Name
Title | ||
|---|---|---|
Conditions for stability of the extended Kalman filter and their application to the frequency tracking problem |
Abstract | ||
|---|---|---|
The error dynamics of the extended Kalman filter (EKF), employed as an observer for a general nonlinear, stochastic discrete time system, are analyzed. Sufficient conditions for the boundedness of the errors of the EKF are determined. An expression for the bound on the errors is given in terms of the size of the nonlinearities of the system and the error covariance matrices used in the design of the EKF. The results are applied to the design of a stable EKF frequency tracker for a signal with time-varying frequency. |
Year | DOI | Venue |
|---|---|---|
1995 | 10.1007/BF01212364 | MCSS |
Keywords | Field | DocType |
frequency tracking.,stability,extended kalman filter,discrete-time nonlinear systems,discrete time,nonlinear system | Extended Kalman filter,Nonlinear system,Control theory,Matrix (mathematics),Kalman filter,Observer (quantum physics),Invariant extended Kalman filter,Mathematics,Discrete system,Covariance | Journal |
Volume | Issue | ISSN |
8 | 1 | 1435-568X |
Citations | PageRank | References |
25 | 5.58 | 2 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Barbara F. La Scala | 1 | 54 | 11.26 |
| Robert R. Bitmead | 2 | 269 | 54.61 |
| Matthew R. Jamest | 3 | 25 | 5.58 |