Stability of the Extended Kalman Filter When the States are Constrained

DOI10.1109/TAC.2008.2008333zbMath1367.93638OpenAlexW2145192853MaRDI QIDQ4974422

Murat Efe, Levent Ozbek, Esin Koksal Babacan

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2008.2008333

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Asymptotic stability in control theory (93D20)

Related Items (4)

Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor ⋮ On Stability of a Class of Filters for Nonlinear Stochastic Systems ⋮ On the stability and the concentration of extended Kalman-Bucy filters ⋮ Least-squares parameter estimation for state-space models with state equality constraints

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