Title :
Remarks on "Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems"
Author :
Westerlund, T. ; Tysso, A.
Author_Institution :
Abo Akademi, Abo, Finland
fDate :
10/1/1980 12:00:00 AM
Abstract :
Some remarks are made on a paper dealing with convergence analysis of the extended Kalman filter as a parameter estimator for linear systems. In particular, some interesting differences in the convergence properties of a predictive and a filtering procedure are illustrated.
Keywords :
Kalman filtering; Linear systems, stochastic discrete-time; Parameter estimation; Chemical engineering; Chemical technology; Convergence; Covariance matrix; Cybernetics; Differential equations; Filtering; Kalman filters; Linear systems; Parameter estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102451
