The Convergence of the Extended Kalman Filter

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dc.creatorKrener, Arthur J.
dc.date2002-12-18
dc.date.accessioned2026-07-07T04:53:53Z
dc.date.available2026-07-07T04:53:53Z
dc.descriptionWe demonstrate that the extended Kalman filter converges locally for a broad class of nonlinear systems. If the initial estimation error of the filter is not too large then the error goes to zero exponentially as time goes to infinity. To demonstrate this, we require that the system be $C^2$ and uniformly observable with bounded second partial derivatives.
dc.identifierhttps://arxiv.org/abs/math/0212255
dc.identifierhttp://arxiv.org/abs/math/0212255
dc.identifierin Directions in Mathematical Systems Theory and Optimization, A. Rantzer and C. I. Byrnes, eds, Springer Verlag, Berlin, pp.173-182, 2002
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/66030
dc.subjectOptimization and Control
dc.titleThe Convergence of the Extended Kalman Filter
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