IJPAM: Volume 91, No. 1 (2014)
FILTER IN A NOISY ENVIRONMENT THROUGH
Department of Mathematics
Vellore, 632 006, Tamilnadu, INDIA
Abstract. In this paper, the convergence aspects of the Extended Kalman Filter, when used as a deterministic observer for a nonlinear discrete-time systems, are addressed and analyzed. The conditions needed to ensure the boundedness of the error covariances which are related to the observability properties of the nonlinear systems are identified through difference equations. Furthermore, boundedness and stability conditions are provided in a noisy environment systems.
Received: August 4, 2013
AMS Subject Classification: 39A10, 39A11, 39A99, 34C99
Key Words and Phrases: boundedness, stability, extended Kalman filter, positive definite matrices
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DOI: 10.12732/ijpam.v91i1.4 How to cite this paper?
Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395