Conditions for stability of the extended Kalman filter and their application to the frequency tracking problem (Q1904426): Difference between revisions
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Revision as of 23:30, 9 February 2024
scientific article
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| English | Conditions for stability of the extended Kalman filter and their application to the frequency tracking problem |
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Conditions for stability of the extended Kalman filter and their application to the frequency tracking problem (English)
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1 February 1996
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The paper studies the behaviour of the extended Kalman filter (EKF) for a discrete-time nonlinear system with both measurement and process noises. Sufficient conditions for the boundedness of the errors of the EKF are provided in terms of the size of the nonlinearities and of the noise processes. The results are applied to the design of an EKF observer for the frequency tracking problem.
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extended Kalman filter
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discrete-time
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nonlinear
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tracking
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