… In Section III, we focus on the invariant extended Kalman filter (IEKF) [6] when applied to
the broad class of systems of Section II. We consider continuous-time models with discrete …

… It is well known that the time-varying Kalman Filter (KF) is globally exponentially stable
and optimal in the sense of minimum variance under some conditions. However, nonlinear …

… unscented Kalman filter (UKF), used as an observer for a … Kalman filter (EKF) is an exponential
observer for non-linear systems, ie, the dynamics of the estimation error is exponentially …

… approaches to observer design in addition to the Kalman filter, … KF to nonlinear systems, the
extended Kalman filter (EKF), was … Our contribution in proving local exponential convergence …

… -order fault-tolerant extended Kalman filter estimation framework for discrete-time stochastic
nonlinear systems under sensor failures, bounded observer-gain perturbation, extraneous …

… A nonlinear disturbance observer with extended Kalman filter (NDEKF) is designed to …
The mean square exponential boundedness for the estimation error of NDEKF is presented. …

… and the near-optimal steady-state performance of the linearized Kalman filter for estimation
… Kalman filter is derived in detail, and its error dynamics is shown to be globally exponentially …

… equation for the nominal Kalman filter. Section 5 … the Kalman filter constitutes a suitable
state observer for the nominal LTV system, featuring error dynamics that converge exponentially …

… using a time-varying Kalman filter, leading to a twostage estimator called the Double Kalman
Filter (DKF). The DKF is inherently globally exponentially stable for nonlinear systems that …

… An adaptive Kalman filter is proposed in this paper for … the exponential stability of the
proposed adaptive Kalman filter is … within the proposed adaptive Kalman filter is equivalent to the …