Stochastic stability of the continuous-time extended Kalman filter

Author:

Reif K.,Unbehauen R.,Yaz E.,Günther S.

Publisher

Institution of Engineering and Technology (IET)

Subject

Electrical and Electronic Engineering,Instrumentation,Control and Systems Engineering

Reference33 articles.

1. ANDERSON, B.D.O., and MOORE, J.B.: Optimal filtering, (Prentice-Hall, Englewood Cliffs, New Jersey 1979)

2. ARNOLD, L.: Stochastische differentialgleichungen, (Oldenbourg, München 1973)

3. Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases

4. BROWN, R.G., and HWANG, P.Y.: Introduction to random signals and applied Kalman filtering, (John Wiley & Sons, New York 1992)

5. High gain estimation for nonlinear systems

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