论文信息 - The Extended Kalman Filter as a Local Asymptotic Observer for Nonlinear Discrete-Time Systemsy

The Extended Kalman Filter as a Local Asymptotic Observer for Nonlinear Discrete-Time Systemsy

The convergence aspects of the extended Kalman lter, when used as a deterministic observer for a nonlinear discrete-time system, are analyzed. To a certain extent, the results parallel those of [1] for continuous-time systems. However, in addition to the analysis done in [1], the case of systems with nonlinear output maps is treated and the conditions needed to ensure the uniform boundedness of certain Riccati equations are related to the observability properties of the underlying nonlinear system. Furthermore, we show the convergence of the lter without any a priori boundedness assumptions on the error covariances whenever the states stay within a convex compact domain. y Work supported by the National Science Foundation under contract NSF ECS-88-96136 with matching funds provided by the FORD MO. CO. September 13, 1991

J. Grizzle | Yong-Heui Song

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