Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor
In this paper, the stability of the adaptive fading extended Kalman filter with the matrix forgetting factor when applied to the state estimation problem with noise terms in the non–linear discrete–time stochastic systems has been analysed. The analysis is conducted in a similar manner to the standa...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2016-01-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | http://www.degruyter.com/view/j/math.2016.14.issue-1/math-2016-0083/math-2016-0083.xml?format=INT |