Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems

DOI10.1109/9.566674zbMATH Open0876.93089OpenAlexW2132902886MaRDI QIDQ4339736FDOQ4339736

H. Rafaralahy, Mohamed Darouach, M. Boutayeb

Publication date: 16 June 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.566674

zbMATH Keywords

extended Kalman filterobserverdiscrete-time systemslinearizationasymptotic convergence

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)

Cited In (35)

• Discrete-time filtering for nonlinear polynomial systems over linear observations
• Decentralized robust adaptive backstepping control for a class of non-minimum phase nonlinear interconnected systems
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• A strong tracking extended Kalman observer for nonlinear discrete-time systems
• On hybrid consensus-based extended Kalman filtering with random link failures over sensor networks
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• On the stability and the concentration of extended Kalman-Bucy filters
• A derivative-free distributed filtering approach for sensorless control of nonlinear systems
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• A reduced-order observer for non-linear discrete-time systems
• On the convergence of the unscented Kalman filter
• Design of nonsmooth Kalman filter for compound sandwich systems with backlash and dead zone
• Generalized filtering of one-sided Lipschitz nonlinear systems under measurement delays
• A discrete-time observer based on the polynomial approximation of the inverse observability map
• On convergence of the unscented Kalman–Bucy filter using contraction theory
• Online natural gradient as a Kalman filter
• Two families of semiglobal state observers for analytic discrete-time systems
• Comments on ``Performance evaluation of UKF-based nonlinear filtering
• Unknown input nonlinear observer design for continuous and discrete time systems with input recovery scheme
• A quantum extended Kalman filter
• The extended Kalman filter as an exponential observer for nonlinear systems
• Robust stability of nonlinear model predictive control with extended Kalman filter and target setting
• On feedback identification of unknown characteristics: a bioreactor case study
• A fast convergent extended Kalman observer for nonlinear discrete-time systems
• Delay-range-dependent observer-based control of nonlinear systems under input and output time-delays
• On Stability of a Class of Filters for Nonlinear Stochastic Systems
• Distributed synchronous cooperative tracking algorithm for ground moving target in urban by UAVs
• Performance evaluation of UKF-based nonlinear filtering
• Convergence analysis of the modified adaptive extended Kalman filter for the parameter estimation of a brushless DC motor
• Sonar-based robot navigation using non-linear robust discrete-time observers

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