… , among which perhaps the extended Kalman filter (EKF) is the best… and on the use of linear
estimation theory (the Kalman filter). … improved asymptotic convergence properties of the EKF …

… For the Kalman filter application, we consider a dynamic consensus algorithm that will
guarantee the local estimates, νi k, asymptotically converge to the summation of the steady-state …

… extended Kalman filter (IEKF), when used as a nonlinear observer, possesses local convergence
properties … ), (25) is an asymptotically stable observer as long as all the eigenvalues of …

… Let us recall this property, which will be partly investigated in our developments. Under (43),
if … Ljung, “Asymptotic behavior of the extended Kalman filter as a parameter estimator for …

… Dissanayakeet al. provided convergence properties of SLAM … Kim [4] provided some further
analysis on the asymptotic … In this paper, the convergence properties and inconsistency …

… Abstract The convergence aspects of the extended Kalman filter, when used as a determinic
… properties of the underlying nonlinear system. Furthermore, we show the convergence of …

… has given a convergence analysis of the extended Kalman filter (EKF) as … convergence
analysis is done for the EKF using filtered values of the state vector. The convergence properties …

… extended Kalman filter (EKF) that makes use of Kalman equations to stabilize the linearized
estimation error, and then attempt to derive local convergence properties … is an asymptotic …

… a faster convergence to the asymptotic level. This acceleration in the error convergence can
… , rather than being interested in the asymptotic behaviour of the assimilation algorithm, we …

… The extended Kalman filter is based upon an approximation by a normal distribution of a …
measurements and whose state converges asymptotically (and generally exponentially) to the …