On designing consistent extended Kalman filter

DOI10.1007/s11424-017-5151-7zbMath1380.93252OpenAlexW2610543806MaRDI QIDQ1697732

Peng Zhang

Publication date: 20 February 2018

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-017-5151-7

zbMATH Keywords

consistencynonlinear systemextended Kalman filter (EKF)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

On consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamics ⋮ Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises ⋮ Posterior Cramér-Rao bounds for nonlinear dynamic system with colored noises

Cites Work

• Unnamed Item
• Distributed Kalman filtering fusion with packet loss or intermittent communications from local estimators to fusion center
• Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses
• Robust Kalman filtering for systems under norm bounded uncertainties in all system matrices and error covariance constraints
• Stochastic stability of the discrete-time extended Kalman filter

This page was built for publication: On designing consistent extended Kalman filter