A Contraction Theory-Based Analysis of the Stability of the Deterministic Extended Kalman Filter

被引：89

作者：

Bonnabel, Silvere ^{[1
]}

Slotine, Jean-Jacques ^{[2
]}

机构：

[1] PSL Res Univ, MINES ParisTech, F-75006 Paris, France

[2] MIT, Nonlinear Syst Lab, Cambridge, MA 02139 USA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2015年 / 60卷 / 02期

关键词：

Contraction theory; extended Kalman filter; nonlinear asymptotic observer; virtual system;

D O I：

10.1109/TAC.2014.2336991

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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" dynamical system. Some conditions under which exponential convergence of the state error can be guaranteed are derived. Moreover, contraction provides a simple formalism to study some robustness properties of the filter, especially with respect to measurement errors, as illustrated by a simplified inertial navigation example. This technical note sheds another light on the theoretical properties of this popular observer.

引用

页码：565 / 569

页数：5

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