This paper details the stability analysis of the continuous-time Kalman filter dynamics for
linear time-varying systems subject to exponentially decaying perturbations. It is assumed …

Stability of the Kalman filter for linear time-invariant systems is studied from the perspective
of divergence of the estimation error under incorrect noise measurement. We provide …

We study the closed-loop behavior of the ex-tended Kalman filter for a class of deterministic
nonlinear systems that are transformable to the special normal form with linear internal …

This paper studies semi-stability for Kalman filters in the context of linear time-varying
systems with incorrect noise information. Semi-stability is a key property, as it ensures that …

The authors analyze the error behavior for the discrete-time extended Kalman filter for
general nonlinear systems in a stochastic framework. In particular, it is shown that the …

Abstract he error behaviour of the extended Kalman filter is analysed. It is proved that the
estimation error remains bounded if the system satisfies a detectability condition and both …

In this note, stability of the projection-based constrained discrete time extended Kalman filter
(EKF) when applied to deterministic nonlinear systems has been studied. It is proved that …

Analysis tools are developed that can be effectively used to study the performance
degradation of a filter when incorrect models of the state and measurement noise …

The contraction properties of the extended Kalman filter, viewed as a deterministic observer
for nonlinear systems, are analyzed. The approach relies on the study of an auxiliary “virtual” …

Many recent problems in distributed estimation and control reduce to estimating the state of
a dynamical system using sensor measurements that are transmitted across a lossy network …