A Contraction Theory-Based Analysis of the Stability of the Deterministic Extended Kalman Filter
The contraction properties of the extended Kalman filter, viewed as a deterministic observer for nonlinear systems, are analyzed. The approach relies on the study of an auxiliary “virtual” dynamical system. Some conditions under which exponential convergence of the state error can be guaranteed are...
Main Authors: | Bonnabel, Silvere, Slotine, Jean-Jacques E. |
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Other Authors: | Massachusetts Institute of Technology. Department of Mechanical Engineering |
Format: | Article |
Language: | en_US |
Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2015
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Online Access: | http://hdl.handle.net/1721.1/97723 https://orcid.org/0000-0002-7161-7812 |
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