An incremental framework for the Extended Kalman Filter

ECC 1997 - European Control Conference

Volumn , Issue , 1997, Pages 3258-3263

  Fromion, V ^a   Ferreres, G ^b  

^a University of Southern California ^*  (United States)

^b ONERA   (France)

Author keywords

Extended Kalman filtering; Nonlinear system; Observer; Stability

Indexed keywords

CONTROL ENGINEERING; CONVERGENCE OF NUMERICAL METHODS; NONLINEAR SYSTEMS;

EXTENDED KALMAN FILTERING; GLOBAL STABILITY; GLOBALLY EXPONENTIALLY STABLE; INITIAL CONDITIONS; NON-LINEAR OBSERVER; OBSERVER;

EXTENDED KALMAN FILTERS;

EID: 84949087825     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.1997.7082613     Document Type: Conference Paper

References (20)

1. V. Alexeev, V. Tikhomirov, and S. Fomine. Commande optimale. Edition Mir, Moscou, 1982.
2. J. S. Baras, A. Bensoussan, and M. R. James. Dynamic observers as asymptotic limits of recursive filters: special cases. SIAM I. Appl. Math., 48(5):1147-1158, 1988.
3. R. S. Bucy and P. D. Joseph. Filtering for stochastic processes with applications to guidance. John Wiley and Sons, New York, 1968.
4. J. P. Dauer. Perturbations of linear control systems. SIAM Journal on Control, 9:393-400, 1971.
5. F. Deza, E. Busvelle, J. P. Gauthier, and D. Rakotopara. Un résultat de stabilité des filtres de Kalman étendus continu-continu et continu-discret. C. R. Acad. Sa. Paris, 314:321-324, 1992.
6. V. Fromion and G. Ferreres. A dual approach for nonlinear observers using incremental stability concepts 1997. in preparation.
7. V. Fromion. Some results on the behavior of Lipschitz continuous systems. ECC97.
8. ∞ approach to the nonlinear context. In Proc. of 34th IEEE Conference on Decision and Control, pages 975-980, New Orleans, 1995.
9. V. Fromion, S. Monaco, and D. Normand-Cyrot. Asymptotic properties of incrementally stable systems. IEEE Transactions on Automatic Control, 41(5):721-72.3, May 1996.
10. V. Fromion, S. Monaco, and D. Normand-Cyrot. A link between input-output stability and Lyapunov stability. Systems and Control Letters, 27(4):24-3-248, April 1996.
11. W. Hahn. Stability of Motion. Springer-Verlag, Berlin, 1967.
12. L. Ljung. Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems. IEEE Transactions on Automatic Control, 24(1):36-50, 1979.
13. M. G. Safonov. Stability and Robustness of Multivariable Feedback Systems. MIT Press, Cambridge, 1980.
14. S. S. Sastrv and C. A. Deseor. The robustness of controllability and observability of linear time-varying systems. IEEE Transactions on Automatic Control, 27(4):933-939, 1982.
15. L. M. Silverman and B. D. O. Anderson. Controllability, observability and stability of linear systems. SIAM Journal on Control, 6:121-130, 1968.
16. T. L. Song and J. L. Speyer. The modified gain extended Kalman filter and parameter identification in linear systems. Automatica, 22:59-75, 1986.
17. M. M. Vainberg. Variational methods for the study of nonlinear operators. Holden-Day, INC. 1964.
18. M. Vidyasagar. Nonlinear Systems Analysis. Prentice-Hall, Englewood Cliffs, second edition, 1992.
19. J. C. Willems. The Analysis of Feedback Systems, volume 62 of Research Monographs. MIT Press, 1969.
20. W. M. Wonham. On a matrix Ricatti equation of stochastic control. SIAM Journal on Control, 6:681-697, 1968.