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 …

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” …

In this paper, stability of the projection-based constrained discrete-time extended Kalman
filter (EKF) as applied to nonlinear systems in a stochastic framework has been studied. It …

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 …

A convergence analysis of the modified unscented Kalman filter (UKF), used as an observer
for a class of nonlinear deterministic continuous time systems, is presented. Under certain …

We study the closed-loop behavior of the extended Kalman filter (EKF) for a class of
deterministic nonlinear systems that are transformable to the special normal form with linear …

The interest of the incremental norm approach is first emphasized in the general context of
nonlinear observers. Our framework is then used to characterize global stability and …

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 …

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 …

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 …