Conditions for stability of the extended Kalman filter and their application to the frequency tracking problem
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Publication:1904426
DOI10.1007/BF01212364zbMath0843.93074MaRDI QIDQ1904426
Matthew R. James, Barbara F. La Scala, Bitmead, Robert R.
Publication date: 1 February 1996
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15)
Related Items (11)
Stability of consensus extended Kalman filter for distributed state estimation ⋮ On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering ⋮ An algebraic continuous time parameter estimation for a sum of sinusoidal waveform signals ⋮ Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes ⋮ A dynamical control view on synchronization ⋮ Semi-global observer for multi-output nonlinear systems ⋮ On the observer design in discrete-time ⋮ SYNCHRONIZATION THROUGH FILTERING ⋮ Forward-looking persistent excitation in model predictive control ⋮ Canonical observer forms for multi-output systems up to coordinate and output transformations in discrete time ⋮ Prediction error methods for limit cycle data
Cites Work
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- Frequency tracking of nonsinusoidal periodic signals in noise
- Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
- Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases
- Observability of autonomous discrete time non-linear systems: a geometric approach
- A fast efficient technique for the estimation of frequency
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