Stochastic systems; CGEKF; Nonlinear systems; exponential data weighting; state estimation; stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1999 European
Conference_Location
Karlsruhe
Print_ISBN
978-3-9524173-5-5
Type
conf
Filename
7099304
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