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Stochastic stability of the discrete-time extended Kalman filter

โœ Scribed by Reif, K.; Gunther, S.; Yaz, E.; Unbehauen, R.


Book ID
115450209
Publisher
IEEE
Year
1999
Tongue
English
Weight
488 KB
Volume
44
Category
Article
ISSN
0018-9286

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A modified extended Kalman filter for li
โœ Toshio Yoshimura; Katsunobu Konishi; Takashi Soeda ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 225 KB

This technical communique presents a modified extended Kalman filter for estimating the states and unknown parameters in discrete-time, multi-input multi-output linear systems. The hyperstabifity of the filter is guaranteed by introducing a compensator into the estimation mechanism. It is proved tha