A fast convergent extended Kalman observer for nonlinear discrete-time systems

DOI10.1080/0020772021000046225zbMath1029.93008OpenAlexW2048112456MaRDI QIDQ4808246

No author found.

Publication date: 2 February 2004

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

Full work available at URL: https://doi.org/10.1080/0020772021000046225

zbMATH Keywords

nonlinear observerneural networklocal convergencediscrete-time extended Kalman filtersinitial estimation errorpseudo-noise covariance matrices

Mathematics Subject Classification ID

Neural networks for/in biological studies, artificial life and related topics (92B20) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Observability (93B07)

Related Items (5)

Design of an extended unknown input observer with stochastic robustness techniques and evolutionary algorithms ⋮ Robust state estimation and fault diagnosis for uncertain hybrid systems ⋮ An iterated fuzzy extended Kalman filter for nonlinear systems ⋮ On convergence of the unscented Kalman–Bucy filter using contraction theory ⋮ <scp>Luenberger‐type</scp> cubic observers for state estimation of linear systems

Cites Work

• Unnamed Item
• An EKF-based nonlinear observer with a prescribed degree of stability
• Multilayer feedforward networks are universal approximators
• An improved tracking Kalman filter using a multilayered neural network
• Convergence analysis of the extended Kalman filter used as an observer for nonlinear deterministic discrete-time systems
• A strong tracking extended Kalman observer for nonlinear discrete-time systems
• An interlaced extended Kalman filter
• Observer design for nonlinear systems with discrete-time measurements

This page was built for publication: A fast convergent extended Kalman observer for nonlinear discrete-time systems