Convergence and H2-Property of the Discrete-Time Extended Kalman Filter Used as a Nonlinear Observer

被引：0
|
作者：
Bonniwell, Jennifer L. [1 ]
Schneider, Susan C. [2 ]
Yaz, Edwin E. [2 ]
机构：
[1] Milwaukee Sch Engn, Elect Engn & Comp Sci Dept, Milwaukee, WI 53022 USA
[2] Marquette Univ, Elect & Comp Engn Dept, Milwaukee, WI 53233 USA
来源：
IEEE SOUTHEASTCON 2018 | 2018年
关键词：
Kalman filter; Lyapunov Analysis; H-2; property; STOCHASTIC STABILITY;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
An alternative method of analyzing the convergence of the discrete-time extended Kalman filter used as a deterministic nonlinear observer is shown. This work utilizes Lyapunov analysis techniques on the extended Kalman filter in the direct form to do convergence analysis with reduced assumptions on the system matrix.
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页数：5
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