An estimation algorithm for a class of discrete time nonlinear systems is proposed. The
system structure we deal with is partitionable into in subsystems, each affine wrt the …

The use of the extended Kalman filter as an approximate estimator for the states and
parameters of nonlinear systems is well known. A decomposition is pointed out in this letter …

The extended Kalman filter is an approximate filter for nonlinear systems, based on first-
order linearization. Its use for the joint parameter and state estimation problem for linear …

In the current paper, a modified version of the extended Kalman filter (EKF), when used as
an observer for nonlinear discrete-time systems, is presented. The approach proposed …

This paper deals with recursive state estimation for the class of discrete time nonlinear
systems whose nonlinearity consists of one or more static nonlinear one-variable functions …

In this paper, convergence analysis of the extended Kalman filter (EKF), when used as an
observer for nonlinear deterministic discrete-time systems, is presented. Based on a new …

This paper considers the application of the unscented Kalman filter (UKF) to continuous-time
filtering problems, where both the state and measurement processes are modeled as …

One of the basic assumptions involved in the" optimality" of the Kalman filter theory is that
the system under consideration must be linear. If the model is nonlinear, a linearization …

Upper and lower bounds on the error covariance matrices of the Kalman and Wiener filters
for linear finite state time-invariant system are derived. These bounds yield a measure of the …

A new nonlinear filter is derived for continuous-time processes with discrete-time
measurements. The filter is exact, and it can be implemented in real time with a …