The polynomial extended Kalman filter as an exponential observer for nonlinear discrete-time systems

A Germani, C Manes - 2008 47th IEEE Conference on Decision …, 2008 - ieeexplore.ieee.org
This paper presents some results on the local exponential convergence of the Polynomial
Extended Kalman Filter (PEKF, see [14]) used as a state observer for deterministic nonlinear …

Convergence analysis of the extended kalman filter as an observer for nonlinear discrete-time systems

M Boutayeb, H Rafaralahy… - Proceedings of 1995 34th …, 1995 - ieeexplore.ieee.org
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 …

Polynomial extended Kalman filtering for discrete-time nonlinear stochastic systems

A Germani, C Manes, P Palumbo - 42nd IEEE International …, 2003 - ieeexplore.ieee.org
This paper deals with the state estimation problem for a discrete-time nonlinear system
driven by additive noise (not necessarily Gaussian). The solution here proposed is a filtering …

Stochastic stability of the discrete-time extended Kalman filter

K Reif, S Gunther, E Yaz… - IEEE Transactions on …, 1999 - ieeexplore.ieee.org
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 …

The extended Kalman filter as a local asymptotic observer for nonlinear discrete-time systems

Y Song, JW Grizzle - 1992 American control conference, 1992 - ieeexplore.ieee.org
The convergence aspects of the extended Kalman filter, when used as a deterministic
observer for a nonlinear discrete-time system, are analyzed. The case of systems with …

Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems

M Boutayeb, H Rafaralahy… - IEEE transactions on …, 1997 - ieeexplore.ieee.org
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 …

Stability of the extended Kalman filter when the states are constrained

EK Babacan, L Ozbek, M Efe - IEEE Transactions on Automatic …, 2008 - ieeexplore.ieee.org
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 …

Polynomial extended Kalman filter

A Germani, C Manes, P Palumbo - IEEE Transactions on …, 2005 - ieeexplore.ieee.org
This work presents a polynomial version of the well-known extended Kalman filter (EKF) for
the state estimation of nonlinear discrete-time stochastic systems. The proposed filter …

Linearisation along trajectories and the extended Kalman filter

K Reif, R Unbehauen - IFAC Proceedings Volumes, 1996 - Elsevier
In this paper it is proved that under certain conditions the well known extended Kalman filter
is an exponential observer for nonlinear systems in the sense of Kou, Elliott and Tarn (1975) …

Interlaced extended Kalman filter as deterministic nonlinear observer

L Glielmo, R Setola, F Vasca - 1999 European Control …, 1999 - ieeexplore.ieee.org
In this paper a Kalman filter based observer for a class of deterministic discrete-time
nonlinear systems is proposed. Exploiting the system structure, we propose an observer …